yf_as_dataframe 0.2.15

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data/.rubocop.yml

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+AllCops:
+  TargetRubyVersion: 2.6
+
+Style/StringLiterals:
+  Enabled: true
+  EnforcedStyle: double_quotes
+
+Style/StringLiteralsInInterpolation:
+  Enabled: true
+  EnforcedStyle: double_quotes
+
+Layout/LineLength:
+  Max: 120

data/CODE_OF_CONDUCT.md

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+# Code of Conduct
+
+## Submitting a new issue
+
+* Search through existing Issues and Discussions, in case your issue already exists and a solution is being developed.
+* Ensure you read & follow the template form.
+* Consider you may be the best person to investigate and fix.
+
+## Contributing to an existing Issue
+
+* Read the entire thread.
+* Ensure your comment is contributing something new/useful. Remember you can simply react to other comments.
+* Be concise:
+  - use the formatting options
+  - if replying to a big comment, instead of quoting it, link to it

data/Gemfile

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+# frozen_string_literal: true
+
+source "https://rubygems.org"
+
+# Specify your gem's dependencies in yf_as_dataframe.gemspec
+gemspec
+
+gem "rake", "~> 13.0"
+
+gem "rubocop", "~> 1.21"

data/LICENSE.txt

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+The MIT License (MIT)
+
+Copyright (c) 2024 TODO: Write your name
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

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+# YfAsDataframe
+
+# Download market data from Yahoo! Finance's API
+
+<table border=1 cellpadding=10><tr><td>
+
+#### \*\*\* IMPORTANT LEGAL DISCLAIMER \*\*\*
+
+---
+
+**Yahoo!, Y!Finance, and Yahoo! finance are registered trademarks of
+Yahoo, Inc.**
+
+yf_as_dataframe is **not** affiliated, endorsed, or vetted by Yahoo, Inc. It is
+an open-source tool that uses Yahoo's publicly available APIs, and is
+intended for research and educational purposes.
+
+**You should refer to Yahoo!'s terms of use**
+([here](https://policies.yahoo.com/us/en/yahoo/terms/product-atos/apiforydn/index.htm),
+[here](https://legal.yahoo.com/us/en/yahoo/terms/otos/index.html), and
+[here](https://policies.yahoo.com/us/en/yahoo/terms/index.htm)) **for
+details on your rights to use the actual data downloaded. Remember - the
+Yahoo! finance API is intended for personal use only.**
+
+</td></tr></table>
+
+---
+
+## Purpose
+
+This package provides for pulling data from Yahoo!'s unofficial API, and providing that data using using [Polars](https://github.com/ankane/ruby-polars?tab=readme-ov-file) dataframes in ruby.  Data in those dataframes can then be easily post-processed using technical indicators provided by [Tulip](https://tulipindicators.org/) via [Tulirb's](https://www.rubydoc.info/github/ozone4real/tulirb/main/Tulirb) ruby bindings, and visualized using [Vega](https://github.com/ankane/vega-ruby). 
+
+### Quick Start: The Ticker module
+
+The `Ticker` class, which allows you to access ticker data from Yahoo!'s unofficial API:
+
+```ruby
+
+msft = YfAsDataframe::Ticker.new("MSFT")
+
+# get all stock info
+msft.info
+
+# get historical market data as a dataframe 
+hist = msft.history(period: "1mo")
+hist2 = msft.history(start: '2020-01-01', fin: '2021-12-31')
+
+# show meta information about the history (requires history() to be called first)
+msft.history_metadata
+
+# show actions (dividends, splits, capital gains)
+msft.actions
+msft.dividends
+msft.splits
+msft.capital_gains  # only for mutual funds & etfs
+
+# show share count
+msft.shares_full(start: "2022-01-01", fin: nil)
+
+# show financials:
+# - income statement
+msft.income_stmt
+msft.quarterly_income_stmt
+# - balance sheet
+msft.balance_sheet
+msft.quarterly_balance_sheet
+# - cash flow statement
+msft.cashflow
+msft.quarterly_cashflow
+
+# show holders
+msft.major_holders
+msft.institutional_holders
+msft.mutualfund_holders
+msft.insider_transactions
+msft.insider_purchases
+msft.insider_roster_holders
+
+# show recommendations
+msft.recommendations
+msft.recommendations_summary
+msft.upgrades_downgrades
+
+# Show future and historic earnings dates, returns at most next 4 quarters and last 8 quarters by default.
+msft.earnings_dates
+
+# show ISIN code
+# ISIN = International Securities Identification Number
+msft.isin
+
+# show options expirations
+msft.options
+
+# show news
+msft.news
+
+# get option chain for specific expiration
+opt = msft.option_chain('2026-12-18')
+# data available via: opt.calls, opt.puts
+
+
+# technical operations, using the Tulirb gem, which provides bindings to 
+# the Tulip technical indicators library
+h = msft.history(period: '2y', interval: '1d')
+YfAsDataframe.ad(h)
+
+# then
+h.insert_at_idx(h.columns.length, YfAsDataframe.ad(h))
+h['ad_results'] = YfAsDataframe.ad(h)
+
+```
+
+Most of the indicators are found [here](https://tulipindicators.org/) and [here](https://www.rubydoc.info/github/ozone4real/tulirb/main/Tulirb).  Indicator parameters in [Tulirb](https://www.rubydoc.info/github/ozone4real/tulirb/main/Tulirb) called, e.g., "period" or "short_period" are renamed as "window" or "short_window", respectively.  There are a few other variants that are affected.  Default values are shown below.
+
+```ruby
+
+df = msft.history(period: '3y', interval: '1d') # for example
+
+YfAsDataframe.ad(df)
+YfAsDataframe.adosc(df, short_window: 2, long_window: 5)
+YfAsDataframe.adx(df, column: 'Adj Close', window: 5)
+YfAsDataframe.adxr(df, column: 'Adj Close', window: 5)
+YfAsDataframe.avg_daily_trading_volume(df, window: 20)
+YfAsDataframe.ao(df)
+YfAsDataframe.apo(df, column: 'Adj Close', short_window: 12, long_window: 29)
+YfAsDataframe.aroon(df, window: 20)
+YfAsDataframe.aroonosc(df, window: 20)
+YfAsDataframe.avg_price(df)
+YfAsDataframe.atr(df, window: 20)
+YfAsDataframe.bbands(df, column: 'Adj Close', window: 20, stddev: 1 )
+YfAsDataframe.bop(df)
+YfAsDataframe.cci(df, window: 20)
+YfAsDataframe.cmo(df, column: 'Adj Close', window: 20)
+YfAsDataframe.cvi(df, window: 20)
+YfAsDataframe.dema(df, column: 'Adj Close', window: 20)
+YfAsDataframe.di(df, window: 20)
+YfAsDataframe.dm(df, window: 20)
+YfAsDataframe.dpo(df, column: 'Adj Close', window: 20)
+YfAsDataframe.dx(df, window: 20)
+YfAsDataframe.ema(df, column: 'Adj Close', window: 5) 
+YfAsDataframe.emv(df)
+YfAsDataframe.fisher(df, window: 20) 
+YfAsDataframe.fosc(df, window: 20) 
+YfAsDataframe.hma(df, column: 'Adj Close', window: 5) 
+YfAsDataframe.kama(df, column: 'Adj Close', window: 5)
+YfAsDataframe.kvo(df, short_window: 5, long_window: 20)
+YfAsDataframe.linreg(df, column: 'Adj Close', window: 20)
+YfAsDataframe.linregintercept(df, column: 'Adj Close', window: 20)
+YfAsDataframe.linregslope(df, column: 'Adj Close', window: 20)
+YfAsDataframe.macd(df, column: 'Adj Close', short_window: 12, long_window: 26, signal_window: 9)
+YfAsDataframe.marketfi(df)
+YfAsDataframe.mass(df, window: 20)
+YfAsDataframe.max(df, column: 'Adj Close', window: 20)
+YfAsDataframe.md(df, column: 'Adj Close', window: 20)
+YfAsDataframe.median_price(df)
+YfAsDataframe.mfi(df, window: 20)
+YfAsDataframe.min(df, column: 'Adj Close', window: 20)
+YfAsDataframe.mom(df, column: 'Adj Close', window: 5)
+YfAsDataframe.moving_avgs(df, window: 20)
+YfAsDataframe.natr(df, window: 20)
+YfAsDataframe.nvi(df)
+YfAsDataframe.obv(df)
+YfAsDataframe.ppo(df, column: 'Adj Close', short_window: 12, long_window: 26)
+YfAsDataframe.psar(df, acceleration_factor_step: 0.2, acceleration_factor_maximum: 2)
+YfAsDataframe.pvi(df)
+YfAsDataframe.qstick(df, window: 20)
+YfAsDataframe.roc(df, column: 'Adj Close', window: 20)
+YfAsDataframe.rocr(df, column: 'Adj Close', window: 20)
+YfAsDataframe.rsi(df, window: 20)
+YfAsDataframe.sma(df, column: 'Adj Close', window: 20)
+YfAsDataframe.stddev(df, column: 'Adj Close', window: 20)
+YfAsDataframe.stderr(df, column: 'Adj Close', window: 20)
+YfAsDataframe.stochrsi(df, column: 'Adj Close', window: 20)
+YfAsDataframe.sum(df, column: 'Adj Close', window: 20)
+YfAsDataframe.tema(df, column: 'Adj Close', window: 20)
+YfAsDataframe.tr(df, column: 'Adj Close')
+YfAsDataframe.trima(df, column: 'Adj Close', window: 20)
+YfAsDataframe.trix(df, column: 'Adj Close', window: 20)
+YfAsDataframe.trima(df, column: 'Adj Close', window: 20)
+YfAsDataframe.tsf(df, column: 'Adj Close', window: 20)
+YfAsDataframe.typical_price(df)
+YfAsDataframe.ultosc(df, short_window: 5, medium_window: 12, long_window: 26)
+YfAsDataframe.weighted_close_price(df)
+YfAsDataframe.var(df, column: 'Adj Close', window: 20)
+YfAsDataframe.vhf(df, column: 'Adj Close', window: 20)
+YfAsDataframe.vidya(df, column: 'Adj Close', short_window: 5, long_window: 20, alpha: 0.2)
+YfAsDataframe.volatility(df, column: 'Adj Close', window: 20)
+YfAsDataframe.vosc(df, column: 'Adj Close', short_window: 5, long_window: 20)
+YfAsDataframe.vol_weighted_moving_avg(df, window: 20)
+YfAsDataframe.wad(df)
+YfAsDataframe.wcprice(df)
+YfAsDataframe.wilders(df, column: 'Adj Close', window: 20)
+YfAsDataframe.willr(df, window: 20)
+YfAsDataframe.wma(df, column: 'Adj Close', window: 5)
+YfAsDataframe.zlema(df, column: 'Adj Close', window: 5)
+```
+
+---
+
+## Graphing
+
+To graph any of the series using [Vega](https://github.com/ankane/vega-ruby), per the information [here](https://github.com/ankane/vega-ruby#exporting-charts-experimental), you will need to run 
+
+```sh
+yarn add vega-cli vega-lite
+```
+
+Then, from within irb, you can generate charts, e.g., 
+
+```ruby
+> msft = YfAsDataframe::Ticker.new("MSFT")
+# => 
+# #<YfAsDataframe::Ticker:0x000000011e6d50a0
+# ...
+
+> df = msft.history(period: '3y', interval: '1d')
+# => 
+# shape: (754, 10)
+# ...
+
+> df.insert_at_idx(df.columns.length, YfAsDataframe.ema(df, column: 'Adj Close', window: 5))
+# => 
+# shape: (753, 11)
+# ┌────────────┬────────────┬────────────┬────────────┬───┬───────────┬───────────────┬──────────────┬──────────────────────┐
+# │ Timestamps ┆ Open       ┆ High       ┆ Low        ┆ … ┆ Dividends ┆ Capital Gains ┆ Stock Splits ┆ EMA(5) for Adj Close │
+# │ ---        ┆ ---        ┆ ---        ┆ ---        ┆   ┆ ---       ┆ ---           ┆ ---          ┆ ---                  │
+# │ date       ┆ f64        ┆ f64        ┆ f64        ┆   ┆ f64       ┆ f64           ┆ f64          ┆ f64                  │
+# ╞════════════╪════════════╪════════════╪════════════╪═══╪═══════════╪═══════════════╪══════════════╪══════════════════════╡
+# │ 2021-07-12 ┆ 279.160004 ┆ 279.769989 ┆ 276.579987 ┆ … ┆ 0.0       ┆ 0.0           ┆ 0.0          ┆ 270.325745           │
+# │ 2021-07-13 ┆ 277.519989 ┆ 282.850006 ┆ 277.390015 ┆ … ┆ 0.0       ┆ 0.0           ┆ 0.0          ┆ 271.514984           │
+# │ 2021-07-14 ┆ 282.350006 ┆ 283.660004 ┆ 280.549988 ┆ … ┆ 0.0       ┆ 0.0           ┆ 0.0          ┆ 272.804932           │
+# │ 2021-07-15 ┆ 282.0      ┆ 282.51001  ┆ 279.829987 ┆ … ┆ 0.0       ┆ 0.0           ┆ 0.0          ┆ 273.184001           │
+# │ 2021-07-16 ┆ 282.070007 ┆ 284.100006 ┆ 279.459991 ┆ … ┆ 0.0       ┆ 0.0           ┆ 0.0          ┆ 273.345751           │
+# │ …          ┆ …          ┆ …          ┆ …          ┆ … ┆ …         ┆ …             ┆ …            ┆ …                    │
+# │ 2024-07-02 ┆ 453.200012 ┆ 459.589996 ┆ 453.109985 ┆ … ┆ 0.0       ┆ 0.0           ┆ 0.0          ┆ 454.288375           │
+# │ 2024-07-03 ┆ 458.190002 ┆ 461.019989 ┆ 457.880005 ┆ … ┆ 0.0       ┆ 0.0           ┆ 0.0          ┆ 456.448913           │
+# │ 2024-07-05 ┆ 459.609985 ┆ 468.350006 ┆ 458.970001 ┆ … ┆ 0.0       ┆ 0.0           ┆ 0.0          ┆ 460.152608           │
+# │ 2024-07-08 ┆ 466.549988 ┆ 467.700012 ┆ 464.459991 ┆ … ┆ 0.0       ┆ 0.0           ┆ 0.0          ┆ 462.181735           │
+# │ 2024-07-09 ┆ 467.0      ┆ 467.329987 ┆ 458.0      ┆ … ┆ 0.0       ┆ 0.0           ┆ 0.0          ┆ 461.30116            │
+# └────────────┴────────────┴────────────┴────────────┴───┴───────────┴───────────────┴──────────────┴──────────────────────┘ 
+
+> File.binwrite('/tmp/chart.png',df.plot("Timestamps", "EMA(5) for Adj Close", type: "line", width:800, height:500).to_png)
+# => 44913 
+
+```
+
+Then the following image should be saved at the specified location.
+
+![A chart generated with YfAsDataframe using Vega](./chart.png?raw=true)
+
+PNG, SVG, and PDF output formats are supported directly.  See [this page](https://github.com/ankane/vega-ruby) for more information in constructing supported charts.
+
+While it _has not been tested yet_, images _should_ be able to be produced interactively using [iruby](https://github.com/SciRuby/iruby) operating in a [Jupyter environment](https://github.com/jupyterlab).
+
+---
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'yf_as_dataframe'
+```
+
+And then execute:
+
+    $ bundle install
+
+Or install it yourself as:
+
+    $ gem install yf_as_dataframe
+
+---
+
+## Development
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and the created tag, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/bmck/yf_as_dataframe.
+
+---
+
+### Legal Stuff
+
+The **yf_as_dataframe** gem is available as open source under the **MIT Software License** (https://opensource.org/licenses/MIT). See
+the [LICENSE.txt](./LICENSE.txt) file in the release for details.
+
+
+AGAIN - yf_as_dataframe is **not** affiliated, endorsed, or vetted by Yahoo, Inc. It's
+an open-source tool that uses Yahoo's publicly available APIs, and is
+intended for research and educational purposes. You should refer to Yahoo!'s terms of use
+([here](https://policies.yahoo.com/us/en/yahoo/terms/product-atos/apiforydn/index.htm),
+[here](https://legal.yahoo.com/us/en/yahoo/terms/otos/index.html), and
+[here](https://policies.yahoo.com/us/en/yahoo/terms/index.htm)) for
+details on your rights to use the actual data downloaded.
+
+---

data/Rakefile

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+# frozen_string_literal: true
+
+require "bundler/gem_tasks"
+require "rubocop/rake_task"
+
+RuboCop::RakeTask.new
+
+task default: :rubocop

data/lib/yf_as_dataframe/analysis.rb

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+class YfAsDataframe
+  module Analysis
+    extend ActiveSupport::Concern
+
+    # attr_accessor :ticker
+
+    def self.included(base) # built-in Ruby hook for modules
+      base.class_eval do
+        original_method = instance_method(:initialize)
+        define_method(:initialize) do |*args, &block|
+          original_method.bind(self).call(*args, &block)
+          initialize_analysis # (your module code here)
+        end
+      end
+    end
+
+    def initialize_analysis
+      @earnings_trend = nil
+      @analyst_trend_details = nil
+      @analyst_price_target = nil
+      @ev_est = nil
+      @ps_est = nil
+    end
+
+
+    def earnings_trend #(self)
+      raise YFNotImplementedError.new('earnings_trend') if @earnings_trend.nil?
+      return earnings_trend
+    end
+
+    def analyst_trend_details #(self)
+      raise YFNotImplementedError.new('analyst_trend_details') if @analyst_trend_details.nil?
+      return analyst_trend_details
+    end
+
+    alias_method :trend_details, :analyst_trend_details
+
+    def analyst_price_target #(self)
+      raise YFNotImplementedError.new('analyst_price_target') if @analyst_price_target.nil?
+      return analyst_price_target
+    end
+
+    alias_method :price_targets, :analyst_price_target
+
+    def rev_est #(self)
+      raise YFNotImplementedError.new('rev_est') if @rev_est.nil?
+      return rev_est
+    end
+
+    alias_method :rev_forecast, :rev_est
+
+    def eps_est #(self)
+      raise YFNotImplementedError.new('eps_est') if @eps_est.nil?
+      return eps_est
+    end
+
+    alias_method :earnings_forecast, :eps_est
+
+    # analysis_methods = [:earnings_trend, :analyst_trend_details, :trend_details, \
+    #                     :price_targets, :analyst_price_target, :rev_est, \
+    #                     :rev_forecast, :eps_est, :earnings_forecast ]
+    # analysis_methods.each do |meth|
+    #   #   delegate meth, to: :analysis
+    #   alias_method "get_#{meth}".to_sym, meth
+    # end
+
+  end
+end