yfinrb 0.1.0

data/lib/yfinrb/ticker.rb

@@ -0,0 +1,381 @@
+
+class Yfin
+  class Ticker
+    ROOT_URL = 'https://finance.yahoo.com'.freeze
+    BASE_URL = 'https://query2.finance.yahoo.com'.freeze
+
+    include YfConnection
+
+    attr_accessor :tz, :proxy, :isin, :timeout
+    attr_reader :error_message, :ticker
+
+    class YahooFinanceException < Exception
+    end
+
+    class SymbolNotFoundException < YahooFinanceException
+    end
+
+    def initialize(ticker)
+      @proxy = nil 
+      @timeout = 30
+      @tz = TZInfo::Timezone.get('America/New_York')
+
+      @isin = nil
+      @news = []
+      @shares = nil
+
+      @earnings_dates = {}
+      @expirations = {}
+      @underlying = {}
+
+      @ticker = (Utils.is_isin(ticker.upcase) ? Utils.get_ticker_by_isin(ticker.upcase, nil, @session) : ticker).upcase
+
+      yfconn_initialize
+    end
+
+    include PriceHistory
+    include Analysis
+    include Fundamentals
+    include Holders
+    include Quote
+    include Financials
+
+    alias_method :symbol, :ticker
+
+    def symbol; @ticker; end
+
+    def shares_full(start: nil, fin: nil)
+      logger = Rails.logger
+
+      # Rails.logger.info { "#{__FILE__}:#{__LINE__} start = #{start.inspect}, fin = #{fin.inspect}" } 
+
+      if start
+        start_ts = Utils.parse_user_dt(start, tz)
+        # Rails.logger.info { "#{__FILE__}:#{__LINE__} start_ts = #{start_ts}" }
+        start = Time.at(start_ts).in_time_zone(tz)
+        # Rails.logger.info { "#{__FILE__}:#{__LINE__} start = #{start.inspect}, fin = #{fin.inspect}" } 
+      end
+      if fin
+        end_ts = Utils.parse_user_dt(fin, tz)
+        # Rails.logger.info { "#{__FILE__}:#{__LINE__} end_ts = #{end_ts}" }
+        fin = Time.at(end_ts).in_time_zone(tz)
+        # Rails.logger.info { "#{__FILE__}:#{__LINE__} start = #{start.inspect}, fin = #{fin.inspect}" } 
+      end
+
+      # Rails.logger.info { "#{__FILE__}:#{__LINE__} start = #{start.inspect}, fin = #{fin.inspect}" } 
+
+      dt_now = DateTime.now.in_time_zone(tz)
+      fin ||= dt_now
+      start ||= (fin - 548.days).midnight
+
+      if start >= fin
+        logger.error("Start date (#{start}) must be before end (#{fin})")
+        return nil
+      end
+
+      ts_url_base = "https://query2.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/timeseries/#{@ticker}?symbol=#{@ticker}"
+      shares_url = "#{ts_url_base}&period1=#{start.to_i}&period2=#{fin.tomorrow.midnight.to_i}"
+
+      begin
+        json_data = get(shares_url).parsed_response
+      rescue #_json.JSONDecodeError, requests.exceptions.RequestException
+        logger.error("#{@ticker}: Yahoo web request for share count failed")
+        return nil
+      end
+
+      fail = json_data["finance"]["error"]["code"] == "Bad Request" rescue false
+      if fail
+        logger.error("#{@ticker}: Yahoo web request for share count failed")
+        return nil
+      end
+
+      shares_data = json_data["timeseries"]["result"]
+
+      return nil if !shares_data[0].key?("shares_out")
+
+      timestamps = shares_data[0]["timestamp"].map{|t| Time.at(t).to_datetime }
+
+      df = Polars::DataFrame.new(
+        {
+          'Timestamps': timestamps,
+          "Shares": shares_data[0]["shares_out"]
+        }
+      )
+
+      return df
+    end
+
+    def shares
+      return @shares unless @shares.nil?
+
+      full_shares = shares_full(start: DateTime.now.utc.to_date-548.days, fin: DateTime.now.utc.to_date)
+      # Rails.logger.info { "#{__FILE__}:#{__LINE__} full_shares = #{full_shares.inspect}" }
+
+      # if shares.nil?
+      #     # Requesting 18 months failed, so fallback to shares which should include last year
+      #     shares = @ticker.get_shares()
+
+      # if shares.nil?
+      full_shares = full_shares['Shares'] if full_shares.is_a?(Polars::DataFrame)
+      # Rails.logger.info { "#{__FILE__}:#{__LINE__} full_shares = #{full_shares.inspect}" }
+      @shares = full_shares[-1].to_i
+      # end
+      # return @shares
+    end
+
+    def news()
+      return @news unless @news.empty?
+
+      url = "#{BASE_URL}/v1/finance/search?q=#{@ticker}"
+      data = get(url).parsed_response
+      if data.include?("Will be right back")
+        raise RuntimeError("*** YAHOO! FINANCE IS CURRENTLY DOWN! ***\nOur engineers are working quickly to resolve the issue. Thank you for your patience.")
+      end
+
+      @news = {}
+      data['news'].each do |item|
+        @news[item['title']] = item['link']
+      end
+
+      return @news
+    end
+
+    def earnings_dates(limit = 12)
+      #   """
+      # Get earning dates (future and historic)
+      # :param limit: max amount of upcoming and recent earnings dates to return.
+      #               Default value 12 should return next 4 quarters and last 8 quarters.
+      #               Increase if more history is needed.
+
+      # :return: Polars dataframe
+      # """
+      return @earnings_dates[limit] if @earnings_dates && @earnings_dates[limit]
+
+      logger = Rails.logger
+
+      page_size = [limit, 100].min  # YF caps at 100, don't go higher
+      page_offset = 0
+      dates = nil
+      # while true
+        url = "#{ROOT_URL}/calendar/earnings?symbol=#{@ticker}&offset=#{page_offset}&size=#{page_size}"
+        data = get(url).parsed_response # @data.cache_get(url: url).text
+
+        if data.include?("Will be right back")
+          raise RuntimeError, "*** YAHOO! FINANCE IS CURRENTLY DOWN! ***\nOur engineers are working quickly to resolve the issue. Thank you for your patience."
+        end
+
+        csv = ''
+        doc = Nokogiri::HTML(data)
+        tbl = doc.xpath("//table").first
+        tbl.search('tr').each do |tr|
+          cells = tr.search('th, td')
+          csv += CSV.generate_line(cells)
+        end
+        csv = CSV.parse(csv)
+
+        df = {}
+        (0..csv[0].length-1).each{|i| df[csv[0][i]] = csv[1..-1].transpose[i] }
+        dates = Polars::DataFrame.new(df)
+      # end
+
+      # Drop redundant columns
+      dates = dates.drop(["Symbol", "Company"]) #, axis: 1)
+
+      # Convert types
+      ["EPS Estimate", "Reported EPS", "Surprise(%)"].each do |cn|
+        s = Polars::Series.new([Float::NAN] * (dates.shape.first))
+        (0..(dates.shape.first-1)).to_a.each {|i| s[i] = dates[cn][i].to_f unless dates[cn][i] == '-' }
+        dates.replace(cn, s)
+      end
+
+      # Convert % to range 0->1:
+      dates["Surprise(%)"] *= 0.01
+
+      # Parse earnings date string
+      s = Polars::Series.new(dates['Earnings Date'].map{|t| Time.at(t.to_datetime.to_i).to_datetime }, dtype: :i64)
+      dates.replace('Earnings Date', s)
+
+
+      @earnings_dates[limit] = dates
+
+      dates
+    end
+
+    def option_chain(date = nil, tz = nil)
+      options = if date.nil?
+        download_options
+      else
+        download_options if @expirations.empty? || date.nil?
+        raise "Expiration `#{date}` cannot be found. Available expirations are: [#{@expirations.keys.join(', ')}]" unless @expirations.key?(date)
+
+        download_options(@expirations[date])
+      end
+
+      df = OpenStruct.new(
+        calls: _options_to_df(options['calls'], tz),
+        puts: _options_to_df(options['puts'], tz),
+        underlying: options['underlying']
+      )
+    end
+
+    def options
+      download_options if @expirations.empty?
+      @expirations.keys
+    end
+
+    alias_method :option_expiration_dates, :options
+
+    def is_valid_timezone(tz)
+      begin
+        _tz.timezone(tz)
+      rescue UnknownTimeZoneError
+        return false
+      end
+      return true
+    end
+
+    def to_s
+      "yfinance.Ticker object <#{ticker}>"
+    end
+
+    def download_options(date = nil)
+      url = date.nil? ? "#{BASE_URL}/v7/finance/options/#{@ticker}" : "#{BASE_URL}/v7/finance/options/#{@ticker}?date=#{date}"
+
+      response = get(url).parsed_response  #Net::HTTP.get(uri)
+
+      if response['optionChain'].key?('result') #r.dig('optionChain', 'result')&.any?
+        response['optionChain']['result'][0]['expirationDates'].each do |exp|
+          @expirations[Time.at(exp).utc.strftime('%Y-%m-%d')] = exp
+        end
+
+        @underlying = response['optionChain']['result'][0]['quote'] || {}
+
+        opt = response['optionChain']['result'][0]['options'] || []
+
+        return opt.empty? ? {} : opt[0].merge('underlying' => @underlying) 
+      end
+      {}
+    end
+
+    def isin()
+      return @isin if !@isin.nil?
+
+      # ticker = @ticker.upcase
+
+      if ticker.include?("-") || ticker.include?("^")
+        @isin = '-'
+        return @isin
+      end
+
+      q = ticker
+      @info ||= info
+      return nil if @info.nil?
+
+      # q = @info['quoteType'].try(:[],'shortName') # if @info.key?("shortName")
+
+      url = "https://markets.businessinsider.com/ajax/SearchController_Suggest?max_results=25&query=#{(q)}"
+      data = get(url).parsed_response
+
+      search_str = "\"#{ticker}|"
+      if !data.include?(search_str)
+        if data.downcase.include?(q.downcase)
+          search_str = '"|'
+          if !data.include?(search_str)
+            @isin = '-'
+            return @isin
+          end
+        else
+          @isin = '-'
+          return @isin
+        end
+      end
+
+      @isin = data.split(search_str)[1].split('"')[0].split('|')[0]
+      return @isin
+    end
+
+
+
+
+
+
+
+
+
+
+
+
+    private
+
+    # def _lazy_load_price_history
+    #   @price_history ||= PriceHistory.new(@ticker, _get_ticker_tz(@proxy, timeout: 10), @data)
+    # end
+
+    alias_method :_get_ticker_tz, :tz 
+    # def _get_ticker_tz(proxy=nil, timeout=nil)
+    #   return @tz
+    # end
+
+    # def _fetch_ticker_tz(proxy, timeout)
+    #   proxy ||= @proxy
+
+    #   params = {"range": "1d", "interval": "1d"}
+
+    #   url = "#{BASE_URL}/v8/finance/chart/#{@ticker}"
+
+    #   begin
+    #     data = @data.cache_get(url: url, params: params, proxy: proxy, timeout: timeout)
+    #     data = data.json()
+    #   rescue Exception => e
+    #     Rails.logger.error("Failed to get ticker '#{@ticker}' reason: #{e}")
+    #     return nil
+    #   end
+
+    #   error = data.get('chart', {}).get('error', nil)
+    #   if error
+    #     Rails.logger.debug("Got error from yahoo api for ticker #{@ticker}, Error: #{error}")
+    #   else
+    #     begin
+    #       return data["chart"]["result"][0]["meta"]["exchangeTimezoneName"]
+    #     rescue Exception => err
+    #       Rails.logger.error("Could not get exchangeTimezoneName for ticker '#{@ticker}' reason: #{err}")
+    #       Rails.logger.debug("Got response: ")
+    #       Rails.logger.debug("-------------")
+    #       Rails.logger.debug(" #{data}")
+    #       Rails.logger.debug("-------------")
+    #     end
+    #   end
+
+    #   return nil
+    # end
+
+    def _options_to_df(opt, tz = nil)
+      data = opt.map do |o|
+        {
+          contractSymbol: o['contractSymbol'],
+          lastTradeDate: DateTime.strptime(o['lastTradeDate'].to_s, '%s').new_offset(0),
+          strike: o['strike'],
+          lastPrice: o['lastPrice'],
+          bid: o['bid'],
+          ask: o['ask'],
+          change: o['change'],
+          percentChange: o['percentChange'],
+          volume: o['volume'],
+          openInterest: o['openInterest'],
+          impliedVolatility: o['impliedVolatility'],
+          inTheMoney: o['inTheMoney'],
+          contractSize: o['contractSize'],
+          currency: o['currency']
+        }
+      end
+
+      if tz
+        data.each do |d|
+          d[:lastTradeDate] = d[:lastTradeDate].new_offset(tz)
+        end
+      end
+
+      data
+    end
+  end
+end

data/lib/yfinrb/tickers.rb

@@ -0,0 +1,52 @@
+require 'set'
+
+class Yfin
+  class Tickers
+    def initialize(tickers, session = nil)
+      tickers = tickers.is_a?(Array) ? tickers : tickers.split(',')
+      @symbols = tickers.map(&:upcase)
+      @tickers = @symbols.each_with_object({}) do |ticker, hash|
+        hash[ticker] = Ticker.new(ticker, session: session)
+      end
+    end
+
+    def to_s
+      "yfinance.Tickers object <#{@symbols.join(', ')}>"
+    end
+
+    def history(period: "1mo", interval: "1d", start: nil, fin: nil, prepost: false,
+                actions: true, auto_adjust: true, repair: false, proxy: nil,
+                threads: true, group_by: 'column', progress: true, timeout: 10, **kwargs)
+      download(period: period, interval: interval, start: start, fin: fin, prepost: prepost,
+               actions: actions, auto_adjust: auto_adjust, repair: repair, proxy: proxy,
+               threads: threads, group_by: group_by, progress: progress, timeout: timeout, **kwargs)
+    end
+
+    def download(period: "1mo", interval: "1d", start: nil, fin: nil, prepost: false,
+                 actions: true, auto_adjust: true, repair: false, proxy: nil,
+                 threads: true, group_by: 'column', progress: true, timeout: 10, **kwargs)
+      data = Multi.download(@symbols, start: start, fin: fin, actions: actions,
+                            auto_adjust: auto_adjust, repair: repair, period: period,
+                            interval: interval, prepost: prepost, proxy: proxy,
+                            group_by: 'ticker', threads: threads, progress: progress,
+                            timeout: timeout, **kwargs)
+
+      @symbols.each do |symbol|
+        @tickers[symbol]._history = data[symbol] if @tickers[symbol]
+      end
+
+      if group_by == 'column'
+        data.columns = data.columns.swaplevel(0, 1)
+        data.sort_index(level: 0, axis: 1, inplace: true)
+      end
+
+      data
+    end
+
+    def news
+      @symbols.each_with_object({}) do |ticker, hash|
+        hash[ticker] = Ticker.new(ticker).news
+      end
+    end
+  end
+end