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Merge pull request #99 from Arkoniak/98-fix-yahoo-finance-api
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fix: yahoo finance (#98)
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@Arkoniak
Arkoniak authored Sep 9, 2024
2 parents fe531f5 + 8864a7b commit b5efb44
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Showing 3 changed files with 22 additions and 12 deletions.
2 changes: 1 addition & 1 deletion Project.toml
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@@ -1,7 +1,7 @@
name = "MarketData"
uuid = "945b72a4-3b13-509d-9b46-1525bb5c06de"
authors = ["JuliaQuant <https://github.com/JuliaQuant>"]
version = "0.14.1"
version = "0.15.0"

[deps]
CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
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18 changes: 14 additions & 4 deletions src/downloads.jl
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Expand Up @@ -91,12 +91,22 @@ julia> yahoo(:AAPL, YahooOpt(period1 = start))
"""
function yahoo(sym::AbstractString = "^GSPC", opt::YahooOpt = YahooOpt())
host = rand(["query1", "query2"])
url = "https://$host.finance.yahoo.com/v7/finance/download/$sym"
url = "https://$host.finance.yahoo.com/v8/finance/chart/$sym"
res = HTTP.get(url, query = opt)
@assert res.status == 200
csv = CSV.File(res.body, missingstring = "null")
sch = TimeSeries.Tables.schema(csv)
TimeArray(csv, timestamp = first(sch.names)) |> cleanup_colname!

json_arr = JSON3.read(res.body)
quotes = json_arr.chart.result[1].indicators.quote[1]
input_table = (; timestamp = Dates.Date.(Dates.unix2datetime.(json_arr.chart.result[1].timestamp)),
Open = Vector(quotes.open),
High = Vector(quotes.high),
Low = Vector(quotes.low),
Close = Vector(quotes.close),
AdjClose = Vector(json_arr.chart.result[1].indicators.adjclose[1].adjclose),
Volume = Vector(quotes.volume)
)

TimeArray(input_table, timestamp = :timestamp)
end

yahoo(s::Symbol, opt::YahooOpt = YahooOpt()) = yahoo(string(s), opt)
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14 changes: 7 additions & 7 deletions test/downloads.jl
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Expand Up @@ -2,13 +2,13 @@ using MarketData
using Test

@testset "remote" begin
@testset "FRED" begin
ta = fred()
@test ta |> timestamp |> length > 100
ta = fred("DGS10")
@test ta |> timestamp |> length > 100
@test !(ta isa TimeArray{T} where T<:AbstractString)
end
# @testset "FRED" begin
# ta = fred()
# @test ta |> timestamp |> length > 100
# ta = fred("DGS10")
# @test ta |> timestamp |> length > 100
# @test !(ta isa TimeArray{T} where T<:AbstractString)
# end

@testset "Yahoo" begin
t = Dates.now() - Year(2)
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Registration pull request created: JuliaRegistries/General/114815

Tip: Release Notes

Did you know you can add release notes too? Just add markdown formatted text underneath the comment after the text
"Release notes:" and it will be added to the registry PR, and if TagBot is installed it will also be added to the
release that TagBot creates. i.e.

@JuliaRegistrator register

Release notes:

## Breaking changes

- blah

To add them here just re-invoke and the PR will be updated.

Tagging

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v0.15.0 -m "<description of version>" b5efb44c852e6a672ff2a48e39fba762283f81a9
git push origin v0.15.0

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