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September 12, 2013 22:58
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python library to retrieve stock data from Yahoo Finance
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| # | |
| # ystockquote : Python module - retrieve stock quote data from Yahoo Finance | |
| # | |
| # Copyright (c) 2007,2008,2013 Corey Goldberg (cgoldberg@gmail.com) | |
| # | |
| # license: GNU LGPL | |
| # | |
| # This library is free software; you can redistribute it and/or | |
| # modify it under the terms of the GNU Lesser General Public | |
| # License as published by the Free Software Foundation; either | |
| # version 2.1 of the License, or (at your option) any later version. | |
| # | |
| # Requires: Python 2.7/3.2+ | |
| __version__ = '0.2.5dev' | |
| try: | |
| # py3 | |
| from urllib.request import Request, urlopen | |
| from urllib.parse import urlencode | |
| except ImportError: | |
| # py2 | |
| from urllib2 import Request, urlopen | |
| from urllib import urlencode | |
| def _request(symbol, stat): | |
| url = 'http://finance.yahoo.com/d/quotes.csv?s=%s&f=%s' % (symbol, stat) | |
| req = Request(url) | |
| resp = urlopen(req) | |
| return str(resp.read().decode('utf-8').strip()) | |
| def get_all(symbol): | |
| """ | |
| Get all available quote data for the given ticker symbol. | |
| Returns a dictionary. | |
| """ | |
| values = _request(symbol, 'l1c1va2xj1b4j4dyekjm3m4rr5p5p6s7').split(',') | |
| return dict( | |
| price=values[0], | |
| change=values[1], | |
| volume=values[2], | |
| avg_daily_volume=values[3], | |
| stock_exchange=values[4], | |
| market_cap=values[5], | |
| book_value=values[6], | |
| ebitda=values[7], | |
| dividend_per_share=values[8], | |
| dividend_yield=values[9], | |
| earnings_per_share=values[10], | |
| fifty_two_week_high=values[11], | |
| fifty_two_week_low=values[12], | |
| fifty_day_moving_avg=values[13], | |
| two_hundred_day_moving_avg=values[14], | |
| price_earnings_ratio=values[15], | |
| price_earnings_growth_ratio=values[16], | |
| price_sales_ratio=values[17], | |
| price_book_ratio=values[18], | |
| short_ratio=values[19], | |
| ) | |
| def get_price(symbol): | |
| return _request(symbol, 'l1') | |
| def get_change(symbol): | |
| return _request(symbol, 'c1') | |
| def get_volume(symbol): | |
| return _request(symbol, 'v') | |
| def get_avg_daily_volume(symbol): | |
| return _request(symbol, 'a2') | |
| def get_stock_exchange(symbol): | |
| return _request(symbol, 'x') | |
| def get_market_cap(symbol): | |
| return _request(symbol, 'j1') | |
| def get_book_value(symbol): | |
| return _request(symbol, 'b4') | |
| def get_ebitda(symbol): | |
| return _request(symbol, 'j4') | |
| def get_dividend_per_share(symbol): | |
| return _request(symbol, 'd') | |
| def get_dividend_yield(symbol): | |
| return _request(symbol, 'y') | |
| def get_earnings_per_share(symbol): | |
| return _request(symbol, 'e') | |
| def get_52_week_high(symbol): | |
| return _request(symbol, 'k') | |
| def get_52_week_low(symbol): | |
| return _request(symbol, 'j') | |
| def get_50day_moving_avg(symbol): | |
| return _request(symbol, 'm3') | |
| def get_200day_moving_avg(symbol): | |
| return _request(symbol, 'm4') | |
| def get_price_earnings_ratio(symbol): | |
| return _request(symbol, 'r') | |
| def get_price_earnings_growth_ratio(symbol): | |
| return _request(symbol, 'r5') | |
| def get_price_sales_ratio(symbol): | |
| return _request(symbol, 'p5') | |
| def get_price_book_ratio(symbol): | |
| return _request(symbol, 'p6') | |
| def get_short_ratio(symbol): | |
| return _request(symbol, 's7') | |
| def get_historical_prices(symbol, start_date, end_date): | |
| """ | |
| Get historical prices for the given ticker symbol. | |
| Date format is 'YYYY-MM-DD' | |
| Returns a nested dictionary (dict of dicts). | |
| outer dict keys are dates ('YYYY-MM-DD') | |
| """ | |
| params = urlencode({ | |
| 's': symbol, | |
| 'a': int(start_date[5:7]) - 1, | |
| 'b': int(start_date[8:10]), | |
| 'c': int(start_date[0:4]), | |
| 'd': int(end_date[5:7]) - 1, | |
| 'e': int(end_date[8:10]), | |
| 'f': int(end_date[0:4]), | |
| 'g': 'd', | |
| 'ignore': '.csv', | |
| }) | |
| url = 'http://ichart.yahoo.com/table.csv?%s' % params | |
| req = Request(url) | |
| resp = urlopen(req) | |
| content = str(resp.read().decode('utf-8').strip()) | |
| daily_data = content.splitlines() | |
| hist_dict = dict() | |
| keys = daily_data[0].split(',') | |
| for day in daily_data[1:]: | |
| day_data = day.split(',') | |
| date = day_data[0] | |
| hist_dict[date] = \ | |
| {keys[1]: day_data[1], | |
| keys[2]: day_data[2], | |
| keys[3]: day_data[3], | |
| keys[4]: day_data[4], | |
| keys[5]: day_data[5], | |
| keys[6]: day_data[6]} | |
| return hist_dict |
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