Merge pull request #25 from AndrewRPorter/refactor_and_remove_python_…

…2_support

Refactor and remove python 2 support

README.md

@@ -13,8 +13,6 @@ pip install --user yahoo-historical
 - get_historical()
 - get_dividends()
 - get_splits()
-- get_date_price()
-- get_date_volume()
 
 ## Example Usage
 
@@ -23,17 +21,23 @@ Below details the available method params for creating a Fetcher object.
 ### Arguments
 
 - ticker: The ticker symbol to download historical data for
-- start: Start date in form [Year,Month,Day]
+- start: Start date as Unix timestamp
 
 ### Optional Arguments
 
-- end: End date in form [Year,Month,Day]
+- end: End date as Unix timestamp (defaults to `time.time()`)
 - interval: Interval to fetch historical data (can be 1d, 1wk, 1mo, defaults to 1d)
 
 ```python
 from yahoo_historical import Fetcher
-   data = Fetcher("AAPL", [2007,1,1], [2017,1,1])
-   print(data.get_historical())
+import datetime
+import time
+
+# create unix timestamp representing January 1st, 2007
+timestamp = time.mktime(datetime.datetime(2007, 1, 1).timetuple())
+
+data = Fetcher("AAPL", timestamp)
+print(data.get_historical())
 ```
 
 ```
@@ -42,35 +46,19 @@ from yahoo_historical import Fetcher
     1     2007-01-04   12.007143   12.278571   11.974286   11.052453   12.237143   211815100
     2     2007-01-05   12.252857   12.314285   12.057143   10.973743   12.150000   208685400
     3     2007-01-08   12.280000   12.361428   12.182858   11.027935   12.210000   199276700
-    4     2007-01-09   12.350000   13.282857   12.164286   11.944029   13.224286   837324600
-    5     2007-01-10   13.535714   13.971429   13.350000   12.515617   13.857142   738220000
-    6     2007-01-11   13.705714   13.825714   13.585714   12.360788   13.685715   360063200
-    7     2007-01-12   13.512857   13.580000   13.318571   12.208535   13.517143   328172600
-    8     2007-01-16   13.668571   13.892858   13.635715   12.528520   13.871428   311019100
-    9     2007-01-17   13.937143   13.942857   13.545714   12.251113   13.564285   411565000
-    10    2007-01-18   13.157143   13.158571   12.721429   11.492435   12.724286   591151400
 ```
 
-## License
-
-MIT License
+Note that you can return a dictionary instead of a DataFrame by setting the `as_dataframe` flag to `False`.
 
-Copyright (c) 2017 Andrew Porter
+```python
+from yahoo_historical import Fetcher
 
-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:
+import datetime
+import time
 
-The above copyright notice and this permission notice shall be included in all
-copies or substantial portions of the Software.
+# create unix timestamp representing January 1st, 2007
+timestamp = time.mktime(datetime.datetime(2007, 1, 1).timetuple())
 
-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 = Fetcher("AAPL", timestamp)
+print(data.get_historical(as_dataframe=False))
+```

setup.py

@@ -3,7 +3,7 @@
 setup(
     name="yahoo_historical",
     packages=["yahoo_historical"],
-    version="0.4.1",
+    version="1.0.0",
     description="Fetches historical EOD (end of day) prices from yahoo finance",
     author="Andrew Porter",
     author_email="[email protected]",

tests/test_fetch.py

@@ -0,0 +1,32 @@
+from yahoo_historical import Fetcher
+import datetime
+import time
+
+TEST_TICKER = "AAPL"
+TIME_START = time.mktime(datetime.datetime(2007, 1, 1).timetuple())
+TIME_END = time.mktime(datetime.datetime(2017, 1, 1).timetuple())
+
+
+def test_get_no_dataframe():
+    data = Fetcher(TEST_TICKER, TIME_START, TIME_END).get_historical(as_dataframe=False)
+    assert len(data) > 0
+
+
+def test_get_with_lowercase():
+    data = Fetcher(TEST_TICKER.lower(), TIME_START, TIME_END).get_historical()
+    assert len(data) > 0
+
+
+def test_get_historical():
+    data = Fetcher(TEST_TICKER, TIME_START, TIME_END).get_historical()
+    assert len(data) > 0
+
+
+def test_get_dividends():
+    data = Fetcher(TEST_TICKER, TIME_START, TIME_END).get_dividends()
+    assert len(data) > 0
+
+
+def test_get_splits():
+    data = Fetcher(TEST_TICKER, TIME_START, TIME_END).get_splits()
+    assert len(data) > 0

yahoo_historical/__init__.py

@@ -1 +1 @@
-from yahoo_historical.fetch import Fetcher
+from .fetch import Fetcher  # noqa

yahoo_historical/constants.py

@@ -0,0 +1,6 @@
+API_URL = "https://query1.finance.yahoo.com/v7/finance/download/%s?period1=%s&period2=%s&interval=%s&events=%s"
+ONE_DAY_INTERVAL = "1d"
+ONE_WEEK_INTERVAL = "1wk"
+ONE_MONTH_INTERVAL = "1mo"
+
+DATE_INTERVALS = [ONE_DAY_INTERVAL, ONE_WEEK_INTERVAL, ONE_MONTH_INTERVAL]

yahoo_historical/fetch.py

@@ -1,103 +1,75 @@
-import calendar as cal
-import datetime as dt
+from typing import Union
 import time
-import warnings
-
 import pandas as pd
 import requests
-
-try:
-    from io import StringIO
-except ImportError:
-    from StringIO import StringIO
+from io import StringIO
+from .constants import API_URL, DATE_INTERVALS, ONE_DAY_INTERVAL
 
 
 class Fetcher:
-    api_url = "https://query1.finance.yahoo.com/v7/finance/download/%s?period1=%s&period2=%s&interval=%s&events=%s"
-
-    def __init__(self, ticker, start, end=None, interval="1d"):
-        """Initializes class variables and formats api_url string"""
+    def __init__(
+        self,
+        ticker: str,
+        start: Union[int, float],
+        end: Union[int, float] = time.time(),
+        interval: str = ONE_DAY_INTERVAL,
+    ):
         self.ticker = ticker.upper()
         self.interval = interval
-        self.start = int(cal.timegm(dt.datetime(*start).timetuple()))
 
-        if end is not None:
-            self.end = int(cal.timegm(dt.datetime(*end).timetuple()))
-        else:
-            self.end = int(time.time())
+        # we convert the unix timestamps to int here to avoid sending floats to yahoo finance API
+        # as the API will reject the call for an invalid type
+        self.start = int(start)
+        self.end = int(end)
+
+    def create_url(self, event: str) -> str:
+        """Generate a URL for a particular event.
+
+        Args:
+            event (str): event type to query for ('history', 'div', 'split')
 
-    def _get(self, events):
-        if self.interval not in ["1d", "1wk", "1mo"]:
-            raise ValueError("Incorrect interval: valid intervals are 1d, 1wk, 1mo")
+        Returns:
+            str: formatted URL for an API call
+        """
+        return API_URL % (self.ticker, self.start, self.end, self.interval, event)
 
-        url = self.api_url % (self.ticker, self.start, self.end, self.interval, events)
+    def _get(self, event: str, as_dataframe=True) -> Union[pd.DataFrame, dict]:
+        """Private helper function to build URL and make API request to grab data
 
+        Args:
+            event (str): kind of data we want to query (history, div, split)
+            as_dataframe (bool, optional): whether or not to return data as a pandas DataFrame. Defaults to True.
+
+        Raises:
+            ValueError: if invalid interval is supplied
+
+        Returns:
+            Union[pd.DataFrame, dict]: data from yahoo finance API call
+        """
+        if self.interval not in DATE_INTERVALS:
+            raise ValueError(
+                f"Incorrect interval: valid intervals are {', '.join(DATE_INTERVALS)}"
+            )
+
+        url = self.create_url(event)
+        # yahoo finance rejects our API request without an empty user agent
         data = requests.get(url, headers={"User-agent": ""})
         content = StringIO(data.content.decode("utf-8"))
-        return pd.read_csv(content, sep=",")
 
-    def getData(self, events):
-        """Returns a list of historical data from Yahoo Finance"""
-        warnings.warn(
-            "getData has been deprecated, use get_data instead", DeprecationWarning
-        )
-        return self._get(events)
+        dataframe = pd.read_csv(content, sep=",")
+        if as_dataframe:
+            return dataframe
 
-    def getHistorical(self):
+        return dataframe.to_json()
+
+    def get_historical(self, as_dataframe=True):
         """Returns a list of historical price data from Yahoo Finance"""
-        warnings.warn(
-            "getHistorical has been deprecated, use get_historical instead",
-            DeprecationWarning,
-        )
-        return self._get("history")
+        return self._get("history", as_dataframe=as_dataframe)
 
-    def getDividends(self):
+    def get_dividends(self, as_dataframe=True):
         """Returns a list of historical dividends data from Yahoo Finance"""
-        warnings.warn(
-            "getDividends has been deprecated, use get_dividends instead",
-            DeprecationWarning,
-        )
-        return self._get("div")
-
-    def getSplits(self):
-        """Returns a list of historical splits data from Yahoo Finance"""
-        warnings.warn(
-            "getSplits has been deprecated, use get_splits instead", DeprecationWarning
-        )
-        return self._get("split")
-
-    def getDatePrice(self):
-        """Returns a DataFrame for Date and Price from getHistorical()"""
-        warnings.warn(
-            "getDatePrice has been deprecated, use get_date_price instead",
-            DeprecationWarning,
-        )
-        return self.getHistorical().iloc[:, [0, 4]]
-
-    def getDateVolume(self):
-        """Returns a DataFrame for Date and Volume from getHistorical()"""
-        warnings.warn(
-            "getDateVolume has been deprecated, use get_date_volume instead",
-            DeprecationWarning,
-        )
-        return self.getHistorical().iloc[:, [0, 6]]
-
-    def get_historical(self):
-        """PEP8 friendly version of deprecated getHistorical function"""
-        return self._get("history")
-
-    def get_dividends(self):
-        """PEP8 friendly version of deprecated getDividends function"""
-        return self._get("div")
-
-    def get_splits(self):
-        """PEP8 friendly version of deprecated getSplits function"""
-        return self._get("split")
-
-    def get_date_price(self):
-        """PEP8 friendly version of deprecated getDatePrice function"""
-        return self.get_historical().iloc[:, [0, 4]]
-
-    def get_date_volume(self):
-        """PEP8 friendly version of deprecated getDateVolume function"""
-        return self.get_historical().iloc[:, [0, 6]]
+        return self._get("div", as_dataframe=as_dataframe)
+
+    def get_splits(self, as_dataframe=True):
+        """Returns a list of historical stock splits from Yahoo Finance"""
+        return self._get("split", as_dataframe=as_dataframe)