Class: Yfinrb::Multi

Inherits:
Object
  • Object
show all
Defined in:
lib/yfinrb/multi.rb

Instance Method Summary collapse

Instance Method Details

#_download_one(ticker, start: nil, fin: nil, auto_adjust: false, back_adjust: false, repair: false, actions: false, period: "max", interval: "1d", prepost: false, proxy: nil, rounding: false, keepna: false, timeout: 10) ⇒ Object 



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# File 'lib/yfinrb/multi.rb', line 210

def _download_one(ticker, start: nil, fin: nil,
                  auto_adjust: false, back_adjust: false, repair: false,
                  actions: false, period: "max", interval: "1d",
                  prepost: false, proxy: nil, rounding: false,
                  keepna: false, timeout: 10)
  data = nil
  begin
    data = Ticker.new(ticker).history(
      period: period, interval: interval,
      start: start, fin: fin, prepost: prepost,
      actions: actions, auto_adjust: auto_adjust,
      back_adjust: back_adjust, repair: repair, proxy: proxy,
      rounding: rounding, keepna: keepna, timeout: timeout,
      raise_errors: true
    )
  rescue Exception => e
    @shared::_DFS[ticker.upcase] = Yfinrb::Utils.empty_df
    @shared::_ERRORS[ticker.upcase] = e.to_s
    @shared::_TRACEBACKS[ticker.upcase] = e.backtrace.join("\n")
  else
    @shared::_DFS[ticker.upcase] = data
  end

  data
end

#_realign_dfs ⇒ Object 



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# File 'lib/yfinrb/multi.rb', line 175

def _realign_dfs
  idx_len = 0
  idx = nil

  @shared::_DFS.values.each do |df|
    if df.length > idx_len
      idx_len = df.length
      idx = df.index
    end
  end

  @shared::_DFS.each do |key, df|
    begin
      @shared::_DFS[key] = Polars::DataFrame.new(index: idx, data: df).drop_duplicates
    rescue
      @shared::_DFS[key] = Polars.concat([Yfinrb::Utils.empty_df(idx), df.dropna], axis: 0, sort: true)
    end

    @shared::_DFS[key] = @shared::_DFS[key].loc[!@shared::_DFS[key].index.duplicated(keep: 'last')]
  end
end

#download(tickers, start: nil, fin: nil, actions: false, threads: true, ignore_tz: nil, group_by: 'column', auto_adjust: false, back_adjust: false, repair: false, keepna: false, progress: true, period: "max", show_errors: nil, interval: "1d", prepost: false, proxy: nil, rounding: false, timeout: 10, session: nil) ⇒ Object 



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# File 'lib/yfinrb/multi.rb', line 6

def download(tickers, start: nil, fin: nil, actions: false, threads: true,
             ignore_tz: nil, group_by: 'column', auto_adjust: false,
             back_adjust: false, repair: false, keepna: false, progress: true,
             period: "max", show_errors: nil, interval: "1d", prepost: false,
             proxy: nil, rounding: false, timeout: 10, session: nil)
  # """Download yahoo tickers
  # :Parameters:
  #     tickers : str, list
  #         List of tickers to download
  #     period : str
  #         Valid periods: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max
  #         Either Use period parameter or use start and end
  #     interval : str
  #         Valid intervals: 1m,2m,5m,15m,30m,60m,90m,1h,1d,5d,1wk,1mo,3mo
  #         Intraday data cannot extend last 60 days
  #     start: str
  #         Download start date string (YYYY-MM-DD) or _datetime, inclusive.
  #         Default is 99 years ago
  #         E.g. for start="2020-01-01", the first data point will be on "2020-01-01"
  #     fin: str
  #         Download end date string (YYYY-MM-DD) or _datetime, exclusive.
  #         Default is now
  #         E.g. for end="2023-01-01", the last data point will be on "2022-12-31"
  #     group_by : str
  #         Group by 'ticker' or 'column' (default)
  #     prepost : bool
  #         Include Pre and Post market data in results?
  #         Default is false
  #     auto_adjust: bool
  #         Adjust all OHLC automatically? Default is false
  #     repair: bool
  #         Detect currency unit 100x mixups and attempt repair
  #         Default is false
  #     keepna: bool
  #         Keep NaN rows returned by Yahoo?
  #         Default is false
  #     actions: bool
  #         Download dividend + stock splits data. Default is false
  #     threads: bool / int
  #         How many threads to use for mass downloading. Default is true
  #     ignore_tz: bool
  #         When combining from different timezones, ignore that part of datetime.
  #         Default depends on interval. Intraday = false. Day+ = true.
  #     proxy: str
  #         Optional. Proxy server URL scheme. Default is None
  #     rounding: bool
  #         Optional. Round values to 2 decimal places?
  #     show_errors: bool
  #         Optional. Doesn't print errors if false
  #         DEPRECATED, will be removed in future version
  #     timeout: None or float
  #         If not None stops waiting for a response after given number of
  #         seconds. (Can also be a fraction of a second e.g. 0.01)
  #     session: None or Session
  #         Optional. Pass your own session object to be used for all requests
  # """
  logger = Rails.logger

  if show_errors
    Yfinrb::Utils.print_once("yfinance: download(show_errors=#{show_errors}) argument is deprecated and will be removed in future version. Do this instead: logging.getLogger('yfinance').setLevel(logging.ERROR)")
    logger.level = Logger::ERROR
  else
    Yfinrb::Utils.print_once("yfinance: download(show_errors=#{show_errors}) argument is deprecated and will be removed in future version. Do this instead to suppress error messages: logging.getLogger('yfinance').setLevel(logging.CRITICAL)")
    logger.level = Logger::CRITICAL
  end

  if logger.debug?
    threads = false if threads
    logger.debug('Disabling multithreading because DEBUG logging enabled')
    progress = false if progress
  end

  ignore_tz = interval[1..-1].match?(/[mh]/) ? false : true if ignore_tz.nil?

  tickers = tickers.is_a?(Array) ? tickers : tickers.gsub(',', ' ').split
  _tickers_ = []
  tickers.each do |ticker|
    if Yfinrb::Utils.is_isin(ticker)
      isin = ticker
      ticker = Yfinrb::Utils.get_ticker_by_isin(ticker, proxy, session: session)
      # @shared::_ISINS[ticker] = isin
    end
    _tickers_ << ticker
  end
  tickers = _tickers_

  tickers = tickers.map(&:upcase).uniq

  if threads
    threads = [tickers.length, Multitasking.cpu_count * 2].min if threads == true
    Multitasking.set_max_threads(threads)
    tickers.each_with_index do |ticker, i|
      _download_one_threaded(ticker, period: period, interval: interval,
                             start: start, fin: fin, prepost: prepost,
                             actions: actions, auto_adjust: auto_adjust,
                             back_adjust: back_adjust, repair: repair,
                             keepna: keepna, progress: (progress && i.positive?),
                             proxy: proxy, rounding: rounding, timeout: timeout)
    end
    sleep 0.01 until @shared::_DFS.length == tickers.length
  else
    tickers.each_with_index do |ticker, i|
      data = _download_one(ticker, period: period, interval: interval,
                           start: start, fin: fin, prepost: prepost,
                           actions: actions, auto_adjust: auto_adjust,
                           back_adjust: back_adjust, repair: repair,
                           keepna: keepna, proxy: proxy,
                           rounding: rounding, timeout: timeout)
      @shared::_PROGRESS_BAR.animate if progress
    end
  end

  @shared::_PROGRESS_BAR.completed if progress

  unless @shared::_ERRORS.empty?
    logger.error("\n#{@shared::_ERRORS.length} Failed download#{@shared::_ERRORS.length > 1 ? 's' : ''}:")

    errors = {}
    @shared::_ERRORS.each do |ticker, err|
      err = err.gsub(/%ticker%/, ticker)
      errors[err] ||= []
      errors[err] << ticker
    end
    errors.each do |err, tickers|
      logger.error("#{tickers.join(', ')}: #{err}")
    end

    tbs = {}
    @shared::_TRACEBACKS.each do |ticker, tb|
      tb = tb.gsub(/%ticker%/, ticker)
      tbs[tb] ||= []
      tbs[tb] << ticker
    end
    tbs.each do |tb, tickers|
      logger.debug("#{tickers.join(', ')}: #{tb}")
    end
  end

  if ignore_tz
    @shared::_DFS.each do |tkr, df|
      next if df.nil? || df.empty?
      @shared::_DFS[tkr].index = df.index.tz_localize(nil)
    end
  end

  if tickers.length == 1
    ticker = tickers.first
    return @shared::_DFS[ticker]
  end

  begin
    data = Polars::concat(@shared::_DFS.values, axis: 1, sort: true,
                          keys: @shared::_DFS.keys, names: ['Ticker', 'Price'])
  rescue
    _realign_dfs
    data = Polars::concat(@shared::_DFS.values, axis: 1, sort: true,
                          keys: @shared::_DFS.keys, names: ['Ticker', 'Price'])
  end
  data.index = Polars.to_datetime(data.index)
  data.rename(columns: @shared::_ISINS, inplace: true)

  if group_by == 'column'
    data.columns = data.columns.swaplevel(0, 1)
    data.sort_index(level: 0, axis: 1, inplace: true)
  end

  data
end