Module: Yfinrb::PriceHistory
- Extended by:
- ActiveSupport::Concern
- Includes:
- ActionView::Helpers::NumberHelper
- Included in:
- Ticker
- Defined in:
- lib/yfinrb/price_history.rb
Constant Summary collapse
- PRICE_COLNAMES =
['Open', 'High', 'Low', 'Close', 'Adj Close']
- BASE_URL =
'https://query2.finance.yahoo.com'
Class Method Summary collapse
-
.included(base) ⇒ Object
attr_accessor :ticker.
Instance Method Summary collapse
- #actions ⇒ Object
- #capital_gains ⇒ Object
- #currency ⇒ Object
- #day_high ⇒ Object
- #day_low ⇒ Object
- #dividends ⇒ Object
- #exchange ⇒ Object
- #fifty_day_average ⇒ Object
- #history(period: "1mo", interval: "1d", start: nil, fin: nil, prepost: false, actions: true, auto_adjust: true, back_adjust: false, repair: false, keepna: false, rounding: false, raise_errors: false, returns: false) ⇒ Object
- #history_metadata ⇒ Object
-
#initialize_price_history ⇒ Object
(ticker).
- #last_price ⇒ Object
- #last_volume ⇒ Object
- #market_cap ⇒ Object
- #open ⇒ Object
- #previous_close ⇒ Object
- #quote_type ⇒ Object
- #regular_market_previous_close ⇒ Object
- #splits ⇒ Object
- #ten_day_average_volume ⇒ Object
- #three_month_average_volume ⇒ Object
- #timezone ⇒ Object
- #two_hundred_day_average ⇒ Object
- #year_change ⇒ Object
- #year_high ⇒ Object
- #year_low ⇒ Object
Class Method Details
.included(base) ⇒ Object
attr_accessor :ticker
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# File 'lib/yfinrb/price_history.rb', line 14 def self.included(base) # built-in Ruby hook for modules base.class_eval do original_method = instance_method(:initialize) define_method(:initialize) do |*args, &block| original_method.bind(self).call(*args, &block) initialize_price_history # (your module code here) end end end |
Instance Method Details
#actions ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 255 def actions history(period: "max") if @history.nil? # Rails.logger.info { "#{__FILE__}:#{__LINE__} @history = #{@history.inspect}" } if !@history.nil? #&& @history.columns.include?("Dividends") && @history.columns.include?("Stock Splits") # action_columns = ["Dividends", "Stock Splits"] # action_columns.append("Capital Gains") if @history.columns.include?("Capital Gains") # actions = @history[action_columns] # return actions[actions != 0].dropna(how: 'all').fillna(0) df = @history.dup.drop('Open','High','Low','Close','Adj Close', 'Volume') return df.filter((Polars.col('Stock Splits')>0.0) | (Polars.col('Dividends')>0.0) | (Polars.col('Capital Gains')>0.0)) #Polars::DataFrame.new(stspl) end return Polars::Series.new end |
#capital_gains ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 225 def capital_gains history(period: "max") if @history.nil? if !@history.nil? # && @history['events'].keys.include?("capital gains") # caga = [] # @history['events']['capital gains'].each_pair {|k,v| caga << { Timestamps: Time.at(k).utc.to_date, Value: v['amount']} } # capital_gains = @history["Capital Gains"] # return capital_gains[capital_gains != 0] # Rails.logger.info { "#{__FILE__}:#{__LINE__} @history = #{@history.inspect}" } df = @history.dup.drop('Open','High','Low','Close','Adj Close', 'Volume','Stock Splits', 'Dividends') return df.filter(Polars.col('Capital Gains')>0.0) end return Polars::Series.new end |
#currency ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 272 def currency if @currency.nil? md = #(proxy=self.proxy) @currency = md["currency"] end return @currency end |
#day_high ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 373 def day_high # Rails.logger.info { "#{__FILE__}:#{__LINE__} @day_high = #{@day_high}" } return @day_high unless @day_high.nil? # Rails.logger.info { "#{__FILE__}:#{__LINE__} @day_high = #{@day_high}" } prices = _get_1y_prices # Rails.logger.info { "#{__FILE__}:#{__LINE__} prices = #{prices.inspect}" } # if prices.empty? # @day_high = nil # else @day_high = (prices["High"][-1]) # Rails.logger.info { "#{__FILE__}:#{__LINE__} @day_high = #{@day_high}" } @day_high = nil if @day_high.nan? # end # Rails.logger.info { "#{__FILE__}:#{__LINE__} @day_high = #{@day_high}" } return @day_high end |
#day_low ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 393 def day_low return @day_low unless @day_low.nil? prices = _get_1y_prices if prices.empty? @day_low = nil else @day_low = (prices["Low"][-1]) @day_low = nil if @day_low.nan? end return @day_low end |
#dividends ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 212 def dividends history(period: "max") if @history.nil? if !@history.nil? # && @history['events'].keys.include?("dividends") df = @history.dup.drop('Open','High','Low','Close','Adj Close', 'Volume','Stock Splits','Capital Gains') return df.filter(Polars.col('Dividends')>0.0) # divi = [] # @history['events']["dividends"].each_pair {|k,v| divi << { Timestamps: Time.at(k.to_i).utc.to_date, Value: v['amount']} } # return Polars::DataFrame.new( divi ) end return Polars::Series.new end |
#exchange ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 204 def exchange return @exchange ||= ["exchangeName"] end |
#fifty_day_average ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 416 def fifty_day_average return @_50d_day_average unless @_50d_day_average.nil? prices = _get_1y_prices(fullDaysOnly=true) if prices.empty? @_50d_day_average = nil else n = prices.shape.first a = n-50 b = n a = 0 if a < 0 @_50d_day_average = (prices["Close"][a..b].mean) end return @_50d_day_average end |
#history(period: "1mo", interval: "1d", start: nil, fin: nil, prepost: false, actions: true, auto_adjust: true, back_adjust: false, repair: false, keepna: false, rounding: false, raise_errors: false, returns: false) ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 35 def history(period: "1mo", interval: "1d", start: nil, fin: nil, prepost: false, actions: true, auto_adjust: true, back_adjust: false, repair: false, keepna: false, rounding: false, raise_errors: false, returns: false) logger = Rails.logger # Yfin.get_yf_logger start_user = start # Rails.logger.info { "#{__FILE__}:#{__LINE__} here" } end_user = fin || DateTime.now # Rails.logger.info { "#{__FILE__}:#{__LINE__} here" } params = _preprocess_params(start, fin, interval, period, prepost, raise_errors) # Rails.logger.info { "#{__FILE__}:#{__LINE__} params=#{params.inspect}" } params_pretty = params.dup ["period1", "period2"].each do |k| params_pretty[k] = DateTime.strptime(params[k].to_s, '%s').new_offset(0).to_time.strftime('%Y-%m-%d %H:%M:%S %z') if params_pretty.key?(k) end data = _get_data(ticker, params, fin, raise_errors) # Rails.logger.info { "#{__FILE__}:#{__LINE__} data = #{data.inspect}" } # Rails.logger.info { "#{__FILE__}:#{__LINE__} data[chart][result].first.keys = #{data['chart']['result'].first.keys.inspect}" } # Rails.logger.info { "#{__FILE__}:#{__LINE__} data[chart][result].first[events] = #{data['chart']['result'].first['events'].inspect}" } # Rails.logger.info { "#{__FILE__}:#{__LINE__} data[chart][result].first[events][dividends] = #{data['chart']['result'].first['events']['dividends'].inspect}" } # Rails.logger.info { "#{__FILE__}:#{__LINE__} data[chart][result].first[events][splits] = #{data['chart']['result'].first['events']['splits'].inspect}" } # Rails.logger.info { "#{__FILE__}:#{__LINE__} @history = #{@history.inspect}" } @history_metadata = data["chart"]["result"][0]["meta"] rescue {} @history = data["chart"]["result"][0] intraday = params["interval"][-1] == "m" || params["interval"][-1] == "h" err_msg = _get_err_msg(params['period1'], period, start, params['period2'], fin, params['interval'], params['intraday']) # err_msg = _get_err_msg(start, period, start_user, fin, end_user, interval, intraday) # Rails.logger.info { "#{__FILE__}:#{__LINE__} err_msg = #{err_msg}" } f = _did_it_fail(data, period, @history_metadata) failed = f[:fail] err_msg = f[:msg] if failed if raise_errors raise Exception.new("#{ticker}: #{err_msg}") else logger.error("#{ticker}: #{err_msg}") end if @reconstruct_start_interval && @reconstruct_start_interval == interval @reconstruct_start_interval = nil end return Yfinrb::Utils.empty_df end # begin # Rails.logger.info { "#{__FILE__}:#{__LINE__} data[chart][result][0] = #{data["chart"]["result"][0].inspect}" } quotes = _parse_quotes(data["chart"]["result"][0], interval) # Rails.logger.info { "#{__FILE__}:#{__LINE__} @history = #{@history.inspect}" } # Rails.logger.info { "#{__FILE__}:#{__LINE__} data = #{data.inspect}" } # Rails.logger.info { "#{__FILE__}:#{__LINE__} quotes=#{quotes.inspect}" } # if fin && !quotes.empty? # endDt = fin.to_datetime.to_i # DateTime.strptime(fin.to_s, '%s').new_offset(0) # if quotes.index[quotes.shape[0] - 1] >= endDt # quotes = quotes[0..quotes.shape[0] - 2] # end # end # Rails.logger.info { "#{__FILE__}:#{__LINE__} here" } # rescue Exception # if raise_errors # raise Exception.new("#{ticker}: #{err_msg}") # else # logger.error("#{ticker}: #{err_msg}") # end # if @reconstruct_start_interval && @reconstruct_start_interval == interval # @reconstruct_start_interval = nil # end # return nil # end # Rails.logger.info { "#{__FILE__}:#{__LINE__} here" } quote_type = @history_metadata["instrumentType"] expect_capital_gains = quote_type == 'MUTUALFUND' || quote_type == 'ETF' tz_exchange = @history_metadata["exchangeTimezoneName"] quotes = _set_df_tz(quotes, params["interval"], tz_exchange) quotes = _fix_yahoo_dst_issue(quotes, params["interval"]) quotes = _fix_yahoo_returning_live_separate(quotes, params["interval"], tz_exchange) intraday = params["interval"][-1] == "m" || params["interval"][-1] == "h" if !prepost && intraday && @history_metadata.key?("tradingPeriods") tps = @history_metadata["tradingPeriods"] if !tps.is_a?(Polars::DataFrame) @history_metadata = (@history_metadata, tradingPeriodsOnly: true) tps = @history_metadata["tradingPeriods"] end quotes = _fix_yahoo_returning_prepost_unrequested(quotes, params["interval"], tps) end # Rails.logger.info { "#{__FILE__}:#{__LINE__} quotes = #{quotes.inspect}" } df = _get_stock_data(quotes, params, fin) # Rails.logger.info { "#{__FILE__}:#{__LINE__} df = #{df.inspect}" } if repair # df = _fix_unit_mixups(df, interval, tz_exchange, prepost) # df = _fix_bad_stock_split(df, interval, tz_exchange) # df = _fix_zeroes(df, interval, tz_exchange, prepost) # df = _fix_missing_div_adjust(df, interval, tz_exchange) # df = df.sort_index end if auto_adjust # df = _auto_adjust(df) elsif back_adjust # df = _back_adjust(df) end if rounding # df = df.round(data["chart"]["result"][0]["meta"]["priceHint"]) end df["Volume"] = df["Volume"].fill_nan(0) #.astype(Integer) # df.index.name = intraday ? "Datetime" : "Date" # [0..df['Timestamps'].length-2].each{|i| df['Timestamps'][i] = df['Timestamps'][i].round("1d") } unless intraday unless intraday s = Polars::Series.new(df['Timestamps']).to_a df['Timestamps'] = (0..s.length-1).to_a.map{|i| Time.at(s[i]).to_date } end @history = df.dup # Rails.logger.info { "#{__FILE__}:#{__LINE__} actions = #{actions}" } # Rails.logger.info { "#{__FILE__}:#{__LINE__} @history = #{@history.inspect}" } # Rails.logger.info { "#{__FILE__}:#{__LINE__} df = #{df.inspect}" } df = df.drop(["Dividends", "Stock Splits", "Capital Gains"], errors: 'ignore') unless actions if !keepna # price_colnames = ['Open', 'High', 'Low', 'Close', 'Adj Close'] # data_colnames = price_colnames + ['Volume'] + ['Dividends', 'Stock Splits', 'Capital Gains'] # data_colnames = data_colnames.select { |c| df.columns.include?(c) } # mask_nan_or_zero = (df[data_colnames].isnan? | (df[data_colnames] == 0)).all(axis: 1) # df = df.drop(mask_nan_or_zero.index[mask_nan_or_zero]) end # logger.debug("#{ticker}: yfinance returning OHLC: #{df.index[0]} -> #{df.index[-1]}") @reconstruct_start_interval = nil if @reconstruct_start_interval && @reconstruct_start_interval == interval # Rails.logger.info { "#{__FILE__}:#{__LINE__} df = #{df.inspect}" } # Rails.logger.info { "#{__FILE__}:#{__LINE__} df.rows = #{df.rows}" } if returns && df.shape.first > 1 df['Returns'] = [Float::NAN] + (1..df.length-1).to_a.map {|i| (df['Close'][i]-df['Close'][i-1])/df['Close'][i-1] } end # Rails.logger.info { "#{__FILE__}:#{__LINE__} df = #{df.inspect}" } return df end |
#history_metadata ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 194 def history(period: "1wk", interval: "1h", prepost: true) if @history_metadata.nil? if !@history_metadata_formatted @history_metadata = (@history_metadata) @history_metadata_formatted = true end return @history_metadata end |
#initialize_price_history ⇒ Object
(ticker)
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# File 'lib/yfinrb/price_history.rb', line 24 def initialize_price_history #(ticker) # ticker = ticker @history = nil @history_metadata = nil @history_metadata_formatted = false @reconstruct_start_interval = nil yfconn_initialize end |
#last_price ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 290 def last_price return @last_price unless @last_price.nil? prices = _get_1y_prices if prices.empty? @md ||= @last_price = md["regularMarketPrice"] if "regularMarketPrice".in?(@md) else @last_price = (prices["Close"][-1]).to_f if @last_price.nan? @md ||= @last_price = md["regularMarketPrice"] if "regularMarketPrice".in?(@md) end end return @last_price end |
#last_volume ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 408 def last_volume return @last_volume unless @last_volume.nil? prices = _get_1y_prices @last_volume = prices.empty? ? nil : (prices["Volume"][-1]) return @last_volume end |
#market_cap ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 517 def market_cap return @mcap unless @mcap.nil? begin # shares = self.shares # Rails.logger.info { "#{__FILE__}:#{__LINE__} shares = #{shares}" } sh = shares lp = last_price @mcap = shares * last_price # @mcap = 'US$' + number_to_human((shares * last_price), precision: 4) rescue Exception => e if "Cannot retrieve share count".in?(e.) || "failed to decrypt Yahoo".in?(e.) shares = nil else raise end # if shares.nil? # # Very few symbols have marketCap despite no share count. # # E.g. 'BTC-USD' # # So fallback to original info[] if available. # info # k = "marketCap" # @mcap = _quote._retired_info[k] if !_quote._retired_info.nil? && k.in?(_quote._retired_info) # else # @mcap = float(shares * self.last_price) # end return nil #@mcap end end |
#open ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 358 def open return @open unless @open.nil? prices = _get_1y_prices if prices.empty @open = nil else @open = (prices["Open"][-1]) @open = nil if @open.nan? end return @open end |
#previous_close ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 310 def previous_close return @prev_close unless @prev_close.nil? prices = _get_1wk_1h_prepost_prices fail = prices.empty? prices = fail ? prices : prices[["Close"]].groupby('Timestamps', maintain_order: true).agg([Polars.col("Close")]).to_f # Very few symbols have previousClose despite no # no trading data e.g. 'QCSTIX'. fail = prices.shape.first < 2 @prev_close = fail ? nil : (prices["Close"][-2]).to_f # if fail # # Fallback to original info[] if available. # info # trigger fetch # k = "previousClose" # @prev_close = _quote._retired_info[k] if !_quote._retired_info.nil? && k.in?(_quote._retired_info) # end return @prev_close end |
#quote_type ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 281 def quote_type if @quote_type.nil? md = #(proxy=self.proxy) @quote_type = md["instrumentType"] end return @quote_type end |
#regular_market_previous_close ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 332 def regular_market_previous_close return @reg_prev_close unless @reg_prev_close.nil? prices = _get_1y_prices if prices.shape[0] == 1 # Tiny % of tickers don't return daily history before last trading day, # so backup option is hourly history: prices = _get_1wk_1h_reg_prices prices = prices[["Close"]].groupby(prices.index.date).last end # if prices.shape[0] < 2 # # Very few symbols have regularMarketPreviousClose despite no # # no trading data. E.g. 'QCSTIX'. # # So fallback to original info[] if available. # info # trigger fetch # k = "regularMarketPreviousClose" # @reg_prev_close = _quote._retired_info[k] if !_quote._retired_info.nil? && k.in?(_quote._retired_info) # else # @reg_prev_close = float(prices["Close"].iloc[-2]) # end return @reg_prev_close end |
#splits ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 240 def splits history(period: "max") if @history.nil? if !@history.nil? #&& @history['events'].keys.include?("stock splits") # @history.columns.include?("Stock Splits") # stspl = [] # @history['events']['stock splits'].each_pair {|k,v| stspl << { Timestamps: Time.at(k.to_i).utc.to_date, Ratio: v['numerator'].to_f/v['denominator'].to_f } } # splits = @history["Stock Splits"] # return splits[splits != 0] df = @history.dup.drop('Open','High','Low','Close','Adj Close', 'Volume','Capital Gains','Dividends') return df.filter(Polars.col('Stock Splits')>0.0) #Polars::DataFrame.new(stspl) end return Polars::Series.new end |
#ten_day_average_volume ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 454 def ten_day_average_volume return @_10d_avg_vol unless @_10d_avg_vol.nil? prices = _get_1y_prices(fullDaysOnly=true) if prices.empty? @_10d_avg_vol = nil else n = prices.shape[0] a = n-10 b = n a = 0 if a < 0 @_10d_avg_vol = (prices["Volume"][a..b].mean) end return @_10d_avg_vol end |
#three_month_average_volume ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 473 def three_month_average_volume return @_3mo_avg_vol unless @_3mo_avg_vol.nil? prices = _get_1y_prices(fullDaysOnly=true) if prices.empty @_3mo_avg_vol = nil else dt1 = prices.index[-1] dt0 = dt1 - 3.months + 1.day @_3mo_avg_vol = (prices[dt0..dt1]["Volume"].mean) end return @_3mo_avg_vol end |
#timezone ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 208 def timezone return @timezone ||= ["exchangeTimezoneName"] end |
#two_hundred_day_average ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 435 def two_hundred_day_average return @_200d_day_average unless @_200d_day_average.nil? prices = _get_1y_prices(fullDaysOnly=true) if prices.empty? @_200d_day_average = nil else n = prices.shape[0] a = n-200 b = n a = 0 if a < 0 @_200d_day_average = (prices["Close"][a..b].mean) end return @_200d_day_average end |
#year_change ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 509 def year_change if @year_change.nil? prices = _get_1y_prices(fullDaysOnly=true) @year_change = (prices["Close"][-1] - prices["Close"][0]) / prices["Close"][0] if prices.shape[0] >= 2 end return @year_change end |
#year_high ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 489 def year_high if @year_high.nil? prices = _get_1y_prices(fullDaysOnly=true) prices = _get_1y_prices(fullDaysOnly=false) if prices.empty? @year_high = (prices["High"].max) end return @year_high end |
#year_low ⇒ Object
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# File 'lib/yfinrb/price_history.rb', line 499 def year_low if @year_low.nil? prices = _get_1y_prices(fullDaysOnly=true) prices = _get_1y_prices(fullDaysOnly=false) if prices.empty? @year_low = (prices["Low"].min) end return @year_low end |