Class: Yfinrb::Ticker

Inherits:
Object
  • Object
show all
Includes:
Analysis, Financials, Fundamentals, Holders, PriceHistory, Quote, YfConnection
Defined in:
lib/yfinrb/ticker.rb

Defined Under Namespace

Classes: SymbolNotFoundException, YahooFinanceException

Constant Summary collapse

ROOT_URL = 
'https://finance.yahoo.com'.freeze
BASE_URL = 
'https://query2.finance.yahoo.com'.freeze

Constants included from Holders

Holders::QUOTE_SUMMARY_URL

Constants included from PriceHistory

PriceHistory::PRICE_COLNAMES

Instance Attribute Summary collapse

Instance Method Summary collapse

Methods included from Financials

#balance_sheet, #cash_flow, included, #income_stmt, #initialize_financials, #quarterly_balance_sheet, #quarterly_cash_flow, #quarterly_income_stmt

Methods included from Quote

#calendar, included, #info, #initialize_quote, #recommendations, #sustainability, #upgrades_downgrades, #valid_modules

Methods included from Holders

included, #initialize_holders, #insider_purchases, #insider_roster, #insider_transactions, #institutional, #major, #mutualfund

Methods included from Fundamentals

#earnings, included, #initialize_fundamentals

Methods included from Analysis

#analyst_price_target, #analyst_trend_details, #earnings_trend, #eps_est, included, #initialize_analysis, #rev_est

Methods included from PriceHistory

#actions, #capital_gains, #currency, #day_high, #day_low, #dividends, #exchange, #fifty_day_average, #history, #history_metadata, included, #initialize_price_history, #last_price, #last_volume, #market_cap, #open, #previous_close, #quote_type, #regular_market_previous_close, #splits, #ten_day_average_volume, #three_month_average_volume, #timezone, #two_hundred_day_average, #year_change, #year_high, #year_low

Methods included from YfConnection

#get, #get_raw_json, #yfconn_initialize

Constructor Details

#initialize(ticker) ⇒ Ticker

Returns a new instance of Ticker.



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# File 'lib/yfinrb/ticker.rb', line 17

def initialize(ticker)
  @proxy = nil 
  @timeout = 30
  @tz = TZInfo::Timezone.get('America/New_York')

  @isin = nil
  @news = []
  @shares = nil

  @earnings_dates = {}
  @expirations = {}
  @underlying = {}

  @ticker = (Yfinrb::Utils.is_isin(ticker.upcase) ? Yfinrb::Utils.get_ticker_by_isin(ticker.upcase, nil, @session) : ticker).upcase

  yfconn_initialize
end

Instance Attribute Details

#error_message ⇒ Object (readonly)

Returns the value of attribute error_message.



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# File 'lib/yfinrb/ticker.rb', line 9

def error_message
  @error_message
end

#isin ⇒ Object

Returns the value of attribute isin.



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# File 'lib/yfinrb/ticker.rb', line 8

def isin
  @isin
end

#proxy ⇒ Object

Returns the value of attribute proxy.



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# File 'lib/yfinrb/ticker.rb', line 8

def proxy
  @proxy
end

#ticker ⇒ Object (readonly) Also known as: symbol

Returns the value of attribute ticker.



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# File 'lib/yfinrb/ticker.rb', line 9

def ticker
  @ticker
end

#timeout ⇒ Object

Returns the value of attribute timeout.



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# File 'lib/yfinrb/ticker.rb', line 8

def timeout
  @timeout
end

#tz ⇒ Object Also known as: _get_ticker_tz

Returns the value of attribute tz.



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# File 'lib/yfinrb/ticker.rb', line 8

def tz
  @tz
end

Instance Method Details

#download_options(date = nil) ⇒ Object 



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# File 'lib/yfinrb/ticker.rb', line 240

def download_options(date = nil)
  url = date.nil? ? "#{BASE_URL}/v7/finance/options/#{@ticker}" : "#{BASE_URL}/v7/finance/options/#{@ticker}?date=#{date}"

  response = get(url).parsed_response  #Net::HTTP.get(uri)

  if response['optionChain'].key?('result') #r.dig('optionChain', 'result')&.any?
    response['optionChain']['result'][0]['expirationDates'].each do |exp|
      @expirations[Time.at(exp).utc.strftime('%Y-%m-%d')] = exp
    end

    @underlying = response['optionChain']['result'][0]['quote'] || {}

    opt = response['optionChain']['result'][0]['options'] || []

    return opt.empty? ? {} : opt[0].merge('underlying' => @underlying) 
  end
  {}
end

#earnings_dates(limit = 12) ⇒ Object 



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# File 'lib/yfinrb/ticker.rb', line 142

def earnings_dates(limit = 12)
  #   """
  # Get earning dates (future and historic)
  # :param limit: max amount of upcoming and recent earnings dates to return.
  #               Default value 12 should return next 4 quarters and last 8 quarters.
  #               Increase if more history is needed.

  # :return: Polars dataframe
  # """
  return @earnings_dates[limit] if @earnings_dates && @earnings_dates[limit]

  logger = Rails.logger

  page_size = [limit, 100].min  # YF caps at 100, don't go higher
  page_offset = 0
  dates = nil
  # while true
    url = "#{ROOT_URL}/calendar/earnings?symbol=#{@ticker}&offset=#{page_offset}&size=#{page_size}"
    data = get(url).parsed_response # @data.cache_get(url: url).text

    if data.include?("Will be right back")
      raise RuntimeError, "*** YAHOO! FINANCE IS CURRENTLY DOWN! ***\nOur engineers are working quickly to resolve the issue. Thank you for your patience."
    end

    csv = ''
    doc = Nokogiri::HTML(data)
    tbl = doc.xpath("//table").first
    tbl.search('tr').each do |tr|
      cells = tr.search('th, td')
      csv += CSV.generate_line(cells)
    end
    csv = CSV.parse(csv)

    df = {}
    (0..csv[0].length-1).each{|i| df[csv[0][i]] = csv[1..-1].transpose[i] }
    dates = Polars::DataFrame.new(df)
  # end

  # Drop redundant columns
  dates = dates.drop(["Symbol", "Company"]) #, axis: 1)

  # Convert types
  ["EPS Estimate", "Reported EPS", "Surprise(%)"].each do |cn|
    s = Polars::Series.new([Float::NAN] * (dates.shape.first))
    (0..(dates.shape.first-1)).to_a.each {|i| s[i] = dates[cn][i].to_f unless dates[cn][i] == '-' }
    dates.replace(cn, s)
  end

  # Convert % to range 0->1:
  dates["Surprise(%)"] *= 0.01

  # Parse earnings date string
  s = Polars::Series.new(dates['Earnings Date'].map{|t| Time.at(t.to_datetime.to_i).to_datetime }, dtype: :i64)
  dates.replace('Earnings Date', s)


  @earnings_dates[limit] = dates

  dates
end

#is_valid_timezone(tz) ⇒ Object 



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# File 'lib/yfinrb/ticker.rb', line 227

def is_valid_timezone(tz)
  begin
    _tz.timezone(tz)
  rescue UnknownTimeZoneError
    return false
  end
  return true
end

#news ⇒ Object 



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# File 'lib/yfinrb/ticker.rb', line 125

def news()
  return @news unless @news.empty?

  url = "#{BASE_URL}/v1/finance/search?q=#{@ticker}"
  data = get(url).parsed_response
  if data.include?("Will be right back")
    raise RuntimeError("*** YAHOO! FINANCE IS CURRENTLY DOWN! ***\nOur engineers are working quickly to resolve the issue. Thank you for your patience.")
  end

  @news = {}
  data['news'].each do |item|
    @news[item['title']] = item['link']
  end

  return @news
end

#option_chain(date = nil, tz = nil) ⇒ Object 



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# File 'lib/yfinrb/ticker.rb', line 203

def option_chain(date = nil, tz = nil)
  options = if date.nil?
    download_options
  else
    download_options if @expirations.empty? || date.nil?
    raise "Expiration `#{date}` cannot be found. Available expirations are: [#{@expirations.keys.join(', ')}]" unless @expirations.key?(date)

    download_options(@expirations[date])
  end

  df = OpenStruct.new(
    calls: _options_to_df(options['calls'], tz),
    puts: _options_to_df(options['puts'], tz),
    underlying: options['underlying']
  )
end

#options ⇒ Object Also known as: option_expiration_dates 



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# File 'lib/yfinrb/ticker.rb', line 220

def options
  download_options if @expirations.empty?
  @expirations.keys
end

#shares ⇒ Object 



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# File 'lib/yfinrb/ticker.rb', line 107

def shares
  return @shares unless @shares.nil?

  full_shares = shares_full(start: DateTime.now.utc.to_date-548.days, fin: DateTime.now.utc.to_date)
  # Rails.logger.info { "#{__FILE__}:#{__LINE__} full_shares = #{full_shares.inspect}" }

  # if shares.nil?
  #     # Requesting 18 months failed, so fallback to shares which should include last year
  #     shares = @ticker.get_shares()

  # if shares.nil?
  full_shares = full_shares['Shares'] if full_shares.is_a?(Polars::DataFrame)
  # Rails.logger.info { "#{__FILE__}:#{__LINE__} full_shares = #{full_shares.inspect}" }
  @shares = full_shares[-1].to_i
  # end
  # return @shares
end

#shares_full(start: nil, fin: nil) ⇒ Object 



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# File 'lib/yfinrb/ticker.rb', line 46

def shares_full(start: nil, fin: nil)
  logger = Rails.logger

  # Rails.logger.info { "#{__FILE__}:#{__LINE__} start = #{start.inspect}, fin = #{fin.inspect}" } 

  if start
    start_ts = Yfinrb::Utils.parse_user_dt(start, tz)
    # Rails.logger.info { "#{__FILE__}:#{__LINE__} start_ts = #{start_ts}" }
    start = Time.at(start_ts).in_time_zone(tz)
    # Rails.logger.info { "#{__FILE__}:#{__LINE__} start = #{start.inspect}, fin = #{fin.inspect}" } 
  end
  if fin
    end_ts = Yfinrb::Utils.parse_user_dt(fin, tz)
    # Rails.logger.info { "#{__FILE__}:#{__LINE__} end_ts = #{end_ts}" }
    fin = Time.at(end_ts).in_time_zone(tz)
    # Rails.logger.info { "#{__FILE__}:#{__LINE__} start = #{start.inspect}, fin = #{fin.inspect}" } 
  end

  # Rails.logger.info { "#{__FILE__}:#{__LINE__} start = #{start.inspect}, fin = #{fin.inspect}" } 

  dt_now = DateTime.now.in_time_zone(tz)
  fin ||= dt_now
  start ||= (fin - 548.days).midnight

  if start >= fin
    logger.error("Start date (#{start}) must be before end (#{fin})")
    return nil
  end

  ts_url_base = "https://query2.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/timeseries/#{@ticker}?symbol=#{@ticker}"
  shares_url = "#{ts_url_base}&period1=#{start.to_i}&period2=#{fin.tomorrow.midnight.to_i}"

  begin
    json_data = get(shares_url).parsed_response
  rescue #_json.JSONDecodeError, requests.exceptions.RequestException
    logger.error("#{@ticker}: Yahoo web request for share count failed")
    return nil
  end

  fail = json_data["finance"]["error"]["code"] == "Bad Request" rescue false
  if fail
    logger.error("#{@ticker}: Yahoo web request for share count failed")
    return nil
  end

  shares_data = json_data["timeseries"]["result"]

  return nil if !shares_data[0].key?("shares_out")

  timestamps = shares_data[0]["timestamp"].map{|t| Time.at(t).to_datetime }

  df = Polars::DataFrame.new(
    {
      'Timestamps': timestamps,
      "Shares": shares_data[0]["shares_out"]
    }
  )

  return df
end

#to_s ⇒ Object 



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# File 'lib/yfinrb/ticker.rb', line 236

def to_s
  "yfinance.Ticker object <#{ticker}>"
end