Merge branch 'dev' into pandas-future-proofing

ranaroussi · Dec 7, 2023 · bec30a0 · bec30a0
2 parents e988afc + 1d3ef4f
commit bec30a0
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Showing 5 changed files with 117 additions and 102 deletions.
diff --git a/tests/ticker.py b/tests/ticker.py
@@ -128,10 +128,7 @@ def test_goodTicker(self):
             for attribute_name, attribute_type in ticker_attributes:
                 assert_attribute_type(self, dat, attribute_name, attribute_type) 
 
-    #TODO:: Refactor with `assert_attribute` once proxy is accepted as a parameter of `Ticker`
     def test_goodTicker_withProxy(self):
-        # that yfinance works when full api is called on same instance of ticker
-
         tkr = "IBM"
         dat = yf.Ticker(tkr, session=self.session)
 
@@ -209,56 +206,16 @@ def test_goodTicker_withProxy(self):
 
 
         # Below will fail because not ported to Yahoo API
+        dat = yf.Ticker(tkr, session=self.session, proxy=self.proxy)
 
-        # v = dat.stats(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertTrue(len(v) > 0)
-
-        # v = dat.get_recommendations(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_calendar(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_sustainability(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_recommendations_summary(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_analyst_price_target(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_rev_forecast(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_earnings_forecast(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_trend_details(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_earnings_trend(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_earnings(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_shares(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
+        dat._fetch_ticker_tz(timeout=5)
+        dat._get_ticker_tz(timeout=5)
+        dat.history(period="1wk")
 
+        for attribute_name, attribute_type in ticker_attributes:
+            assert_attribute_type(self, dat, attribute_name, attribute_type)
 
+
 class TestTickerHistory(unittest.TestCase):
     session = None
 
@@ -746,13 +703,15 @@ def test_bad_freq_value_raises_exception(self):
     #     data_cached = self.ticker.sustainability
     #     self.assertIs(data, data_cached, "data not cached")
 
-    # def test_recommendations(self):
-    #     data = self.ticker.recommendations
-    #     self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
-    #     self.assertFalse(data.empty, "data is empty")
+    def test_recommendations(self):
+        data = self.ticker.recommendations
+        data_summary = self.ticker.recommendations_summary
+        self.assertTrue(data.equals(data_summary))
+        self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
+        self.assertFalse(data.empty, "data is empty")
 
-    #     data_cached = self.ticker.recommendations
-    #     self.assertIs(data, data_cached, "data not cached")
+        data_cached = self.ticker.recommendations
+        self.assertIs(data, data_cached, "data not cached")
 
     # def test_recommendations_summary(self):
     #     data = self.ticker.recommendations_summary

diff --git a/yfinance/base.py b/yfinance/base.py
@@ -46,8 +46,9 @@
 
 
 class TickerBase:
-    def __init__(self, ticker, session=None):
+    def __init__(self, ticker, session=None, proxy=None):
         self.ticker = ticker.upper()
+        self.proxy = proxy
         self.session = session
         self._history = None
         self._history_metadata = None
@@ -132,6 +133,7 @@ def history(self, period="1mo", interval="1d",
                 If True, then raise errors as Exceptions instead of logging.
         """
         logger = utils.get_yf_logger()
+        proxy = proxy or self.proxy
 
         if debug is not None:
             if debug:
@@ -1638,7 +1640,8 @@ def map_signals_to_ranges(f, f_up, f_down):
 
         return df2
 
-    def _get_ticker_tz(self, proxy, timeout):
+    def _get_ticker_tz(self,timeout, proxy=None):
+        proxy = proxy or self.proxy
         if self._tz is not None:
             return self._tz
         c = cache.get_tz_cache()
@@ -1662,9 +1665,9 @@ def _get_ticker_tz(self, proxy, timeout):
         return tz
 
     @utils.log_indent_decorator
-    def _fetch_ticker_tz(self, proxy, timeout):
+    def _fetch_ticker_tz(self, timeout, proxy=None):
         # Query Yahoo for fast price data just to get returned timezone
-
+        proxy = proxy or self.proxy
         logger = utils.get_yf_logger()
 
         params = {"range": "1d", "interval": "1d"}
@@ -1695,44 +1698,48 @@ def _fetch_ticker_tz(self, proxy, timeout):
         return None
 
     def get_recommendations(self, proxy=None, as_dict=False):
-        self._quote.proxy = proxy
+        """
+        Returns a DataFrame with the recommendations
+        Columns: period  strongBuy  buy  hold  sell  strongSell
+        """
+        self._quote.proxy = proxy or self.proxy
         data = self._quote.recommendations
         if as_dict:
             return data.to_dict()
         return data
 
     def get_calendar(self, proxy=None, as_dict=False):
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         data = self._quote.calendar
         if as_dict:
             return data.to_dict()
         return data
 
     def get_major_holders(self, proxy=None, as_dict=False):
-        self._holders.proxy = proxy
+        self._holders.proxy = proxy or self.proxy
         data = self._holders.major
         if as_dict:
             return data.to_dict()
         return data
 
     def get_institutional_holders(self, proxy=None, as_dict=False):
-        self._holders.proxy = proxy
+        self._holders.proxy = proxy or self.proxy
         data = self._holders.institutional
         if data is not None:
             if as_dict:
                 return data.to_dict()
             return data
 
     def get_mutualfund_holders(self, proxy=None, as_dict=False):
-        self._holders.proxy = proxy
+        self._holders.proxy = proxy or self.proxy
         data = self._holders.mutualfund
         if data is not None:
             if as_dict:
                 return data.to_dict()
             return data
 
     def get_info(self, proxy=None) -> dict:
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         data = self._quote.info
         return data
 
@@ -1747,49 +1754,45 @@ def basic_info(self):
         return self.fast_info
 
     def get_sustainability(self, proxy=None, as_dict=False):
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         data = self._quote.sustainability
         if as_dict:
             return data.to_dict()
         return data
 
     def get_recommendations_summary(self, proxy=None, as_dict=False):
-        self._quote.proxy = proxy
-        data = self._quote.recommendations
-        if as_dict:
-            return data.to_dict()
-        return data
+        return self.get_recommendations(proxy=proxy, as_dict=as_dict)
 
     def get_analyst_price_target(self, proxy=None, as_dict=False):
-        self._analysis.proxy = proxy
+        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.analyst_price_target
         if as_dict:
             return data.to_dict()
         return data
 
     def get_rev_forecast(self, proxy=None, as_dict=False):
-        self._analysis.proxy = proxy
+        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.rev_est
         if as_dict:
             return data.to_dict()
         return data
 
     def get_earnings_forecast(self, proxy=None, as_dict=False):
-        self._analysis.proxy = proxy
+        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.eps_est
         if as_dict:
             return data.to_dict()
         return data
 
     def get_trend_details(self, proxy=None, as_dict=False):
-        self._analysis.proxy = proxy
+        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.analyst_trend_details
         if as_dict:
             return data.to_dict()
         return data
 
     def get_earnings_trend(self, proxy=None, as_dict=False):
-        self._analysis.proxy = proxy
+        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.earnings_trend
         if as_dict:
             return data.to_dict()
@@ -1808,7 +1811,7 @@ def get_earnings(self, proxy=None, as_dict=False, freq="yearly"):
                 Optional. Proxy server URL scheme
                 Default is None
         """
-        self._fundamentals.proxy = proxy
+        self._fundamentals.proxy = proxy or self.proxy
         data = self._fundamentals.earnings[freq]
         if as_dict:
             dict_data = data.to_dict()
@@ -1833,7 +1836,7 @@ def get_income_stmt(self, proxy=None, as_dict=False, pretty=False, freq="yearly"
                 Optional. Proxy server URL scheme
                 Default is None
         """
-        self._fundamentals.proxy = proxy
+        self._fundamentals.proxy = proxy or self.proxy
 
         data = self._fundamentals.financials.get_income_time_series(freq=freq, proxy=proxy)
 
@@ -1866,7 +1869,7 @@ def get_balance_sheet(self, proxy=None, as_dict=False, pretty=False, freq="yearl
                 Optional. Proxy server URL scheme
                 Default is None
         """
-        self._fundamentals.proxy = proxy
+        self._fundamentals.proxy = proxy or self.proxy
 
         data = self._fundamentals.financials.get_balance_sheet_time_series(freq=freq, proxy=proxy)
 
@@ -1896,7 +1899,7 @@ def get_cash_flow(self, proxy=None, as_dict=False, pretty=False, freq="yearly"):
                 Optional. Proxy server URL scheme
                 Default is None
         """
-        self._fundamentals.proxy = proxy
+        self._fundamentals.proxy = proxy or self.proxy
 
         data = self._fundamentals.financials.get_cash_flow_time_series(freq=freq, proxy=proxy)
 
@@ -1946,7 +1949,7 @@ def get_actions(self, proxy=None):
         return []
 
     def get_shares(self, proxy=None, as_dict=False):
-        self._fundamentals.proxy = proxy
+        self._fundamentals.proxy = proxy or self.proxy
         data = self._fundamentals.shares
         if as_dict:
             return data.to_dict()
@@ -2020,7 +2023,7 @@ def get_isin(self, proxy=None) -> Optional[str]:
 
         q = ticker
 
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         if self._quote.info is None:
             # Don't print error message cause self._quote.info will print one
             return None
@@ -2141,7 +2144,7 @@ def get_earnings_dates(self, limit=12, proxy=None) -> Optional[pd.DataFrame]:
         dates[cn] = dates[cn] + ' ' + tzinfo["AM/PM"]
         dates[cn] = pd.to_datetime(dates[cn], format="%b %d, %Y, %I %p")
         # - instead of attempting decoding of ambiguous timezone abbreviation, just use 'info':
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         tz = self._get_ticker_tz(proxy=proxy, timeout=30)
         dates[cn] = dates[cn].dt.tz_localize(tz)
 

diff --git a/yfinance/const.py b/yfinance/const.py
@@ -116,3 +116,39 @@
                   "OtherCashReceiptsfromOperatingActivities", "ReceiptsfromGovernmentGrants", "ReceiptsfromCustomers"]}
 
 price_colnames = ['Open', 'High', 'Low', 'Close', 'Adj Close']
+
+quote_summary_valid_modules = (
+    "summaryProfile",  # contains general information about the company
+    "summaryDetail",  # prices + volume + market cap + etc
+    "assetProfile",  # summaryProfile + company officers
+    "fundProfile",
+    "price",  # current prices
+    "quoteType",  # quoteType
+    "esgScores",  # Environmental, social, and governance (ESG) scores, sustainability and ethical performance of companies
+    "incomeStatementHistory",
+    "incomeStatementHistoryQuarterly",
+    "balanceSheetHistory",
+    "balanceSheetHistoryQuarterly",
+    "cashFlowStatementHistory",
+    "cashFlowStatementHistoryQuarterly",
+    "defaultKeyStatistics",  # KPIs (PE, enterprise value, EPS, EBITA, and more)
+    "financialData",  # Financial KPIs (revenue, gross margins, operating cash flow, free cash flow, and more)
+    "calendarEvents",  # future earnings date
+    "secFilings",  # SEC filings, such as 10K and 10Q reports
+    "upgradeDowngradeHistory",  # upgrades and downgrades that analysts have given a company's stock
+    "institutionOwnership",  # institutional ownership, holders and shares outstanding
+    "fundOwnership",  # mutual fund ownership, holders and shares outstanding
+    "majorDirectHolders",
+    "majorHoldersBreakdown",
+    "insiderTransactions",  # insider transactions, such as the number of shares bought and sold by company executives
+    "insiderHolders",  # insider holders, such as the number of shares held by company executives
+    "netSharePurchaseActivity",  # net share purchase activity, such as the number of shares bought and sold by company executives
+    "earnings",  # earnings history
+    "earningsHistory",
+    "earningsTrend",  # earnings trend
+    "industryTrend",
+    "indexTrend",
+    "sectorTrend",
+    "recommendationTrend",
+    "futuresChain",
+)