yfinance-cache 0.1.0

Smart caching wrapper for 'yfinance' module

yfinance-cache

Caching wrapper for yfinance module. Intelligent caching, not dumb caching of web requests:

• If requested data not in cache, yfinance is called
• If all requested data is in cache, return that
• If some in cache but some missing, ask yfinance for the missing data

Additional logic decides if cached data needs refresh.

Interface

Interaction will be identical to yfinance:

import yfinance_cache as yf

msft = yf.Ticker("MSFT")

# get stock info
msft.info

# get historical market data
hist = msft.history(period="max")
...
# etc. See yfinance documentation for full API

One difference is in fetching price history:

msft = yf.Ticker(interval="1d", max_age=datetime.timedelta(hours=1), ...)

max_age controls when to refresh cached data to avoid spam. If market is still open and max_age time has passed since last fetch, then today's cached price data will be refreshed. Defaults to half of interval. Refresh also triggered if market closed since last fetch.

Installation

Not uploading to PIP until I am certain this is stable, so to install you need to pull from GitHub. You also need my fork of yfinance (branch 'integrate') with various fixes (eventually will merge upstream): https://github.com/ValueRaider/yfinance/tree/integrate

To override PIP:

import sys
sys.path.insert(0, "path/to/my/fork/of/yfinance")
import yfinance as yf
print(yf) # verify loading right version
sys.path.insert(0, "path/to/yfinance_cache")
import yfinance_cache as yfc

Known issues / pending tasks

• If a stock event (dividend or split) has occurred since last fetch, then the cached data needs to be adjusted. But not done currently. Should only be a big issue when split or exceptional dividend occurs - a typical dividend has tiny effect on adjusted price.
• Considering adding a 'verify' function, checking all cached data against Yahoo.
• Add refresh check to financials data, then to earnings dates.

Limitations

Code is being actively developed so some features missing:

• only price data is checked if refresh needed
• Tickers class and download() not available - use Ticker.history()
• pre/post price data not available