Skip to content

A powerful financial data module used for pulling data from Yahoo Finance. This module can pull fundamental and technical data for stocks, indexes, currencies, cryptos, ETFs, Mutual Funds, U.S. Treasuries, and commodity futures.

License

Notifications You must be signed in to change notification settings

enderw88/yahoofinancials

 
 

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

yahoofinancials

A python module that returns stock, cryptocurrency, forex, mutual fund, commodity futures, ETF, and US Treasury financial data from Yahoo Finance.

https://github.com/JECSand/yahoofinancials/actions/workflows/test.yml/badge.svg?branch=master https://static.pepy.tech/badge/yahoofinancials https://static.pepy.tech/badge/yahoofinancials/month https://static.pepy.tech/badge/yahoofinancials/week

Current Version: v1.16

Version Released: 07/17/2023

Report any bugs by opening an issue here: https://github.com/JECSand/yahoofinancials/issues

Overview

A powerful financial data module used for pulling both fundamental and technical data from Yahoo Finance.

  • As of Version 1.9, YahooFinancials supports optional parameters for asynchronous execution, proxies, and international requests.
from yahoofinancials import YahooFinancials
tickers = ['AAPL', 'GOOG', 'C']
yahoo_financials = YahooFinancials(tickers, concurrent=True, max_workers=8, country="US")
balance_sheet_data_qt = yahoo_financials.get_financial_stmts('quarterly', 'balance')
print(balance_sheet_data_qt)

proxy_addresses = [ "mysuperproxy.com:5000", "mysuperproxy.com:5001"]
yahoo_financials = YahooFinancials(tickers, concurrent=True, proxies=proxy_addresses)
balance_sheet_data_qt = yahoo_financials.get_financial_stmts('quarterly', 'balance')
print(balance_sheet_data_qt)
  • New methods in Version 1.13:
    • get_esg_score_data()

Installation

  • yahoofinancials runs on Python 3.7, 3.8, 3.9, 3.10, and 3.11.
  • This package depends on pytz & requests to work.
  1. Installation using pip:
  • Linux/Mac:
$ pip install yahoofinancials
  • Windows (If python doesn't work for you in cmd, try running the following command with just py):
> python -m pip install yahoofinancials
  1. Installation using github (Mac/Linux):
$ git clone https://github.com/JECSand/yahoofinancials.git
$ cd yahoofinancials
$ python setup.py install
  1. Demo using the included demo script:
$ cd yahoofinancials
$ python demo.py -h
$ python demo.py
$ python demo.py WFC C BAC
  1. Test using the included unit testing script:
$ cd yahoofinancials
$ python test/test_yahoofinancials.py

Module Methods

  • The financial data from all methods is returned as JSON.
  • You can run multiple symbols at once using an inputted array or run an individual symbol using an inputted string.
  • YahooFinancials works with Python 3.6, 3.7, 3.8, 3.9, 3.10, and 3.11 and runs on all operating systems. (Windows, Mac, Linux).

Featured Methods

  1. get_financial_stmts(frequency, statement_type, reformat=True)
    • frequency can be either 'annual' or 'quarterly'.
    • statement_type can be 'income', 'balance', 'cash' or a list of several.
    • reformat optional value defaulted to true. Enter False for unprocessed raw data from Yahoo Finance.
  2. get_stock_price_data(reformat=True)
  3. get_stock_earnings_data()
    • reformat optional value defaulted to true. Enter False for unprocessed raw data from Yahoo Finance.
  4. get_summary_data(reformat=True)
    • Returns financial summary data for cryptocurrencies, stocks, currencies, ETFs, mutual funds, U.S. Treasuries, commodity futures, and indexes.
    • reformat optional value defaulted to true. Enter False for unprocessed raw data from Yahoo Finance.
  5. get_stock_quote_type_data()
  6. get_historical_price_data(start_date, end_date, time_interval)
    • This method will pull historical pricing data for stocks, currencies, ETFs, mutual funds, U.S. Treasuries, cryptocurrencies, commodities, and indexes.
    • start_date should be entered in the 'YYYY-MM-DD' format and is the first day that data will be pulled for.
    • end_date should be entered in the 'YYYY-MM-DD' format and is the last day that data will be pulled for.
    • time_interval can be either 'daily', 'weekly', or 'monthly'. This variable determines the time period interval for your pull.
    • Data response includes relevant pricing event data such as dividends and stock splits.
  7. get_num_shares_outstanding(price_type='current')
    • price_type can also be set to 'average' to calculate the shares outstanding with the daily average price.

Additional Module Methods

  • get_daily_dividend_data(start_date, end_date)
  • get_stock_profile_data()
  • get_financial_data()
  • get_interest_expense()
  • get_operating_income()
  • get_total_operating_expense()
  • get_total_revenue()
  • get_cost_of_revenue()
  • get_income_before_tax()
  • get_income_tax_expense()
  • get_gross_profit()
  • get_net_income_from_continuing_ops()
  • get_research_and_development()
  • get_current_price()
  • get_current_change()
  • get_current_percent_change()
  • get_current_volume()
  • get_prev_close_price()
  • get_open_price()
  • get_ten_day_avg_daily_volume()
  • get_stock_exchange()
  • get_market_cap()
  • get_daily_low()
  • get_daily_high()
  • get_currency()
  • get_yearly_high()
  • get_yearly_low()
  • get_dividend_yield()
  • get_annual_avg_div_yield()
  • get_five_yr_avg_div_yield()
  • get_dividend_rate()
  • get_annual_avg_div_rate()
  • get_50day_moving_avg()
  • get_200day_moving_avg()
  • get_beta()
  • get_payout_ratio()
  • get_pe_ratio()
  • get_price_to_sales()
  • get_exdividend_date()
  • get_book_value()
  • get_ebit()
  • get_net_income()
  • get_earnings_per_share()
  • get_key_statistics_data()
  • get_stock_profile_data()
  • get_financial_data()

Usage Examples

  • The class constructor can take either a single ticker or a list of tickers as it's parameter.
  • This makes it easy to initiate multiple classes for different groupings of financial assets.
  • Quarterly statement data returns the last 4 periods of data, while annual returns the last 3.

Single Ticker Example

from yahoofinancials import YahooFinancials

ticker = 'AAPL'
yahoo_financials = YahooFinancials(ticker)

balance_sheet_data_qt = yahoo_financials.get_financial_stmts('quarterly', 'balance')
income_statement_data_qt = yahoo_financials.get_financial_stmts('quarterly', 'income')
all_statement_data_qt =  yahoo_financials.get_financial_stmts('quarterly', ['income', 'cash', 'balance'])
apple_earnings_data = yahoo_financials.get_stock_earnings_data()
apple_net_income = yahoo_financials.get_net_income()
historical_stock_prices = yahoo_financials.get_historical_price_data('2008-09-15', '2018-09-15', 'weekly')

Lists of Tickers Example

from yahoofinancials import YahooFinancials

tech_stocks = ['AAPL', 'MSFT', 'INTC']
bank_stocks = ['WFC', 'BAC', 'C']
commodity_futures = ['GC=F', 'SI=F', 'CL=F']
cryptocurrencies = ['BTC-USD', 'ETH-USD', 'XRP-USD']
currencies = ['EURUSD=X', 'JPY=X', 'GBPUSD=X']
mutual_funds = ['PRLAX', 'QASGX', 'HISFX']
us_treasuries = ['^TNX', '^IRX', '^TYX']

yahoo_financials_tech = YahooFinancials(tech_stocks)
yahoo_financials_banks = YahooFinancials(bank_stocks)
yahoo_financials_commodities = YahooFinancials(commodity_futures)
yahoo_financials_cryptocurrencies = YahooFinancials(cryptocurrencies)
yahoo_financials_currencies = YahooFinancials(currencies)
yahoo_financials_mutualfunds = YahooFinancials(mutual_funds)
yahoo_financials_treasuries = YahooFinancials(us_treasuries)

tech_cash_flow_data_an = yahoo_financials_tech.get_financial_stmts('annual', 'cash')
bank_cash_flow_data_an = yahoo_financials_banks.get_financial_stmts('annual', 'cash')

banks_net_ebit = yahoo_financials_banks.get_ebit()
tech_stock_price_data = yahoo_financials_tech.get_stock_price_data()
daily_bank_stock_prices = yahoo_financials_banks.get_historical_price_data('2008-09-15', '2018-09-15', 'daily')
daily_commodity_prices = yahoo_financials_commodities.get_historical_price_data('2008-09-15', '2018-09-15', 'daily')
daily_crypto_prices = yahoo_financials_cryptocurrencies.get_historical_price_data('2008-09-15', '2018-09-15', 'daily')
daily_currency_prices = yahoo_financials_currencies.get_historical_price_data('2008-09-15', '2018-09-15', 'daily')
daily_mutualfund_prices = yahoo_financials_mutualfunds.get_historical_price_data('2008-09-15', '2018-09-15', 'daily')
daily_treasury_prices = yahoo_financials_treasuries.get_historical_price_data('2008-09-15', '2018-09-15', 'daily')

Examples of Returned JSON Data

  1. Annual Income Statement Data for Apple:
yahoo_financials = YahooFinancials('AAPL')
print(yahoo_financials.get_financial_stmts('annual', 'income'))
{
    "incomeStatementHistory": {
        "AAPL": [
            {
                "2016-09-24": {
                    "minorityInterest": null,
                    "otherOperatingExpenses": null,
                    "netIncomeFromContinuingOps": 45687000000,
                    "totalRevenue": 215639000000,
                    "totalOtherIncomeExpenseNet": 1348000000,
                    "discontinuedOperations": null,
                    "incomeTaxExpense": 15685000000,
                    "extraordinaryItems": null,
                    "grossProfit": 84263000000,
                    "netIncome": 45687000000,
                    "sellingGeneralAdministrative": 14194000000,
                    "interestExpense": null,
                    "costOfRevenue": 131376000000,
                    "researchDevelopment": 10045000000,
                    "netIncomeApplicableToCommonShares": 45687000000,
                    "effectOfAccountingCharges": null,
                    "incomeBeforeTax": 61372000000,
                    "otherItems": null,
                    "operatingIncome": 60024000000,
                    "ebit": 61372000000,
                    "nonRecurring": null,
                    "totalOperatingExpenses": 0
                }
            }
        ]
    }
}
  1. Annual Balance Sheet Data for Apple:
yahoo_financials = YahooFinancials('AAPL')
print(yahoo_financials.get_financial_stmts('annual', 'balance'))
{
    "balanceSheetHistory": {
        "AAPL": [
            {
                "2016-09-24": {
                    "otherCurrentLiab": 8080000000,
                    "otherCurrentAssets": 8283000000,
                    "goodWill": 5414000000,
                    "shortTermInvestments": 46671000000,
                    "longTermInvestments": 170430000000,
                    "cash": 20484000000,
                    "netTangibleAssets": 119629000000,
                    "totalAssets": 321686000000,
                    "otherLiab": 36074000000,
                    "totalStockholderEquity": 128249000000,
                    "inventory": 2132000000,
                    "retainedEarnings": 96364000000,
                    "intangibleAssets": 3206000000,
                    "totalCurrentAssets": 106869000000,
                    "otherStockholderEquity": 634000000,
                    "shortLongTermDebt": 11605000000,
                    "propertyPlantEquipment": 27010000000,
                    "deferredLongTermLiab": 2930000000,
                    "netReceivables": 29299000000,
                    "otherAssets": 8757000000,
                    "longTermDebt": 75427000000,
                    "totalLiab": 193437000000,
                    "commonStock": 31251000000,
                    "accountsPayable": 59321000000,
                    "totalCurrentLiabilities": 79006000000
                }
            }
        ]
    }
}
  1. Quarterly Cash Flow Statement Data for Citigroup:
yahoo_financials = YahooFinancials('C')
print(yahoo_financials.get_financial_stmts('quarterly', 'cash'))
{
    "cashflowStatementHistoryQuarterly": {
        "C": [
            {
                "2017-06-30": {
                    "totalCashFromOperatingActivities": -18505000000,
                    "effectOfExchangeRate": -117000000,
                    "totalCashFromFinancingActivities": 39798000000,
                    "netIncome": 3872000000,
                    "dividendsPaid": -760000000,
                    "salePurchaseOfStock": -1781000000,
                    "capitalExpenditures": -861000000,
                    "changeToLiabilities": -7626000000,
                    "otherCashflowsFromInvestingActivities": 82000000,
                    "totalCashflowsFromInvestingActivities": -22508000000,
                    "netBorrowings": 33586000000,
                    "depreciation": 901000000,
                    "changeInCash": -1332000000,
                    "changeToNetincome": 1444000000,
                    "otherCashflowsFromFinancingActivities": 8753000000,
                    "changeToOperatingActivities": -17096000000,
                    "investments": -23224000000
                }
            }
        ]
    }
}
  1. Monthly Historical Stock Price Data for Wells Fargo:
yahoo_financials = YahooFinancials('WFC')
print(yahoo_financials.get_historical_price_data("2018-07-10", "2018-08-10", "monthly"))
{
    "WFC": {
        "currency": "USD",
        "eventsData": {
            "dividends": {
                "2018-08-01": {
                    "amount": 0.43,
                    "date": 1533821400,
                    "formatted_date": "2018-08-09"
                }
            }
        },
        "firstTradeDate": {
            "date": 76233600,
            "formatted_date": "1972-06-01"
        },
        "instrumentType": "EQUITY",
        "prices": [
            {
                "adjclose": 57.19147872924805,
                "close": 57.61000061035156,
                "date": 1533096000,
                "formatted_date": "2018-08-01",
                "high": 59.5,
                "low": 57.08000183105469,
                "open": 57.959999084472656,
                "volume": 138922900
            }
        ],
        "timeZone": {
            "gmtOffset": -14400
        }
    }
}
  1. Monthly Historical Price Data for EURUSD:
yahoo_financials = YahooFinancials('EURUSD=X')
print(yahoo_financials.get_historical_price_data("2018-07-10", "2018-08-10", "monthly"))
{
    "EURUSD=X": {
        "currency": "USD",
        "eventsData": {},
        "firstTradeDate": {
            "date": 1070236800,
            "formatted_date": "2003-12-01"
        },
        "instrumentType": "CURRENCY",
        "prices": [
            {
                "adjclose": 1.1394712924957275,
                "close": 1.1394712924957275,
                "date": 1533078000,
                "formatted_date": "2018-07-31",
                "high": 1.169864296913147,
                "low": 1.1365960836410522,
                "open": 1.168961763381958,
                "volume": 0
            }
        ],
        "timeZone": {
            "gmtOffset": 3600
        }
    }
}
  1. Monthly Historical Price Data for BTC-USD:
yahoo_financials = YahooFinancials('BTC-USD')
print(yahoo_financials.get_historical_price_data("2018-07-10", "2018-08-10", "monthly"))
{
    "BTC-USD": {
        "currency": "USD",
        "eventsData": {},
        "firstTradeDate": {
            "date": 1279321200,
            "formatted_date": "2010-07-16"
        },
        "instrumentType": "CRYPTOCURRENCY",
        "prices": [
            {
                "adjclose": 6285.02001953125,
                "close": 6285.02001953125,
                "date": 1533078000,
                "formatted_date": "2018-07-31",
                "high": 7760.740234375,
                "low": 6133.02978515625,
                "open": 7736.25,
                "volume": 4334347882
            }
        ],
        "timeZone": {
            "gmtOffset": 3600
        }
    }
}
  1. Weekly Historical Price Data for Crude Oil Futures:
yahoo_financials = YahooFinancials('CL=F')
print(yahoo_financials.get_historical_price_data("2018-08-01", "2018-08-10", "weekly"))
{
    "CL=F": {
        "currency": "USD",
        "eventsData": {},
        "firstTradeDate": {
            "date": 1522555200,
            "formatted_date": "2018-04-01"
        },
        "instrumentType": "FUTURE",
        "prices": [
            {
                "adjclose": 68.58999633789062,
                "close": 68.58999633789062,
                "date": 1532923200,
                "formatted_date": "2018-07-30",
                "high": 69.3499984741211,
                "low": 66.91999816894531,
                "open": 68.37000274658203,
                "volume": 683048039
            },
            {
                "adjclose": 67.75,
                "close": 67.75,
                "date": 1533528000,
                "formatted_date": "2018-08-06",
                "high": 69.91999816894531,
                "low": 66.13999938964844,
                "open": 68.76000213623047,
                "volume": 1102357981
            }
        ],
        "timeZone": {
            "gmtOffset": -14400
        }
    }
}
  1. Apple Stock Quote Data:
yahoo_financials = YahooFinancials('AAPL')
print(yahoo_financials.get_stock_quote_type_data())
{
    "AAPL": {
        "underlyingExchangeSymbol": null,
        "exchangeTimezoneName": "America/New_York",
        "underlyingSymbol": null,
        "headSymbol": null,
        "shortName": "Apple Inc.",
        "symbol": "AAPL",
        "uuid": "8b10e4ae-9eeb-3684-921a-9ab27e4d87aa",
        "gmtOffSetMilliseconds": "-14400000",
        "exchange": "NMS",
        "exchangeTimezoneShortName": "EDT",
        "messageBoardId": "finmb_24937",
        "longName": "Apple Inc.",
        "market": "us_market",
        "quoteType": "EQUITY"
    }
}
  1. U.S. Treasury Current Pricing Data:
yahoo_financials = YahooFinancials(['^TNX', '^IRX', '^TYX'])
print(yahoo_financials.get_current_price())
{
    "^IRX": 2.033,
    "^TNX": 2.895,
    "^TYX": 3.062
}
  1. BTC-USD Summary Data:
yahoo_financials = YahooFinancials('BTC-USD')
print(yahoo_financials.get_summary_data())
{
    "BTC-USD": {
        "algorithm": "SHA256",
        "ask": null,
        "askSize": null,
        "averageDailyVolume10Day": 545573809,
        "averageVolume": 496761640,
        "averageVolume10days": 545573809,
        "beta": null,
        "bid": null,
        "bidSize": null,
        "circulatingSupply": 17209812,
        "currency": "USD",
        "dayHigh": 6266.5,
        "dayLow": 5891.87,
        "dividendRate": null,
        "dividendYield": null,
        "exDividendDate": "-",
        "expireDate": "-",
        "fiftyDayAverage": 6989.074,
        "fiftyTwoWeekHigh": 19870.62,
        "fiftyTwoWeekLow": 2979.88,
        "fiveYearAvgDividendYield": null,
        "forwardPE": null,
        "fromCurrency": "BTC",
        "lastMarket": "CCCAGG",
        "marketCap": 106325663744,
        "maxAge": 1,
        "maxSupply": 21000000,
        "navPrice": null,
        "open": 6263.2,
        "openInterest": null,
        "payoutRatio": null,
        "previousClose": 6263.2,
        "priceHint": 2,
        "priceToSalesTrailing12Months": null,
        "regularMarketDayHigh": 6266.5,
        "regularMarketDayLow": 5891.87,
        "regularMarketOpen": 6263.2,
        "regularMarketPreviousClose": 6263.2,
        "regularMarketVolume": 755834368,
        "startDate": "2009-01-03",
        "strikePrice": null,
        "totalAssets": null,
        "tradeable": false,
        "trailingAnnualDividendRate": null,
        "trailingAnnualDividendYield": null,
        "twoHundredDayAverage": 8165.154,
        "volume": 755834368,
        "volume24Hr": 750196480,
        "volumeAllCurrencies": 2673437184,
        "yield": null,
        "ytdReturn": null
    }
}
  1. Apple Key Statistics Data:
yahoo_financials = YahooFinancials('AAPL')
print(yahoo_financials.get_key_statistics_data())
{
    "AAPL": {
        "annualHoldingsTurnover": null,
        "enterpriseToRevenue": 2.973,
        "beta3Year": null,
        "profitMargins": 0.22413999,
        "enterpriseToEbitda": 9.652,
        "52WeekChange": -0.12707871,
        "morningStarRiskRating": null,
        "forwardEps": 13.49,
        "revenueQuarterlyGrowth": null,
        "sharesOutstanding": 4729800192,
        "fundInceptionDate": "-",
        "annualReportExpenseRatio": null,
        "totalAssets": null,
        "bookValue": 22.534,
        "sharesShort": 44915125,
        "sharesPercentSharesOut": 0.0095,
        "fundFamily": null,
        "lastFiscalYearEnd": 1538179200,
        "heldPercentInstitutions": 0.61208,
        "netIncomeToCommon": 59531001856,
        "trailingEps": 11.91,
        "lastDividendValue": null,
        "SandP52WeekChange": -0.06475246,
        "priceToBook": 6.7582316,
        "heldPercentInsiders": 0.00072999997,
        "nextFiscalYearEnd": 1601337600,
        "yield": null,
        "mostRecentQuarter": 1538179200,
        "shortRatio": 1,
        "sharesShortPreviousMonthDate": "2018-10-31",
        "floatShares": 4489763410,
        "beta": 1.127094,
        "enterpriseValue": 789555511296,
        "priceHint": 2,
        "threeYearAverageReturn": null,
        "lastSplitDate": "2014-06-09",
        "lastSplitFactor": "1/7",
        "legalType": null,
        "morningStarOverallRating": null,
        "earningsQuarterlyGrowth": 0.318,
        "priceToSalesTrailing12Months": null,
        "dateShortInterest": 1543536000,
        "pegRatio": 0.98,
        "ytdReturn": null,
        "forwardPE": 11.289103,
        "maxAge": 1,
        "lastCapGain": null,
        "shortPercentOfFloat": 0.0088,
        "sharesShortPriorMonth": 36469092,
        "category": null,
        "fiveYearAverageReturn": null
    }
}
  1. Apple and Wells Fargo Daily Dividend Data:
start_date = '1987-09-15'
end_date = '1988-09-15'
yahoo_financials = YahooFinancials(['AAPL', 'WFC'])
print(yahoo_financials.get_daily_dividend_data(start_date, end_date))
{
    "AAPL": [
        {
            "date": 564157800,
            "formatted_date": "1987-11-17",
            "amount": 0.08
        },
        {
            "date": 571674600,
            "formatted_date": "1988-02-12",
            "amount": 0.08
        },
        {
            "date": 579792600,
            "formatted_date": "1988-05-16",
            "amount": 0.08
        },
        {
            "date": 587655000,
            "formatted_date": "1988-08-15",
            "amount": 0.08
        }
    ],
    "WFC": [
        {
            "date": 562861800,
            "formatted_date": "1987-11-02",
            "amount": 0.3008
        },
        {
            "date": 570724200,
            "formatted_date": "1988-02-01",
            "amount": 0.3008
        },
        {
            "date": 578583000,
            "formatted_date": "1988-05-02",
            "amount": 0.3344
        },
        {
            "date": 586445400,
            "formatted_date": "1988-08-01",
            "amount": 0.3344
        }
    ]
}
  1. Apple key Financial Data:
yahoo_financials = YahooFinancials("AAPL")
print(yahoo_financials.get_financial_data())
{
    'AAPL': {
        'ebitdaMargins': 0.29395,
        'profitMargins': 0.21238,
        'grossMargins': 0.37818,
        'operatingCashflow': 69390999552,
        'revenueGrowth': 0.018,
        'operatingMargins': 0.24572,
        'ebitda': 76476997632,
        'targetLowPrice': 150,
        'recommendationKey': 'buy',
        'grossProfits': 98392000000,
        'freeCashflow': 42914250752,
        'targetMedianPrice': 270,
        'currentPrice': 261.78,
        'earningsGrowth': 0.039,
        'currentRatio': 1.54,
        'returnOnAssets': 0.11347,
        'numberOfAnalystOpinions': 40,
        'targetMeanPrice': 255.51,
        'debtToEquity': 119.405,
        'returnOnEquity': 0.55917,
        'targetHighPrice': 300,
        'totalCash': 100556996608,
        'totalDebt': 108046999552,
        'totalRevenue': 260174004224,
        'totalCashPerShare': 22.631,
        'financialCurrency': 'USD',
        'maxAge': 86400,
        'revenuePerShare': 56.341,
        'quickRatio': 1.384,
        'recommendationMean': 2.2
    }
}

About

A powerful financial data module used for pulling data from Yahoo Finance. This module can pull fundamental and technical data for stocks, indexes, currencies, cryptos, ETFs, Mutual Funds, U.S. Treasuries, and commodity futures.

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • Python 100.0%