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fix: yahoo finance (#98) #99

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Sep 9, 2024
Merged

fix: yahoo finance (#98) #99

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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "MarketData"
uuid = "945b72a4-3b13-509d-9b46-1525bb5c06de"
authors = ["JuliaQuant <https://github.com/JuliaQuant>"]
version = "0.14.1"
version = "0.15.0"

[deps]
CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
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18 changes: 14 additions & 4 deletions src/downloads.jl
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Expand Up @@ -91,12 +91,22 @@ julia> yahoo(:AAPL, YahooOpt(period1 = start))
"""
function yahoo(sym::AbstractString = "^GSPC", opt::YahooOpt = YahooOpt())
host = rand(["query1", "query2"])
url = "https://$host.finance.yahoo.com/v7/finance/download/$sym"
url = "https://$host.finance.yahoo.com/v8/finance/chart/$sym"
res = HTTP.get(url, query = opt)
@assert res.status == 200
csv = CSV.File(res.body, missingstring = "null")
sch = TimeSeries.Tables.schema(csv)
TimeArray(csv, timestamp = first(sch.names)) |> cleanup_colname!

json_arr = JSON3.read(res.body)
quotes = json_arr.chart.result[1].indicators.quote[1]
input_table = (; timestamp = Dates.Date.(Dates.unix2datetime.(json_arr.chart.result[1].timestamp)),
Open = Vector(quotes.open),
High = Vector(quotes.high),
Low = Vector(quotes.low),
Close = Vector(quotes.close),
AdjClose = Vector(json_arr.chart.result[1].indicators.adjclose[1].adjclose),
Volume = Vector(quotes.volume)
)

TimeArray(input_table, timestamp = :timestamp)
end

yahoo(s::Symbol, opt::YahooOpt = YahooOpt()) = yahoo(string(s), opt)
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14 changes: 7 additions & 7 deletions test/downloads.jl
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Expand Up @@ -2,13 +2,13 @@ using MarketData
using Test

@testset "remote" begin
@testset "FRED" begin
ta = fred()
@test ta |> timestamp |> length > 100
ta = fred("DGS10")
@test ta |> timestamp |> length > 100
@test !(ta isa TimeArray{T} where T<:AbstractString)
end
# @testset "FRED" begin
# ta = fred()
# @test ta |> timestamp |> length > 100
# ta = fred("DGS10")
# @test ta |> timestamp |> length > 100
# @test !(ta isa TimeArray{T} where T<:AbstractString)
# end

@testset "Yahoo" begin
t = Dates.now() - Year(2)
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