Remove Yahoo Finance v7 endpoint

The v7 endpoint seems to be rate-limited, and the v8 endpoint includes intra-day data. See #360. See #362.
joshuaulrich · May 28, 2022 · e5fdd6c · e5fdd6c
1 parent db68b21
commit e5fdd6c
Show file tree

Hide file tree

Showing 2 changed files with 15 additions and 87 deletions.
diff --git a/R/getSymbols.R b/R/getSymbols.R
@@ -217,18 +217,6 @@ formals(loadSymbols) <- loadSymbols.formals
   return(h)
 }
 
-.yahooURL <-
-function(symbol, from, to, period, type)
-{
-  p <- match.arg(period, c("1d", "1wk", "1mo"))
-  e <- match.arg(type, c("history", "div", "split"))
-  n <- if (unclass(Sys.time()) %% 1L >= 0.5) 1L else 2L
-  u <- paste0("https://query", n, ".finance.yahoo.com/v7/finance/download/",
-              symbol, sprintf("?period1=%.0f&period2=%.0f", from, to),
-              "&interval=", p, "&events=", e)
-  return(u)
-}
-
 .yahooJsonURL <-
 function(symbol, from, to, period, type)
 {
@@ -250,8 +238,7 @@ function(Symbols,env,return.class='xts',index.class="Date",
          to=Sys.Date(),
          ...,
          periodicity="daily",
-         curl.options=list(),
-         use.json.api=FALSE)
+         curl.options=list())
 {
      importDefaults("getSymbols.yahoo")
      this.env <- environment()
@@ -302,41 +289,21 @@ function(Symbols,env,return.class='xts',index.class="Date",
        Symbols.name <- ifelse(is.null(Symbols.name),Symbols[[i]],Symbols.name)
        if(verbose) cat("downloading ",Symbols.name,".....\n\n")
 
-       if(use.json.api) {
-         yahoo.URL <- .yahooJsonURL(Symbols.name, from.posix, to.posix, interval)
-         conn <- curl::curl(yahoo.URL, handle = handle)
-         y <- try(jsonlite::fromJSON(conn)$chart$result, silent = TRUE)
-
-         ohlcv <- unlist(y$indicators$quote[[1]], recursive = FALSE)
-         idx <- as.Date(.POSIXct(y$timestamp[[1]]))
-         x <- xts(do.call(cbind, ohlcv), idx,
-                   src='yahoo', updated=Sys.time())
-
-         fr <- merge(OHLCV(x), adjusted = unlist(y$indicators$adjclose))
-
-         # convert column names to Initial Capitalization
-         cn <- colnames(fr)
-         substring(cn, 1, 1) <- toupper(substring(cn, 1, 1))
-         colnames(fr) <- cn
-
-       } else {
-         yahoo.URL <- .yahooURL(Symbols.name, from.posix, to.posix,
-                                interval, "history")
-         conn <- curl::curl(yahoo.URL, handle = handle)
-         fr <- try(read.csv(conn, na.strings="null"), silent = TRUE)
-
-         if (inherits(fr, "try-error")) {
-           fr <- retry.yahoo(Symbols.name, from.posix, to.posix, interval,
-                             "history", conn, curl.options = curl.options,
-                             na.strings = NULL)
-         }
+       yahoo.URL <- .yahooJsonURL(Symbols.name, from.posix, to.posix, interval)
+       conn <- curl::curl(yahoo.URL, handle = handle)
+       y <- try(jsonlite::fromJSON(conn)$chart$result, silent = TRUE)
 
-         if(verbose) cat("done.\n")
-         fr <- xts(as.matrix(fr[,-1]),
-                   as.Date(fr[,1]),
-                   #as.POSIXct(fr[,1], tz=Sys.getenv("TZ")),
-                   src='yahoo',updated=Sys.time())
-       }
+       ohlcv <- unlist(y$indicators$quote[[1]], recursive = FALSE)
+       idx <- as.Date(.POSIXct(y$timestamp[[1]]))
+       x <- xts(do.call(cbind, ohlcv), idx,
+                 src='yahoo', updated=Sys.time())
+
+       fr <- merge(OHLCV(x), adjusted = unlist(y$indicators$adjclose))
+
+       # convert column names to Initial Capitalization
+       cn <- colnames(fr)
+       substring(cn, 1, 1) <- toupper(substring(cn, 1, 1))
+       colnames(fr) <- cn
 
        # warn about missing values
        if (any(is.na(fr))) {
@@ -364,10 +331,6 @@ function(Symbols,env,return.class='xts',index.class="Date",
        Symbols[[i]] <-toupper(gsub('\\^','',Symbols[[i]])) 
        if(auto.assign)
          assign(Symbols[[i]],fr,env)
-       if(!use.json.api && i >= 5 && length(Symbols) > 5) {
-         message("pausing 1 second between requests for more than 5 symbols")
-         Sys.sleep(1)
-       }
        }, silent = TRUE)
        if (inherits(test, "try-error")) {
          msg <- paste0("Unable to import ", dQuote(returnSym[[i]]),

diff --git a/R/tools.R b/R/tools.R
@@ -58,38 +58,3 @@ function(url, destfile, method, quiet = FALSE, mode = "w", cacheOK = TRUE,
     }
   }
 }
-
-retry.yahoo <-
-function(symbol,
-         from,
-         to,
-         interval,
-         type,
-         conn,
-         ...,
-         curl.options = list())
-{
-     warning(symbol, " download failed; trying again.",
-             call. = FALSE, immediate. = TRUE)
-
-     # re-create handle
-     handle <- .getHandle(curl.options, force.new = TRUE)
-
-     # try again. must rebuild url with crumbs
-     yahoo.URL <- .yahooURL(symbol, from, to, interval, type)
-
-     close(conn)
-     conn <- curl::curl(yahoo.URL, handle = handle)
-
-     fr <- try(read.csv(conn, ..., as.is = TRUE), silent = TRUE)
-
-     # error if second attempt also failed
-     if (inherits(fr, "try-error")) {
-         close(conn)
-         stop(symbol, " download failed after two attempts. Error",
-              " message:\n", attr(fr, "condition")$message, call. = FALSE)
-     }
-
-     # return data
-     return(fr)
-}