Add cookie & crumb to requests

Add cookie & crumb to requests. Involves several changes:
- fetch cookie & crumb, obviously.
- two different cookie strategies - one seems to work better in USA, other better outside.
- yfinance auto-detects if one strategy fails, and switches to other strategy.
- cookie is stored in persistent cache folder, alongside timezones. Refetched after 24 hours.

To have this work well with multithreading (yfinance.download()) requires more changes:
- all threads share the same cookie, therefore the same session object. Requires thread-safety ...
- converted data class to a singleton with "SingletonMeta":
 - the first init() call initialises data.
 - but successive calls update its session object - naughty but necessary.
- thread locks to avoid deadlocks and race conditions.

tests/ticker.py

@@ -18,6 +18,8 @@
 import unittest
 import requests_cache
 from typing import Union, Any
+import re
+from urllib.parse import urlparse, parse_qs, urlencode, urlunparse
 
 ticker_attributes = (
     ("major_holders", pd.DataFrame),
@@ -76,7 +78,7 @@ def test_getTz(self):
         tkrs = ["IMP.JO", "BHG.JO", "SSW.JO", "BP.L", "INTC"]
         for tkr in tkrs:
             # First step: remove ticker from tz-cache
-            yf.utils.get_tz_cache().store(tkr, None)
+            yf.cache.get_tz_cache().store(tkr, None)
 
             # Test:
             dat = yf.Ticker(tkr, session=self.session)
@@ -295,14 +297,25 @@ def test_no_expensive_calls_introduced(self):
         will quickly trigger spam-block when doing bulk download of history data.
         """
         symbol = "GOOGL"
-        range = "1y"
+        period = "1y"
         with requests_cache.CachedSession(backend="memory") as session:
             ticker = yf.Ticker(symbol, session=session)
-            ticker.history(range)
-            actual_urls_called = tuple([r.url for r in session.cache.filter()])
+            ticker.history(period=period)
+            actual_urls_called = [r.url for r in session.cache.filter()]
+
+        # Remove 'crumb' argument
+        for i in range(len(actual_urls_called)):
+            u = actual_urls_called[i]
+            parsed_url = urlparse(u)
+            query_params = parse_qs(parsed_url.query)
+            query_params.pop('crumb', None)
+            query_params.pop('cookie', None)
+            u = urlunparse(parsed_url._replace(query=urlencode(query_params, doseq=True)))
+            actual_urls_called[i] = u
+        actual_urls_called = tuple(actual_urls_called)
 
         expected_urls = (
-            f"https://query2.finance.yahoo.com/v8/finance/chart/{symbol}?events=div%2Csplits%2CcapitalGains&includePrePost=False&interval=1d&range={range}",
+            f"https://query2.finance.yahoo.com/v8/finance/chart/{symbol}?events=div%2Csplits%2CcapitalGains&includePrePost=False&interval=1d&range={period}",
         )
         self.assertEqual(
             expected_urls,

yfinance/__init__.py

@@ -23,7 +23,8 @@
 from .ticker import Ticker
 from .tickers import Tickers
 from .multi import download
-from .utils import set_tz_cache_location, enable_debug_mode
+from .utils import enable_debug_mode
+from .cache import set_tz_cache_location
 
 __version__ = version.version
 __author__ = "Ran Aroussi"

yfinance/base.py

@@ -34,9 +34,8 @@
 import pandas as pd
 import requests
 
-from . import shared
-from . import utils
-from .data import TickerData
+from . import shared, utils, cache
+from .data import YfData
 from .scrapers.analysis import Analysis
 from .scrapers.fundamentals import Fundamentals
 from .scrapers.holders import Holders
@@ -68,12 +67,12 @@ def __init__(self, ticker, session=None):
         if utils.is_isin(self.ticker):
             self.ticker = utils.get_ticker_by_isin(self.ticker, None, session)
 
-        self._data: TickerData = TickerData(self.ticker, session=session)
+        self._data: YfData = YfData(session=session)
 
-        self._analysis = Analysis(self._data)
-        self._holders = Holders(self._data)
-        self._quote = Quote(self._data)
-        self._fundamentals = Fundamentals(self._data)
+        self._analysis = Analysis(self._data, ticker)
+        self._holders = Holders(self._data, ticker)
+        self._quote = Quote(self._data, ticker)
+        self._fundamentals = Fundamentals(self._data, ticker)
 
         self._fast_info = None
 
@@ -1641,20 +1640,20 @@ def map_signals_to_ranges(f, f_up, f_down):
     def _get_ticker_tz(self, proxy, timeout):
         if self._tz is not None:
             return self._tz
-        cache = utils.get_tz_cache()
-        tz = cache.lookup(self.ticker)
+        c = cache.get_tz_cache()
+        tz = c.lookup(self.ticker)
 
         if tz and not utils.is_valid_timezone(tz):
             # Clear from cache and force re-fetch
-            cache.store(self.ticker, None)
+            c.store(self.ticker, None)
             tz = None
 
         if tz is None:
             tz = self._fetch_ticker_tz(proxy, timeout)
 
             if utils.is_valid_timezone(tz):
                 # info fetch is relatively slow so cache timezone
-                cache.store(self.ticker, tz)
+                c.store(self.ticker, tz)
             else:
                 tz = None