Module backtrader.feeds.yahoo

Expand source code 
#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2023 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import collections
from datetime import date, datetime
import io
import itertools

from ..utils.py3 import (urlopen, urlquote, ProxyHandler, build_opener,
                         install_opener)

import backtrader as bt
from .. import feed
from ..utils import date2num


class YahooFinanceCSVData(feed.CSVDataBase):
    '''
    Parses pre-downloaded Yahoo CSV Data Feeds (or locally generated if they
    comply to the Yahoo format)

    Specific parameters:

      - ``dataname``: The filename to parse or a file-like object

      - ``reverse`` (default: ``False``)

        It is assumed that locally stored files have already been reversed
        during the download process

      - ``adjclose`` (default: ``True``)

        Whether to use the dividend/split adjusted close and adjust all
        values according to it.

      - ``adjvolume`` (default: ``True``)

        Do also adjust ``volume`` if ``adjclose`` is also ``True``

      - ``round`` (default: ``True``)

        Whether to round the values to a specific number of decimals after
        having adjusted the close

      - ``roundvolume`` (default: ``0``)

        Round the resulting volume to the given number of decimals after having
        adjusted it

      - ``decimals`` (default: ``2``)

        Number of decimals to round to

      - ``swapcloses`` (default: ``False``)

        [2018-11-16] It would seem that the order of *close* and *adjusted
        close* is now fixed. The parameter is retained, in case the need to
        swap the columns again arose.

    '''
    lines = ('adjclose',)

    params = (
        ('reverse', False),
        ('adjclose', True),
        ('adjvolume', True),
        ('round', True),
        ('decimals', 2),
        ('roundvolume', False),
        ('swapcloses', False),
    )

    def start(self):
        super(YahooFinanceCSVData, self).start()

        if not self.params.reverse:
            return

        # Yahoo sends data in reverse order and the file is still unreversed
        dq = collections.deque()
        for line in self.f:
            dq.appendleft(line)

        f = io.StringIO(newline=None)
        f.writelines(dq)
        f.seek(0)
        self.f.close()
        self.f = f

    def _loadline(self, linetokens):
        while True:
            nullseen = False
            for tok in linetokens[1:]:
                if tok == 'null':
                    nullseen = True
                    linetokens = self._getnextline()  # refetch tokens
                    if not linetokens:
                        return False  # cannot fetch, go away

                    # out of for to carry on wiwth while True logic
                    break

            if not nullseen:
                break  # can proceed

        i = itertools.count(0)

        dttxt = linetokens[next(i)]
        dt = date(int(dttxt[0:4]), int(dttxt[5:7]), int(dttxt[8:10]))
        dtnum = date2num(datetime.combine(dt, self.p.sessionend))

        self.lines.datetime[0] = dtnum
        o = float(linetokens[next(i)])
        h = float(linetokens[next(i)])
        l = float(linetokens[next(i)])
        c = float(linetokens[next(i)])
        self.lines.openinterest[0] = 0.0

        # 2018-11-16 ... Adjusted Close seems to always be delivered after
        # the close and before the volume columns
        adjustedclose = float(linetokens[next(i)])
        try:
            v = float(linetokens[next(i)])
        except:  # cover the case in which volume is "null"
            v = 0.0

        if self.p.swapcloses:  # swap closing prices if requested
            c, adjustedclose = adjustedclose, c

        adjfactor = c / adjustedclose

        # in v7 "adjusted prices" seem to be given, scale back for non adj
        if self.params.adjclose:
            o /= adjfactor
            h /= adjfactor
            l /= adjfactor
            c = adjustedclose
            # If the price goes down, volume must go up and viceversa
            if self.p.adjvolume:
                v *= adjfactor

        if self.p.round:
            decimals = self.p.decimals
            o = round(o, decimals)
            h = round(h, decimals)
            l = round(l, decimals)
            c = round(c, decimals)

        v = round(v, self.p.roundvolume)

        self.lines.open[0] = o
        self.lines.high[0] = h
        self.lines.low[0] = l
        self.lines.close[0] = c
        self.lines.volume[0] = v
        self.lines.adjclose[0] = adjustedclose

        return True


class YahooLegacyCSV(YahooFinanceCSVData):
    '''
    This is intended to load files which were downloaded before Yahoo
    discontinued the original service in May-2017

    '''
    params = (
        ('version', ''),
    )


class YahooFinanceCSV(feed.CSVFeedBase):
    DataCls = YahooFinanceCSVData


class YahooFinanceData(YahooFinanceCSVData):
    '''
    Executes a direct download of data from Yahoo servers for the given time
    range.

    Specific parameters (or specific meaning):

      - ``dataname``

        The ticker to download ('YHOO' for Yahoo own stock quotes)

      - ``proxies``

        A dict indicating which proxy to go through for the download as in
        {'http': 'http://myproxy.com'} or {'http': 'http://127.0.0.1:8080'}

      - ``period``

        The timeframe to download data in. Pass 'w' for weekly and 'm' for
        monthly.

      - ``reverse``

        [2018-11-16] The latest incarnation of Yahoo online downloads returns
        the data in the proper order. The default value of ``reverse`` for the
        online download is therefore set to ``False``

      - ``adjclose``

        Whether to use the dividend/split adjusted close and adjust all values
        according to it.

      - ``urlhist``

        The url of the historical quotes in Yahoo Finance used to gather a
        ``crumb`` authorization cookie for the download

      - ``urldown``

        The url of the actual download server

      - ``retries``

        Number of times (each) to try to get a ``crumb`` cookie and download
        the data

      '''

    params = (
        ('proxies', {}),
        ('period', 'd'),
        ('reverse', False),
        ('urlhist', 'https://finance.yahoo.com/quote/{}/history'),
        ('urldown', 'https://query1.finance.yahoo.com/v7/finance/download'),
        ('retries', 3),
    )

    def start_v7(self):
        try:
            import requests
        except ImportError:
            msg = ('The new Yahoo data feed requires to have the requests '
                   'module installed. Please use pip install requests or '
                   'the method of your choice')
            raise Exception(msg)

        self.error = None
        url = self.p.urlhist.format(self.p.dataname)

        sesskwargs = dict()
        if self.p.proxies:
            sesskwargs['proxies'] = self.p.proxies

        crumb = None
        sess = requests.Session()
        sess.headers['User-Agent'] = 'backtrader'
        for i in range(self.p.retries + 1):  # at least once
            resp = sess.get(url, **sesskwargs)
            if resp.status_code != requests.codes.ok:
                continue

            txt = resp.text
            i = txt.find('CrumbStore')
            if i == -1:
                continue
            i = txt.find('crumb', i)
            if i == -1:
                continue
            istart = txt.find('"', i + len('crumb') + 1)
            if istart == -1:
                continue
            istart += 1
            iend = txt.find('"', istart)
            if iend == -1:
                continue

            crumb = txt[istart:iend]
            crumb = crumb.encode('ascii').decode('unicode-escape')
            break

        if crumb is None:
            self.error = 'Crumb not found'
            self.f = None
            return

        crumb = urlquote(crumb)

        # urldown/ticker?period1=posix1&period2=posix2&interval=1d&events=history&crumb=crumb

        # Try to download
        urld = '{}/{}'.format(self.p.urldown, self.p.dataname)

        urlargs = []
        posix = date(1970, 1, 1)
        if self.p.todate is not None:
            period2 = (self.p.todate.date() - posix).total_seconds()
            urlargs.append('period2={}'.format(int(period2)))

        if self.p.todate is not None:
            period1 = (self.p.fromdate.date() - posix).total_seconds()
            urlargs.append('period1={}'.format(int(period1)))

        intervals = {
            bt.TimeFrame.Days: '1d',
            bt.TimeFrame.Weeks: '1wk',
            bt.TimeFrame.Months: '1mo',
        }

        urlargs.append('interval={}'.format(intervals[self.p.timeframe]))
        urlargs.append('events=history')
        urlargs.append('crumb={}'.format(crumb))

        urld = '{}?{}'.format(urld, '&'.join(urlargs))
        f = None
        for i in range(self.p.retries + 1):  # at least once
            resp = sess.get(urld, **sesskwargs)
            if resp.status_code != requests.codes.ok:
                continue

            ctype = resp.headers['Content-Type']
            # Cover as many text types as possible for Yahoo changes
            if not ctype.startswith('text/'):
                self.error = 'Wrong content type: %s' % ctype
                continue  # HTML returned? wrong url?

            # buffer everything from the socket into a local buffer
            try:
                # r.encoding = 'UTF-8'
                f = io.StringIO(resp.text, newline=None)
            except Exception:
                continue  # try again if possible

            break

        self.f = f

    def start(self):
        self.start_v7()

        # Prepared a "path" file -  CSV Parser can take over
        super(YahooFinanceData, self).start()


class YahooFinance(feed.CSVFeedBase):
    DataCls = YahooFinanceData

    params = DataCls.params._gettuple()

Classes

class YahooFinance
Expand source code 
class YahooFinance(feed.CSVFeedBase):
    DataCls = YahooFinanceData

    params = DataCls.params._gettuple()

Ancestors

Class variables

var DataCls

Executes a direct download of data from Yahoo servers for the given time range.

Specific parameters (or specific meaning):

  • dataname

    The ticker to download ('YHOO' for Yahoo own stock quotes)

  • proxies

    A dict indicating which proxy to go through for the download as in {'http': 'http://myproxy.com'} or {'http': 'http://127.0.0.1:8080'}

  • period

    The timeframe to download data in. Pass 'w' for weekly and 'm' for monthly.

  • reverse

    [2018-11-16] The latest incarnation of Yahoo online downloads returns the data in the proper order. The default value of reverse for the online download is therefore set to False

  • adjclose

    Whether to use the dividend/split adjusted close and adjust all values according to it.

  • urlhist

    The url of the historical quotes in Yahoo Finance used to gather a crumb authorization cookie for the download

  • urldown

    The url of the actual download server

  • retries

    Number of times (each) to try to get a crumb cookie and download the data

var frompackages
var packages
var params
class YahooFinanceCSV
Expand source code 
class YahooFinanceCSV(feed.CSVFeedBase):
    DataCls = YahooFinanceCSVData

Ancestors

Class variables

var DataCls

Parses pre-downloaded Yahoo CSV Data Feeds (or locally generated if they comply to the Yahoo format)

Specific parameters:

  • dataname: The filename to parse or a file-like object

  • reverse (default: False)

    It is assumed that locally stored files have already been reversed during the download process

  • adjclose (default: True)

    Whether to use the dividend/split adjusted close and adjust all values according to it.

  • adjvolume (default: True)

    Do also adjust volume if adjclose is also True

  • round (default: True)

    Whether to round the values to a specific number of decimals after having adjusted the close

  • roundvolume (default: 0)

    Round the resulting volume to the given number of decimals after having adjusted it

  • decimals (default: 2)

    Number of decimals to round to

  • swapcloses (default: False)

    [2018-11-16] It would seem that the order of close and adjusted close is now fixed. The parameter is retained, in case the need to swap the columns again arose.

var frompackages
var packages
var params
class YahooFinanceCSVData (*args, **kwargs)

Parses pre-downloaded Yahoo CSV Data Feeds (or locally generated if they comply to the Yahoo format)

Specific parameters:

  • dataname: The filename to parse or a file-like object

  • reverse (default: False)

    It is assumed that locally stored files have already been reversed during the download process

  • adjclose (default: True)

    Whether to use the dividend/split adjusted close and adjust all values according to it.

  • adjvolume (default: True)

    Do also adjust volume if adjclose is also True

  • round (default: True)

    Whether to round the values to a specific number of decimals after having adjusted the close

  • roundvolume (default: 0)

    Round the resulting volume to the given number of decimals after having adjusted it

  • decimals (default: 2)

    Number of decimals to round to

  • swapcloses (default: False)

    [2018-11-16] It would seem that the order of close and adjusted close is now fixed. The parameter is retained, in case the need to swap the columns again arose.

Expand source code 
class YahooFinanceCSVData(feed.CSVDataBase):
    '''
    Parses pre-downloaded Yahoo CSV Data Feeds (or locally generated if they
    comply to the Yahoo format)

    Specific parameters:

      - ``dataname``: The filename to parse or a file-like object

      - ``reverse`` (default: ``False``)

        It is assumed that locally stored files have already been reversed
        during the download process

      - ``adjclose`` (default: ``True``)

        Whether to use the dividend/split adjusted close and adjust all
        values according to it.

      - ``adjvolume`` (default: ``True``)

        Do also adjust ``volume`` if ``adjclose`` is also ``True``

      - ``round`` (default: ``True``)

        Whether to round the values to a specific number of decimals after
        having adjusted the close

      - ``roundvolume`` (default: ``0``)

        Round the resulting volume to the given number of decimals after having
        adjusted it

      - ``decimals`` (default: ``2``)

        Number of decimals to round to

      - ``swapcloses`` (default: ``False``)

        [2018-11-16] It would seem that the order of *close* and *adjusted
        close* is now fixed. The parameter is retained, in case the need to
        swap the columns again arose.

    '''
    lines = ('adjclose',)

    params = (
        ('reverse', False),
        ('adjclose', True),
        ('adjvolume', True),
        ('round', True),
        ('decimals', 2),
        ('roundvolume', False),
        ('swapcloses', False),
    )

    def start(self):
        super(YahooFinanceCSVData, self).start()

        if not self.params.reverse:
            return

        # Yahoo sends data in reverse order and the file is still unreversed
        dq = collections.deque()
        for line in self.f:
            dq.appendleft(line)

        f = io.StringIO(newline=None)
        f.writelines(dq)
        f.seek(0)
        self.f.close()
        self.f = f

    def _loadline(self, linetokens):
        while True:
            nullseen = False
            for tok in linetokens[1:]:
                if tok == 'null':
                    nullseen = True
                    linetokens = self._getnextline()  # refetch tokens
                    if not linetokens:
                        return False  # cannot fetch, go away

                    # out of for to carry on wiwth while True logic
                    break

            if not nullseen:
                break  # can proceed

        i = itertools.count(0)

        dttxt = linetokens[next(i)]
        dt = date(int(dttxt[0:4]), int(dttxt[5:7]), int(dttxt[8:10]))
        dtnum = date2num(datetime.combine(dt, self.p.sessionend))

        self.lines.datetime[0] = dtnum
        o = float(linetokens[next(i)])
        h = float(linetokens[next(i)])
        l = float(linetokens[next(i)])
        c = float(linetokens[next(i)])
        self.lines.openinterest[0] = 0.0

        # 2018-11-16 ... Adjusted Close seems to always be delivered after
        # the close and before the volume columns
        adjustedclose = float(linetokens[next(i)])
        try:
            v = float(linetokens[next(i)])
        except:  # cover the case in which volume is "null"
            v = 0.0

        if self.p.swapcloses:  # swap closing prices if requested
            c, adjustedclose = adjustedclose, c

        adjfactor = c / adjustedclose

        # in v7 "adjusted prices" seem to be given, scale back for non adj
        if self.params.adjclose:
            o /= adjfactor
            h /= adjfactor
            l /= adjfactor
            c = adjustedclose
            # If the price goes down, volume must go up and viceversa
            if self.p.adjvolume:
                v *= adjfactor

        if self.p.round:
            decimals = self.p.decimals
            o = round(o, decimals)
            h = round(h, decimals)
            l = round(l, decimals)
            c = round(c, decimals)

        v = round(v, self.p.roundvolume)

        self.lines.open[0] = o
        self.lines.high[0] = h
        self.lines.low[0] = l
        self.lines.close[0] = c
        self.lines.volume[0] = v
        self.lines.adjclose[0] = adjustedclose

        return True

Ancestors

Subclasses

Class variables

var alias
var aliased
var frompackages
var linealias
var packages
var params
var plotinfo
var plotlines

Methods

def start(self)
Expand source code 
def start(self):
    super(YahooFinanceCSVData, self).start()

    if not self.params.reverse:
        return

    # Yahoo sends data in reverse order and the file is still unreversed
    dq = collections.deque()
    for line in self.f:
        dq.appendleft(line)

    f = io.StringIO(newline=None)
    f.writelines(dq)
    f.seek(0)
    self.f.close()
    self.f = f

Inherited members

class YahooFinanceData (*args, **kwargs)

Executes a direct download of data from Yahoo servers for the given time range.

Specific parameters (or specific meaning):

  • dataname

    The ticker to download ('YHOO' for Yahoo own stock quotes)

  • proxies

    A dict indicating which proxy to go through for the download as in {'http': 'http://myproxy.com'} or {'http': 'http://127.0.0.1:8080'}

  • period

    The timeframe to download data in. Pass 'w' for weekly and 'm' for monthly.

  • reverse

    [2018-11-16] The latest incarnation of Yahoo online downloads returns the data in the proper order. The default value of reverse for the online download is therefore set to False

  • adjclose

    Whether to use the dividend/split adjusted close and adjust all values according to it.

  • urlhist

    The url of the historical quotes in Yahoo Finance used to gather a crumb authorization cookie for the download

  • urldown

    The url of the actual download server

  • retries

    Number of times (each) to try to get a crumb cookie and download the data

Expand source code 
class YahooFinanceData(YahooFinanceCSVData):
    '''
    Executes a direct download of data from Yahoo servers for the given time
    range.

    Specific parameters (or specific meaning):

      - ``dataname``

        The ticker to download ('YHOO' for Yahoo own stock quotes)

      - ``proxies``

        A dict indicating which proxy to go through for the download as in
        {'http': 'http://myproxy.com'} or {'http': 'http://127.0.0.1:8080'}

      - ``period``

        The timeframe to download data in. Pass 'w' for weekly and 'm' for
        monthly.

      - ``reverse``

        [2018-11-16] The latest incarnation of Yahoo online downloads returns
        the data in the proper order. The default value of ``reverse`` for the
        online download is therefore set to ``False``

      - ``adjclose``

        Whether to use the dividend/split adjusted close and adjust all values
        according to it.

      - ``urlhist``

        The url of the historical quotes in Yahoo Finance used to gather a
        ``crumb`` authorization cookie for the download

      - ``urldown``

        The url of the actual download server

      - ``retries``

        Number of times (each) to try to get a ``crumb`` cookie and download
        the data

      '''

    params = (
        ('proxies', {}),
        ('period', 'd'),
        ('reverse', False),
        ('urlhist', 'https://finance.yahoo.com/quote/{}/history'),
        ('urldown', 'https://query1.finance.yahoo.com/v7/finance/download'),
        ('retries', 3),
    )

    def start_v7(self):
        try:
            import requests
        except ImportError:
            msg = ('The new Yahoo data feed requires to have the requests '
                   'module installed. Please use pip install requests or '
                   'the method of your choice')
            raise Exception(msg)

        self.error = None
        url = self.p.urlhist.format(self.p.dataname)

        sesskwargs = dict()
        if self.p.proxies:
            sesskwargs['proxies'] = self.p.proxies

        crumb = None
        sess = requests.Session()
        sess.headers['User-Agent'] = 'backtrader'
        for i in range(self.p.retries + 1):  # at least once
            resp = sess.get(url, **sesskwargs)
            if resp.status_code != requests.codes.ok:
                continue

            txt = resp.text
            i = txt.find('CrumbStore')
            if i == -1:
                continue
            i = txt.find('crumb', i)
            if i == -1:
                continue
            istart = txt.find('"', i + len('crumb') + 1)
            if istart == -1:
                continue
            istart += 1
            iend = txt.find('"', istart)
            if iend == -1:
                continue

            crumb = txt[istart:iend]
            crumb = crumb.encode('ascii').decode('unicode-escape')
            break

        if crumb is None:
            self.error = 'Crumb not found'
            self.f = None
            return

        crumb = urlquote(crumb)

        # urldown/ticker?period1=posix1&period2=posix2&interval=1d&events=history&crumb=crumb

        # Try to download
        urld = '{}/{}'.format(self.p.urldown, self.p.dataname)

        urlargs = []
        posix = date(1970, 1, 1)
        if self.p.todate is not None:
            period2 = (self.p.todate.date() - posix).total_seconds()
            urlargs.append('period2={}'.format(int(period2)))

        if self.p.todate is not None:
            period1 = (self.p.fromdate.date() - posix).total_seconds()
            urlargs.append('period1={}'.format(int(period1)))

        intervals = {
            bt.TimeFrame.Days: '1d',
            bt.TimeFrame.Weeks: '1wk',
            bt.TimeFrame.Months: '1mo',
        }

        urlargs.append('interval={}'.format(intervals[self.p.timeframe]))
        urlargs.append('events=history')
        urlargs.append('crumb={}'.format(crumb))

        urld = '{}?{}'.format(urld, '&'.join(urlargs))
        f = None
        for i in range(self.p.retries + 1):  # at least once
            resp = sess.get(urld, **sesskwargs)
            if resp.status_code != requests.codes.ok:
                continue

            ctype = resp.headers['Content-Type']
            # Cover as many text types as possible for Yahoo changes
            if not ctype.startswith('text/'):
                self.error = 'Wrong content type: %s' % ctype
                continue  # HTML returned? wrong url?

            # buffer everything from the socket into a local buffer
            try:
                # r.encoding = 'UTF-8'
                f = io.StringIO(resp.text, newline=None)
            except Exception:
                continue  # try again if possible

            break

        self.f = f

    def start(self):
        self.start_v7()

        # Prepared a "path" file -  CSV Parser can take over
        super(YahooFinanceData, self).start()

Ancestors

Class variables

var alias
var aliased
var frompackages
var linealias
var packages
var params
var plotinfo
var plotlines

Methods

def start(self)
Expand source code 
def start(self):
    self.start_v7()

    # Prepared a "path" file -  CSV Parser can take over
    super(YahooFinanceData, self).start()
def start_v7(self)
Expand source code 
def start_v7(self):
    try:
        import requests
    except ImportError:
        msg = ('The new Yahoo data feed requires to have the requests '
               'module installed. Please use pip install requests or '
               'the method of your choice')
        raise Exception(msg)

    self.error = None
    url = self.p.urlhist.format(self.p.dataname)

    sesskwargs = dict()
    if self.p.proxies:
        sesskwargs['proxies'] = self.p.proxies

    crumb = None
    sess = requests.Session()
    sess.headers['User-Agent'] = 'backtrader'
    for i in range(self.p.retries + 1):  # at least once
        resp = sess.get(url, **sesskwargs)
        if resp.status_code != requests.codes.ok:
            continue

        txt = resp.text
        i = txt.find('CrumbStore')
        if i == -1:
            continue
        i = txt.find('crumb', i)
        if i == -1:
            continue
        istart = txt.find('"', i + len('crumb') + 1)
        if istart == -1:
            continue
        istart += 1
        iend = txt.find('"', istart)
        if iend == -1:
            continue

        crumb = txt[istart:iend]
        crumb = crumb.encode('ascii').decode('unicode-escape')
        break

    if crumb is None:
        self.error = 'Crumb not found'
        self.f = None
        return

    crumb = urlquote(crumb)

    # urldown/ticker?period1=posix1&period2=posix2&interval=1d&events=history&crumb=crumb

    # Try to download
    urld = '{}/{}'.format(self.p.urldown, self.p.dataname)

    urlargs = []
    posix = date(1970, 1, 1)
    if self.p.todate is not None:
        period2 = (self.p.todate.date() - posix).total_seconds()
        urlargs.append('period2={}'.format(int(period2)))

    if self.p.todate is not None:
        period1 = (self.p.fromdate.date() - posix).total_seconds()
        urlargs.append('period1={}'.format(int(period1)))

    intervals = {
        bt.TimeFrame.Days: '1d',
        bt.TimeFrame.Weeks: '1wk',
        bt.TimeFrame.Months: '1mo',
    }

    urlargs.append('interval={}'.format(intervals[self.p.timeframe]))
    urlargs.append('events=history')
    urlargs.append('crumb={}'.format(crumb))

    urld = '{}?{}'.format(urld, '&'.join(urlargs))
    f = None
    for i in range(self.p.retries + 1):  # at least once
        resp = sess.get(urld, **sesskwargs)
        if resp.status_code != requests.codes.ok:
            continue

        ctype = resp.headers['Content-Type']
        # Cover as many text types as possible for Yahoo changes
        if not ctype.startswith('text/'):
            self.error = 'Wrong content type: %s' % ctype
            continue  # HTML returned? wrong url?

        # buffer everything from the socket into a local buffer
        try:
            # r.encoding = 'UTF-8'
            f = io.StringIO(resp.text, newline=None)
        except Exception:
            continue  # try again if possible

        break

    self.f = f

Inherited members

class YahooLegacyCSV (*args, **kwargs)

This is intended to load files which were downloaded before Yahoo discontinued the original service in May-2017

Expand source code 
class YahooLegacyCSV(YahooFinanceCSVData):
    '''
    This is intended to load files which were downloaded before Yahoo
    discontinued the original service in May-2017

    '''
    params = (
        ('version', ''),
    )

Ancestors

Class variables

var alias
var aliased
var frompackages
var linealias
var packages
var params
var plotinfo
var plotlines

Inherited members