Yahoo API

Fetch Data from Yahoo

Parse data from yahoo

analysis_engine.yahoo.get_data.get_data_from_yahoo(work_dict)[source]

Get data from yahoo

Parameters:work_dict – request dictionary

Yahoo Dataset Extraction API

Here is the extraction API for returning a pandas.DataFrame from cached or archived Yahoo datasets (pricing, options and news).

Extract an Yahoo dataset from Redis (S3 support coming soon) and load it into a pandas.DataFrame

Supported environment variables:

# verbose logging in this module
export DEBUG_EXTRACT=1

# verbose logging for just Redis operations in this module
export DEBUG_REDIS_EXTRACT=1

# verbose logging for just S3 operations in this module
export DEBUG_S3_EXTRACT=1

# to show debug, trace logging please export ``SHARED_LOG_CFG``
# to a debug logger json file. To turn on debugging for this
# library, you can export this variable to the repo's
# included file with the command:
export SHARED_LOG_CFG=/opt/sa/analysis_engine/log/debug-logging.json
analysis_engine.yahoo.extract_df_from_redis.extract_pricing_dataset(work_dict, scrub_mode='sort-by-date')[source]

Extract the Yahoo pricing data for a ticker and return it as a pandas Dataframe

Parameters:
  • work_dict – dictionary of args
  • scrub_mode – type of scrubbing handler to run
analysis_engine.yahoo.extract_df_from_redis.extract_option_calls_dataset(work_dict, scrub_mode='sort-by-date')[source]

Extract the Yahoo options calls for a ticker and return it as a pandas.Dataframe

Parameters:
  • work_dict – dictionary of args
  • scrub_mode – type of scrubbing handler to run
analysis_engine.yahoo.extract_df_from_redis.extract_option_puts_dataset(work_dict, scrub_mode='sort-by-date')[source]

Extract the Yahoo options puts for a ticker and return it as a pandas.Dataframe

Parameters:
  • work_dict – dictionary of args
  • scrub_mode – type of scrubbing handler to run
analysis_engine.yahoo.extract_df_from_redis.extract_yahoo_news_dataset(work_dict, scrub_mode='sort-by-date')[source]

Extract the Yahoo news data for a ticker and return it as a pandas Dataframe

Parameters:
  • work_dict – dictionary of args
  • scrub_mode – type of scrubbing handler to run