Adds example of using yahoo finance client

xarizmi/examples/download_yahoo_finance_data.py

@@ -0,0 +1,44 @@
+# Download sample data for several stocks traded in Toronto Stock Exchange data
+
+import os
+import pathlib
+
+from xarizmi.opendata.yahoo_finance import YahooFinanceDailyDataClient
+
+SYMBOLS_LIST: list[str] = [
+ "T.TO",
+ "SHOP.TO",
+ "CNR.TO",
+ "CNQ.TO",
+ "ENB.TO",
+ "AC.TO",
+ "OTEX.TO",
+ "TRP.TO",
+ "TFII.TO",
+]
+
+
+def setup_data_directory() -> pathlib.Path:
+
+ data_directory = (
+ pathlib.Path(".")
+ / "data"
+ # / datetime.date.today().strftime("%Y-%m-%d")
+ )
+ if not data_directory.exists():
+ data_directory.mkdir(parents=True)
+
+ return data_directory
+
+
+def download_daily_symbols(parent_directory: pathlib.Path) -> None:
+ for symbol in SYMBOLS_LIST:
+ YahooFinanceDailyDataClient.download_full_data(
+ symbol=symbol,
+ filepath=os.path.join(parent_directory, symbol + ".json"),
+ )
+
+
+def main() -> None:
+ data_directory = setup_data_directory()
+ download_daily_symbols(data_directory)

xarizmi/opendata/yahoo_finance.py

@@ -1,8 +1,6 @@
 """A client to download Yahoo Finance data
 """
 
-from datetime import datetime
-
 import pandas as pd
 import yfinance as yf
 
@@ -37,7 +35,7 @@ def extract(self) -> list[dict[str, str | float | pd.Timestamp]] | None:
 
  def transform(
  self, data_list: list[dict[str, str | float | pd.Timestamp]]
- ) -> list[dict[str, str | float | datetime | dict[str, dict[str, str]]]]:
+ ) -> CandlestickChart:
  candles_data = []
  for single_candle_data in data_list:
  temp = {}
@@ -54,22 +52,30 @@ def transform(
  "fee_currency": {"name": "CAD"},
  } # type: ignore
  candles_data.append(temp)
- return candles_data # type: ignore
+ return CandlestickChart.model_validate({"candles": candles_data})
 
  def save_file(
  self,
- candles_data: list[
- dict[str, str | float | datetime | dict[str, dict[str, str]]]
- ],
+ candlestick_chart: CandlestickChart,
  filepath: str,
  indent: int = 4,
  ) -> None:
- candles = CandlestickChart.model_validate({"candles": candles_data})
  with open(filepath, "w") as f:
- f.write(candles.model_dump_json(indent=indent))
+ f.write(candlestick_chart.model_dump_json(indent=indent))
 
- def etl(self, filepath: str) -> None:
+ def etl(self, filepath: str) -> CandlestickChart:
  data_list = self.extract()
  if data_list:
- candles_data = self.transform(data_list=data_list)
- self.save_file(candles_data=candles_data, filepath=filepath)
+ candlestick_chart = self.transform(data_list=data_list)
+ self.save_file(
+ candlestick_chart=candlestick_chart, filepath=filepath
+ )
+ return candlestick_chart
+ else:
+ return CandlestickChart(candles=[])
+
+ @staticmethod
+ def download_full_data(symbol: str, filepath: str) -> CandlestickChart:
+ client = YahooFinanceDailyDataClient(symbol=symbol)
+ candlestick_chart = client.etl(filepath=filepath)
+ return candlestick_chart