feature/yfinance-multi-ticker: Adds support to openbb-yfinance for multi-ticker download.

openbb_platform/providers/yfinance/openbb_yfinance/models/crypto_historical.py

@@ -63,7 +63,7 @@ def transform_query(params: Dict[str, Any]) -> YFinanceCryptoHistoricalQueryPara
         if params.get("end_date") is None:
             transformed_params["end_date"] = now
 
-        return YFinanceCryptoHistoricalQueryParams(**params)
+        return YFinanceCryptoHistoricalQueryParams(**transformed_params)
 
     @staticmethod
     def extract_data(
@@ -72,12 +72,20 @@ def extract_data(
         **kwargs: Any,
     ) -> List[Dict]:
         """Return the raw data from the Yahoo Finance endpoint."""
-        if "-" not in query.symbol:
-            position = len(query.symbol) - 3
-            query.symbol = query.symbol[:position] + "-" + query.symbol[position:]
+
+        tickers = query.symbol.split(",")
+        new_tickers = []
+        for ticker in tickers:
+            if "-" not in ticker:
+                new_ticker = ticker[:-3] + "-" + ticker[-3:]
+            if "-" in ticker:
+                new_ticker = ticker
+            new_tickers.append(new_ticker)
+
+        symbols = ",".join(new_tickers)
 
         data = yf_download(
-            query.symbol,
+            symbols,
             start=query.start_date,
             end=query.end_date,
             interval=query.interval,
@@ -99,12 +107,9 @@ def extract_data(
                 data.set_index("date", inplace=True)
                 data.index = to_datetime(data.index)
 
-            start_date_dt = datetime.combine(query.start_date, datetime.min.time())
-            end_date_dt = datetime.combine(query.end_date, datetime.min.time())
-
             data = data[
-                (data.index >= start_date_dt + timedelta(days=days))
-                & (data.index <= end_date_dt)
+                (data.index >= to_datetime(query.start_date))
+                & (data.index <= to_datetime(query.end_date + timedelta(days=days)))
             ]
 
         data.reset_index(inplace=True)

openbb_platform/providers/yfinance/openbb_yfinance/models/currency_historical.py

@@ -48,12 +48,14 @@ def transform_query(
         params: Dict[str, Any]
     ) -> YFinanceCurrencyHistoricalQueryParams:
         """Transform the query."""
+
         transformed_params = params
-        transformed_params["symbol"] = (
-            f"{transformed_params['symbol'].upper()}=X"
-            if "=X" not in transformed_params["symbol"].upper()
-            else transformed_params["symbol"].upper()
-        )
+        symbols = params["symbol"].split(",")
+        new_symbols = [
+            f"{s.upper()}=X" if "=X" not in s.upper() else s.upper() for s in symbols
+        ]
+        transformed_params["symbol"] = ",".join(new_symbols)
+
         now = datetime.now().date()
 
         if params.get("start_date") is None:
@@ -94,12 +96,9 @@ def extract_data(
                 data.set_index("date", inplace=True)
                 data.index = to_datetime(data.index)
 
-            start_date_dt = datetime.combine(query.start_date, datetime.min.time())
-            end_date_dt = datetime.combine(query.end_date, datetime.min.time())
-
             data = data[
-                (data.index >= start_date_dt + timedelta(days=days))
-                & (data.index <= end_date_dt)
+                (data.index >= to_datetime(query.start_date))
+                & (data.index <= to_datetime(query.end_date + timedelta(days=days)))
             ]
 
         data.reset_index(inplace=True)

openbb_platform/providers/yfinance/openbb_yfinance/models/market_indices.py

@@ -58,6 +58,31 @@ def transform_query(params: Dict[str, Any]) -> YFinanceMarketIndicesQueryParams:
         if params.get("end_date") is None:
             transformed_params["end_date"] = now
 
+        tickers = params.get("symbol").lower().split(",")
+
+        new_tickers = []
+        for ticker in tickers:
+            _ticker = ""
+            indices = pd.DataFrame(INDICES).transpose().reset_index()
+            indices.columns = ["code", "name", "symbol"]
+
+            if ticker in indices["code"].values:
+                _ticker = indices[indices["code"] == ticker]["symbol"].values[0]
+
+            if ticker.title() in indices["name"].values:
+                _ticker = indices[indices["name"] == ticker.title()]["symbol"].values[0]
+
+            if "^" + ticker.upper() in indices["symbol"].values:
+                _ticker = "^" + ticker.upper()
+
+            if ticker.upper() in indices["symbol"].values:
+                _ticker = ticker.upper()
+
+            if _ticker != "":
+                new_tickers.append(_ticker)
+
+        transformed_params["symbol"] = ",".join(new_tickers)
+
         return YFinanceMarketIndicesQueryParams(**params)
 
     @staticmethod
@@ -67,21 +92,9 @@ def extract_data(
         **kwargs: Any,
     ) -> List[dict]:
         """Return the raw data from the Yahoo Finance endpoint."""
-        symbol = query.symbol.lower()
-        indices = pd.DataFrame(INDICES).transpose().reset_index()
-        indices.columns = ["code", "name", "symbol"]
-
-        if symbol in indices["code"].to_list():
-            symbol = indices[indices["code"] == symbol]["symbol"].values[0]
-
-        if symbol.title() in indices["name"].to_list():
-            symbol = indices[indices["name"] == symbol.title()]["symbol"].values[0]
-
-        if "^" + symbol.upper() in indices["symbol"].to_list():
-            symbol = "^" + symbol.upper()
 
         data = yf_download(
-            symbol=symbol,
+            symbol=query.symbol,
             start_date=query.start_date,
             end_date=query.end_date,
             interval=query.interval,
@@ -104,12 +117,9 @@ def extract_data(
                 data.set_index("date", inplace=True)
                 data.index = to_datetime(data.index)
 
-            start_date_dt = datetime.combine(query.start_date, datetime.min.time())
-            end_date_dt = datetime.combine(query.end_date, datetime.min.time())
-
             data = data[
-                (data.index >= start_date_dt + timedelta(days=days))
-                & (data.index <= end_date_dt)
+                (data.index >= to_datetime(query.start_date))
+                & (data.index <= to_datetime(query.end_date + timedelta(days=days)))
             ]
 
         data.reset_index(inplace=True)

openbb_platform/providers/yfinance/openbb_yfinance/utils/helpers.py

@@ -10,6 +10,7 @@
 import pandas as pd
 import yfinance as yf
 from dateutil.relativedelta import relativedelta
+from openbb_core.provider.utils.errors import EmptyDataError
 from openbb_yfinance.utils.references import MONTHS
 
 
@@ -91,7 +92,7 @@ def yf_download(
     keepna: bool = False,
     repair: bool = False,
     rounding: bool = False,
-    group_by: Literal["symbol", "column"] = "column",
+    group_by: Literal["symbol", "column"] = "symbol",
     adjusted: bool = False,
     **kwargs: Any,
 ) -> pd.DataFrame:
@@ -115,22 +116,40 @@ def yf_download(
     if adjusted is False:
         kwargs = dict(auto_adjust=False, back_adjust=False)
 
-    data = yf.download(
-        tickers=symbol,
-        start=_start_date,
-        end=None,
-        interval=interval,
-        period=period,
-        prepost=prepost,
-        actions=actions,
-        progress=progress,
-        ignore_tz=ignore_tz,
-        keepna=keepna,
-        repair=repair,
-        rounding=rounding,
-        group_by=group_by,
-        **kwargs,
-    )
+    try:
+        data = yf.download(
+            tickers=symbol,
+            start=_start_date,
+            end=None,
+            interval=interval,
+            period=period,
+            prepost=prepost,
+            actions=actions,
+            progress=progress,
+            ignore_tz=ignore_tz,
+            keepna=keepna,
+            repair=repair,
+            rounding=rounding,
+            group_by=group_by,
+            **kwargs,
+        )
+    except ValueError:
+        raise EmptyDataError()
+
+    tickers = symbol.split(",")
+    if len(tickers) > 1:
+        _data = pd.DataFrame()
+        for ticker in tickers:
+            temp = data[ticker].copy().dropna(how="all")
+            for i in temp.index:
+                temp.loc[i, "symbol"] = ticker
+            temp = temp.reset_index().rename(
+                columns={"Date": "date", "Datetime": "date"}
+            )
+            _data = pd.concat([_data, temp])
+        _data = _data.set_index(["date", "symbol"]).sort_index()
+        data = _data
+
     if not data.empty:
         data = data.reset_index()
         data = data.rename(columns={"Date": "date", "Datetime": "date"})
@@ -159,11 +178,9 @@ def yf_download(
             "5y",
             "10y",
         ]:
-            data["date"] = (
-                data["date"].dt.tz_localize(None).dt.strftime("%Y-%m-%d %H:%M:%S")
-            )
+            data["date"] = data["date"].dt.strftime("%Y-%m-%d %H:%M:%S")
         if interval not in ["1m", "2m", "5m", "15m", "30m", "90m", "60m", "1h"]:
-            data["date"] = data["date"].dt.tz_localize(None).dt.strftime("%Y-%m-%d")
+            data["date"] = data["date"].dt.strftime("%Y-%m-%d")
 
         if adjusted is False:
             data = data.drop(columns=["Adj Close"])