From e5379e15b74f048d98f5e60ebdb187fbbe622757 Mon Sep 17 00:00:00 2001 From: Huned Botee Date: Fri, 12 Nov 2021 14:09:03 -0800 Subject: [PATCH 1/5] feat(historical-v8): Fetch prices, splits, dividends in one network request. 1. Apply patch generated from [gadicc/node-yahoo-finance2#239] that fetches historical prices, splits, and dividends in a single network request. Original code by @PythonCreator27. 2. Regenerate schema. Fixes [gadicc/node-yahoo-finance#238] --- schema.json | 269 +++++++++++++++++++++++++++++++++++++ src/index-common.ts | 2 + src/modules/historical2.ts | 173 ++++++++++++++++++++++++ 3 files changed, 444 insertions(+) create mode 100644 src/modules/historical2.ts diff --git a/schema.json b/schema.json index 6b876ae6..ab45223c 100644 --- a/schema.json +++ b/schema.json @@ -244,6 +244,275 @@ ], "additionalProperties": false }, + "Historical2Result": { + "type": "object", + "properties": { + "quote": { + "type": "array", + "items": { + "type": "object", + "properties": { + "date": { + "yahooFinanceType": "date" + }, + "open": { + "yahooFinanceType": "number" + }, + "high": { + "yahooFinanceType": "number" + }, + "low": { + "yahooFinanceType": "number" + }, + "close": { + "yahooFinanceType": "number" + }, + "adjClose": { + "yahooFinanceType": "number" + }, + "volume": { + "yahooFinanceType": "number" + } + }, + "required": [ + "date", + "open", + "high", + "low", + "close", + "volume" + ], + "additionalProperties": false + } + }, + "dividends": { + "type": "array", + "items": { + "type": "object", + "properties": { + "date": { + "yahooFinanceType": "date" + }, + "amount": { + "yahooFinanceType": "number" + } + }, + "required": [ + "date", + "amount" + ], + "additionalProperties": false + } + }, + "splits": { + "type": "array", + "items": { + "type": "object", + "properties": { + "date": { + "yahooFinanceType": "date" + }, + "numerator": { + "yahooFinanceType": "number" + }, + "denominator": { + "yahooFinanceType": "number" + }, + "splitRatio": { + "type": "string" + } + }, + "required": [ + "date", + "numerator", + "denominator", + "splitRatio" + ], + "additionalProperties": false + } + }, + "meta": { + "type": "object", + "properties": { + "currency": { + "type": "string" + }, + "symbol": { + "type": "string" + }, + "exchangeName": { + "type": "string" + }, + "instrumentType": { + "type": "string" + }, + "firstTradeDate": { + "yahooFinanceType": "date" + }, + "regularMarketTime": { + "yahooFinanceType": "date" + }, + "gmtoffset": { + "yahooFinanceType": "number" + }, + "timezone": { + "type": "string" + }, + "exchangeTimezoneName": { + "type": "string" + }, + "regularMarketPrice": { + "yahooFinanceType": "number" + }, + "chartPreviousClose": { + "yahooFinanceType": "number" + }, + "priceHint": { + "yahooFinanceType": "number" + }, + "currentTradingPeriod": { + "type": "object", + "properties": { + "pre": { + "$ref": "#/definitions/Historical2TradingPeriod" + }, + "regular": { + "$ref": "#/definitions/Historical2TradingPeriod" + }, + "post": { + "$ref": "#/definitions/Historical2TradingPeriod" + } + }, + "required": [ + "pre", + "regular", + "post" + ], + "additionalProperties": false + }, + "dataGranularity": { + "type": "string", + "enum": [ + "1d", + "1wk", + "1mo" + ] + }, + "range": { + "type": "string" + }, + "validRanges": { + "type": "array", + "items": { + "type": "string" + } + } + }, + "required": [ + "symbol", + "exchangeName", + "instrumentType", + "firstTradeDate", + "regularMarketTime", + "gmtoffset", + "timezone", + "exchangeTimezoneName", + "regularMarketPrice", + "chartPreviousClose", + "priceHint", + "currentTradingPeriod", + "dataGranularity", + "range", + "validRanges" + ], + "additionalProperties": false + } + }, + "required": [ + "quote", + "meta" + ], + "additionalProperties": false + }, + "Historical2TradingPeriod": { + "type": "object", + "properties": { + "timezone": { + "type": "string" + }, + "start": { + "yahooFinanceType": "date" + }, + "end": { + "yahooFinanceType": "date" + }, + "gmtoffset": { + "yahooFinanceType": "number" + } + }, + "required": [ + "timezone", + "start", + "end", + "gmtoffset" + ], + "additionalProperties": false + }, + "Historical2Options": { + "type": "object", + "properties": { + "period1": { + "anyOf": [ + { + "yahooFinanceType": "date" + }, + { + "type": "string" + }, + { + "yahooFinanceType": "number" + } + ] + }, + "period2": { + "anyOf": [ + { + "yahooFinanceType": "date" + }, + { + "type": "string" + }, + { + "yahooFinanceType": "number" + } + ] + }, + "interval": { + "type": "string", + "enum": [ + "1d", + "1wk", + "1mo" + ] + }, + "events": { + "type": "string", + "enum": [ + "div", + "split", + "div|split" + ] + }, + "includeAdjustedClose": { + "type": "boolean" + } + }, + "required": [ + "period1", + "period2" + ], + "additionalProperties": false + }, "InsightsResult": { "type": "object", "properties": { diff --git a/src/index-common.ts b/src/index-common.ts index e087fb20..ddec8ae4 100644 --- a/src/index-common.ts +++ b/src/index-common.ts @@ -7,6 +7,7 @@ import errors from "./lib/errors.js"; // modules import autoc from "./modules/autoc.js"; import historical from "./modules/historical.js"; +import historical2 from "./modules/historical2.js"; import insights from "./modules/insights.js"; import optionsModule from "./modules/options.js"; import quote from "./modules/quote.js"; @@ -38,6 +39,7 @@ export default { recommendationsBySymbol, search, trendingSymbols, + historical2, // other quoteCombine, diff --git a/src/modules/historical2.ts b/src/modules/historical2.ts new file mode 100644 index 00000000..9eb7e4a8 --- /dev/null +++ b/src/modules/historical2.ts @@ -0,0 +1,173 @@ +import type { + ModuleOptions, + ModuleOptionsWithValidateTrue, + ModuleOptionsWithValidateFalse, + ModuleThis, +} from "../lib/moduleCommon.js"; + +export interface Historical2Result { + quote: { + date: Date; + open: number; + high: number; + low: number; + close: number; + adjClose?: number; + volume: number; + }[]; + dividends?: { date: Date; amount: number }[]; + splits?: { + date: Date; + numerator: number; + denominator: number; + splitRatio: string; + }[]; + meta: { + currency?: string; + symbol: string; + exchangeName: string; + instrumentType: string; + firstTradeDate: Date; + regularMarketTime: Date; + gmtoffset: number; + timezone: string; + exchangeTimezoneName: string; + regularMarketPrice: number; + chartPreviousClose: number; + priceHint: number; + currentTradingPeriod: { + pre: Historical2TradingPeriod; + regular: Historical2TradingPeriod; + post: Historical2TradingPeriod; + }; + dataGranularity: "1d" | "1wk" | "1mo"; + range: string; + validRanges: string[]; + }; +} + +export interface Historical2TradingPeriod { + timezone: string; + start: Date; + end: Date; + gmtoffset: number; +} + +export interface Historical2Options { + period1: Date | string | number; + period2: Date | string | number; + interval?: "1d" | "1wk" | "1mo"; + events?: "div" | "split" | "div|split"; + includeAdjustedClose?: boolean; +} + +const queryOptionsDefaults: Omit< + Omit, + "period2" +> & { + formatted: true; +} = { + interval: "1d", + includeAdjustedClose: true, + formatted: true, +}; + +export default function historical2( + this: ModuleThis, + symbol: string, + queryOptionsOverrides: Historical2Options, + moduleOptions?: ModuleOptionsWithValidateTrue +): Promise; + +export default function historical2( + this: ModuleThis, + symbol: string, + queryOptionsOverrides: Historical2Options, + moduleOptions?: ModuleOptionsWithValidateFalse +): Promise; + +export default function historical2( + this: ModuleThis, + symbol: string, + queryOptionsOverrides: Historical2Options, + moduleOptions?: ModuleOptions +): Promise { + return this._moduleExec({ + moduleName: "historical2", + + query: { + url: "https://query1.finance.yahoo.com/v8/finance/chart/" + symbol, + schemaKey: "#/definitions/Historical2Options", + defaults: queryOptionsDefaults, + overrides: queryOptionsOverrides, + transformWith(queryOptions: Historical2Options) { + if (!queryOptions.period2) queryOptions.period2 = new Date(); + + const dates = ["period1", "period2"] as const; + for (const fieldName of dates) { + const value = queryOptions[fieldName]; + if (value instanceof Date) + queryOptions[fieldName] = Math.floor(value.getTime() / 1000); + else typeof value === "string"; + queryOptions[fieldName] = Math.floor( + new Date(value as string).getTime() / 1000 + ); + } + + return queryOptions; + }, + }, + + result: { + schemaKey: "#/definitions/Historical2Result", + transformWith(result: any) { + if (!result?.chart?.result[0]) { + throw new Error("Unexpected result: " + JSON.stringify(result)); + } + const _result = result.chart.result[0]; + const newResult: Record = {}; + newResult.meta = _result.meta; + const timestamps = _result.timestamp; + const quoteObj = _result.indicators.quote[0]; + newResult.quote = []; + if (_result.indicators.adjclose) { + const adjClose = _result.indicators.adjclose[0].adjclose; + for (let i = 0; i < timestamps.length; i++) { + newResult.quote.push({ + date: timestamps[i], + open: quoteObj.open[i], + close: quoteObj.close[i], + high: quoteObj.high[i], + low: quoteObj.low[i], + volume: quoteObj.volume[i], + adjClose: adjClose[i], + }); + } + } else { + for (let i = 0; i < timestamps.length; i++) { + newResult.quote.push({ + date: timestamps[i], + open: quoteObj.open[i], + close: quoteObj.close[i], + high: quoteObj.high[i], + low: quoteObj.low[i], + volume: quoteObj.volume[i], + }); + } + } + const splits = _result.events?.splits; + const dividends = _result.events?.dividends; + if (splits) { + newResult.splits = Object.values(splits); + } + if (dividends) { + newResult.dividends = Object.values(dividends); + } + + return newResult; + }, + }, + + moduleOptions, + }); +} From 5c78e4e87cd97efc0859d5e4c243699d1657080c Mon Sep 17 00:00:00 2001 From: Huned Botee Date: Fri, 12 Nov 2021 14:25:10 -0800 Subject: [PATCH 2/5] chore(historical-v8): Rename Historical2 to HistoricalV8. 1. Rename to indicate that this module it uses Yahoo Finance API v8. Also prefix the filename with "_" to indicate that it's not fully baked yet. 2. Regenerate schema. --- schema.json | 417 +++++++++--------- src/index-common.ts | 4 +- .../{historical2.ts => _historicalv8.ts} | 36 +- 3 files changed, 229 insertions(+), 228 deletions(-) rename src/modules/{historical2.ts => _historicalv8.ts} (83%) diff --git a/schema.json b/schema.json index ab45223c..66c092bb 100644 --- a/schema.json +++ b/schema.json @@ -42,209 +42,7 @@ ], "additionalProperties": false }, - "AutocResultSet": { - "type": "object", - "properties": { - "Query": { - "type": "string" - }, - "Result": { - "type": "array", - "items": { - "$ref": "#/definitions/AutocResult" - } - } - }, - "required": [ - "Query", - "Result" - ], - "additionalProperties": false - }, - "AutocResult": { - "type": "object", - "properties": { - "symbol": { - "type": "string" - }, - "name": { - "type": "string" - }, - "exch": { - "type": "string" - }, - "type": { - "type": "string" - }, - "exchDisp": { - "type": "string" - }, - "typeDisp": { - "type": "string" - } - }, - "required": [ - "symbol", - "name", - "exch", - "type", - "exchDisp", - "typeDisp" - ], - "additionalProperties": false - }, - "AutocOptions": { - "type": "object", - "properties": { - "region": { - "yahooFinanceType": "number" - }, - "lang": { - "type": "string" - } - }, - "additionalProperties": false - }, - "*": { - "type": "object", - "properties": { - "this": { - "$ref": "#/definitions/ModuleThis" - }, - "query": { - "type": "string" - }, - "queryOptionsOverrides": { - "$ref": "#/definitions/AutocOptions" - }, - "moduleOptions": { - "$ref": "#/definitions/ModuleOptions" - } - }, - "required": [ - "this", - "query" - ], - "additionalProperties": false - }, - "ModuleThis": { - "type": "object", - "properties": { - "_moduleExec": {} - }, - "required": [ - "_moduleExec" - ] - }, - "ModuleOptions": { - "type": "object", - "properties": { - "validateResult": { - "type": "boolean" - }, - "devel": { - "type": [ - "boolean", - "string" - ] - }, - "fetchOptions": { - "type": "object" - } - }, - "additionalProperties": false - }, - "HistoricalResult": { - "type": "array", - "items": { - "$ref": "#/definitions/HistoricalRow" - } - }, - "HistoricalRow": { - "type": "object", - "properties": { - "date": { - "yahooFinanceType": "date" - }, - "open": { - "yahooFinanceType": "number" - }, - "high": { - "yahooFinanceType": "number" - }, - "low": { - "yahooFinanceType": "number" - }, - "close": { - "yahooFinanceType": "number" - }, - "adjClose": { - "yahooFinanceType": "number" - }, - "volume": { - "yahooFinanceType": "number" - } - }, - "required": [ - "date", - "open", - "high", - "low", - "close", - "volume" - ], - "additionalProperties": false - }, - "HistoricalOptions": { - "type": "object", - "properties": { - "period1": { - "anyOf": [ - { - "yahooFinanceType": "date" - }, - { - "type": "string" - }, - { - "yahooFinanceType": "number" - } - ] - }, - "period2": { - "anyOf": [ - { - "yahooFinanceType": "date" - }, - { - "type": "string" - }, - { - "yahooFinanceType": "number" - } - ] - }, - "interval": { - "type": "string", - "enum": [ - "1d", - "1wk", - "1mo" - ] - }, - "events": { - "type": "string" - }, - "includeAdjustedClose": { - "type": "boolean" - } - }, - "required": [ - "period1" - ], - "additionalProperties": false - }, - "Historical2Result": { + "HistoricalV8Result": { "type": "object", "properties": { "quote": { @@ -374,13 +172,13 @@ "type": "object", "properties": { "pre": { - "$ref": "#/definitions/Historical2TradingPeriod" + "$ref": "#/definitions/HistoricalV8TradingPeriod" }, "regular": { - "$ref": "#/definitions/Historical2TradingPeriod" + "$ref": "#/definitions/HistoricalV8TradingPeriod" }, "post": { - "$ref": "#/definitions/Historical2TradingPeriod" + "$ref": "#/definitions/HistoricalV8TradingPeriod" } }, "required": [ @@ -434,7 +232,7 @@ ], "additionalProperties": false }, - "Historical2TradingPeriod": { + "HistoricalV8TradingPeriod": { "type": "object", "properties": { "timezone": { @@ -458,7 +256,7 @@ ], "additionalProperties": false }, - "Historical2Options": { + "HistoricalV8Options": { "type": "object", "properties": { "period1": { @@ -513,6 +311,209 @@ ], "additionalProperties": false }, + "*": { + "type": "object", + "properties": { + "this": { + "$ref": "#/definitions/ModuleThis" + }, + "symbol": { + "type": "string" + }, + "queryOptionsOverrides": { + "$ref": "#/definitions/HistoricalV8Options" + }, + "moduleOptions": { + "$ref": "#/definitions/ModuleOptions" + } + }, + "required": [ + "this", + "symbol", + "queryOptionsOverrides" + ], + "additionalProperties": false + }, + "ModuleThis": { + "type": "object", + "properties": { + "_moduleExec": {} + }, + "required": [ + "_moduleExec" + ] + }, + "ModuleOptions": { + "type": "object", + "properties": { + "validateResult": { + "type": "boolean" + }, + "devel": { + "type": [ + "boolean", + "string" + ] + }, + "fetchOptions": { + "type": "object" + } + }, + "additionalProperties": false + }, + "AutocResultSet": { + "type": "object", + "properties": { + "Query": { + "type": "string" + }, + "Result": { + "type": "array", + "items": { + "$ref": "#/definitions/AutocResult" + } + } + }, + "required": [ + "Query", + "Result" + ], + "additionalProperties": false + }, + "AutocResult": { + "type": "object", + "properties": { + "symbol": { + "type": "string" + }, + "name": { + "type": "string" + }, + "exch": { + "type": "string" + }, + "type": { + "type": "string" + }, + "exchDisp": { + "type": "string" + }, + "typeDisp": { + "type": "string" + } + }, + "required": [ + "symbol", + "name", + "exch", + "type", + "exchDisp", + "typeDisp" + ], + "additionalProperties": false + }, + "AutocOptions": { + "type": "object", + "properties": { + "region": { + "yahooFinanceType": "number" + }, + "lang": { + "type": "string" + } + }, + "additionalProperties": false + }, + "HistoricalResult": { + "type": "array", + "items": { + "$ref": "#/definitions/HistoricalRow" + } + }, + "HistoricalRow": { + "type": "object", + "properties": { + "date": { + "yahooFinanceType": "date" + }, + "open": { + "yahooFinanceType": "number" + }, + "high": { + "yahooFinanceType": "number" + }, + "low": { + "yahooFinanceType": "number" + }, + "close": { + "yahooFinanceType": "number" + }, + "adjClose": { + "yahooFinanceType": "number" + }, + "volume": { + "yahooFinanceType": "number" + } + }, + "required": [ + "date", + "open", + "high", + "low", + "close", + "volume" + ], + "additionalProperties": false + }, + "HistoricalOptions": { + "type": "object", + "properties": { + "period1": { + "anyOf": [ + { + "yahooFinanceType": "date" + }, + { + "type": "string" + }, + { + "yahooFinanceType": "number" + } + ] + }, + "period2": { + "anyOf": [ + { + "yahooFinanceType": "date" + }, + { + "type": "string" + }, + { + "yahooFinanceType": "number" + } + ] + }, + "interval": { + "type": "string", + "enum": [ + "1d", + "1wk", + "1mo" + ] + }, + "events": { + "type": "string" + }, + "includeAdjustedClose": { + "type": "boolean" + } + }, + "required": [ + "period1" + ], + "additionalProperties": false + }, "InsightsResult": { "type": "object", "properties": { diff --git a/src/index-common.ts b/src/index-common.ts index ddec8ae4..b4513602 100644 --- a/src/index-common.ts +++ b/src/index-common.ts @@ -7,7 +7,7 @@ import errors from "./lib/errors.js"; // modules import autoc from "./modules/autoc.js"; import historical from "./modules/historical.js"; -import historical2 from "./modules/historical2.js"; +import historicalv8 from "./modules/_historicalv8.js"; import insights from "./modules/insights.js"; import optionsModule from "./modules/options.js"; import quote from "./modules/quote.js"; @@ -39,7 +39,7 @@ export default { recommendationsBySymbol, search, trendingSymbols, - historical2, + historicalv8, // other quoteCombine, diff --git a/src/modules/historical2.ts b/src/modules/_historicalv8.ts similarity index 83% rename from src/modules/historical2.ts rename to src/modules/_historicalv8.ts index 9eb7e4a8..eb2a96ae 100644 --- a/src/modules/historical2.ts +++ b/src/modules/_historicalv8.ts @@ -5,7 +5,7 @@ import type { ModuleThis, } from "../lib/moduleCommon.js"; -export interface Historical2Result { +export interface HistoricalV8Result { quote: { date: Date; open: number; @@ -36,9 +36,9 @@ export interface Historical2Result { chartPreviousClose: number; priceHint: number; currentTradingPeriod: { - pre: Historical2TradingPeriod; - regular: Historical2TradingPeriod; - post: Historical2TradingPeriod; + pre: HistoricalV8TradingPeriod; + regular: HistoricalV8TradingPeriod; + post: HistoricalV8TradingPeriod; }; dataGranularity: "1d" | "1wk" | "1mo"; range: string; @@ -46,14 +46,14 @@ export interface Historical2Result { }; } -export interface Historical2TradingPeriod { +export interface HistoricalV8TradingPeriod { timezone: string; start: Date; end: Date; gmtoffset: number; } -export interface Historical2Options { +export interface HistoricalV8Options { period1: Date | string | number; period2: Date | string | number; interval?: "1d" | "1wk" | "1mo"; @@ -62,7 +62,7 @@ export interface Historical2Options { } const queryOptionsDefaults: Omit< - Omit, + Omit, "period2" > & { formatted: true; @@ -72,35 +72,35 @@ const queryOptionsDefaults: Omit< formatted: true, }; -export default function historical2( +export default function HistoricalV8( this: ModuleThis, symbol: string, - queryOptionsOverrides: Historical2Options, + queryOptionsOverrides: HistoricalV8Options, moduleOptions?: ModuleOptionsWithValidateTrue -): Promise; +): Promise; -export default function historical2( +export default function HistoricalV8( this: ModuleThis, symbol: string, - queryOptionsOverrides: Historical2Options, + queryOptionsOverrides: HistoricalV8Options, moduleOptions?: ModuleOptionsWithValidateFalse ): Promise; -export default function historical2( +export default function HistoricalV8( this: ModuleThis, symbol: string, - queryOptionsOverrides: Historical2Options, + queryOptionsOverrides: HistoricalV8Options, moduleOptions?: ModuleOptions ): Promise { return this._moduleExec({ - moduleName: "historical2", + moduleName: "HistoricalV8", query: { url: "https://query1.finance.yahoo.com/v8/finance/chart/" + symbol, - schemaKey: "#/definitions/Historical2Options", + schemaKey: "#/definitions/HistoricalV8Options", defaults: queryOptionsDefaults, overrides: queryOptionsOverrides, - transformWith(queryOptions: Historical2Options) { + transformWith(queryOptions: HistoricalV8Options) { if (!queryOptions.period2) queryOptions.period2 = new Date(); const dates = ["period1", "period2"] as const; @@ -119,7 +119,7 @@ export default function historical2( }, result: { - schemaKey: "#/definitions/Historical2Result", + schemaKey: "#/definitions/HistoricalV8Result", transformWith(result: any) { if (!result?.chart?.result[0]) { throw new Error("Unexpected result: " + JSON.stringify(result)); From cb32d4e66612e32d24e1dbe2fed199304b286b06 Mon Sep 17 00:00:00 2001 From: Huned Botee Date: Fri, 12 Nov 2021 15:07:08 -0800 Subject: [PATCH 3/5] chore(historical-v8): Add basic tests and test http data 1. Copied historical.spec.ts to _historicalv8.spec.ts and updated it. We use a year-long date range to fetch historical data so we are sure to at least get some dividends and splits. (E.g., see `tests/http/historicalv8-AAPL-2020-01-01-to-2021-01-04.json`) 2. At this time, there are three test failures for this new historicalv8 module. - Symbol ADH: Fails schema validation. The data is contained in the JSON, so need to figure this out and update the schema. - Symbol BTC-USD: Fails schema validation. The data is contained in the JSON, so need to figure this out and update the schema. - Symbol MDLY: Yahoo Finance responds with a 404 not found. Notably, [MDLY was delisted by NYSE](https://www.businesswire.com/news/home/20210707005906/en/NYSE-to-Suspend-Trading-Immediately-in-Medley-Management-Inc.-MDLY-and-Medley-LLC-MDLQ-and-MDLX-and-Commence-Delisting-Proceedings) so this seems correct. (Note to self: Yahoo Finance data exhibits survivorship bias.) --- src/modules/_historicalv8.spec.ts | 48 + ...P000071W8.TO-2020-01-01-to-2021-01-04.json | 1916 ++++++++++++ ...ricalv8-AAPL-2020-01-01-to-2021-01-04.json | 1953 ++++++++++++ ...ricalv8-ABBV-2020-01-01-to-2021-01-04.json | 1945 ++++++++++++ ...oricalv8-ADH-2020-01-01-to-2021-01-04.json | 1922 ++++++++++++ ...icalv8-AFRAF-2020-01-01-to-2021-01-04.json | 1925 ++++++++++++ ...ricalv8-AMZN-2020-01-01-to-2021-01-04.json | 1925 ++++++++++++ ...calv8-AZT.OL-2020-01-01-to-2021-01-04.json | 1918 ++++++++++++ ...ricalv8-BABA-2020-01-01-to-2021-01-04.json | 1925 ++++++++++++ ...ricalv8-BRKS-2020-01-01-to-2021-01-04.json | 1945 ++++++++++++ ...alv8-BTC-USD-2020-01-01-to-2021-01-04.json | 2744 +++++++++++++++++ ...ricalv8-CRON-2020-01-01-to-2021-01-04.json | 1924 ++++++++++++ ...ricalv8-EPAC-2020-01-01-to-2021-01-04.json | 1933 ++++++++++++ ...lv8-EURUSD=X-2020-01-01-to-2021-01-04.json | 2002 ++++++++++++ ...ricalv8-GOOG-2020-01-01-to-2021-01-04.json | 1925 ++++++++++++ ...ricalv8-MDLY-2020-01-01-to-2021-01-04.json | 81 + ...calv8-OCDO.L-2020-01-01-to-2021-01-04.json | 1932 ++++++++++++ ...v8-ORSTED.CO-2020-01-01-to-2021-01-04.json | 1912 ++++++++++++ ...oricalv8-QQQ-2020-01-01-to-2021-01-04.json | 1941 ++++++++++++ ...toricalv8-SI-2020-01-01-to-2021-01-04.json | 1924 ++++++++++++ ...oricalv8-SIX-2020-01-01-to-2021-01-04.json | 1933 ++++++++++++ ...ricalv8-SPOT-2020-01-01-to-2021-01-04.json | 1924 ++++++++++++ ...alv8-UNIR.MI-2020-01-01-to-2021-01-04.json | 1938 ++++++++++++ ...alv8-WSKT.JK-2020-01-01-to-2021-01-04.json | 1856 +++++++++++ 24 files changed, 43391 insertions(+) create mode 100644 src/modules/_historicalv8.spec.ts create mode 100644 tests/http/historicalv8-0P000071W8.TO-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-AAPL-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-ABBV-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-ADH-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-AFRAF-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-AMZN-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-AZT.OL-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-BABA-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-BRKS-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-BTC-USD-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-CRON-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-EPAC-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-EURUSD=X-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-GOOG-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-MDLY-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-OCDO.L-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-ORSTED.CO-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-QQQ-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-SI-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-SIX-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-SPOT-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-UNIR.MI-2020-01-01-to-2021-01-04.json create mode 100644 tests/http/historicalv8-WSKT.JK-2020-01-01-to-2021-01-04.json diff --git a/src/modules/_historicalv8.spec.ts b/src/modules/_historicalv8.spec.ts new file mode 100644 index 00000000..1d979318 --- /dev/null +++ b/src/modules/_historicalv8.spec.ts @@ -0,0 +1,48 @@ +import { jest } from "@jest/globals"; + +import historicalv8 from "./_historicalv8.js"; +import { testSymbols } from "../../tests/symbols.js"; + +import testYf from "../../tests/testYf.js"; +import { consoleSilent, consoleRestore } from "../../tests/console.js"; + +const yf = testYf({ historicalv8 }); + +describe("historicalv8", () => { + // See also common module tests in moduleExec.spec.js + + const symbolsToSkip = ["BEKE", "BFLY", "SIMP", "^VXAPL" /* Not Found */]; + const symbols = testSymbols.filter((s) => symbolsToSkip.indexOf(s) === -1); + it.each(symbols)("passes validation for symbol '%s'", async (symbol) => { + const period1 = "2020-01-01"; + const period2 = "2021-01-04"; + + await yf.historicalv8( + symbol, + { + period1: period1, + period2: period2, + events: "div|split", + }, + { + devel: `historicalv8-${symbol}-${period1}-to-${period2}.json`, + validateResult: true, + } + ); + }); + + describe("transformWith", () => { + const yf = { _moduleExec: jest.fn(), historicalv8 }; + // @ts-ignore: TODO + yf.historicalv8("symbol", { period1: "required-but-not-used" }); + // @ts-ignore: TODO + const { transformWith } = yf._moduleExec.mock.calls[0][0].query; + + it("uses today's date as default for period2", () => { + const now = new Date(); + const options = transformWith({ period1: "2020-01-01" }); + expect(options.period2).toBeDefined(); + expect(options.period2).toBe(Math.floor(now.getTime() / 1000)); + }); + }); +}); diff --git a/tests/http/historicalv8-0P000071W8.TO-2020-01-01-to-2021-01-04.json b/tests/http/historicalv8-0P000071W8.TO-2020-01-01-to-2021-01-04.json new file mode 100644 index 00000000..92aa04ae --- /dev/null +++ b/tests/http/historicalv8-0P000071W8.TO-2020-01-01-to-2021-01-04.json @@ -0,0 +1,1916 @@ +{ + "request": { + "url": "https://query1.finance.yahoo.com/v8/finance/chart/0P000071W8.TO?interval=1d&includeAdjustedClose=true&formatted=true&period1=1577836800&period2=1609718400&events=div%7Csplit" + }, + "response": { + "ok": true, + "status": 200, + "statusText": "OK", + "headers": { + "content-type": [ + "application/json;charset=utf-8" + ], + "vary": [ + "Origin,Accept-Encoding" + ], + "cache-control": [ + "public, max-age=10, stale-while-revalidate=20" + ], + "y-rid": [ + "d7vfjfdgoug94" + ], + "x-yahoo-request-id": [ + "d7vfjfdgoug94" + ], + "x-request-id": [ + "54bf1466-c90c-41b4-a2cf-f7a0da245364" + ], + "content-encoding": [ + "gzip" + ], + "x-envoy-upstream-service-time": [ + "4" + ], + "date": [ + "Sat, 13 Nov 2021 04:37:55 GMT" + ], + "server": [ + "ATS" + ], + "x-envoy-decorator-operation": [ + "finance-chart-api--mtls-production-gq1.finance-k8s.svc.yahoo.local:4080/*" + ], + "age": [ + "1" + ], + "strict-transport-security": [ + "max-age=15552000" + ], + "referrer-policy": [ + "no-referrer-when-downgrade" + ], + "x-frame-options": [ + "SAMEORIGIN" + ], + "transfer-encoding": [ + "chunked" + ], + "connection": [ + "close" + ], + "expect-ct": [ + "max-age=31536000, report-uri=\"http://csp.yahoo.com/beacon/csp?src=yahoocom-expect-ct-report-only\"" + ], + "x-xss-protection": [ + "1; mode=block" + ], + "x-content-type-options": [ 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b/README.md index f9a2fa96..e8307291 100644 --- a/README.md +++ b/README.md @@ -56,6 +56,7 @@ const results = await yahooFInance.search('AAPL', { someOption: true, etc }); Available modules: [`autoc`](./docs/modules/autoc.md), [`historical`](./docs/modules/historical.md), +[historicalv8(./docs/modules/historicalv8.md), [`quote`](./docs/modules/quote.md), [`quoteSummary`](./docs/modules/quoteSummary.md) (submodules: assetProfile, balanceSheetHistory, balanceSheetHistoryQuarterly, diff --git a/docs/modules/historicalv8.md b/docs/modules/historicalv8.md new file mode 100644 index 00000000..d61174dd --- /dev/null +++ b/docs/modules/historicalv8.md @@ -0,0 +1,104 @@ +# historicalv8 + +**IMPORTANT** This module is not production ready and may change at any time. +It uses a newer Yahoo Finance API to fetch historical prices, splits, and +dividends all in one network request. The historical module can fetch prices, +dividends, and splits as well but it requires three network requests. + +## Usage: + +```js +import yahooFinance from 'yahoo-finance2'; + +const query = 'AAPL'; +const queryOptions = { + period1: '2020-01-03', + period2: '2021-01-04', + events: 'div|split' // 'div', 'split', or 'div|split' +} +const result = await yahooFinance.historicalv8(query, queryOptions); + +// NOTE the output format is different from that of the historical module +{ + meta: { + currency: 'USD', + symbol: 'AAPL', + exchangeName: 'NMS', + instrumentType: 'EQUITY', + firstTradeDate: 1980-12-12T14:30:00.000Z, + regularMarketTime: 2021-11-12T21:00:03.000Z, + gmtoffset: -18000, + timezone: 'EST', + exchangeTimezoneName: 'America/New_York', + regularMarketPrice: 149.99, + chartPreviousClose: 75.088, + priceHint: 2, + currentTradingPeriod: { pre: [Object], regular: [Object], post: [Object] }, + dataGranularity: '1d', + range: '', + validRanges: [ + '1d', '5d', '1mo', + '3mo', '6mo', '1y', + '2y', '5y', '10y', + 'ytd', 'max' + ] + }, + quote: [ + { + date: 2020-01-03T14:30:00.000Z, + open: 74.2874984741211, + close: 74.35749816894531, + high: 75.1449966430664, + low: 74.125, + volume: 146322800, + adjClose: 73.26914978027344 + }, + { + date: 2020-01-06T14:30:00.000Z, + open: 73.44750213623047, + close: 74.94999694824219, + high: 74.98999786376953, + low: 73.1875, + volume: 118387200, + adjClose: 73.85298156738281 + }, + // ... more omitted + ], + splits: [ + { + date: 2020-08-31T13:30:00.000Z, + numerator: 4, + denominator: 1, + splitRatio: '4:1' + } + ], + dividends: [ + { amount: 0.1925, date: 2020-02-07T14:30:00.000Z }, + { amount: 0.205, date: 2020-05-08T13:30:00.000Z }, + { amount: 0.205, date: 2020-08-07T13:30:00.000Z }, + { amount: 0.205, date: 2020-11-06T14:30:00.000Z } + ] +} + + +``` + +## API + +```js +await yahooFinance.historicalv8(query, queryOptions, moduleOptions); +``` + +### Query term + +Symbol, company name, SEDOL, etc + +### Query Options + +As in the historical module with one difference: + +The events property can be "div", "split", or "div|split". + +### Module Options + +See [Common Options](../README.md#common-options). From 0d2a1cf8a8cee677bafefd32079c8a5358c0b84d Mon Sep 17 00:00:00 2001 From: Huned Botee Date: Sat, 13 Nov 2021 20:57:54 -0800 Subject: [PATCH 5/5] chore(historical-v8): Consistently prefix module name with "_". To indicate that it's a work-in-progress. --- README.md | 2 +- docs/modules/{historicalv8.md => _historicalv8.md} | 6 +++--- src/index-common.ts | 4 ++-- src/modules/_historicalv8.spec.ts | 12 ++++++------ 4 files changed, 12 insertions(+), 12 deletions(-) rename docs/modules/{historicalv8.md => _historicalv8.md} (93%) diff --git a/README.md b/README.md index e8307291..b629ac98 100644 --- a/README.md +++ b/README.md @@ -56,7 +56,7 @@ const results = await yahooFInance.search('AAPL', { someOption: true, etc }); Available modules: [`autoc`](./docs/modules/autoc.md), [`historical`](./docs/modules/historical.md), -[historicalv8(./docs/modules/historicalv8.md), +[_historicalv8(./docs/modules/_historicalv8.md), [`quote`](./docs/modules/quote.md), [`quoteSummary`](./docs/modules/quoteSummary.md) (submodules: assetProfile, balanceSheetHistory, balanceSheetHistoryQuarterly, diff --git a/docs/modules/historicalv8.md b/docs/modules/_historicalv8.md similarity index 93% rename from docs/modules/historicalv8.md rename to docs/modules/_historicalv8.md index d61174dd..1cc9ca35 100644 --- a/docs/modules/historicalv8.md +++ b/docs/modules/_historicalv8.md @@ -1,4 +1,4 @@ -# historicalv8 +# _historicalv8 **IMPORTANT** This module is not production ready and may change at any time. It uses a newer Yahoo Finance API to fetch historical prices, splits, and @@ -16,7 +16,7 @@ const queryOptions = { period2: '2021-01-04', events: 'div|split' // 'div', 'split', or 'div|split' } -const result = await yahooFinance.historicalv8(query, queryOptions); +const result = await yahooFinance._historicalv8(query, queryOptions); // NOTE the output format is different from that of the historical module { @@ -86,7 +86,7 @@ const result = await yahooFinance.historicalv8(query, queryOptions); ## API ```js -await yahooFinance.historicalv8(query, queryOptions, moduleOptions); +await yahooFinance._historicalv8(query, queryOptions, moduleOptions); ``` ### Query term diff --git a/src/index-common.ts b/src/index-common.ts index b4513602..17726192 100644 --- a/src/index-common.ts +++ b/src/index-common.ts @@ -7,7 +7,7 @@ import errors from "./lib/errors.js"; // modules import autoc from "./modules/autoc.js"; import historical from "./modules/historical.js"; -import historicalv8 from "./modules/_historicalv8.js"; +import _historicalv8 from "./modules/_historicalv8.js"; import insights from "./modules/insights.js"; import optionsModule from "./modules/options.js"; import quote from "./modules/quote.js"; @@ -32,6 +32,7 @@ export default { // modules, autoc, historical, + _historicalv8, insights, options: optionsModule, quote, @@ -39,7 +40,6 @@ export default { recommendationsBySymbol, search, trendingSymbols, - historicalv8, // other quoteCombine, diff --git a/src/modules/_historicalv8.spec.ts b/src/modules/_historicalv8.spec.ts index 1d979318..c7b5d053 100644 --- a/src/modules/_historicalv8.spec.ts +++ b/src/modules/_historicalv8.spec.ts @@ -1,14 +1,14 @@ import { jest } from "@jest/globals"; -import historicalv8 from "./_historicalv8.js"; +import _historicalv8 from "./_historicalv8.js"; import { testSymbols } from "../../tests/symbols.js"; import testYf from "../../tests/testYf.js"; import { consoleSilent, consoleRestore } from "../../tests/console.js"; -const yf = testYf({ historicalv8 }); +const yf = testYf({ _historicalv8 }); -describe("historicalv8", () => { +describe("_historicalv8", () => { // See also common module tests in moduleExec.spec.js const symbolsToSkip = ["BEKE", "BFLY", "SIMP", "^VXAPL" /* Not Found */]; @@ -17,7 +17,7 @@ describe("historicalv8", () => { const period1 = "2020-01-01"; const period2 = "2021-01-04"; - await yf.historicalv8( + await yf._historicalv8( symbol, { period1: period1, @@ -32,9 +32,9 @@ describe("historicalv8", () => { }); describe("transformWith", () => { - const yf = { _moduleExec: jest.fn(), historicalv8 }; + const yf = { _moduleExec: jest.fn(), _historicalv8 }; // @ts-ignore: TODO - yf.historicalv8("symbol", { period1: "required-but-not-used" }); + yf._historicalv8("symbol", { period1: "required-but-not-used" }); // @ts-ignore: TODO const { transformWith } = yf._moduleExec.mock.calls[0][0].query;