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quotes.py
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quotes.py
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from collections import OrderedDict
import json
from pandas import DataFrame
from pandas_datareader.base import _BaseReader
from pandas_datareader.compat import string_types
from pandas_datareader.yahoo.headers import DEFAULT_HEADERS
_DEFAULT_PARAMS = {
"lang": "en-US",
"corsDomain": "finance.yahoo.com",
".tsrc": "finance",
}
class YahooQuotesReader(_BaseReader):
"""Get current yahoo quote"""
def __init__(
self,
symbols=None,
start=None,
end=None,
retry_count=3,
pause=0.1,
session=None,
):
super().__init__(
symbols=symbols,
start=start,
end=end,
retry_count=retry_count,
pause=pause,
session=session,
)
if session is not None:
self.headers = session.headers
else:
self.headers = DEFAULT_HEADERS
@property
def url(self):
return "https://query1.finance.yahoo.com/v7/finance/quote"
def read(self):
if isinstance(self.symbols, string_types):
return self._read_one_data(self.url, self.params(self.symbols))
else:
data = OrderedDict()
for symbol in self.symbols:
data[symbol] = self._read_one_data(self.url, self.params(symbol)).loc[
symbol
]
return DataFrame.from_dict(data, orient="index")
def params(self, symbol):
"""Parameters to use in API calls"""
# Construct the code request string.
params = {"symbols": symbol}
params.update(_DEFAULT_PARAMS)
return params
def _read_lines(self, out):
data = json.loads(out.read())["quoteResponse"]["result"][0]
idx = data.pop("symbol")
data["price"] = data["regularMarketPrice"]
return DataFrame(data, index=[idx])