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yahoo: add back null handling, improve timestamp handling.

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Thanks @arkn98!
This commit is contained in:
Chris Berkhout 2024-09-15 12:46:43 +02:00
parent b6f4c17530
commit ee8ca0573d
2 changed files with 25 additions and 4 deletions
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15
src/pricehist/sources/yahoo.py
View file

@ -72,6 +72,7 @@ class Yahoo(BaseSource):
data = self._data(series) data = self._data(series)
quote = data["chart"]["result"][0]["meta"]["currency"] quote = data["chart"]["result"][0]["meta"]["currency"]
offset = data["chart"]["result"][0]["meta"]["gmtoffset"]
timestamps = data["chart"]["result"][0]["timestamp"] timestamps = data["chart"]["result"][0]["timestamp"]
adjclose_data = data["chart"]["result"][0]["indicators"]["adjclose"][0] adjclose_data = data["chart"]["result"][0]["indicators"]["adjclose"][0]
@ -79,19 +80,25 @@ class Yahoo(BaseSource):
amounts = {**adjclose_data, **rest_data} amounts = {**adjclose_data, **rest_data}
prices = [ prices = [
Price(ts, amount) Price(date, amount)
for i in range(len(timestamps)) for i in range(len(timestamps))
if (ts := datetime.fromtimestamp(timestamps[i]).strftime("%Y-%m-%d")) if (date := self._date_from_ts(timestamps[i], offset)) <= series.end
<= series.end
if (amount := self._amount(amounts, series.type, i)) is not None if (amount := self._amount(amounts, series.type, i)) is not None
] ]
return dataclasses.replace(series, quote=quote, prices=prices) return dataclasses.replace(series, quote=quote, prices=prices)
def _date_from_ts(self, ts, offset) -> str:
return (
datetime.fromtimestamp(ts - offset)
.replace(tzinfo=timezone.utc)
.strftime("%Y-%m-%d")
)
def _amount(self, amounts, type, i): def _amount(self, amounts, type, i):
if type == "mid" and amounts["high"] != "null" and amounts["low"] != "null": if type == "mid" and amounts["high"] != "null" and amounts["low"] != "null":
return sum([Decimal(amounts["high"][i]), Decimal(amounts["low"][i])]) / 2 return sum([Decimal(amounts["high"][i]), Decimal(amounts["low"][i])]) / 2
elif amounts[type] != "null": elif amounts[type] != "null" and amounts[type][i] is not None:
return Decimal(amounts[type][i]) return Decimal(amounts[type][i])
else: else:
return None return None

14
tests/pricehist/sources/test_yahoo.py
View file

@ -54,6 +54,13 @@ def long_ok(requests_mock):
yield requests_mock yield requests_mock
@pytest.fixture
def with_null_ok(requests_mock):
json = (Path(os.path.splitext(__file__)[0]) / "inrx-with-null.json").read_text()
requests_mock.add(responses.GET, url("INR=X"), body=json, status=200)
yield requests_mock
def test_normalizesymbol(src): def test_normalizesymbol(src):
assert src.normalizesymbol("tsla") == "TSLA" assert src.normalizesymbol("tsla") == "TSLA"
@ -157,6 +164,13 @@ def test_fetch_from_before_start(src, type, long_ok):
assert len(series.prices) > 9 assert len(series.prices) > 9
def test_fetch_skips_dates_with_nulls(src, type, with_null_ok):
series = src.fetch(Series("INR=X", "", type, "2017-07-10", "2017-07-12"))
assert series.prices[0] == Price("2017-07-10", Decimal("64.61170196533203125"))
assert series.prices[1] == Price("2017-07-12", Decimal("64.52559661865234375"))
assert len(series.prices) == 2
def test_fetch_to_future(src, type, recent_ok): def test_fetch_to_future(src, type, recent_ok):
series = src.fetch(Series("TSLA", "", type, "2021-01-04", "2100-01-08")) series = src.fetch(Series("TSLA", "", type, "2021-01-04", "2100-01-08"))
assert len(series.prices) > 0 assert len(series.prices) > 0