SimpleStockData/SimpleStockData.py

import yfinance as yf
import pandas as pd


class SimpleStockData:
    def __init__(self, ticker_list: list, period_start: str, period_end: str, to_currency: str, ohcl: str = "Close"):
        """
        :param period_start:
            start date (format YYYY-MM-DD)
        :param period_end:
            end date (format YYYY-MM-DD)
        :param ticker_list:
            list containing all stocks/exchange rates (yfinance considers both as "Tickers")
            Example: []
        :param to_currency:
            currency to convert rates to (e.g. EUR)
        """

        self.ticker_list = ticker_list
        self.to_currency = to_currency.upper()  # make it uppercase
        self._period_start = period_start
        self._period_end = period_end
        self._ohcl = ohcl.capitalize()

        self._exchange_df = None  # Mapping: time mapped to conversion factor, to get the right converted value per date
        self._create_exchange_dataframe()  # initialize self.exchange_df attribute

    def _get_history(self, idx, interval="1d"):
        """
        Function for internal use; Just a wrapper around the .history method of the yfinance Ticker class
        :param idx:
            the index of the share
        :param interval:
            granularity of data - valid values are 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo
        :return: pandas.DataFrame
        """

        return yf.Ticker(self.ticker_list[idx]).history(interval=interval, start=self._period_start,
                                                        end=self._period_end)

    def _create_exchange_dataframe(self):
        """
        The class has two separate attributes, one to store the plain convert list
        (_from_currency_list), and one containing the real mapping needed to convert.
        The mapping is recreated by this function following the information in the
        _from_currency_list.
        return:
            boolean - success or not
        """

        # check if a to_currency is even given
        if self.to_currency == "":
            return False

        # create the list of currencies based on all the stocks of the class
        _from_currency_list = []
        for i in range(len(self.ticker_list)):  # to get all indexes; this adds an entry for each currency
            add_currency = f"{self.get_info(i, 'currency')}{self.to_currency}=X"  # Format: "fffttt=X" f=from, t=to
            add_currency = add_currency.upper()  # make everything uppercase
            # for the case that FROM and TO are equal, just don't download the data (as conversion factor's 1)
            if add_currency == f"{self.to_currency}{self.to_currency}=X":
                pass
            elif add_currency not in _from_currency_list:  # add a new item if not already there
                _from_currency_list.append(add_currency)

        # now the real process begins
        tickers = yf.Tickers(" ".join(_from_currency_list))  # create a new Ticker instance with all wanted currencies

        exchange_rates = []  # temporary variable where all exchange rates are stored in (as objects of pd.Series)
        for er_name in tickers.tickers:  # get all the history of each currency conversion factors
            # for simplicity: using the conversion factor of closing (.Close at the end)
            exchange_rates.append((tickers.tickers[er_name].history(start=self._period_start, end=self._period_end)[self._ohcl], er_name))
            # now exchange_rates contains tuples of the form (ticker, er_name) where er_name is the name of the
            # currency ticker, used only internal in this method (_from_currency_list variable). The index is now taken
            # to set the right names for every row in the dataframe

        # now, the rates are taken from the exchange_rates list and are all wrapped up in a beautiful DataFrame
        self._exchange_df = pd.DataFrame()
        for exchange_rate, er_name in exchange_rates:
            self._exchange_df[er_name] = exchange_rate
        self._exchange_df[f"{self.to_currency}{self.to_currency}=X"] = 1.0  # for FROM and TO being equal: set factor to 1

        return True

    def get_info(self, idx, key=""):
        """
        :param idx:
            the index of the share
        :param key:
            OPTIONAL. gives which specific datum is wanted
        :return:
        """

        info = yf.Ticker(self.ticker_list[idx]).info
        if key != "":  # if just one specific information is wanted
            return info[key.lower()]
        return info

    def get_history(self, idx, interval="1d", convert=True):
        """
        Just a wrapper around the .history method of the yfinance Ticker class.
        Adds a new column containing the internal index of the ticker.
        :param idx:
            the index of the share
        :param interval:
            granularity of data - valid values are 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo
        :param convert:
            decides if the resulting values should be converted to the specified to_convert currency (given at
            object creation)
        :return: pandas.DataFrame (with extra columns for the converted value if wanted)
        """

        result = self._get_history(idx, interval)[self._ohcl].to_frame()
        result["Ticker Index"] = idx
        ticker_currency = self.get_info(idx, "currency").upper()  # upper it as sometimes it doesn't fit

        if convert:
            exrate_name = f"{ticker_currency}{self.to_currency}=X"
            result["ex_rate_name"] = exrate_name
            ex_rate_series = self._exchange_df[exrate_name]

            # now there's a result dataframe with ticker, currency, rate name etc. as column names
            # to add only matching ex rates per day (sometimes there are more days with exchange rates recorded than
            # share prices), the result df has to be transposed so that the following function df.append can select
            # by columns. TODO: implement the bug fix when not the exact same timestamps and amount of data are given in both the series and the df
            """
            result = result.T

            ex_rate_df = ex_rate_df.to_list()
            print(ex_rate_df)
            result.append(ex_rate_df[result.columns], ignore_index=True)  # magic - see above :)
            result = result.T  # transpose back
            result[f"{self._ohcl} in {self.to_currency}"] = result[self._ohcl] / result["ex_rate"]
            """

            result["ex_rate"] = ex_rate_series.to_list()
            result[f"{self._ohcl} in {self.to_currency}"] = result[self._ohcl] / result["ex_rate"]


        return result


def test():
    ssd = SimpleStockData(["RHM.DE", "BAS.DE", "AZN.L"], "2024-01-02", "2024-01-18", "EUR")
    print(ssd.get_info(0))
    print(ssd.get_info(1))
    print(ssd.get_info(2))

    print(ssd.get_history(0))
    print(ssd.get_history(1))
    print(ssd.get_history(2))