Yahoo Data Source for stocks

[diegolovison]

Hi, I am working in some examples and I would like to create a data source that is specific for stocks:

class MyData(simData):

    def __init__(self, start, end):
        self.start = start
        self.end = end

    def get_raw_price_from_start_date(self, instrument_code, start_date):
        data = yf.download(instrument_code, start=self.start.strftime('%Y-%m-%d'), end=self.end.strftime('%Y-%m-%d'), interval='1d')
        return data['Adj Close']

    def get_instrument_list(self):
        return ['PETR4.SA', 'BBAS3.SA', 'ITSA4.SA', 'USIM5.SA']

    def get_instrument_raw_carry_data(self, instrument_code):
        prices = self.get_raw_price_from_start_date(instrument_code, None)
        df = pd.DataFrame(index=prices.index, columns=['PRICE', 'CARRY', 'CARRY_CONTRACT', 'PRICE_CONTRACT'])
        df['PRICE'] = prices
        df['CARRY'] = prices
        df['CARRY_CONTRACT'] = 1
        df['PRICE_CONTRACT'] = 1
        return df

    def get_instrument_currency(self, instrument_code):
        return 'BRL'

    def _get_fx_data_from_start_date(self, currency1, currency2, start_date):
        index = pd.date_range(start=start_date, end=self.end)
        fx_serie = pd.Series(1, index=index)
        return fx_serie

    def get_rolls_per_year(self, instrument_code):
        return 1

just curious if it is the right way.

The following methods I implemented because of errors in runtime.. There is no info the docs data.md

• get_raw_price_from_start_date
• get_instrument_raw_carry_data
• get_instrument_currency
• _get_fx_data_from_start_date
• get_rolls_per_year

[robcarver17]

There is no info the docs data.md

You're looking in the wrong place.

Read this

Please read all the documentation before asking questions.

Also rolls per year should be zero, probably.

Also, the prices you get need to be total return series including dividends. I don't know yahoo well enough to know if that's the case.