Source code for qiskit.finance.data_providers.yahoo_data_provider

# This code is part of Qiskit.
#
# (C) Copyright IBM 2020.
#
# This code is licensed under the Apache License, Version 2.0. You may
# obtain a copy of this license in the LICENSE.txt file in the root directory
# of this source tree or at http://www.apache.org/licenses/LICENSE-2.0.
#
# Any modifications or derivative works of this code must retain this
# copyright notice, and modified files need to carry a notice indicating
# that they have been altered from the originals.

""" Yahoo data provider. """

from typing import Optional, Union, List
import datetime
import logging

from qiskit.aqua import MissingOptionalLibraryError
from ._base_data_provider import BaseDataProvider
from ..exceptions import QiskitFinanceError

try:
    import yfinance as yf
    _HAS_YFINANCE = True
except ImportError:
    _HAS_YFINANCE = False

logger = logging.getLogger(__name__)


class YahooDataProvider(BaseDataProvider):
    """Yahoo data provider.

    Please see:
    https://github.com/Qiskit/qiskit-tutorials/blob/master/legacy_tutorials/aqua/finance/data_providers/time_series.ipynb
    for instructions on use.
    """

    def __init__(self,
                 tickers: Optional[Union[str, List[str]]] = None,
                 start: datetime.datetime = datetime.datetime(2016, 1, 1),
                 end: datetime.datetime = datetime.datetime(2016, 1, 30)) -> None:
        """
        Initializer
        Args:
            tickers: tickers
            start: start time
            end: end time
        Raises:
            MissingOptionalLibraryError: YFinance not installed
        """
        super().__init__()
        if not _HAS_YFINANCE:
            raise MissingOptionalLibraryError(
                libname='YFinance',
                name='YahooDataProvider',
                pip_install='pip install yfinance')
        self._tickers = None  # type: Optional[Union[str, List[str]]]
        tickers = tickers if tickers is not None else []
        if isinstance(tickers, list):
            self._tickers = tickers
        else:
            self._tickers = tickers.replace('\n', ';').split(";")
        self._n = len(self._tickers)

        self._tickers = tickers
        self._start = start.strftime('%Y-%m-%d')
        self._end = end.strftime('%Y-%m-%d')
        self._data = []

    def run(self) -> None:
        """
        Loads data, thus enabling get_similarity_matrix and
        get_covariance_matrix methods in the base class.
        """
        self._data = []
        stocks_notfound = []
        try:
            stock_data = yf.download(' '.join(self._tickers),
                                     start=self._start,
                                     end=self._end,
                                     group_by='ticker',
                                     # threads=False,
                                     progress=logger.isEnabledFor(logging.DEBUG))
            for ticker_name in self._tickers:
                stock_value = stock_data[ticker_name]['Adj Close']
                if stock_value.dropna().empty:
                    stocks_notfound.append(ticker_name)
                self._data.append(stock_value)
        except Exception as ex:  # pylint: disable=broad-except
            raise QiskitFinanceError(
                'Accessing Yahoo Data failed.') from ex

        if stocks_notfound:
            raise QiskitFinanceError(
                'No data found for this date range, symbols may be delisted: {}.'.format(
                    stocks_notfound))