Fix For Obtaining Yahoo Historical Data

test_ystockquote.py

@@ -11,9 +11,7 @@
 #
 #  Requires: Python 2.7/3.3+
 
-
 import unittest
-
 import ystockquote
 
 
@@ -50,6 +48,26 @@ def test_get_historical_prices(self):
         self.assertGreater(float(prices[end_date]['Volume']), 0.0)
         self.assertGreater(float(prices[end_date]['Adj Close']), 0.0)
 
+    def test_get_historical_prices_1wk(self):
+        symbol = 'GOOG'
+        start_date = '2013-01-02'
+        end_date = '2013-01-15'
+        prices = ystockquote.get_historical_prices(
+            symbol, start_date, end_date, '1wk')
+
+        self.assertIsInstance(prices, dict)
+        self.assertEqual(len(prices), 3)
+
+    def test_get_historical_prices_1mo(self):
+        symbol = 'GOOG'
+        start_date = '2013-01-02'
+        end_date = '2013-04-01'
+        prices = ystockquote.get_historical_prices(
+            symbol, start_date, end_date, '1mo')
+
+        self.assertIsInstance(prices, dict)
+        self.assertEqual(len(prices), 4)
+
 
 if __name__ == '__main__':
     unittest.main()

ystockquote.py

@@ -15,15 +15,21 @@
 
 __version__ = '0.2.6dev'  # NOQA
 
+import time
+import re
 
 try:
     # py3
     from urllib.request import Request, urlopen
     from urllib.parse import urlencode
+    from imp import reload
 except ImportError:
     # py2
     from urllib2 import Request, urlopen
     from urllib import urlencode
+    import sys
+    reload(sys)
+    sys.setdefaultencoding('utf8')
 
 
 def _request(symbol, stat):
@@ -462,29 +468,78 @@ def get_short_ratio(symbol):
     return _request(symbol, 's7')
 
 
-def get_historical_prices(symbol, start_date, end_date):
+def _get_headers():
+    headers = {
+        'Connection': 'keep-alive',
+        'Expires': str(-1),
+        'Upgrade-Insecure-Requests': str(1),
+        # Google Chrome:
+        'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; WOW64) \
+                AppleWebKit/537.36 (KHTML, like Gecko) Chrome/54.0.2840.99 Safari/537.36'  # noqa
+    }
+
+    return headers
+
+
+def _get_crumb_cookie(symbol):
+    """
+    Get a valid crumb id y scraping the page.
+
+    Returns a dictionary.
+    """
+    tu = "https://finance.yahoo.com/quote/{}/history".format(symbol)
+    req = Request(tu, headers=_get_headers())
+    resp = urlopen(req)
+    cookies = resp.info()['Set-Cookie']
+
+    content = str(resp.read().decode('utf-8').strip())
+
+    # Matches: {'crumb':'AlphaNumeric'}
+    rpat = '"CrumbStore":{"crumb":"([^"]+)"}'
+    crumb = re.findall(rpat, content)[0]
+    return {'crumb': crumb.encode('ascii').decode('unicode-escape'),
+            'cookie': cookies}
+
+
+def get_historical_prices(symbol, start_date, end_date, interval='1d'):
     """
     Get historical prices for the given ticker symbol.
     Date format is 'YYYY-MM-DD'
 
+    interval determines the rollup or aggregate of the
+    time series to return. interval can take the following values:
+
+    1d  - data returned on a daily basis. This is the default
+    1wk - data rolled up and returned on a weekly basis
+    1mo -  data rolled up and returend on a monthly basis
+
     Returns a nested dictionary (dict of dicts).
     outer dict keys are dates ('YYYY-MM-DD')
     """
+
+    pattern = '%Y-%m-%d'
+
+    unix_start = int(time.mktime(time.strptime(start_date, pattern)))
+    unix_end = int(time.mktime(time.strptime(end_date, pattern)))
+
+    crumb_cookie = _get_crumb_cookie(symbol)
+
     params = urlencode({
-        's': symbol,
-        'a': int(start_date[5:7]) - 1,
-        'b': int(start_date[8:10]),
-        'c': int(start_date[0:4]),
-        'd': int(end_date[5:7]) - 1,
-        'e': int(end_date[8:10]),
-        'f': int(end_date[0:4]),
-        'g': 'd',
-        'ignore': '.csv',
-    })
-    url = 'http://real-chart.finance.yahoo.com/table.csv?%s' % params
-    req = Request(url)
+        'period1': unix_start,
+        'period2': unix_end,
+        'interval': interval,
+        'events': 'history',
+        'crumb': crumb_cookie['crumb']
+        })
+
+    url = 'https://query1.finance.yahoo.com/v7/finance/download/{}?{}'.\
+        format(symbol, params)
+
+    req = Request(url, headers=_get_headers())
+    req.add_header("Cookie", crumb_cookie['cookie'])
     resp = urlopen(req)
     content = str(resp.read().decode('utf-8').strip())
+
     daily_data = content.splitlines()
     hist_dict = dict()
     keys = daily_data[0].split(',')