/YahooFinance.jl

Download Yahoo Finance market data in Julia.

Primary LanguageJuliaMIT LicenseMIT

YahooFinance.jl

"logo"

YahooFinance.jl offers the possibility to access the Yahoo Finance market data in Julia. This package is available in Python as pyahoofinance and in R as YahooFinance. It was inspired by quantmod in R but differs in its method to download the data.

Installation

] add YahooFinance

or

] add https://github.com/markushhh/YahooFinance.jl

Usage

Load the package and retrieve a time series from Yahoo Finance.

using YahooFinance

x = get_symbols("GOOG", "2018-12-13", "2019-06-28")
136×6 TimeArray{Any,2,Date,Array{Any,2}} 2018-12-13 to 2019-06-28
│            │ Open      │ High    │ Low       │ Close   │ Volume  │ Adjusted │
├────────────┼───────────┼─────────┼───────────┼─────────┼─────────┼──────────┤
│ 2018-12-13 │ 1068.0699 │ 1079.76 │ 1053.9301 │ 1061.9  │ 1329800 │ 1061.9   │
│ 2018-12-14 │ 1049.98   │ 1062.6  │ 1040.79   │ 1042.1  │ 1686600 │ 1042.1   │
│ 2018-12-17 │ 1037.51   │ 1053.15 │ 1007.9    │ 1016.53 │ 2385400 │ 1016.53  │
│ 2018-12-18 │ 1026.09   │ 1049.48 │ 1021.44   │ 1028.71 │ 2192500 │ 1028.71  │
│ 2018-12-19 │ 1033.99   │ 1062.0  │ 1008.05   │ 1023.01 │ 2479300 │ 1023.01  │
│ 2018-12-20 │ 1018.13   │ 1034.22 │ 996.36    │ 1009.41 │ 2673500 │ 1009.41  │
│ 2018-12-21 │ 1015.3    │ 1024.02 │ 973.69    │ 979.54  │ 4596000 │ 979.54   │
│ 2018-12-24 │ 973.9     │ 1003.54 │ 970.11    │ 976.22  │ 1590300 │ 976.22   │
│ 2018-12-26 │ 989.01    │ 1040.0  │ 983.0     │ 1039.46 │ 2373300 │ 1039.46  │
   ⋮
│ 2019-06-19 │ 1105.6    │ 1107.0  │ 1093.48   │…
using Plots

plot(x["Close"], legend = false)

"plot"

Notes

  • Commodities are not yet supported

Each comment, suggestion or pull request is welcome!