Nothing
R/ticker.R
In yahoofinancer: Fetch Data from Yahoo Finance API
#' R6 Class Representing a Ticker
#'
#' @description
#' Base class for getting all data related to ticker from Yahoo Finance API.
#'
#' @param symbol Symbol for which data has to be retrieved.
#'
#' @importFrom magrittr %>% use_series extract2 extract
#' @importFrom jsonlite fromJSON
#' @import R6 httr purrr lubridate stringr
#' @docType class
#' @format An R6 class object
#' @name Ticker-class
#'
#' @export
Ticker <- R6::R6Class(
"Ticker",
public = list(
#' @field symbol Symbol for which data is retrieved.
symbol = NULL,
#' @description
#' Create a new Ticker object.
#' @param symbol Symbol.
#' @examples
#' aapl <- Ticker$new('aapl')
#' @return A new `Ticker` object
initialize = function(symbol = NA) {
if (validate(symbol)) {
self$symbol <- symbol
} else {
message("Not a valid symbol.")
return(invisible(NULL))
}
},
#' @description
#' Set a new symbol.
#' @param symbol New symbol
#' @examples
#' aapl <- Ticker$new('aapl')
#' aapl$set_symbol('msft')
set_symbol = function(symbol) {
if (validate(symbol)) {
self$symbol <- symbol
} else {
message("Not a valid symbol.")
return(invisible(NULL))
}
},
#' @description
#' Retrieves historical pricing data.
#' @param period Length of time. Defaults to \code{'ytd'}. Valid values are:
#' \itemize{
#' \item \code{'1d'}
#' \item \code{'5d'}
#' \item \code{'1mo'}
#' \item \code{'3mo'}
#' \item \code{'6mo'}
#' \item \code{'1y'}
#' \item \code{'2y'}
#' \item \code{'5y'}
#' \item \code{'10y'}
#' \item \code{'ytd'}
#' \item \code{'max'}
#' }
#' @param interval Time between data points. Defaults to \code{'1d'}. Valid values are:
#' \itemize{
#' \item \code{'1m'}
#' \item \code{'2m'}
#' \item \code{'5m'}
#' \item \code{'15m'}
#' \item \code{'30m'}
#' \item \code{'60m'}
#' \item \code{'90m'}
#' \item \code{'1h'}
#' \item \code{'1d'}
#' \item \code{'5d'}
#' \item \code{'1wk'}
#' \item \code{'1mo'}
#' \item \code{'3mo'}
#' }
#' @param start Specific starting date. \code{String} or \code{date} object in \code{yyyy-mm-dd} format.
#' @param end Specific ending date. \code{String} or \code{date} object in \code{yyyy-mm-dd} format.
#' @return A \code{data.frame}.
#' @examples
#' \donttest{
#' aapl <- Ticker$new('aapl')
#' aapl$get_history(start = '2022-07-01', interval = '1d')
#' aapl$get_history(start = '2022-07-01', end = '2022-07-14', interval = '1d')
#' aapl$get_history(period = '1mo', interval = '1d')
#' }
get_history = function(period = 'ytd', interval = '1d', start = NULL, end = NULL) {
if (!is.null(start)) {
start_date <- as.numeric(as.POSIXct(ymd(start, tz = "UTC"), tz = "UTC"))
}
if (!is.null(end)) {
end_date <- as.numeric(as.POSIXct(ymd(end, tz = "UTC"), tz = "UTC"))
}
path <- 'v8/finance/chart/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
if (!is.null(start) && !is.null(end)) {
qlist <- list(period1 = start_date, period2 = end_date, interval = interval)
} else if (!is.null(start) && is.null(end)) {
qlist <- list(period1 = start_date, period2 = round(as.numeric(as.POSIXct(now("UTC")))), interval = interval)
} else {
qlist <- list(range = period, interval = interval)
}
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"), simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
data <-
parsed %>%
use_series(chart) %>%
use_series(result) %>%
extract2(1)
indicators <-
data %>%
use_series(indicators) %>%
use_series(quote) %>%
extract2(1)
result <- data.frame(
date = as_datetime(unlist(data$timestamp)),
volume = get_metric(indicators, 'volume'),
high = get_metric(indicators, 'high'),
low = get_metric(indicators, 'low'),
open = get_metric(indicators, 'open'),
close = get_metric(indicators, 'close')
)
intervals <- c('1d', '5d', '1wk', '1mo', '3mo')
if (interval %in% intervals) {
adj_close <-
data %>%
use_series(indicators) %>%
use_series(adjclose) %>%
extract2(1) %>%
use_series(adjclose)
result$adj_close <- adj_close
}
return(result)
}
}
),
active = list(
#' @field valuation_measures Retrieves valuation measures for most recent four quarters
valuation_measures = function() {
path <- 'ws/fundamentals-timeseries/v1/finance/timeseries/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
measure <- paste0('quarterly', c('MarketCap', 'EnterpriseValue', 'PeRatio', 'ForwardPeRatio',
'PegRatio', 'PsRatio', 'PbRatio', 'EnterprisesValueRevenueRatio',
'EnterprisesValueEBITDARatio'), collapse = ',')
qlist <- list(type = measure,
period1 = 493590046,
period2 = round(as.numeric(now())),
corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
data <-
parsed %>%
use_series(timeseries) %>%
use_series(result)
data.frame(
date = date(as_datetime(unlist(data[[1]]$timestamp))),
enterprise_value = private$extract_valuation(data, 'quarterlyEnterpriseValue'),
enterprise_value_ebitda_ratio = private$extract_valuation(data, 'quarterlyEnterprisesValueEBITDARatio'),
enterprise_value_revenue_ratio = private$extract_valuation(data, 'quarterlyEnterprisesValueRevenueRatio'),
forward_pe_ratio = private$extract_valuation(data, 'quarterlyForwardPeRatio'),
market_cap = private$extract_valuation(data, 'quarterlyMarketCap'),
pb_ratio = private$extract_valuation(data, 'quarterlyPbRatio'),
pe_ratio = private$extract_valuation(data, 'quarterlyPeRatio'),
peg_ratio = private$extract_valuation(data, 'quarterlyPegRatio'),
ps_ratio = private$extract_valuation(data, 'quarterlyPsRatio')
)
}
},
#' @field option_chain Option chain data for all expiration dates for a given symbol
option_chain = function() {
path <- 'v7/finance/options/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
qlist <- list(getAllData = 'True', corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
data <-
parsed %>%
use_series(optionChain) %>%
use_series(result) %>%
extract2(1) %>%
use_series(options)
calls <-
data %>%
map_dfr('calls')
calls$option_type <- 'call'
puts <-
data %>%
map_dfr('puts')
puts$option_type <- 'put'
result <- rbind(calls, puts)
names(result) <- str_replace_all(names(result), '[A-Z]', private$snake_case)
result$expiration <- as_datetime(result$expiration)
result$last_trade_date <- as_datetime(result$last_trade_date)
col_order <- c('expiration', 'option_type', 'contract_symbol', 'strike', 'currency', 'last_price', 'change', 'percent_change', 'open_interest', 'bid', 'ask', 'contract_size', 'last_trade_date', 'implied_volatility', 'in_the_money', 'volume')
option_chain <- result[, col_order]
return(option_chain)
}
},
#' @field option_expiration_dates Option expiration dates
option_expiration_dates = function() {
path <- 'v7/finance/options/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
qlist <- list(getAllData = 'True', corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
parsed %>%
use_series(optionChain) %>%
use_series(result) %>%
extract2(1) %>%
use_series(expirationDates) %>%
map_dbl(extract) %>%
as_datetime() %>%
date()
}
},
#' @field option_strikes Option strikes
option_strikes = function() {
path <- 'v7/finance/options/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
qlist <- list(getAllData = 'True', corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
parsed %>%
use_series(optionChain) %>%
use_series(result) %>%
extract2(1) %>%
use_series(strikes) %>%
map_dbl(extract)
}
},
#' @field quote Get real-time quote information for given symbol
quote = function() {
path <- 'v7/finance/options/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
qlist <- list(getAllData = 'True', corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
parsed %>%
use_series(optionChain) %>%
use_series(result) %>%
extract2(1) %>%
use_series(quote)
}
},
#' @field recommendations Recommended symbols
recommendations = function() {
path <- 'v6/finance/recommendationsbysymbol/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
qlist <- list(corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
data <-
parsed %>%
use_series(finance) %>%
use_series(result) %>%
extract2(1) %>%
use_series(recommendedSymbols)
data.frame(
symbol = map_chr(data, 'symbol'),
score = map_dbl(data, 'score')
)
}
},
#' @field technical_insights Technical indicators for given symbol
technical_insights = function() {
path <- 'ws/insights/v2/finance/insights'
url <- modify_url(url = private$base_url, path = path)
qlist <- list(symbol = self$symbol, corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
parsed %>%
use_series(finance) %>%
use_series(result)
}
}
),
private = list(
base_url = 'https://query2.finance.yahoo.com',
path = 'v10/finance/quoteSummary/',
cors_domain = 'finance.yahoo.com',
# resp_data = function(symbol, module) {
# end_point <- paste0(private$path, symbol)
# url <- modify_url(url = private$base_url, path = end_point)
# qlist <- list(modules = module, corsDomain = private$cors_domain)
# resp <- GET(url, query = qlist)
# parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"), simplifyVector = FALSE)
# list(resp = resp, parsed = parsed)
# },
# parse_data = function(parsed) {
# parsed %>%
# use_series(quoteSummary) %>%
# use_series(result) %>%
# extract2(1)
# },
# display_error = function(resp, parsed) {
# cat(
# "Yahoo Finance API request failed", '\n',
# paste('Status:', status_code(resp)), '\n',
# paste('Type:', http_status(resp)$category), '\n',
# paste('Mesage:', parsed$quoteSummary$error$code), '\n',
# paste('Description:', parsed$quoteSummary$error$description, '\n'),
# sep = ''
# )
# },
# display_data = function(req) {
# private$parse_data(req$parsed)
# },
snake_case = function(x) {
paste0('_', tolower(x))
},
extract_valuation = function(data, measure) {
data %>%
map_if(function(x) 'quarterlyEnterpriseValue' %in% names(x), 'quarterlyEnterpriseValue') %>%
map_depth(2, 'reportedValue') %>%
map_depth(2, 'raw') %>%
unlist()
}
)
)
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#' R6 Class Representing a Ticker
#'
#' @description
#' Base class for getting all data related to ticker from Yahoo Finance API.
#'
#' @param symbol Symbol for which data has to be retrieved.
#'
#' @importFrom magrittr %>% use_series extract2 extract
#' @importFrom jsonlite fromJSON
#' @import R6 httr purrr lubridate stringr
#' @docType class
#' @format An R6 class object
#' @name Ticker-class
#'
#' @export
Ticker <- R6::R6Class(
"Ticker",
public = list(
#' @field symbol Symbol for which data is retrieved.
symbol = NULL,
#' @description
#' Create a new Ticker object.
#' @param symbol Symbol.
#' @examples
#' aapl <- Ticker$new('aapl')
#' @return A new `Ticker` object
initialize = function(symbol = NA) {
if (validate(symbol)) {
self$symbol <- symbol
} else {
message("Not a valid symbol.")
return(invisible(NULL))
}
},
#' @description
#' Set a new symbol.
#' @param symbol New symbol
#' @examples
#' aapl <- Ticker$new('aapl')
#' aapl$set_symbol('msft')
set_symbol = function(symbol) {
if (validate(symbol)) {
self$symbol <- symbol
} else {
message("Not a valid symbol.")
return(invisible(NULL))
}
},
#' @description
#' Retrieves historical pricing data.
#' @param period Length of time. Defaults to \code{'ytd'}. Valid values are:
#' \itemize{
#' \item \code{'1d'}
#' \item \code{'5d'}
#' \item \code{'1mo'}
#' \item \code{'3mo'}
#' \item \code{'6mo'}
#' \item \code{'1y'}
#' \item \code{'2y'}
#' \item \code{'5y'}
#' \item \code{'10y'}
#' \item \code{'ytd'}
#' \item \code{'max'}
#' }
#' @param interval Time between data points. Defaults to \code{'1d'}. Valid values are:
#' \itemize{
#' \item \code{'1m'}
#' \item \code{'2m'}
#' \item \code{'5m'}
#' \item \code{'15m'}
#' \item \code{'30m'}
#' \item \code{'60m'}
#' \item \code{'90m'}
#' \item \code{'1h'}
#' \item \code{'1d'}
#' \item \code{'5d'}
#' \item \code{'1wk'}
#' \item \code{'1mo'}
#' \item \code{'3mo'}
#' }
#' @param start Specific starting date. \code{String} or \code{date} object in \code{yyyy-mm-dd} format.
#' @param end Specific ending date. \code{String} or \code{date} object in \code{yyyy-mm-dd} format.
#' @return A \code{data.frame}.
#' @examples
#' \donttest{
#' aapl <- Ticker$new('aapl')
#' aapl$get_history(start = '2022-07-01', interval = '1d')
#' aapl$get_history(start = '2022-07-01', end = '2022-07-14', interval = '1d')
#' aapl$get_history(period = '1mo', interval = '1d')
#' }
get_history = function(period = 'ytd', interval = '1d', start = NULL, end = NULL) {
if (!is.null(start)) {
start_date <- as.numeric(as.POSIXct(ymd(start, tz = "UTC"), tz = "UTC"))
}
if (!is.null(end)) {
end_date <- as.numeric(as.POSIXct(ymd(end, tz = "UTC"), tz = "UTC"))
}
path <- 'v8/finance/chart/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
if (!is.null(start) && !is.null(end)) {
qlist <- list(period1 = start_date, period2 = end_date, interval = interval)
} else if (!is.null(start) && is.null(end)) {
qlist <- list(period1 = start_date, period2 = round(as.numeric(as.POSIXct(now("UTC")))), interval = interval)
} else {
qlist <- list(range = period, interval = interval)
}
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"), simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
data <-
parsed %>%
use_series(chart) %>%
use_series(result) %>%
extract2(1)
indicators <-
data %>%
use_series(indicators) %>%
use_series(quote) %>%
extract2(1)
result <- data.frame(
date = as_datetime(unlist(data$timestamp)),
volume = get_metric(indicators, 'volume'),
high = get_metric(indicators, 'high'),
low = get_metric(indicators, 'low'),
open = get_metric(indicators, 'open'),
close = get_metric(indicators, 'close')
)
intervals <- c('1d', '5d', '1wk', '1mo', '3mo')
if (interval %in% intervals) {
adj_close <-
data %>%
use_series(indicators) %>%
use_series(adjclose) %>%
extract2(1) %>%
use_series(adjclose)
result$adj_close <- adj_close
}
return(result)
}
}
),
active = list(
#' @field valuation_measures Retrieves valuation measures for most recent four quarters
valuation_measures = function() {
path <- 'ws/fundamentals-timeseries/v1/finance/timeseries/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
measure <- paste0('quarterly', c('MarketCap', 'EnterpriseValue', 'PeRatio', 'ForwardPeRatio',
'PegRatio', 'PsRatio', 'PbRatio', 'EnterprisesValueRevenueRatio',
'EnterprisesValueEBITDARatio'), collapse = ',')
qlist <- list(type = measure,
period1 = 493590046,
period2 = round(as.numeric(now())),
corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
data <-
parsed %>%
use_series(timeseries) %>%
use_series(result)
data.frame(
date = date(as_datetime(unlist(data[[1]]$timestamp))),
enterprise_value = private$extract_valuation(data, 'quarterlyEnterpriseValue'),
enterprise_value_ebitda_ratio = private$extract_valuation(data, 'quarterlyEnterprisesValueEBITDARatio'),
enterprise_value_revenue_ratio = private$extract_valuation(data, 'quarterlyEnterprisesValueRevenueRatio'),
forward_pe_ratio = private$extract_valuation(data, 'quarterlyForwardPeRatio'),
market_cap = private$extract_valuation(data, 'quarterlyMarketCap'),
pb_ratio = private$extract_valuation(data, 'quarterlyPbRatio'),
pe_ratio = private$extract_valuation(data, 'quarterlyPeRatio'),
peg_ratio = private$extract_valuation(data, 'quarterlyPegRatio'),
ps_ratio = private$extract_valuation(data, 'quarterlyPsRatio')
)
}
},
#' @field option_chain Option chain data for all expiration dates for a given symbol
option_chain = function() {
path <- 'v7/finance/options/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
qlist <- list(getAllData = 'True', corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
data <-
parsed %>%
use_series(optionChain) %>%
use_series(result) %>%
extract2(1) %>%
use_series(options)
calls <-
data %>%
map_dfr('calls')
calls$option_type <- 'call'
puts <-
data %>%
map_dfr('puts')
puts$option_type <- 'put'
result <- rbind(calls, puts)
names(result) <- str_replace_all(names(result), '[A-Z]', private$snake_case)
result$expiration <- as_datetime(result$expiration)
result$last_trade_date <- as_datetime(result$last_trade_date)
col_order <- c('expiration', 'option_type', 'contract_symbol', 'strike', 'currency', 'last_price', 'change', 'percent_change', 'open_interest', 'bid', 'ask', 'contract_size', 'last_trade_date', 'implied_volatility', 'in_the_money', 'volume')
option_chain <- result[, col_order]
return(option_chain)
}
},
#' @field option_expiration_dates Option expiration dates
option_expiration_dates = function() {
path <- 'v7/finance/options/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
qlist <- list(getAllData = 'True', corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
parsed %>%
use_series(optionChain) %>%
use_series(result) %>%
extract2(1) %>%
use_series(expirationDates) %>%
map_dbl(extract) %>%
as_datetime() %>%
date()
}
},
#' @field option_strikes Option strikes
option_strikes = function() {
path <- 'v7/finance/options/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
qlist <- list(getAllData = 'True', corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
parsed %>%
use_series(optionChain) %>%
use_series(result) %>%
extract2(1) %>%
use_series(strikes) %>%
map_dbl(extract)
}
},
#' @field quote Get real-time quote information for given symbol
quote = function() {
path <- 'v7/finance/options/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
qlist <- list(getAllData = 'True', corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
parsed %>%
use_series(optionChain) %>%
use_series(result) %>%
extract2(1) %>%
use_series(quote)
}
},
#' @field recommendations Recommended symbols
recommendations = function() {
path <- 'v6/finance/recommendationsbysymbol/'
end_point <- paste0(path, self$symbol)
url <- modify_url(url = private$base_url, path = end_point)
qlist <- list(corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
data <-
parsed %>%
use_series(finance) %>%
use_series(result) %>%
extract2(1) %>%
use_series(recommendedSymbols)
data.frame(
symbol = map_chr(data, 'symbol'),
score = map_dbl(data, 'score')
)
}
},
#' @field technical_insights Technical indicators for given symbol
technical_insights = function() {
path <- 'ws/insights/v2/finance/insights'
url <- modify_url(url = private$base_url, path = path)
qlist <- list(symbol = self$symbol, corsDomain = private$cors_domain)
if (!curl::has_internet()) {
message("No internet connection.")
return(invisible(NULL))
}
resp <- GET(url, query = qlist)
parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"),
simplifyVector = FALSE)
if (http_error(resp)) {
message(
cat(
"Yahoo Finance API request failed", '\n',
paste('Status:', status_code(resp)), '\n',
paste('Type:', http_status(resp)$category), '\n',
paste('Mesage:', parsed$quoteSummary$error$code), '\n',
paste('Description:', parsed$quoteSummary$error$description, '\n'),
sep = ''
)
)
return(invisible(NULL))
} else {
parsed %>%
use_series(finance) %>%
use_series(result)
}
}
),
private = list(
base_url = 'https://query2.finance.yahoo.com',
path = 'v10/finance/quoteSummary/',
cors_domain = 'finance.yahoo.com',
# resp_data = function(symbol, module) {
# end_point <- paste0(private$path, symbol)
# url <- modify_url(url = private$base_url, path = end_point)
# qlist <- list(modules = module, corsDomain = private$cors_domain)
# resp <- GET(url, query = qlist)
# parsed <- fromJSON(content(resp, "text", encoding = "UTF-8"), simplifyVector = FALSE)
# list(resp = resp, parsed = parsed)
# },
# parse_data = function(parsed) {
# parsed %>%
# use_series(quoteSummary) %>%
# use_series(result) %>%
# extract2(1)
# },
# display_error = function(resp, parsed) {
# cat(
# "Yahoo Finance API request failed", '\n',
# paste('Status:', status_code(resp)), '\n',
# paste('Type:', http_status(resp)$category), '\n',
# paste('Mesage:', parsed$quoteSummary$error$code), '\n',
# paste('Description:', parsed$quoteSummary$error$description, '\n'),
# sep = ''
# )
# },
# display_data = function(req) {
# private$parse_data(req$parsed)
# },
snake_case = function(x) {
paste0('_', tolower(x))
},
extract_valuation = function(data, measure) {
data %>%
map_if(function(x) 'quarterlyEnterpriseValue' %in% names(x), 'quarterlyEnterpriseValue') %>%
map_depth(2, 'reportedValue') %>%
map_depth(2, 'raw') %>%
unlist()
}
)
)
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