YFinanceDataLoader

Description

YFinanceDataLoader is a data loader for Yahoo Finance data. It retrieves market data, supports caching, and organizes it into an xarray.Dataset.

Inherits

• BaseDataSource

Methods

load_data

def load_data(self, **kwargs) -> xr.Dataset:

• Description: Loads data from Yahoo Finance, with optional caching.

• Parameters:

  • symbols (list): List of ticker symbols.

  • start_date (str): Start date for the data range.

  • end_date (str): End date for the data range.

  • frequency (str): Data frequency (e.g., '1d', '1h').

  • **kwargs: Additional parameters for customization.

• Returns: xarray.Dataset containing the data.

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_load_from_cache

def _load_from_cache(self, cache_path: Path) -> xr.Dataset:

• Description: Loads data from the local cache.

• Parameters:

  • cache_path (Path): Path to the cache file.

• Returns: Cached xarray.Dataset.

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_load_from_yahoo

def _load_from_yahoo(self, symbols: list, start_date: str, end_date: str, frequency: str, cache_path: Path, params: dict) -> xr.Dataset:

• Description: Downloads data from Yahoo Finance, processes it, and saves it to the cache.

• Parameters:

  • symbols (list): List of ticker symbols.

  • start_date (str): Start date for the data range.

  • end_date (str): End date for the data range.

  • frequency (str): Data frequency.

  • cache_path (Path): Cache file path.

  • params (dict): Dictionary of parameters for caching.

• Returns: Processed xarray.Dataset.

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