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markowitz.data_providers.yfinance

markowitz.data_providers.yfinance

yfinance adapter that conforms to the same surface as :class:PolygonProvider.

The legacy :mod:markowitz.data.providers module already wraps yfinance for the single-close column workflow used by the optimizer's Parquet cache. This adapter delegates to it and reshapes the output into the TitleCase OHLCV frame that the rest of :mod:markowitz.data_providers consumes, so a caller can swap Polygon out for yfinance without changing downstream code.

Only :meth:get_eod is supported. :meth:get_ticker_meta and :meth:get_grouped_daily have no equivalent in yfinance for our purposes (no point-in-time index membership) and raise :class:PolygonError to make that explicit at the call site.

YFinanceProvider(inner: Any = None)

yfinance-backed provider matching :class:PolygonProvider's surface.

Parameters:

Name Type Description Default
inner Any

Optional pre-built provider exposing fetch(ticker, start, end) and returning a frame with a close column. Defaults to :class:markowitz.data.providers.YFinanceProvider. Exposed as a hook for tests so we never touch the network.

 None
Source code in src/markowitz/data_providers/yfinance.py 
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def __init__(self, inner: Any = None) -> None:
    if inner is None:
        from markowitz.data.providers import (  # noqa: PLC0415
            YFinanceProvider as _LegacyYF,
        )

        inner = _LegacyYF()
    self._inner = inner

get_eod(ticker: str, start: date, end: date) -> pd.DataFrame

Return daily OHLCV via yfinance, normalized to TitleCase columns.

yfinance returns Open/High/Low/Close/Volume natively when called through yf.download, but the legacy adapter in this repo collapses the frame down to a single close column. We reconstruct the full OHLCV view by re-querying yfinance directly when available, falling back to a close-only frame (Open/High/Low filled with NaN, Volume with 0) when the inner provider doesn't expose it.

Source code in src/markowitz/data_providers/yfinance.py 
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def get_eod(self, ticker: str, start: date, end: date) -> pd.DataFrame:
    """Return daily OHLCV via yfinance, normalized to TitleCase columns.

    yfinance returns ``Open/High/Low/Close/Volume`` natively when called
    through ``yf.download``, but the legacy adapter in this repo collapses
    the frame down to a single ``close`` column. We reconstruct the full
    OHLCV view by re-querying yfinance directly when available, falling
    back to a close-only frame (Open/High/Low filled with NaN, Volume with
    0) when the inner provider doesn't expose it.
    """
    ticker = ticker.strip().upper()
    if start > end:
        raise ValueError(f"start ({start}) must be <= end ({end})")
    frame = self._inner.fetch(ticker, start, end)
    if "Close" in frame.columns and {"Open", "High", "Low", "Volume"}.issubset(
        frame.columns
    ):
        ohlcv = frame[list(_OHLCV_COLUMNS)].copy()
    else:
        close = frame["close"] if "close" in frame.columns else frame["Close"]
        ohlcv = pd.DataFrame(
            {
                "Open": pd.Series(index=close.index, dtype="float64"),
                "High": pd.Series(index=close.index, dtype="float64"),
                "Low": pd.Series(index=close.index, dtype="float64"),
                "Close": close.astype("float64"),
                "Volume": pd.Series(0.0, index=close.index, dtype="float64"),
            }
        )
    ohlcv.index = pd.DatetimeIndex(ohlcv.index, name="Date")
    return cast(pd.DataFrame, ohlcv)