fix: add exponential backoff retry for yfinance rate limits (#426)
This commit is contained in:
parent
bd9b1e5efa
commit
7cca9c924e
|
|
@ -1,10 +1,35 @@
|
|||
import time
|
||||
import logging
|
||||
|
||||
import pandas as pd
|
||||
import yfinance as yf
|
||||
from yfinance.exceptions import YFRateLimitError
|
||||
from stockstats import wrap
|
||||
from typing import Annotated
|
||||
import os
|
||||
from .config import get_config
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def yf_retry(func, max_retries=3, base_delay=2.0):
|
||||
"""Execute a yfinance call with exponential backoff on rate limits.
|
||||
|
||||
yfinance raises YFRateLimitError on HTTP 429 responses but does not
|
||||
retry them internally. This wrapper adds retry logic specifically
|
||||
for rate limits. Other exceptions propagate immediately.
|
||||
"""
|
||||
for attempt in range(max_retries + 1):
|
||||
try:
|
||||
return func()
|
||||
except YFRateLimitError:
|
||||
if attempt < max_retries:
|
||||
delay = base_delay * (2 ** attempt)
|
||||
logger.warning(f"Yahoo Finance rate limited, retrying in {delay:.0f}s (attempt {attempt + 1}/{max_retries})")
|
||||
time.sleep(delay)
|
||||
else:
|
||||
raise
|
||||
|
||||
|
||||
def _clean_dataframe(data: pd.DataFrame) -> pd.DataFrame:
|
||||
"""Normalize a stock DataFrame for stockstats: parse dates, drop invalid rows, fill price gaps."""
|
||||
|
|
@ -51,14 +76,14 @@ class StockstatsUtils:
|
|||
if os.path.exists(data_file):
|
||||
data = pd.read_csv(data_file, on_bad_lines="skip")
|
||||
else:
|
||||
data = yf.download(
|
||||
data = yf_retry(lambda: yf.download(
|
||||
symbol,
|
||||
start=start_date_str,
|
||||
end=end_date_str,
|
||||
multi_level_index=False,
|
||||
progress=False,
|
||||
auto_adjust=True,
|
||||
)
|
||||
))
|
||||
data = data.reset_index()
|
||||
data.to_csv(data_file, index=False)
|
||||
|
||||
|
|
|
|||
|
|
@ -3,7 +3,7 @@ from datetime import datetime
|
|||
from dateutil.relativedelta import relativedelta
|
||||
import yfinance as yf
|
||||
import os
|
||||
from .stockstats_utils import StockstatsUtils, _clean_dataframe
|
||||
from .stockstats_utils import StockstatsUtils, _clean_dataframe, yf_retry
|
||||
|
||||
def get_YFin_data_online(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
|
|
@ -18,7 +18,7 @@ def get_YFin_data_online(
|
|||
ticker = yf.Ticker(symbol.upper())
|
||||
|
||||
# Fetch historical data for the specified date range
|
||||
data = ticker.history(start=start_date, end=end_date)
|
||||
data = yf_retry(lambda: ticker.history(start=start_date, end=end_date))
|
||||
|
||||
# Check if data is empty
|
||||
if data.empty:
|
||||
|
|
@ -234,14 +234,14 @@ def _get_stock_stats_bulk(
|
|||
if os.path.exists(data_file):
|
||||
data = pd.read_csv(data_file, on_bad_lines="skip")
|
||||
else:
|
||||
data = yf.download(
|
||||
data = yf_retry(lambda: yf.download(
|
||||
symbol,
|
||||
start=start_date_str,
|
||||
end=end_date_str,
|
||||
multi_level_index=False,
|
||||
progress=False,
|
||||
auto_adjust=True,
|
||||
)
|
||||
))
|
||||
data = data.reset_index()
|
||||
data.to_csv(data_file, index=False)
|
||||
|
||||
|
|
@ -300,7 +300,7 @@ def get_fundamentals(
|
|||
"""Get company fundamentals overview from yfinance."""
|
||||
try:
|
||||
ticker_obj = yf.Ticker(ticker.upper())
|
||||
info = ticker_obj.info
|
||||
info = yf_retry(lambda: ticker_obj.info)
|
||||
|
||||
if not info:
|
||||
return f"No fundamentals data found for symbol '{ticker}'"
|
||||
|
|
@ -360,9 +360,9 @@ def get_balance_sheet(
|
|||
ticker_obj = yf.Ticker(ticker.upper())
|
||||
|
||||
if freq.lower() == "quarterly":
|
||||
data = ticker_obj.quarterly_balance_sheet
|
||||
data = yf_retry(lambda: ticker_obj.quarterly_balance_sheet)
|
||||
else:
|
||||
data = ticker_obj.balance_sheet
|
||||
data = yf_retry(lambda: ticker_obj.balance_sheet)
|
||||
|
||||
if data.empty:
|
||||
return f"No balance sheet data found for symbol '{ticker}'"
|
||||
|
|
@ -390,9 +390,9 @@ def get_cashflow(
|
|||
ticker_obj = yf.Ticker(ticker.upper())
|
||||
|
||||
if freq.lower() == "quarterly":
|
||||
data = ticker_obj.quarterly_cashflow
|
||||
data = yf_retry(lambda: ticker_obj.quarterly_cashflow)
|
||||
else:
|
||||
data = ticker_obj.cashflow
|
||||
data = yf_retry(lambda: ticker_obj.cashflow)
|
||||
|
||||
if data.empty:
|
||||
return f"No cash flow data found for symbol '{ticker}'"
|
||||
|
|
@ -420,9 +420,9 @@ def get_income_statement(
|
|||
ticker_obj = yf.Ticker(ticker.upper())
|
||||
|
||||
if freq.lower() == "quarterly":
|
||||
data = ticker_obj.quarterly_income_stmt
|
||||
data = yf_retry(lambda: ticker_obj.quarterly_income_stmt)
|
||||
else:
|
||||
data = ticker_obj.income_stmt
|
||||
data = yf_retry(lambda: ticker_obj.income_stmt)
|
||||
|
||||
if data.empty:
|
||||
return f"No income statement data found for symbol '{ticker}'"
|
||||
|
|
@ -446,7 +446,7 @@ def get_insider_transactions(
|
|||
"""Get insider transactions data from yfinance."""
|
||||
try:
|
||||
ticker_obj = yf.Ticker(ticker.upper())
|
||||
data = ticker_obj.insider_transactions
|
||||
data = yf_retry(lambda: ticker_obj.insider_transactions)
|
||||
|
||||
if data is None or data.empty:
|
||||
return f"No insider transactions data found for symbol '{ticker}'"
|
||||
|
|
|
|||
Loading…
Reference in New Issue