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yf.download has unintuitive performance with range of arguments #2457

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yf.download has unintuitive performance with range of arguments #2457

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360635b
Added basic range of interval tests for period="max" in yf.download
cole-st-john May 7, 2025
2e45d1b
Added TDD-style tests yf.download for range of time-constraint args
cole-st-john May 7, 2025
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120 changes: 120 additions & 0 deletions tests/test_prices.py
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Original file line number Diff line number Diff line change
Expand Up @@ -363,6 +363,126 @@ def test_monthlyWithEvents2(self):
dfd_divs = dfd[dfd['Dividends'] != 0]
self.assertEqual(dfm_divs.shape[0], dfd_divs.shape[0])



def test_maxPeriodWithAllIntervals(self):
"""Simply check that using period max works with all intervals with a common ticker."""
# python -m unittest tests.test_prices.TestPriceHistory.test_maxPeriodWithAllIntervals
INTRADAY_INTERVALS = ["1m", "2m", "5m", "15m", "30m", "60m", "1h", "90m"]
DAY_PLUS_INTERVALS = ["1d", "5d", "1wk", "1mo", "3mo"]
INTERVALS = [*INTRADAY_INTERVALS, *DAY_PLUS_INTERVALS]
TICKERS = ["EURUSD=X"]
for interval in INTERVALS:
df = yf.download(tickers=TICKERS, period="max", interval=interval, progress=False)
self.assertTrue(not df.empty, msg=f"Period: max not working with {interval}")

def test_basicDownloadWithAllCases(self):
"""Ensure download works with all basic time constraint cases:
Time Constraint Cases (in terms of provided args):
- <no args> (uses arg defaults - leading to below cases)
- period (implied end=now, implied start = now - period)
- period, start (implied end = start + period)
- period, end (implied start = end - period)
- period, start, end : Error - overconstraint
- start, end
"""
# python -m unittest tests.test_prices.TestPriceHistory.test_basicDownloadWithAllCases
# PERIODS = ["1d", "5d", "1mo", "3mo", "6mo", "1y", "5y", "10y", "ytd", "max"]

NOW = _dt.datetime.now()
_1_DAY_AGO = NOW - _dt.timedelta(days=1)
_15_DAYS_AGO = NOW - _dt.timedelta(days=15)
_30_DAYS_AGO = NOW - _dt.timedelta(days=30)
_60_DAYS_AGO = NOW - _dt.timedelta(days=60)
_90_DAYS_AGO = NOW - _dt.timedelta(days=90)

TICKERS = ["EURUSD=X"]

# No Time Args
interval = "1m"
df = yf.download(tickers=TICKERS, interval=interval, progress=False)
self.assertTrue(not df.empty, msg=f"Default period (max) with interval: {interval} should've provided results.")

# Period Arg Only
period = "3mo"
interval = "1m"
df = yf.download(tickers=TICKERS, period=period, interval=interval, progress=False)
self.assertTrue(df.empty, msg=f"Period: {period} with interval: {interval} should've broken due to range.")

period = "1mo"
interval = "2m"
df = yf.download(tickers=TICKERS, period=period, interval=interval, progress=False)
self.assertTrue(not df.empty, msg=f"Period: {period} with interval: {interval} should've provided results.")

# Using Start And Period Args
period = "1mo"
interval = "1m"
start = _60_DAYS_AGO
df = yf.download(tickers=TICKERS, start=start, period=period, interval=interval, progress=False)
self.assertTrue(
df.empty,
msg=f"start: {start} with period:{period} with interval: {interval} should've broken due to overly large resulting range.",
)

start = _15_DAYS_AGO
period = "5d"
interval = "1m"
df = yf.download(tickers=TICKERS, start=start, period=period, interval=interval, progress=False)
self.assertTrue(
not df.empty, msg=f"start: {start} with period:{period} with interval: {interval} was expected to provide results."
)

# Using End And Period Args
end = _30_DAYS_AGO
period = "1mo"
interval = "1m"
df = yf.download(tickers=TICKERS, end=end, period=period, interval=interval, progress=False)
self.assertTrue(
df.empty,
msg=f"End: {end} with period: {period} for interval: {interval} should've broken due to a start outside of allowed range.",
)

end = _15_DAYS_AGO
period = "1mo"
interval = "2m"
df = yf.download(tickers=TICKERS, end=end, period=period, interval=interval, progress=False)
self.assertTrue(not df.empty, msg=f"End: {end} with period: {period} for interval: {interval} should've provided results.")

# Using Start, End And Period Args - should break / produce exception or logging
start = _60_DAYS_AGO
end = _30_DAYS_AGO
period = "5d"
df = yf.download(tickers=TICKERS, start=start, end=end, period=period, interval="15m", progress=False)
self.assertTrue(
df.empty,
msg=f"Start: {start} with end:{end} with period:{period} with interval: {interval} should've broken due to overconstraint.",
)

# Using Start And End Args
# start after end
interval = "15m"
start = _15_DAYS_AGO
end = _30_DAYS_AGO
df = yf.download(tickers=TICKERS, start=start, end=end, interval=interval, progress=False)
self.assertTrue(
df.empty, msg=f"start: {start} with end: {end} with interval:{interval} should've broken as the end is before the start."
)

start = _90_DAYS_AGO
end = _1_DAY_AGO
interval = "2m"
df = yf.download(tickers=TICKERS, start=start, end=end, interval=interval, progress=False)
self.assertTrue(
df.empty, msg=f"start: {start} with end: {end} with interval:{interval} should've broken due to start outside of allowed."
)

start = _60_DAYS_AGO
end = _30_DAYS_AGO
interval = "15m"
df = yf.download(tickers=TICKERS, start=start, end=end, interval=interval, progress=False)
self.assertTrue(not df.empty, msg=f"start: {start} with end: {end} with interval:{interval} should've provided results.")


def test_tz_dst_ambiguous(self):
# Reproduce issue #1100
try:
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0