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Fix syntax error and dataframe column extraction in yfinance batch fetch

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This commit is contained in:
Harwinder
2026-05-05 16:46:37 -04:00
parent 3737cf4e71
commit 6167bb01c5
1 changed files with 87 additions and 78 deletions
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data_provider.py
+20 -11
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@@ -212,12 +212,20 @@ class ForexDataProvider:
else: else:
period = f"{lookback_days}d" period = f"{lookback_days}d"
for attempt in range(3):
try: try:
df = yf.download( df = yf.download(
yf_symbol, interval=yf_interval, period=period, yf_symbol, interval=yf_interval, period=period,
progress=False, auto_adjust=False, threads=False, progress=False, auto_adjust=False, threads=False,
) )
if df is None or df.empty: if df is not None and not df.empty:
break
time.sleep(1.0)
except Exception as e:
if attempt == 2:
raise DataUnavailableError(f"yfinance fetch failed for {symbol} {timeframe.value}: {e}")
time.sleep(1.0)
else:
raise DataUnavailableError(f"No data returned for {symbol}") raise DataUnavailableError(f"No data returned for {symbol}")
if isinstance(df.columns, pd.MultiIndex): if isinstance(df.columns, pd.MultiIndex):
@@ -242,8 +250,6 @@ class ForexDataProvider:
logger.info(f"[yf live] {yf_symbol} {timeframe.value}: {len(df)} bars, last close={df['Close'].iloc[-1]:.5f}") logger.info(f"[yf live] {yf_symbol} {timeframe.value}: {len(df)} bars, last close={df['Close'].iloc[-1]:.5f}")
return df return df
except Exception as e:
raise DataUnavailableError(f"yfinance fetch failed for {symbol} {timeframe.value}: {e}")
def _batch_fetch_timeframe(self, symbols: List[str], timeframe: Timeframe, lookback_days: int) -> None: def _batch_fetch_timeframe(self, symbols: List[str], timeframe: Timeframe, lookback_days: int) -> None:
if not _YF_AVAILABLE: if not _YF_AVAILABLE:
@@ -270,14 +276,20 @@ class ForexDataProvider:
else: else:
period = f"{lookback_days}d" period = f"{lookback_days}d"
for attempt in range(3):
try: try:
df_multi = yf.download( df_multi = yf.download(
" ".join(yf_symbols), interval=yf_interval, period=period, " ".join(yf_symbols), interval=yf_interval, period=period,
progress=False, auto_adjust=False, threads=True, group_by="ticker" progress=False, auto_adjust=False, threads=False, group_by="ticker"
) )
if df_multi is not None and not df_multi.empty:
if df_multi is None or df_multi.empty: break
logger.warning(f"Batch fetch empty for {timeframe.value}") time.sleep(1.0)
except Exception as e:
logger.warning(f"Batch fetch attempt {attempt+1} failed for {timeframe.value}: {e}")
time.sleep(1.0)
else:
logger.warning(f"Batch fetch empty for {timeframe.value} after 3 attempts")
return return
if df_multi.index.tz is None: if df_multi.index.tz is None:
@@ -292,7 +304,7 @@ class ForexDataProvider:
if len(yf_symbols) == 1: if len(yf_symbols) == 1:
df_sym = df_multi.copy() df_sym = df_multi.copy()
if isinstance(df_sym.columns, pd.MultiIndex): if isinstance(df_sym.columns, pd.MultiIndex):
df_sym.columns = df_sym.columns.get_level_values(0) df_sym.columns = df_sym.columns.get_level_values(1)
else: else:
if yf_sym in df_multi.columns.get_level_values(0): if yf_sym in df_multi.columns.get_level_values(0):
df_sym = df_multi[yf_sym].copy() df_sym = df_multi[yf_sym].copy()
@@ -326,9 +338,6 @@ class ForexDataProvider:
except Exception as e: except Exception as e:
logger.warning(f"Failed to process batch data for {symbol}: {e}") logger.warning(f"Failed to process batch data for {symbol}: {e}")
except Exception as e:
logger.warning(f"Batch fetch failed for {timeframe.value}: {e}")
def _validate_and_clean( def _validate_and_clean(
self, df: pd.DataFrame, symbol: str, timeframe: Timeframe self, df: pd.DataFrame, symbol: str, timeframe: Timeframe
) -> pd.DataFrame: ) -> pd.DataFrame: