trader.marketdata.yfinance_provider module

yfinance implementation of MarketDataProvider.

Both methods go through Ticker.history(): fast_info’s keys have changed across yfinance releases, whereas the history frame’s columns have been stable. pandas objects are converted to domain Bar/Quote here and never leave this module.

class trader.marketdata.yfinance_provider.YFinanceProvider(ticker_factory=None)

Bases: object

Market data backed by yfinance.

Parameters:

ticker_factory (Callable[[str], object] | None) – Builds the per-symbol data object. Overridden in tests so no network call is made.

get_quote(symbol)

Return the latest price, derived from the most recent 1-minute bar.

Parameters:

symbol (str)

Return type:

Quote

get_history(symbol, start, end, interval='1d')

Return OHLCV bars between start and end, both inclusive.

yfinance’s `end` is exclusive; this Protocol’s is not. The translation happens here, at the adapter boundary, because that is the only place that knows about yfinance’s convention — pushing it onto callers would mean every one of them adding a day for reasons that belong to a library they are not supposed to know about.

Passing end straight through cost the final day of every fetch. Over a year that is nearly invisible: a 2024 backtest cached 251 bars, the number went into the project’s acceptance evidence, and nobody noticed that 2024 had 252 trading days. Over a one-day window it returns nothing at all, so the provider raised — which is what made every strategy record an error decision on the daemon’s first real run, with 400 days of perfectly good bars already in the cache.

Parameters:

• symbol (str)

• start (date)

• end (date)

• interval (str)

Return type:

list[Bar]