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144 | """Yahoo Finance Chart API 직접 호출 클라이언트 (yfinance 우회).
IP rotation (yfinance_proxy.ip_rotating_session) 과 함께 사용하면
yfinance 1.2 의 curl_cffi 요구사항 없이 Yahoo 데이터 수집 가능.
지원 기능:
- 배치 OHLC 다운로드 (fetch_ohlcv_batch)
- 시가총액 등 기본 정보 (fetch_quote_summary)
사용 예:
from backend.app.services.yahoo_chart_client import fetch_ohlcv_batch
from backend.app.services.yfinance_proxy import ip_rotating_session
with ip_rotating_session() as session:
df = fetch_ohlcv_batch(["AAPL", "MSFT"], session=session, range_str="60d")
"""
from __future__ import annotations
import logging
from concurrent.futures import ThreadPoolExecutor, as_completed
from typing import Any
import pandas as pd
import requests
logger = logging.getLogger(__name__)
_BASE = "https://query1.finance.yahoo.com"
_HEADERS = {
# Yahoo가 2026년부터 흔한 봇 UA(Chrome/120 등)를 429로 차단 — 짧은 AppleWebKit UA는 통과.
"User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36",
"Accept": "application/json",
}
_TIMEOUT = 20
_MAX_WORKERS = 8 # connection pool (default 10) 안에 맞춤
def _fetch_single_chart(
ticker: str,
range_str: str,
interval: str,
session: requests.Session,
use_adjclose: bool = False,
) -> tuple[str, pd.DataFrame | None]:
"""단일 티커의 OHLCV 조회. 실패 시 (ticker, None) 반환.
Args:
use_adjclose: True면 indicators.adjclose.adjclose를 Close로 사용 (배당·분할 조정됨).
yfinance의 auto_adjust=True와 동일한 효과.
"""
url = f"{_BASE}/v8/finance/chart/{ticker}"
params = {
"interval": interval,
"range": range_str,
"includePrePost": "false",
"events": "div,splits", # adjclose 활성화
}
try:
resp = session.get(url, params=params, headers=_HEADERS, timeout=_TIMEOUT)
resp.raise_for_status()
data = resp.json()
except (requests.RequestException, ValueError) as exc:
logger.debug("Chart API failed for %s: %s", ticker, exc)
return ticker, None
chart = data.get("chart") or {}
result = (chart.get("result") or [None])[0]
if not result:
return ticker, None
timestamps = result.get("timestamp") or []
if not timestamps:
return ticker, None
indicators = result.get("indicators") or {}
quote = (indicators.get("quote") or [{}])[0]
close_values = quote.get("close") or []
if use_adjclose:
adj_list = indicators.get("adjclose") or [{}]
adj_values = adj_list[0].get("adjclose") or []
if adj_values:
close_values = adj_values
df = pd.DataFrame(
{
"Open": quote.get("open") or [],
"High": quote.get("high") or [],
"Low": quote.get("low") or [],
"Close": close_values,
"Volume": quote.get("volume") or [],
},
index=pd.to_datetime(timestamps, unit="s", utc=True).tz_convert("UTC").normalize(),
)
df.index.name = "Date"
return ticker, df
def fetch_ohlcv_batch(
tickers: list[str],
session: requests.Session,
range_str: str = "60d",
interval: str = "1d",
max_workers: int = _MAX_WORKERS,
use_adjclose: bool = False,
) -> pd.DataFrame:
"""배치 OHLCV 조회. yfinance download() 와 비슷한 MultiIndex DataFrame 반환.
Args:
use_adjclose: True면 adjusted close (배당·분할 조정) 사용. yfinance auto_adjust=True와 동일.
Returns:
pd.DataFrame with MultiIndex columns (ticker, OHLCV field)
빈 DataFrame 이면 모든 티커 실패.
"""
results: dict[str, pd.DataFrame] = {}
failed: list[str] = []
with ThreadPoolExecutor(max_workers=max_workers) as executor:
futures = {
executor.submit(_fetch_single_chart, t, range_str, interval, session, use_adjclose): t
for t in tickers
}
for fut in as_completed(futures):
ticker, df = fut.result()
if df is not None and not df.empty:
results[ticker] = df
else:
failed.append(ticker)
if failed:
logger.warning("Failed to fetch %d/%d tickers: %s", len(failed), len(tickers), failed[:5])
if not results:
return pd.DataFrame()
# yfinance 와 동일한 MultiIndex 포맷으로 결합
combined = pd.concat(results, axis=1, names=["Ticker", "OHLCV"])
# reorder: swap levels so it becomes (Ticker, OHLCV) with ticker on top
return combined
# NOTE: /v7/finance/quote 와 /v10/finance/quoteSummary 는 2023년부터 crumb 인증 필요.
# 메타데이터(sector/industry/name/marketCap) 조회는 yfinance 1.2+ 의
# Ticker.info 를 그대로 사용하세요 (신고가 20건 정도면 레이트리밋 걱정 없음).
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