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Solving the Issue #3 Yahoo! Datasource stoped to work #4

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Solving the Issue #3 Yahoo! Datasource stoped to work #4

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10 changes: 8 additions & 2 deletions backtester/dataSource/data_source_utils.py
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Original file line number Diff line number Diff line change
Expand Up @@ -8,11 +8,17 @@
from time import mktime as mktime
from itertools import groupby

def getHeadersForYahoo():
return {'Connection': 'keep-alive',
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; WOW64) \
AppleWebKit/537.36 (KHTML, like Gecko) Chrome/54.0.2840.99 Safari/537.36'}


def getCookieForYahoo(instrumentId):
"""Returns a tuple pair of cookie and crumb used in the request"""
url = 'https://finance.yahoo.com/quote/%s/history' % (instrumentId)
req = requests.get(url)

req = requests.get(url, headers=getHeadersForYahoo())
txt = req.content
cookie = req.cookies['B']
pattern = re.compile('.*"CrumbStore":\{"crumb":"(?P<crumb>[^"]+)"\}')
Expand All @@ -31,7 +37,7 @@ def downloadFileFromYahoo(startDate, endDate, instrumentId, fileName, event='his
start = int(mktime(startDate.timetuple()))
end = int(mktime(endDate.timetuple()))
url = 'https://query1.finance.yahoo.com/v7/finance/download/%s?period1=%s&period2=%s&interval=1d&events=%s&crumb=%s' % (instrumentId, start, end, event, crumb)
data = requests.get(url, cookies={'B': cookie})
data = requests.get(url, cookies={'B': cookie}, headers=getHeadersForYahoo())
with open(fileName, 'wb') as f:
f.write(data.content)
return True
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