Fix(history, utils): Correct 30m interval alignment and filtering\n\n- Updated history.py to pass the correct 'interval' (30m) to post-processing functions instead of the hacked 'params["interval"]' (15m).\n- Updated utils.py to use the interval duration for the start-time check, ensuring valid candles overlapping the market open (e.g. 09:00-09:30 for 09:15 open) are not dropped.

Author: biplavbarua

yfinance/scrapers/history.py

@@ -320,16 +320,16 @@ def history(self, period=None, interval="1d",
             })
 
         # Note: ordering is important. If you change order, run the tests!
-        quotes = utils.set_df_tz(quotes, params["interval"], tz_exchange)
-        quotes = utils.fix_Yahoo_dst_issue(quotes, params["interval"])
+        quotes = utils.set_df_tz(quotes, interval, tz_exchange)
+        quotes = utils.fix_Yahoo_dst_issue(quotes, interval)
         intraday = params["interval"][-1] in ("m", 'h')
         if not prepost and intraday and "tradingPeriods" in self._history_metadata:
             tps = self._history_metadata["tradingPeriods"]
             if not isinstance(tps, pd.DataFrame):
                 self._history_metadata = utils.format_history_metadata(self._history_metadata, tradingPeriodsOnly=True)
                 self._history_metadata_formatted = True
                 tps = self._history_metadata["tradingPeriods"]
-            quotes = utils.fix_Yahoo_returning_prepost_unrequested(quotes, params["interval"], tps)
+            quotes = utils.fix_Yahoo_returning_prepost_unrequested(quotes, interval, tps)
         if quotes.empty:
             msg = f'{self.ticker}: OHLC after cleaning: EMPTY'
         elif len(quotes) == 1:

yfinance/utils.py

@@ -601,7 +601,8 @@ def fix_Yahoo_returning_prepost_unrequested(quotes, interval, tradingPeriods):
     quotes.index = idx
     # "end" = end of regular trading hours (including any auction)
     f_drop = quotes.index >= quotes["end"]
-    f_drop = f_drop | (quotes.index < quotes["start"])
+    td = _interval_to_timedelta(interval)
+    f_drop = f_drop | (quotes.index + td <= quotes["start"])
     if f_drop.any():
         # When printing report, ignore rows that were already NaNs:
         # f_na = quotes[["Open","Close"]].isna().all(axis=1)