Refactor Ticker proxy

tests/ticker.py

@@ -126,132 +126,18 @@ def test_goodTicker(self):
             for attribute_name, attribute_type in ticker_attributes:
                 assert_attribute_type(self, dat, attribute_name, attribute_type) 
 
-    #TODO:: Refactor with `assert_attribute` once proxy is accepted as a parameter of `Ticker`
     def test_goodTicker_withProxy(self):
-        # that yfinance works when full api is called on same instance of ticker
-
         tkr = "IBM"
-        dat = yf.Ticker(tkr, session=self.session)
-
-        dat._fetch_ticker_tz(proxy=self.proxy, timeout=5)
-        dat._get_ticker_tz(proxy=self.proxy, timeout=5)
-        dat.history(period="1wk", proxy=self.proxy)
-
-        v = dat.get_major_holders(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        v = dat.get_institutional_holders(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        v = dat.get_mutualfund_holders(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        v = dat.get_info(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertTrue(len(v) > 0)
-
-        v = dat.get_income_stmt(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        v = dat.get_incomestmt(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        v = dat.get_financials(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        v = dat.get_balance_sheet(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        v = dat.get_balancesheet(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        v = dat.get_cash_flow(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        v = dat.get_cashflow(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        v = dat.get_shares_full(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        v = dat.get_isin(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertTrue(v != "")
-
-        v = dat.get_news(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertTrue(len(v) > 0)
+        dat = yf.Ticker(tkr, session=self.session, proxy=self.proxy)
 
-        v = dat.get_earnings_dates(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertFalse(v.empty)
-
-        dat.get_history_metadata(proxy=self.proxy)
-        self.assertIsNotNone(v)
-        self.assertTrue(len(v) > 0)
-
-        # Below will fail because not ported to Yahoo API
-
-        # v = dat.stats(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertTrue(len(v) > 0)
-
-        # v = dat.get_recommendations(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_calendar(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_sustainability(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_recommendations_summary(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_analyst_price_target(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_rev_forecast(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_earnings_forecast(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_trend_details(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_earnings_trend(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_earnings(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
-
-        # v = dat.get_shares(proxy=self.proxy)
-        # self.assertIsNotNone(v)
-        # self.assertFalse(v.empty)
+        dat._fetch_ticker_tz(timeout=5)
+        dat._get_ticker_tz(timeout=5)
+        dat.history(period="1wk")
 
+        for attribute_name, attribute_type in ticker_attributes:
+            assert_attribute_type(self, dat, attribute_name, attribute_type)
 
+
 class TestTickerHistory(unittest.TestCase):
     session = None
 

yfinance/base.py

@@ -46,8 +46,9 @@
 
 
 class TickerBase:
-    def __init__(self, ticker, session=None):
+    def __init__(self, ticker, session=None, proxy=None):
         self.ticker = ticker.upper()
+        self.proxy = proxy
         self.session = session
         self._history = None
         self._history_metadata = None
@@ -132,6 +133,7 @@ def history(self, period="1mo", interval="1d",
                 If True, then raise errors as Exceptions instead of logging.
         """
         logger = utils.get_yf_logger()
+        proxy = proxy or self.proxy
 
         if debug is not None:
             if debug:
@@ -1638,7 +1640,8 @@ def map_signals_to_ranges(f, f_up, f_down):
 
         return df2
 
-    def _get_ticker_tz(self, proxy, timeout):
+    def _get_ticker_tz(self,timeout, proxy=None):
+        proxy = proxy or self.proxy
         if self._tz is not None:
             return self._tz
         cache = utils.get_tz_cache()
@@ -1662,9 +1665,9 @@ def _get_ticker_tz(self, proxy, timeout):
         return tz
 
     @utils.log_indent_decorator
-    def _fetch_ticker_tz(self, proxy, timeout):
+    def _fetch_ticker_tz(self, timeout, proxy=None):
         # Query Yahoo for fast price data just to get returned timezone
-
+        proxy = proxy or self.proxy
         logger = utils.get_yf_logger()
 
         params = {"range": "1d", "interval": "1d"}
@@ -1695,44 +1698,44 @@ def _fetch_ticker_tz(self, proxy, timeout):
         return None
 
     def get_recommendations(self, proxy=None, as_dict=False):
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         data = self._quote.recommendations
         if as_dict:
             return data.to_dict()
         return data
 
     def get_calendar(self, proxy=None, as_dict=False):
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         data = self._quote.calendar
         if as_dict:
             return data.to_dict()
         return data
 
     def get_major_holders(self, proxy=None, as_dict=False):
-        self._holders.proxy = proxy
+        self._holders.proxy = proxy or self.proxy
         data = self._holders.major
         if as_dict:
             return data.to_dict()
         return data
 
     def get_institutional_holders(self, proxy=None, as_dict=False):
-        self._holders.proxy = proxy
+        self._holders.proxy = proxy or self.proxy
         data = self._holders.institutional
         if data is not None:
             if as_dict:
                 return data.to_dict()
             return data
 
     def get_mutualfund_holders(self, proxy=None, as_dict=False):
-        self._holders.proxy = proxy
+        self._holders.proxy = proxy or self.proxy
         data = self._holders.mutualfund
         if data is not None:
             if as_dict:
                 return data.to_dict()
             return data
 
     def get_info(self, proxy=None) -> dict:
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         data = self._quote.info
         return data
 
@@ -1747,49 +1750,49 @@ def basic_info(self):
         return self.fast_info
 
     def get_sustainability(self, proxy=None, as_dict=False):
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         data = self._quote.sustainability
         if as_dict:
             return data.to_dict()
         return data
 
     def get_recommendations_summary(self, proxy=None, as_dict=False):
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         data = self._quote.recommendations
         if as_dict:
             return data.to_dict()
         return data
 
     def get_analyst_price_target(self, proxy=None, as_dict=False):
-        self._analysis.proxy = proxy
+        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.analyst_price_target
         if as_dict:
             return data.to_dict()
         return data
 
     def get_rev_forecast(self, proxy=None, as_dict=False):
-        self._analysis.proxy = proxy
+        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.rev_est
         if as_dict:
             return data.to_dict()
         return data
 
     def get_earnings_forecast(self, proxy=None, as_dict=False):
-        self._analysis.proxy = proxy
+        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.eps_est
         if as_dict:
             return data.to_dict()
         return data
 
     def get_trend_details(self, proxy=None, as_dict=False):
-        self._analysis.proxy = proxy
+        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.analyst_trend_details
         if as_dict:
             return data.to_dict()
         return data
 
     def get_earnings_trend(self, proxy=None, as_dict=False):
-        self._analysis.proxy = proxy
+        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.earnings_trend
         if as_dict:
             return data.to_dict()
@@ -1808,7 +1811,7 @@ def get_earnings(self, proxy=None, as_dict=False, freq="yearly"):
                 Optional. Proxy server URL scheme
                 Default is None
         """
-        self._fundamentals.proxy = proxy
+        self._fundamentals.proxy = proxy or self.proxy
         data = self._fundamentals.earnings[freq]
         if as_dict:
             dict_data = data.to_dict()
@@ -1833,7 +1836,7 @@ def get_income_stmt(self, proxy=None, as_dict=False, pretty=False, freq="yearly"
                 Optional. Proxy server URL scheme
                 Default is None
         """
-        self._fundamentals.proxy = proxy
+        self._fundamentals.proxy = proxy or self.proxy
 
         data = self._fundamentals.financials.get_income_time_series(freq=freq, proxy=proxy)
 
@@ -1866,7 +1869,7 @@ def get_balance_sheet(self, proxy=None, as_dict=False, pretty=False, freq="yearl
                 Optional. Proxy server URL scheme
                 Default is None
         """
-        self._fundamentals.proxy = proxy
+        self._fundamentals.proxy = proxy or self.proxy
 
         data = self._fundamentals.financials.get_balance_sheet_time_series(freq=freq, proxy=proxy)
 
@@ -1896,7 +1899,7 @@ def get_cash_flow(self, proxy=None, as_dict=False, pretty=False, freq="yearly"):
                 Optional. Proxy server URL scheme
                 Default is None
         """
-        self._fundamentals.proxy = proxy
+        self._fundamentals.proxy = proxy or self.proxy
 
         data = self._fundamentals.financials.get_cash_flow_time_series(freq=freq, proxy=proxy)
 
@@ -1946,7 +1949,7 @@ def get_actions(self, proxy=None):
         return []
 
     def get_shares(self, proxy=None, as_dict=False):
-        self._fundamentals.proxy = proxy
+        self._fundamentals.proxy = proxy or self.proxy
         data = self._fundamentals.shares
         if as_dict:
             return data.to_dict()
@@ -2020,7 +2023,7 @@ def get_isin(self, proxy=None) -> Optional[str]:
 
         q = ticker
 
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         if self._quote.info is None:
             # Don't print error message cause self._quote.info will print one
             return None
@@ -2141,7 +2144,7 @@ def get_earnings_dates(self, limit=12, proxy=None) -> Optional[pd.DataFrame]:
         dates[cn] = dates[cn] + ' ' + tzinfo["AM/PM"]
         dates[cn] = pd.to_datetime(dates[cn], format="%b %d, %Y, %I %p")
         # - instead of attempting decoding of ambiguous timezone abbreviation, just use 'info':
-        self._quote.proxy = proxy
+        self._quote.proxy = proxy or self.proxy
         tz = self._get_ticker_tz(proxy=proxy, timeout=30)
         dates[cn] = dates[cn].dt.tz_localize(tz)
 

yfinance/ticker.py

@@ -30,21 +30,21 @@
 
 
 class Ticker(TickerBase):
-    def __init__(self, ticker, session=None):
-        super(Ticker, self).__init__(ticker, session=session)
+    def __init__(self, ticker, session=None, proxy=None):
+        super(Ticker, self).__init__(ticker, session=session, proxy=proxy)
         self._expirations = {}
         self._underlying  = {}
 
     def __repr__(self):
         return f'yfinance.Ticker object <{self.ticker}>'
 
-    def _download_options(self, date=None, proxy=None):
+    def _download_options(self, date=None):
         if date is None:
             url = f"{self._base_url}/v7/finance/options/{self.ticker}"
         else:
             url = f"{self._base_url}/v7/finance/options/{self.ticker}?date={date}"
 
-        r = self._data.get(url=url, proxy=proxy).json()
+        r = self._data.get(url=url, proxy=self.proxy).json()
         if len(r.get('optionChain', {}).get('result', [])) > 0:
             for exp in r['optionChain']['result'][0]['expirationDates']:
                 self._expirations[_datetime.datetime.utcfromtimestamp(
@@ -80,9 +80,9 @@ def _options2df(self, opt, tz=None):
             data['lastTradeDate'] = data['lastTradeDate'].dt.tz_convert(tz)
         return data
 
-    def option_chain(self, date=None, proxy=None, tz=None):
+    def option_chain(self, date=None, tz=None):
         if date is None:
-            options = self._download_options(proxy=proxy)
+            options = self._download_options()
         else:
             if not self._expirations:
                 self._download_options()
@@ -91,7 +91,7 @@ def option_chain(self, date=None, proxy=None, tz=None):
                     f"Expiration `{date}` cannot be found. "
                     f"Available expirations are: [{', '.join(self._expirations)}]")
             date = self._expirations[date]
-            options = self._download_options(date, proxy=proxy)
+            options = self._download_options(date)
 
         return _namedtuple('Options', ['calls', 'puts', 'underlying'])(**{
             "calls": self._options2df(options['calls'], tz=tz),