yfinance-timeframe-converter

Converts an YFinance DataFrame to other timeframe

Instead of calling the yFinance's API again, why not just to convert your current DataFrame, making the whole process faster? Or to convert it to a non-downloadable timeframe?

This is what yfinance-timeframe-converter does.

Convert your DataFrame to up to 33 timeframes of your choise, 22 more than the yFinance timeframes available.

Uses C++ functions to make all process faster, converting large amount of data in less than 0.1 seconds.

How to use

How to convert a DataFrame

The timeframe_converter function allows you to convert your DataFrame.

To convert a DataFrame, pass the original DataFrame, the DataFrame's timeframe, and the output desired timeframe.

import yfinance_timeframe_converter as converter
from pandas_datareader import data as pdr
import yfinance as yf

ticket = "AAPL"
input_timeframe = "1d"
output_timeframe  = "1wk"

yf.pdr_override()  
df = pdr.get_data_yahoo(tickers=ticket, interval=input_timeframe)

# Pass the dataframe, the timeframe of the Dataframe, and the timeframe desired. Returns the converted DataFrame
converted_timeframe = converter.timeframe_converter(df, input_timeframe, output_timeframe)

Arguments

• data - pd.DataFrame -> The dataframe you desire to convert
• timeframe_input - string -> The timeframe of the DataFrame
• timeframe_output - string -> The timeframe you desire to convert to
• checking - bool -> Checks if all variables are valid, if False, the code will run about 10% faster, you can have serious errors

How many timeframes are available to use?

import yfinance_timeframe_converter as converter

# Gets all timeframes available to donwload from yFinance - 13 timeframes
print(converter.yfinance_available_timeframes) # ["1m", "2m", "5m", "15m", "30m", "60m", "90m", "1h", "1d", "5d", "1wk", "1mo", "3mo"] 

# Gets all timeframes available to pass as input to the function - 35 timeframes
print(converter.converter_available_inputs) # ["1m", "2m", "3m", "4m", "5m", "6m", "10m", "12m", "15m", "20m", "30m", "60m", "1h", "90m", "2h", "3h", "4h", "6h", ... "4mo", "6mo", "1yr", "2yr"] 

# Gets all Outputs available of the function - 33 timeframes
print(converter.converter_available_outputs) # ["1m", "2m", "3m", "4m", "5m", "6m", "10m", "12m", "15m", "20m", "30m", "60m", "1h", "90m", "2h", "3h", "4h", "6h", ... "4mo", "6mo", "1yr", "2yr"] 

# Gets all convertions available
print(converter.available_convertions) # {"1m" = ["2m", "3m", "4m", "5m", "6m", "10m", "12m", "15m", "20m", "30m", "60m", "1h"...]}