Redo Screener

tests/test_screener.py

@@ -12,6 +12,9 @@ def setUpClass(self):
         self.screener = Screener()
         self.query = EquityQuery('gt',['eodprice',3])
 
+    def test_screener_types(self):
+        self.assertEqual(['aggressive_small_caps', 'day_gainers', 'day_losers', 'growth_technology_stocks', 'most_actives', 'most_shorted_stocks', 'small_cap_gainers', 'undervalued_growth_stocks', 'undervalued_large_caps', 'conservative_foreign_funds', 'high_yield_bond', 'portfolio_anchors', 'solid_large_growth_funds', 'solid_midcap_growth_funds', 'top_mutual_funds'], list(PREDEFINED_SCREENER_BODY_MAP.keys()))
+
     def test_set_default_body(self):
         result = self.screener.set_default_body(self.query)
 

yfinance/__init__.py

@@ -28,8 +28,7 @@
 from .cache import set_tz_cache_location
 from .domain.sector import Sector
 from .domain.industry import Industry
-from .screener.screener import Screener
-from .screener.screener_query import EquityQuery
+from . import screener
 
 __version__ = version.version
 __author__ = "Ran Aroussi"
@@ -38,4 +37,4 @@
 warnings.filterwarnings('default', category=DeprecationWarning, module='^yfinance')
 
 __all__ = ['download', 'Search', 'Ticker', 'Tickers', 'enable_debug_mode', 'set_tz_cache_location', 'Sector',
-           'Industry', 'EquityQuery', 'Screener']
+           'Industry']

yfinance/const.py

@@ -1,3 +1,5 @@
+from typing import Literal
+
 _QUERY1_URL_ = 'https://query1.finance.yahoo.com'
 _BASE_URL_ = 'https://query2.finance.yahoo.com'
 _ROOT_URL_ = 'https://finance.yahoo.com'
@@ -531,20 +533,40 @@
         "highest_controversy"}
 }
 
-PREDEFINED_SCREENER_BODY_MAP = {
-    'aggressive_small_caps': {"offset":0,"size":25,"sortField":"eodvolume","sortType":"desc","quoteType":"equity","query":{"operator":"and","operands":[{"operator":"or","operands":[{"operator":"eq","operands":["exchange","NMS"]},{"operator":"eq","operands":["exchange","NYQ"]}]},{"operator":"or","operands":[{"operator":"LT","operands":["epsgrowth.lasttwelvemonths",15]}]}]},"userId":"","userIdType":"guid"},
-    'day_gainers': {"offset":0,"size":25,"sortField":"percentchange","sortType":"DESC","quoteType":"EQUITY","query":{"operator":"AND","operands":[{"operator":"gt","operands":["percentchange",3]},{"operator":"eq","operands":["region","us"]},{"operator":"or","operands":[{"operator":"BTWN","operands":["intradaymarketcap",2000000000,10000000000]},{"operator":"BTWN","operands":["intradaymarketcap",10000000000,100000000000]},{"operator":"GT","operands":["intradaymarketcap",100000000000]}]},{"operator":"gte","operands":["intradayprice",5]},{"operator":"gt","operands":["dayvolume",15000]}]},"userId":"","userIdType":"guid"},
-    'day_losers': {"offset":0,"size":25,"sortField":"percentchange","sortType":"ASC","quoteType":"EQUITY","query":{"operator":"AND","operands":[{"operator":"lt","operands":["percentchange",-2.5]},{"operator":"eq","operands":["region","us"]},{"operator":"or","operands":[{"operator":"BTWN","operands":["intradaymarketcap",2000000000,10000000000]},{"operator":"BTWN","operands":["intradaymarketcap",10000000000,100000000000]},{"operator":"GT","operands":["intradaymarketcap",100000000000]}]},{"operator":"gte","operands":["intradayprice",5]},{"operator":"gt","operands":["dayvolume",20000]}]},"userId":"","userIdType":"guid"},
-    'growth_technology_stocks': {"offset":0,"size":25,"sortField":"eodvolume","sortType":"desc","quoteType":"equity","query":{"operator":"and","operands":[{"operator":"or","operands":[{"operator":"BTWN","operands":["quarterlyrevenuegrowth.quarterly",50,100]},{"operator":"GT","operands":["quarterlyrevenuegrowth.quarterly",100]},{"operator":"BTWN","operands":["quarterlyrevenuegrowth.quarterly",25,50]}]},{"operator":"or","operands":[{"operator":"BTWN","operands":["epsgrowth.lasttwelvemonths",25,50]},{"operator":"BTWN","operands":["epsgrowth.lasttwelvemonths",50,100]},{"operator":"GT","operands":["epsgrowth.lasttwelvemonths",100]}]},{"operator":"eq","operands":["sector","Technology"]},{"operator":"or","operands":[{"operator":"eq","operands":["exchange","NMS"]},{"operator":"eq","operands":["exchange","NYQ"]}]}]},"userId":"","userIdType":"guid"},
-    'most_actives': {"offset":0,"size":25,"sortField":"dayvolume","sortType":"DESC","quoteType":"EQUITY","query":{"operator":"AND","operands":[{"operator":"eq","operands":["region","us"]},{"operator":"or","operands":[{"operator":"BTWN","operands":["intradaymarketcap",10000000000,100000000000]},{"operator":"GT","operands":["intradaymarketcap",100000000000]},{"operator":"BTWN","operands":["intradaymarketcap",2000000000,10000000000]}]},{"operator":"gt","operands":["dayvolume",5000000]}]},"userId":"","userIdType":"guid"},
-    'most_shorted_stocks': {"size":25,"offset":0,"sortField":"short_percentage_of_shares_outstanding.value","sortType":"DESC","quoteType":"EQUITY","topOperator":"AND","query":{"operator":"AND","operands":[{"operator":"or","operands":[{"operator":"EQ","operands":["region","us"]}]},{"operator":"gt","operands":["intradayprice",1]},{"operator":"gt","operands":["avgdailyvol3m",200000]}]},"userId":"","userIdType":"guid"},
-    'small_cap_gainers': {"offset":0,"size":25,"sortField":"eodvolume","sortType":"desc","quoteType":"equity","query":{"operator":"and","operands":[{"operator":"lt","operands":["intradaymarketcap",2000000000]},{"operator":"or","operands":[{"operator":"eq","operands":["exchange","NMS"]},{"operator":"eq","operands":["exchange","NYQ"]}]}]},"userId":"","userIdType":"guid"},
-    'undervalued_growth_stocks': {"offset":0,"size":25,"sortType":"DESC","sortField":"eodvolume","quoteType":"EQUITY","query":{"operator":"and","operands":[{"operator":"or","operands":[{"operator":"BTWN","operands":["peratio.lasttwelvemonths",0,20]}]},{"operator":"or","operands":[{"operator":"LT","operands":["pegratio_5y",1]}]},{"operator":"or","operands":[{"operator":"BTWN","operands":["epsgrowth.lasttwelvemonths",25,50]},{"operator":"BTWN","operands":["epsgrowth.lasttwelvemonths",50,100]},{"operator":"GT","operands":["epsgrowth.lasttwelvemonths",100]}]},{"operator":"or","operands":[{"operator":"eq","operands":["exchange","NMS"]},{"operator":"eq","operands":["exchange","NYQ"]}]}]},"userId":"","userIdType":"guid"},
-    'undervalued_large_caps': {"offset":0,"size":25,"sortField":"eodvolume","sortType":"desc","quoteType":"equity","query":{"operator":"and","operands":[{"operator":"or","operands":[{"operator":"BTWN","operands":["peratio.lasttwelvemonths",0,20]}]},{"operator":"lt","operands":["pegratio_5y",1]},{"operator":"btwn","operands":["intradaymarketcap",10000000000,100000000000]},{"operator":"or","operands":[{"operator":"eq","operands":["exchange","NMS"]},{"operator":"eq","operands":["exchange","NYQ"]}]}]},"userId":"","userIdType":"guid"},
-    'conservative_foreign_funds': {"offset":0,"size":25,"sortType":"DESC","sortField":"fundnetassets","quoteType":"MUTUALFUND","query":{"operator":"and","operands":[{"operator":"or","operands":[{"operator":"EQ","operands":["categoryname","Foreign Large Value"]},{"operator":"EQ","operands":["categoryname","Foreign Large Blend"]},{"operator":"EQ","operands":["categoryname","Foreign Large Growth"]},{"operator":"EQ","operands":["categoryname","Foreign Small/Mid Growth"]},{"operator":"EQ","operands":["categoryname","Foreign Large Blend"]},{"operator":"EQ","operands":["categoryname","Foreign Small/Mid Blend"]},{"operator":"EQ","operands":["categoryname","Foreign Small/Mid Value"]},{"operator":"EQ","operands":["categoryname","Foreign Small/Mid Blend"]},{"operator":"EQ","operands":["categoryname","Foreign Small/Mid Value"]},{"operator":"EQ","operands":["categoryname","Foreign Small/Mid Blend"]},{"operator":"EQ","operands":["categoryname","Foreign Small/Mid Value"]},{"operator":"EQ","operands":["categoryname","Foreign Small/Mid Blend"]},{"operator":"EQ","operands":["categoryname","Foreign Small/Mid Value"]}]},{"operator":"or","operands":[{"operator":"EQ","operands":["performanceratingoverall",4]},{"operator":"EQ","operands":["performanceratingoverall",5]}]},{"operator":"lt","operands":["initialinvestment",100001]},{"operator":"lt","operands":["annualreturnnavy1categoryrank",50]},{"operator":"or","operands":[{"operator":"EQ","operands":["riskratingoverall",1]},{"operator":"EQ","operands":["riskratingoverall",3]},{"operator":"EQ","operands":["riskratingoverall",2]}]},{"operator":"or","operands":[{"operator":"eq","operands":["exchange","NAS"]}]}]},"userId":"","userIdType":"guid"},
-    'high_yield_bond': {"offset":0,"size":25,"sortType":"DESC","sortField":"fundnetassets","quoteType":"MUTUALFUND","query":{"operator":"and","operands":[{"operator":"or","operands":[{"operator":"EQ","operands":["performanceratingoverall",4]},{"operator":"EQ","operands":["performanceratingoverall",5]}]},{"operator":"lt","operands":["initialinvestment",100001]},{"operator":"lt","operands":["annualreturnnavy1categoryrank",50]},{"operator":"or","operands":[{"operator":"EQ","operands":["riskratingoverall",1]},{"operator":"EQ","operands":["riskratingoverall",3]},{"operator":"EQ","operands":["riskratingoverall",2]}]},{"operator":"or","operands":[{"operator":"EQ","operands":["categoryname","High Yield Bond"]}]},{"operator":"or","operands":[{"operator":"eq","operands":["exchange","NAS"]}]}]},"userId":"","userIdType":"guid"},
-    'portfolio_anchors': {"offset":0,"size":25,"sortType":"DESC","sortField":"fundnetassets","quoteType":"MUTUALFUND","query":{"operator":"and","operands":[{"operator":"or","operands":[{"operator":"EQ","operands":["categoryname","Large Blend"]}]},{"operator":"or","operands":[{"operator":"EQ","operands":["performanceratingoverall",4]},{"operator":"EQ","operands":["performanceratingoverall",5]}]},{"operator":"lt","operands":["initialinvestment",100001]},{"operator":"lt","operands":["annualreturnnavy1categoryrank",50]},{"operator":"or","operands":[{"operator":"eq","operands":["exchange","NAS"]}]}]},"userId":"","userIdType":"guid"},
-    'solid_large_growth_funds': {"offset":0,"size":25,"sortType":"DESC","sortField":"fundnetassets","quoteType":"MUTUALFUND","query":{"operator":"and","operands":[{"operator":"or","operands":[{"operator":"EQ","operands":["categoryname","Large Growth"]}]},{"operator":"or","operands":[{"operator":"EQ","operands":["performanceratingoverall",5]},{"operator":"EQ","operands":["performanceratingoverall",4]}]},{"operator":"lt","operands":["initialinvestment",100001]},{"operator":"lt","operands":["annualreturnnavy1categoryrank",50]},{"operator":"or","operands":[{"operator":"eq","operands":["exchange","NAS"]}]}]},"userId":"","userIdType":"guid"},
-    'solid_midcap_growth_funds': {"offset":0,"size":25,"sortType":"DESC","sortField":"fundnetassets","quoteType":"MUTUALFUND","query":{"operator":"and","operands":[{"operator":"or","operands":[{"operator":"EQ","operands":["categoryname","Mid-Cap Growth"]}]},{"operator":"or","operands":[{"operator":"EQ","operands":["performanceratingoverall",5]},{"operator":"EQ","operands":["performanceratingoverall",4]}]},{"operator":"lt","operands":["initialinvestment",100001]},{"operator":"lt","operands":["annualreturnnavy1categoryrank",50]},{"operator":"or","operands":[{"operator":"eq","operands":["exchange","NAS"]}]}]},"userId":"","userIdType":"guid"},
-    'top_mutual_funds': {"offset":0,"size":25,"sortType":"DESC","sortField":"percentchange","quoteType":"MUTUALFUND","query":{"operator":"and","operands":[{"operator":"gt","operands":["intradayprice",15]},{"operator":"or","operands":[{"operator":"EQ","operands":["performanceratingoverall",5]},{"operator":"EQ","operands":["performanceratingoverall",4]}]},{"operator":"gt","operands":["initialinvestment",1000]},{"operator":"or","operands":[{"operator":"eq","operands":["exchange","NAS"]}]}]},"userId":"","userIdType":"guid"}
-}
+PREDEFINED_SCREENERS_TYPE = Literal[
+    "aggressive_small_caps",
+    "day_gainers",
+    "fifty_two_wk_gainers",
+    "day_losers",
+    "growth_technology_stocks",
+    "most_actives",
+    "most_shorted_stocks",
+    "small_cap_gainers",
+    "undervalued_growth_stocks",
+    "undervalued_large_caps",
+    "conservative_foreign_funds",
+    "high_yield_bond",
+    "portfolio_anchors",
+    "solid_large_growth_funds",
+    "solid_midcap_growth_funds",
+    "top_mutual_funds"
+]
+
+PREDEFINED_SCREENERS:'list[PREDEFINED_SCREENERS_TYPE]' = [
+    "aggressive_small_caps",
+    "day_gainers",
+    "fifty_two_wk_gainers",
+    "day_losers",
+    "growth_technology_stocks",
+    "most_actives",
+    "most_shorted_stocks",
+    "small_cap_gainers",
+    "undervalued_growth_stocks",
+    "undervalued_large_caps",
+    "conservative_foreign_funds",
+    "high_yield_bond",
+    "portfolio_anchors",
+    "solid_large_growth_funds",
+    "solid_midcap_growth_funds",
+    "top_mutual_funds"
+]

yfinance/screener/__init__.py

@@ -1,4 +1,13 @@
 from .screener import Screener
-from .screener_query import EquityQuery
+from .query import Query, Validator
+from .query import Market, Region, Category, Sector, Industry, Exchange, PeerGroup
+from .query import QuarterlyRevenueGrowth, EpsGrowth, IntradayMarketCap, IntradayPrice, DayVolume, PercentChange, PeRatio, PegRatio, InitialInvestment, PerformanceRating, RiskRating, AnnualReturnRank, FundNetAssets
+from .query import EQ, AND, OR, BTWN, GT, LT, GTE, LTE
 
-__all__ = ['EquityQuery', 'Screener']
+__all__ = [
+    "Query", "Validator", "Screener",
+
+    "Market", "Region", "Category", "Sector", "Industry", "Exchange", "PeerGroup",
+    "QuarterlyRevenueGrowth", "EpsGrowth", "IntradayMarketCap", "IntradayPrice", "DayVolume", "PercentChange", "PeRatio", "PegRatio", "InitialInvestment", "PerformanceRating", "RiskRating", "AnnualReturnRank", "FundNetAssets",
+    "EQ", "AND", "OR", "BTWN", "GT", "LT", "GTE", "LTE"
+    ]