feat: add Yahoo Finance OHLCV data provider#470
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- Add YahooOHLCVDataProvider class for stocks, ETFs, indices, forex, and crypto - Support market='YAHOO' in DataSource to auto-select Yahoo provider - Implement has_data, get_data, prepare_backtest_data, get_backtest_data, copy - Map framework TimeFrame values to yfinance intervals - Register as default data provider alongside CCXT - Add comprehensive unit tests with mocked yfinance
- Add AlphaVantageOHLCVDataProvider (market='ALPHA_VANTAGE') with API key via MarketCredential - Add PolygonOHLCVDataProvider (market='POLYGON') with API key via MarketCredential - Both follow same pattern as Yahoo/CCXT: auto-selected based on market value - Add alpha_vantage and polygon-api-client dependencies - Register both as default data providers - Add comprehensive unit tests (32 tests with mocked external calls)
Introduce an intermediate base class OHLCVDataProviderBase that handles all shared OHLCV data provider logic: - Constructor, copy(), get_data(), prepare_backtest_data(), get_backtest_data() - CSV storage helpers, date range resolution, number of data points - Fixes bug: create_start_date was missing from Yahoo/AV/Polygon providers Concrete providers now only implement: - market_name, timeframe_map (class attributes) - _download_ohlcv() (API-specific download) - _validate_symbol() (optional, Yahoo only) Reduces Yahoo/AlphaVantage/Polygon from ~1,851 lines to ~1,033 total (44% reduction). CCXT intentionally excluded (different pattern: exchange-based detection, pagination, ticker support).
- Remove unused imports (F401) in alpha_vantage, polygon, yahoo, ohlcv_base - Fix CSVOHLCVDataProvider __init__ docstring placement - Fix PandasOHLCVDataProvider docstring: 'CSV file' -> 'pandas DataFrame' - Add custom data providers documentation - Update data sources docs with market info and links
- Move yfinance, alpha_vantage, polygon-api-client from required to optional deps - Add poetry extras: [yahoo], [alpha_vantage], [polygon], [all] - Use lazy imports with placeholder classes that raise helpful ImportError - Only include available providers in get_default_data_providers() - Update installation docs with extras install commands - Add install hints to each provider section in data-sources docs
The metrics module imported yfinance at module level, which broke the entire framework when yfinance was not installed (now optional). Move import inside get_risk_free_rate_us() with graceful fallback.
Instead of returning None, fall back to a 4% default rate so metrics like Sortino/Sharpe ratios work without yfinance installed.
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Summary
Adds a new
YahooOHLCVDataProviderthat enables fetching OHLCV data from Yahoo Finance via theyfinancelibrary.Closes #469
Changes
New file:
investing_algorithm_framework/infrastructure/data_providers/yahoo.pyYahooOHLCVDataProviderclass supporting stocks, ETFs, indices, forex, and cryptomarket="YAHOO"inDataSourceto auto-select this provider (same pattern as CCXT)has_data(),get_data(),prepare_backtest_data(),get_backtest_data(),copy()TimeFramevalues to yfinance intervals (1m, 5m, 1h, 1d, 1W, 1M, etc.)Modified:
__init__.pyfiles to export and registerYahooOHLCVDataProvideras a default providerNew tests:
tests/infrastructure/data_providers/test_yahoo_ohlcv_data_provider.pyUsage
Closes #469