Caching

Smarter Scraping

Install the nospam package to cache API calls and reduce spam to Yahoo:

pip install yfinance[nospam]

To use a custom requests session, pass a session= argument to the Ticker constructor. This allows for caching calls to the API as well as a custom way to modify requests via the User-agent header.

import requests_cache
session = requests_cache.CachedSession('yfinance.cache')
session.headers['User-agent'] = 'my-program/1.0'
ticker = yf.Ticker('MSFT', session=session)

# The scraped response will be stored in the cache
ticker.actions

Combine requests_cache with rate-limiting to avoid triggering Yahoo’s rate-limiter/blocker that can corrupt data.

from requests import Session
from requests_cache import CacheMixin, SQLiteCache
from requests_ratelimiter import LimiterMixin, MemoryQueueBucket
from pyrate_limiter import Duration, RequestRate, Limiter
class CachedLimiterSession(CacheMixin, LimiterMixin, Session):
   pass

session = CachedLimiterSession(
   limiter=Limiter(RequestRate(2, Duration.SECOND*5)),  # max 2 requests per 5 seconds
   bucket_class=MemoryQueueBucket,
   backend=SQLiteCache("yfinance.cache"),
)

Persistent Cache

To reduce Yahoo, yfinance store some data locally: timezones to localize dates, and cookie. Cache location is:

• Windows = C:/Users/<USER>/AppData/Local/py-yfinance

• Linux = /home/<USER>/.cache/py-yfinance

• MacOS = /Users/<USER>/Library/Caches/py-yfinance

You can direct cache to use a different location with set_tz_cache_location:

import yfinance as yf
yf.set_tz_cache_location("custom/cache/location")