caljadav/yahoo-fx-scraper

This is a simple script that will scrape recent daily exchange rate data from Yahoo Finance.

Yahoo-FX-Scraper

This is a simple script that will scrape recent daily FX data from Yahoo Finance.

Usage

Command Line Execution

You can run the scrape_yahoo_fx.py script directly from the command line. Here's how to do it:

python scrape_yahoo_fx.py --fx_type=closing --from=2024-1-1 --to=2024-3-1 --interval=1d --frequency=1d --currencies USD GBP AUD --o=example_rates.csv

• --fx_type: The type of FX data to scrape. This can be closing, opening, high, or low.
• --from: The start date for the data to scrape. Suggest the format YYYY-MM-DD, others will work.
• --to: The end date for the data to scrape. If not provided, the current date will be used.
• --interval: The interval for fetching data, e.g. 1d, 1wk, 1mo. If not provided, 1d will be used.
• --frequency: The frequency for fetching data, e.g. 1d, 1wk, 1mo. If not provided, 1d will be used.
• --currencies: The currencies to scrape data for. This should be a space-separated list of currency codes.
• --o: The name of the output file where the scraped data will be saved. This should be a .csv file. If not provided, the data will be printed to the console.

Using the scrape_yahoo_fx Function

The scrape_yahoo_fx function allows you to scrape foreign exchange (FX) data from Yahoo Finance directly within your Python code. Here's an example of how to use it:

from scrape_yahoo_fx import scrape_yahoo_fx
from datetime import datetime

# Define the currencies to scrape data for
currencies = ["USD", "GBP", "AUD"]

# Call the function
df = scrape_yahoo_fx(
    fx_type="closing", 
    currencies=currencies,
    from_date=datetime(2024,1,1),
    to_date=datetime(2024,3,1),
    interval='1d',
    frequency='1d'
)

# The function returns a pandas DataFrame
print(df.head())

The scraper will produce an output CSV/DataFrame with the following format, where each column is in the format "BASE TARGET".

Date	USD GBP	GBP USD	USD USD	USD AUD	AUD USD	GBP AUD	AUD GBP	GBP GBP	AUD AUD
2024-01-01	0.79	1.27	1.00	1.47	0.68	1.87	0.54	1.00	1.00
2024-01-02	0.79	1.27	1.00	1.47	0.68	1.87	0.54	1.00	1.00
2024-01-03	0.79	1.26	1.00	1.48	0.68	1.87	0.54	1.00	1.00
2024-01-04	0.79	1.27	1.00	1.48	0.67	1.88	0.53	1.00	1.00
2024-01-05	0.79	1.27	1.00	1.49	0.67	1.89	0.53	1.00	1.00
...	...	...	...	...	...	...	...	...	...

Hopefully someone finds this little script useful, enjoy!