「Python での株価取得」なら、yfinance!
仮想通貨取引はラズパイで自動化したので、他も自動化していきます。まずは、株。でも株価取得する方法は色々あって迷う。ということで、株価取得をどれで実装すべきか、を調べました。現時点での、結論は、yfinance ですね。
株価取得手段の候補
python/株価、とかでググると、様々な候補で出てきます。どれも、まあ使えるのですが、今後のことも考えて色々と調べました。有力候補は3つ。
- pandas_datareader
- yahoo-finance-api2
- yfinance
細かく解説はしませんが、結論はyfinance。理由は、財務情報まで取れる点と、複数銘柄を同時取得できること、LatestVersionのReleaseが、最も新しい2022/1/30だったことの3点。上の二つは、昨年、yahooの仕様変更時に一時的に使えなくなった記事も見かけました。
yfinanceのメリットまとめ
- 複数銘柄のデータをまとめて取得できる
- 財務情報の取得ができる
- LatestUpdateが最新:2022/01/30
yfinance 使い方
本家のGit
インストール
pip3 install yfinance
株価取得サンプルコード
import datetime
import yfinance as yf
start = datetime.date(2021,1,1)
end = datetime.date.today()
codelist = ["8306.T","7203.T","8031.T"] # MitsubisiUFJ,Toyota,Mitsuibussan
data = yf.download(codelist, start=start, end=end)
print(type(data))
print(data.columns)
print(data)
実行結果
[*********************100%***********************] 3 of 3 completed
<class 'pandas.core.frame.DataFrame'>
MultiIndex([('Adj Close', '7203.T'),
('Adj Close', '8031.T'),
('Adj Close', '8306.T'),
( 'Close', '7203.T'),
( 'Close', '8031.T'),
( 'Close', '8306.T'),
( 'High', '7203.T'),
( 'High', '8031.T'),
( 'High', '8306.T'),
( 'Low', '7203.T'),
( 'Low', '8031.T'),
( 'Low', '8306.T'),
( 'Open', '7203.T'),
( 'Open', '8031.T'),
( 'Open', '8306.T'),
( 'Volume', '7203.T'),
( 'Volume', '8031.T'),
( 'Volume', '8306.T')],
)
Adj Close ... Volume
7203.T 8031.T 8306.T ... 7203.T 8031.T 8306.T
Date ...
2021-01-04 1542.283203 1810.592773 433.223297 ... 21387000 2636300 44803800
2021-01-05 1519.717041 1812.041260 432.935150 ... 29285500 2382300 33068600
2021-01-06 1520.884277 1838.596558 445.614838 ... 21993000 3388700 92477300
2021-01-07 1520.884277 1917.297119 461.080231 ... 28129500 8817000 126359600
2021-01-08 1544.423096 1915.365723 467.227997 ... 30802500 4696000 84504900
... ... ... ... ... ... ... ...
2022-01-31 2245.500000 2853.500000 691.099976 ... 25588900 3049200 55231400
2022-02-01 2227.000000 2834.000000 698.599976 ... 24070100 3383000 54511800
2022-02-02 2273.500000 2896.500000 719.000000 ... 26879700 4758500 73382700
2022-02-03 2293.500000 2877.500000 719.299988 ... 22026900 8270500 57881500
2022-02-04 2277.500000 2962.500000 725.700012 ... 20162500 8839600 67810200
[268 rows x 18 columns]
取得項目
'Open':始値 'High':高値 'Low':安値 'Close':終値 ’AdjClose’:配当落調整済み終値 'Volume':出来高
銘柄コード
日本株なら、証券コードに.Tを追加。インデックス系なら、日経225:^N225 JASDAQインデックス: ^NJAQ.SS ダウ: ^DJI SP500: ^GSPC ナスダック: ^IXIC 香港ハンセン: ^HSI ムンバイSENSEX30: ^BSESN FTSE100: ^FTSE DAX: ^GDAXI CAC40: ^FCHI
TOPIX は見つからなかった。基本的に、yahoo finance us で探せばよい。
財務情報を取得する方法 サンプルと実行時の応答
以下、本家のGitにあるサンプルに日本語の補足つけました。このうちのいくつかの項目をトヨタで取得してみて返ってきた結果も張り付けておきました。
import yfinance as yf
msft = yf.Ticker("MSFT")
# get stock info (株式情報の取得)
msft.info
# get historical market data (過去の市場データ 日足データと配当・分割情報)
hist = msft.history(period="max")
# show actions (dividends, splits) (配当や分割)
msft.actions
# show dividends (配当)
msft.dividends
# show splits(分割)
msft.splits
# show financials (財務情報)
msft.financials
msft.quarterly_financials
# show major holders (主要な株主)
msft.major_holders
# show institutional holders (機関投資家)
msft.institutional_holders
# show balance sheet (バランスシート)
msft.balance_sheet
msft.quarterly_balance_sheet
# show cashflow (キャッシュフロー)
msft.cashflow
msft.quarterly_cashflow
# show earnings (収益)
msft.earnings
msft.quarterly_earnings
# show sustainability (事業継続性 タバコ、アルコール関係かなどフラグや指数)
msft.sustainability
# show analysts recommendations (アナリストの推奨事項)
msft.recommendations
# show next event (earnings, etc)
msft.calendar
# show ISIN code - *experimental* 国際証券コード (テスト中)
# ISIN = International Securities Identification Number
msft.isin
# show options expirations (オプションの有効期限)
msft.options
# show news (ニュース)
msft.news
# get option chain for specific expiration (特定期限のオプションを取得)
opt = msft.option_chain('YYYY-MM-DD')
# data available via: opt.calls, opt.puts
===== toyota.info ====={'zip': '100-8330', 'sector': 'Financial Services', 'fullTimeEmployees': 132700, 'longBusinessSummary': "Mitsubishi UFJ Financial Group, Inc., a bank holding company, provides financial services in Japan, the United States, and Asia/Oceania. The company's Retail & Commercial Banking Business Group segment offers commercial banking, trust banking, and securities products and services to retail, and small and medium-sized enterprise customers. Its Japanese Corporate & Investment Banking Business Group segment provides transaction banking, investment banking, trust banking, and securities services, as well as advanced financial solutions for large corporations. The company's Global Corporate & Investment Banking Business Group segment offers corporate, investment, and transaction banking services for large corporate and financial institutions. Its Global Commercial Banking Business Group segment provides retail and commercial banking services, including loans, deposits, fund transfers, investments, and asset management services for local retail, small and medium-sized enterprise, and corporate customers. The company's Asset Management & Investor Services Business Group segment offers asset management and administration services for corporations and pension funds, such as pension fund management and administration, advice on pension structures, and payments to beneficiaries, as well as investment trusts for retail customers. Its Global Markets Business Group segment sells and trades in fixed income instruments, currencies, equities, and other investment products; originates and distributes of financial products; and provides treasury services comprising asset and liability management, as well as global investments. Mitsubishi UFJ Financial Group, Inc. was founded in 1880 and is headquartered in Tokyo, Japan.", 'city': 'Tokyo', 'phone': '81 3 3240 8111', 'country': 'Japan', 'companyOfficers': [], 'website': 'https://www.mufg.jp', 'maxAge': 1, 'address1': '7-1, Marunouchi 2-chome', 'fax': '81 3 5218 8666', 'industry': 'Banks—Diversified', 'address2': 'Chiyoda-ku', 'ebitdaMargins': 0, 'profitMargins': 0.30624, 'grossMargins': 0, 'operatingCashflow': None, 'revenueGrowth': 0.649, 'operatingMargins': 0.52426, 'ebitda': None, 'targetLowPrice': 600, 'recommendationKey': 'buy', 'grossProfits': 4642550000000, 'freeCashflow': None, 'targetMedianPrice': 805, 'currentPrice': 725.7, 'earningsGrowth': None, 'currentRatio': None, 'returnOnAssets': 0.00453, 'numberOfAnalystOpinions': 12, 'targetMeanPrice': 801.7, 'debtToEquity': None, 'returnOnEquity': 0.09003, 'targetHighPrice': 990, 'totalCash': 144057598738432, 'totalDebt': 91616056442880, 'totalRevenue': 5161468035072, 'totalCashPerShare': 11247.186, 'financialCurrency': 'JPY', 'revenuePerShare': 401.704, 'quickRatio': None, 'recommendationMean': 2, 'exchange': 'JPX', 'shortName': 'MITSUBISHI UFJ FINANCIAL GROUP ', 'longName': 'Mitsubishi UFJ Financial Group, Inc.', 'exchangeTimezoneName': 'Asia/Tokyo', 'exchangeTimezoneShortName': 'JST', 'isEsgPopulated': False, 'gmtOffSetMilliseconds': '32400000', 'quoteType': 'EQUITY', 'symbol': '8306.T', 'messageBoardId': 'finmb_2456637', 'market': 'jp_market', 'annualHoldingsTurnover': None, 'enterpriseToRevenue': -8.194, 'beta3Year': None, 'enterpriseToEbitda': None, '52WeekChange': 0.3843341, 'morningStarRiskRating': None, 'forwardEps': 82.38, 'revenueQuarterlyGrowth': None, 'sharesOutstanding': 12722199552, 'fundInceptionDate': None, 'annualReportExpenseRatio': None, 'totalAssets': None, 'bookValue': 1380.865, 'sharesShort': None, 'sharesPercentSharesOut': None, 'fundFamily': None, 'lastFiscalYearEnd': 1617148800, 'heldPercentInstitutions': 0.2922, 'netIncomeToCommon': 1580658982912, 'trailingEps': 122.563, 'lastDividendValue': 14.5, 'SandP52WeekChange': 0.14349055, 'priceToBook': 0.5255402, 'heldPercentInsiders': 0.05878, 'nextFiscalYearEnd': 1680220800, 'yield': None, 'mostRecentQuarter': 1640908800, 'shortRatio': None, 'sharesShortPreviousMonthDate': None, 'floatShares': 12441748648, 'beta': None, 'enterpriseValue': -42291800571904, 'priceHint': 2, 'threeYearAverageReturn': None, 'lastSplitDate': 1191196800, 'lastSplitFactor': '1000:1', 'legalType': None, 'lastDividendDate': 1648598400, 'morningStarOverallRating': None, 'earningsQuarterlyGrowth': None, 'priceToSalesTrailing12Months': 1.7887353, 'dateShortInterest': None, 'pegRatio': 0.61, 'ytdReturn': None, 'forwardPE': 8.809177, 'lastCapGain': None, 'shortPercentOfFloat': None, 'sharesShortPriorMonth': None, 'impliedSharesOutstanding': None, 'category': None, 'fiveYearAverageReturn': None, 'previousClose': 719.3, 'regularMarketOpen': 725, 'twoHundredDayAverage': 626.1825, 'trailingAnnualDividendYield': 0.017378006, 'payoutRatio': 0.2699, 'volume24Hr': None, 'regularMarketDayHigh': 727.6, 'navPrice': None, 'averageDailyVolume10Day': 61795590, 'regularMarketPreviousClose': 719.3, 'fiftyDayAverage': 654.478, 'trailingAnnualDividendRate': 12.5, 'open': 725, 'toCurrency': None, 'averageVolume10days': 61795590, 'expireDate': None, 'algorithm': None, 'dividendRate': 29, 'exDividendDate': 1648598400, 'circulatingSupply': None, 'startDate': None, 'regularMarketDayLow': 719.7, 'currency': 'JPY', 'trailingPE': 5.9210362, 'regularMarketVolume': 67810200, 'lastMarket': None, 'maxSupply': None, 'openInterest': None, 'marketCap': 9232499867648, 'volumeAllCurrencies': None, 'strikePrice': None, 'averageVolume': 53429383, 'dayLow': 719.7, 'ask': 725.8, 'askSize': 0, 'volume': 67810200, 'fiftyTwoWeekHigh': 727.6, 'fromCurrency': None, 'fiveYearAvgDividendYield': 3.89, 'fiftyTwoWeekLow': 508.8, 'bid': 724.9, 'tradeable': False, 'dividendYield': 0.0403, 'bidSize': 0, 'dayHigh': 727.6, 'regularMarketPrice': 725.7, 'preMarketPrice': None, 'logo_url': 'https://logo.clearbit.com/mufg.jp', 'trailingPegRatio': 1.1361}
===== toyota.history =====
Open High Low Close Volume Dividends Stock Splits
Date
2005-09-29 931.760645 944.524490 899.851034 925.378723 81919000 0.0 0.0
2005-09-30 931.760726 976.434185 906.233035 950.906494 91878000 0.0 0.0
2005-10-03 931.760535 938.142456 880.705163 906.232849 116715000 0.0 0.0
2005-10-04 912.614696 918.996617 880.705091 893.468933 47337000 0.0 0.0
2005-10-05 899.850854 918.996617 880.705091 893.468933 71891000 0.0 0.0
... ... ... ... ... ... ... ...
2022-01-31 690.099976 694.099976 685.099976 691.099976 55231400 0.0 0.0
2022-02-01 691.000000 701.400024 689.700012 698.599976 54511800 0.0 0.0
2022-02-02 706.700012 719.000000 705.900024 719.000000 73382700 0.0 0.0
2022-02-03 715.099976 720.599976 708.599976 719.299988 57881500 0.0 0.0
2022-02-04 725.000000 727.599976 719.700012 725.700012 67810200 0.0 0.0
[4039 rows x 7 columns]
===== toyota.actions =====
Dividends Stock Splits
Date
2006-03-28 4.0 0.0
2006-09-26 5.0 0.0
2007-03-27 6.0 0.0
2007-10-01 7.0 1000.0
2008-03-26 7.0 0.0
2008-09-25 7.0 0.0
2009-03-26 5.0 0.0
2009-09-25 6.0 0.0
2010-03-29 6.0 0.0
2010-09-28 6.0 0.0
2011-03-29 6.0 0.0
2011-09-28 6.0 0.0
2012-03-28 6.0 0.0
2012-09-26 6.0 0.0
2013-03-27 7.0 0.0
2013-09-26 7.0 0.0
2014-03-27 9.0 0.0
2014-09-26 9.0 0.0
2015-03-27 9.0 0.0
2015-09-28 9.0 0.0
2016-03-29 9.0 0.0
2016-09-28 9.0 0.0
2017-03-29 9.0 0.0
2017-09-27 9.0 0.0
2018-03-28 10.0 0.0
2018-09-26 11.0 0.0
2019-03-27 11.0 0.0
2019-09-27 12.5 0.0
2020-03-30 12.5 0.0
2020-09-29 12.5 0.0
2021-03-30 12.5 0.0
2021-09-29 13.5 0.0
===== toyota.dividends =====
Date
2006-03-28 4.0
2006-09-26 5.0
2007-03-27 6.0
2007-10-01 7.0
2008-03-26 7.0
2008-09-25 7.0
2009-03-26 5.0
2009-09-25 6.0
2010-03-29 6.0
2010-09-28 6.0
2011-03-29 6.0
2011-09-28 6.0
2012-03-28 6.0
2012-09-26 6.0
2013-03-27 7.0
2013-09-26 7.0
2014-03-27 9.0
2014-09-26 9.0
2015-03-27 9.0
2015-09-28 9.0
2016-03-29 9.0
2016-09-28 9.0
2017-03-29 9.0
2017-09-27 9.0
2018-03-28 10.0
2018-09-26 11.0
2019-03-27 11.0
2019-09-27 12.5
2020-03-30 12.5
2020-09-29 12.5
2021-03-30 12.5
2021-09-29 13.5
Name: Dividends, dtype: float64
===== toyota.splits =====
Date
2007-10-01 1000.0
Name: Stock Splits, dtype: float64
===== toyota.financials =====
2021-03-31 2020-03-31 2019-03-31 2018-03-31
Research Development None None None None
Effect Of Accounting Charges None None None None
Income Before Tax 1042035000000.0 433220000000.0 870842000000.0 1661819000000.0
Minority Interest 913684000000.0 728029000000.0 785200000000.0 675633000000.0
Net Income 777018000000.0 305955000000.0 718645000000.0 1228160000000.0
Selling General Administrative 2786505000000.0 1888694000000.0 1778945000000.0 1764787000000.0
Gross Profit 4642550000000.0 3796781000000.0 3856312000000.0 4406199000000.0
Ebit 0.0 0.0 0.0 0.0
Operating Income 1070238000000.0 1191827000000.0 1358870000000.0 2059666000000.0
Other Operating Expenses 785807000000.0 716260000000.0 718497000000.0 581746000000.0
Interest Expense None None None None
Extraordinary Items None None None None
Non Recurring None None None None
Other Items None None None None
Income Tax Expense 185068000000.0 114505000000.0 133237000000.0 407823000000.0
Total Revenue 4642550000000.0 3796781000000.0 3856312000000.0 4406199000000.0
Total Operating Expenses 3572312000000.0 2604954000000.0 2497442000000.0 2346533000000.0
Cost Of Revenue 0.0 0.0 0.0 0.0
Total Other Income Expense Net -368838000000.0 -758607000000.0 -488028000000.0 -397847000000.0
Discontinued Operations None None None None
Net Income From Continuing Ops 856967000000.0 318715000000.0 737605000000.0 1253996000000.0
Net Income Applicable To Common Shares 777018000000.0 305955000000.0 718645000000.0 1228160000000.0
===== toyota.balance_sheet =====
2021-03-31 2020-03-31 2019-03-31 2018-03-31
Intangible Assets 1.163006e+12 1.239526e+12 9.271960e+11 1.011119e+12
Capital Surplus 9.772870e+11 5.533520e+12 5.577186e+12 5.740165e+12
Total Liab 3.417573e+14 3.160088e+14 2.892442e+14 2.849245e+14
Total Stockholder Equity 1.680257e+13 1.501649e+13 1.519955e+13 1.497018e+13
Minority Interest 9.136840e+11 7.280290e+11 7.852000e+11 6.756330e+11
Other Current Liab 2.300742e+13 6.658115e+12 4.342166e+12 4.733513e+12
Total Assets 3.594735e+14 3.317533e+14 3.052289e+14 3.005703e+14
Common Stock 2.141513e+12 2.090270e+12 2.090270e+12 2.090270e+12
Other Current Assets 1.220294e+13 1.352728e+13 1.400798e+13 1.318185e+13
Retained Earnings 1.120009e+13 8.319101e+12 8.333597e+12 5.185304e+12
Other Liab 1.327772e+13 7.301890e+11 8.544050e+11 8.418760e+11
Good Will 2.730920e+11 5.176260e+11 4.338910e+11 4.413340e+11
Treasury Stock 2.483685e+12 -9.264040e+11 -8.015050e+11 1.954443e+12
Other Assets 1.205628e+14 1.223921e+14 1.201255e+14 1.200412e+14
Cash 1.029807e+14 7.594325e+13 7.200292e+13 7.317857e+13
Total Current Liabilities 2.724156e+14 2.868690e+14 2.603992e+14 2.570131e+14
Deferred Long Term Asset Charges 1.379880e+11 1.130310e+11 8.971900e+10 6.870400e+10
Other Stockholder Equity 2.986479e+12 -4.204170e+11 -2.842690e+11 2.477315e+12
Property Plant Equipment 1.296402e+12 1.322964e+12 9.736000e+11 1.013588e+12
Total Current Assets 1.530733e+14 1.601092e+14 1.353447e+14 1.321913e+14
Long Term Investments 8.310495e+13 4.617178e+13 4.742403e+13 4.587180e+13
Net Tangible Assets 1.536647e+13 1.328898e+13 1.385589e+13 1.352500e+13
Short Term Investments 1.733729e+13 2.743992e+13 1.373331e+13 1.499468e+13
Net Receivables 1.563200e+12 2.404201e+12 2.535869e+12 2.208079e+12
Long Term Debt 5.606389e+13 2.790158e+13 2.792728e+13 2.700895e+13
Accounts Payable 2.196204e+14 2.052058e+14 2.005895e+14 1.970320e+14
===== toyota.cashflow =====
2021-03-31 2020-03-31 2019-03-31 2018-03-31
Investments -9.455864e+12 -1.424482e+12 -5.227190e+12 -4.372490e+11
Change To Liabilities 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
Total Cashflows From Investing Activities -1.014034e+13 -1.808544e+13 -4.632028e+12 3.244016e+12
Net Borrowings -1.097120e+11 1.803798e+13 -2.879420e+11 4.241555e+12
Total Cash From Financing Activities 2.473116e+13 2.378252e+13 3.063331e+12 9.362206e+12
Change To Operating Activities 8.695320e+12 1.666082e+12 1.143971e+12 -6.652846e+12
Issuance Of Stock 2.143000e+09 1.235000e+09 2.322000e+09 1.316000e+09
Net Income 7.770180e+11 3.059550e+11 7.186450e+11 1.228160e+12
Change In Cash 2.464508e+13 3.978523e+12 -1.296388e+12 1.185424e+13
Repurchase Of Stock -1.300000e+07 -5.002800e+10 -1.599620e+11 -2.011020e+11
Effect Of Exchange Rate 3.165440e+11 -3.626520e+11 4.397500e+10 -1.881490e+11
Total Cash From Operating Activities 9.737710e+12 -1.355900e+12 2.283340e+11 -5.638360e+11
Depreciation 3.554500e+11 3.508170e+11 3.339500e+11 3.305560e+11
Other Cashflows From Investing Activities -3.451380e+11 -6.861100e+10 -4.959000e+10 -7.276500e+10
Dividends Paid -3.217720e+11 -3.037280e+11 -2.755810e+11 -2.405140e+11
Other Cashflows From Financing Activities 2.516052e+13 6.097059e+12 3.784494e+12 5.560951e+12
Change To Netincome 1.234020e+11 1.223738e+12 7.268030e+11 -1.123610e+12
Capital Expenditures -1.336710e+11 -1.238040e+11 -1.264790e+11 -1.590030e+11
===== toyota.earnings =====
Revenue Earnings
Year
2018 4406199000000 1228160000000
2019 3856312000000 718645000000
2020 3796781000000 305955000000
2021 4642550000000 777018000000
===== toyota.sustainablitily =====
Value
2021-9
palmOil False
controversialWeapons False
gambling False
socialScore 10.78
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 165
governanceScore 8.52
environmentPercentile None
animalTesting False
tobacco False
totalEsg 20.51
highestControversy 3
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 24.71
peerGroup Banks
smallArms False
environmentScore 1.21
governancePercentile None
militaryContract False
===== toyota.recommendations =====
None
===== toyota.calendar =====
Value
Earnings Date 2022-02-02 02:00:00
Earnings Average 7.38
Earnings Low 7.38
Earnings High 7.38
Revenue Average None
Revenue Low None
Revenue High None
===== toyota.news =====
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