title

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。

Python での 株価取得方法 3択
  • 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

yfinance を選んだ理由
  • 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

GitHub
GitHub - ranaroussi/yfinance: Download market data from Yahoo! Finance's API
Download market data from Yahoo! Finance's API. Contribute to ranaroussi/yfinance development by creating an account on GitHub.
dummy

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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