cache

import "github.com/wnjoon/go-yfinance/pkg/cache"

Package cache provides an in-memory caching layer for go-yfinance.

Overview

The cache package provides a thread-safe, TTL-based in-memory cache for storing frequently accessed data like timezone mappings and ticker information.

Basic Usage

c := cache.New(cache.WithTTL(5 * time.Minute))
c.Set("AAPL:tz", "America/New_York")
if tz, ok := c.Get("AAPL:tz"); ok {
    fmt.Println(tz)
}

Global Cache

A global cache instance is available for convenience:

cache.SetGlobal("key", "value")
value, ok := cache.GetGlobal("key")

Thread Safety

All cache operations are thread-safe and can be used from multiple goroutines.

Package cache provides an in-memory caching layer for go-yfinance.

Overview

The cache package provides a thread-safe, TTL-based in-memory cache for storing frequently accessed data like timezone mappings and ticker information.

Basic Usage

c := cache.New(cache.WithTTL(5 * time.Minute))
c.Set("AAPL:tz", "America/New_York")
if tz, ok := c.Get("AAPL:tz"); ok {
    fmt.Println(tz)
}

Global Cache

A global cache instance is available for convenience:

cache.SetGlobal("key", "value")
value, ok := cache.GetGlobal("key")

Configuration Options

• WithTTL: Set custom TTL for cache entries (default: 5 minutes)

Automatic Cleanup

The cache automatically removes expired entries every 10 minutes to prevent memory leaks.

Thread Safety

All cache operations are thread-safe and can be used from multiple goroutines.

Index

• Constants
• func ClearGlobal()
• func DeleteGlobal(key string)
• func GetGlobal(key string) (interface{}, bool)
• func GetGlobalString(key string) (string, bool)
• func SetGlobal(key string, value interface{})
• func SetGlobalWithTTL(key string, value interface{}, ttl time.Duration)
• type Cache
• func New(opts ...Option) *Cache
• func (c *Cache) Clear()
• func (c *Cache) Close()
• func (c *Cache) Delete(key string)
• func (c *Cache) Get(key string) (interface{}, bool)
• func (c *Cache) GetString(key string) (string, bool)
• func (c *Cache) Len() int
• func (c *Cache) Set(key string, value interface{})
• func (c *Cache) SetWithTTL(key string, value interface{}, ttl time.Duration)
• type Option
• func WithTTL(ttl time.Duration) Option

Constants

Default settings

const (
    // DefaultTTL is the default time-to-live for cache entries.
    DefaultTTL = 5 * time.Minute

    // DefaultCleanupInterval is the default interval for cleaning expired entries.
    DefaultCleanupInterval = 10 * time.Minute
)

func ClearGlobal

func ClearGlobal()

ClearGlobal removes all entries from the global cache.

func DeleteGlobal

func DeleteGlobal(key string)

DeleteGlobal removes a key from the global cache.

func GetGlobal

func GetGlobal(key string) (interface{}, bool)

GetGlobal retrieves a value from the global cache.

func GetGlobalString

func GetGlobalString(key string) (string, bool)

GetGlobalString retrieves a string value from the global cache.

func SetGlobal

func SetGlobal(key string, value interface{})

SetGlobal stores a value in the global cache.

func SetGlobalWithTTL

func SetGlobalWithTTL(key string, value interface{}, ttl time.Duration)

SetGlobalWithTTL stores a value in the global cache with a custom TTL.

type Cache

Cache is a thread-safe, TTL-based in-memory cache.

type Cache struct {
    // contains filtered or unexported fields
}

func New

func New(opts ...Option) *Cache

New creates a new Cache with the given options.

func (*Cache) Clear

func (c *Cache) Clear()

Clear removes all entries from the cache.

func (*Cache) Close

func (c *Cache) Close()

Close stops the cleanup goroutine and releases resources.

func (*Cache) Delete

func (c *Cache) Delete(key string)

Delete removes a key from the cache.

func (*Cache) Get

func (c *Cache) Get(key string) (interface{}, bool)

Get retrieves a value from the cache. Returns the value and true if found and not expired, otherwise nil and false.

func (*Cache) GetString

func (c *Cache) GetString(key string) (string, bool)

GetString retrieves a string value from the cache. Returns the value and true if found, not expired, and is a string.

func (*Cache) Len

func (c *Cache) Len() int

Len returns the number of items in the cache (including expired ones).

func (*Cache) Set

func (c *Cache) Set(key string, value interface{})

Set stores a value in the cache with the default TTL.

func (*Cache) SetWithTTL

func (c *Cache) SetWithTTL(key string, value interface{}, ttl time.Duration)

SetWithTTL stores a value in the cache with a custom TTL.

type Option

Option is a function that configures a Cache.

type Option func(*Cache)

func WithTTL

func WithTTL(ttl time.Duration) Option

WithTTL sets the default TTL for cache entries.

calendars

import "github.com/wnjoon/go-yfinance/pkg/calendars"

Package calendars provides Yahoo Finance economic calendar functionality.

Overview

The calendars package allows retrieving various financial calendars including earnings announcements, IPOs, economic events, and stock splits. This is useful for tracking upcoming market events and financial releases.

Basic Usage

cal, err := calendars.New()
if err != nil {
    log.Fatal(err)
}
defer cal.Close()

// Get earnings calendar
earnings, err := cal.Earnings(nil)
if err != nil {
    log.Fatal(err)
}
for _, e := range earnings {
    fmt.Printf("%s: %s, EPS Est: %.2f\n",
        e.Symbol, e.CompanyName, e.EPSEstimate)
}

Earnings Calendar

Get upcoming and recent earnings announcements:

earnings, err := cal.Earnings(&models.CalendarOptions{
    Limit: 50,
})
for _, e := range earnings {
    fmt.Printf("%s: Est %.2f, Actual %.2f, Surprise %.2f%%\n",
        e.Symbol, e.EPSEstimate, e.EPSActual, e.SurprisePercent)
}

IPO Calendar

Get upcoming and recent IPO information:

ipos, err := cal.IPOs(nil)
for _, ipo := range ipos {
    fmt.Printf("%s: %s, Price: $%.2f-$%.2f\n",
        ipo.Symbol, ipo.CompanyName, ipo.PriceFrom, ipo.PriceTo)
}

Economic Events

Get economic releases and indicators:

events, err := cal.EconomicEvents(nil)
for _, e := range events {
    fmt.Printf("%s (%s): Expected %.2f, Actual %.2f\n",
        e.Event, e.Region, e.Expected, e.Actual)
}

Stock Splits

Get stock split events:

splits, err := cal.Splits(nil)
for _, s := range splits {
    fmt.Printf("%s: %s (%s)\n",
        s.Symbol, s.CompanyName, s.Ratio)
}

Custom Date Range

Specify a custom date range for calendar queries:

start := time.Now()
end := start.AddDate(0, 1, 0) // 1 month ahead

cal, err := calendars.New(calendars.WithDateRange(start, end))
// Or per-query:
earnings, err := cal.Earnings(&models.CalendarOptions{
    Start: start,
    End:   end,
    Limit: 100,
})

Calendar Options

Configure calendar queries with CalendarOptions:

opts := &models.CalendarOptions{
    Start:  time.Now(),
    End:    time.Now().AddDate(0, 0, 30),
    Limit:  50,   // Max results (capped at 100)
    Offset: 0,    // Pagination offset
}
earnings, err := cal.Earnings(opts)

Custom Client

Provide a custom HTTP client:

c, _ := client.New()
cal, _ := calendars.New(calendars.WithClient(c))

Thread Safety

All Calendars methods are safe for concurrent use from multiple goroutines.

Python Compatibility

This package implements the same functionality as Python yfinance's Calendars class:

Python                                  | Go
----------------------------------------|----------------------------------------
yf.Calendars()                          | calendars.New()
yf.Calendars(start, end)                | calendars.New(WithDateRange(start, end))
cal.get_earnings_calendar(limit)        | cal.Earnings(&CalendarOptions{Limit: n})
cal.get_ipo_info_calendar()             | cal.IPOs(nil)
cal.get_economic_events_calendar()      | cal.EconomicEvents(nil)
cal.get_splits_calendar()               | cal.Splits(nil)
cal.earnings_calendar                   | cal.Earnings(nil)
cal.ipo_info_calendar                   | cal.IPOs(nil)
cal.economic_events_calendar            | cal.EconomicEvents(nil)
cal.splits_calendar                     | cal.Splits(nil)

Index

• type Calendars
• func New(opts ...Option) (*Calendars, error)
• func (c *Calendars) ClearCache()
• func (c *Calendars) Close()
• func (c *Calendars) Earnings(opts *models.CalendarOptions) ([]models.EarningsEvent, error)
• func (c *Calendars) EconomicEvents(opts *models.CalendarOptions) ([]models.EconomicEvent, error)
• func (c *Calendars) IPOs(opts *models.CalendarOptions) ([]models.IPOEvent, error)
• func (c *Calendars) Splits(opts *models.CalendarOptions) ([]models.CalendarSplitEvent, error)
• type Option
• func WithClient(c *client.Client) Option
• func WithDateRange(start, end time.Time) Option

type Calendars

Calendars provides access to Yahoo Finance economic calendars.

Calendars allows retrieving earnings, IPO, economic events, and stock splits data.

type Calendars struct {
    // contains filtered or unexported fields
}

func New

func New(opts ...Option) (*Calendars, error)

New creates a new Calendars instance.

By default, the date range is from today to 7 days from now.

Example:

cal, err := calendars.New()
if err != nil {
    log.Fatal(err)
}
defer cal.Close()

earnings, err := cal.Earnings(nil)
for _, e := range earnings {
    fmt.Printf("%s: %s, EPS Est: %.2f\n", e.Symbol, e.CompanyName, e.EPSEstimate)
}

func (*Calendars) ClearCache

func (c *Calendars) ClearCache()

ClearCache clears all cached calendar data.

func (*Calendars) Close

func (c *Calendars) Close()

Close releases resources used by the Calendars instance.

func (*Calendars) Earnings

func (c *Calendars) Earnings(opts *models.CalendarOptions) ([]models.EarningsEvent, error)

Earnings retrieves the earnings calendar.

Returns upcoming and recent earnings announcements with EPS estimates.

Example:

earnings, err := cal.Earnings(nil)
if err != nil {
    log.Fatal(err)
}
for _, e := range earnings {
    fmt.Printf("%s: Est %.2f, Actual %.2f, Surprise %.2f%%\n",
        e.Symbol, e.EPSEstimate, e.EPSActual, e.SurprisePercent)
}

func (*Calendars) EconomicEvents

func (c *Calendars) EconomicEvents(opts *models.CalendarOptions) ([]models.EconomicEvent, error)

EconomicEvents retrieves the economic events calendar.

Returns upcoming and recent economic releases and indicators.

Example:

events, err := cal.EconomicEvents(nil)
if err != nil {
    log.Fatal(err)
}
for _, e := range events {
    fmt.Printf("%s (%s): Expected %.2f, Actual %.2f\n",
        e.Event, e.Region, e.Expected, e.Actual)
}

func (*Calendars) IPOs

func (c *Calendars) IPOs(opts *models.CalendarOptions) ([]models.IPOEvent, error)

IPOs retrieves the IPO calendar.

Returns upcoming and recent IPO information.

Example:

ipos, err := cal.IPOs(nil)
if err != nil {
    log.Fatal(err)
}
for _, ipo := range ipos {
    fmt.Printf("%s: %s, Price Range: $%.2f-$%.2f\n",
        ipo.Symbol, ipo.CompanyName, ipo.PriceFrom, ipo.PriceTo)
}

func (*Calendars) Splits

func (c *Calendars) Splits(opts *models.CalendarOptions) ([]models.CalendarSplitEvent, error)

Splits retrieves the stock splits calendar.

Returns upcoming and recent stock split events.

Example:

splits, err := cal.Splits(nil)
if err != nil {
    log.Fatal(err)
}
for _, s := range splits {
    fmt.Printf("%s: %s, Old: %.0f, New: %.0f\n",
        s.Symbol, s.CompanyName, s.OldShareWorth, s.NewShareWorth)
}

type Option

Option is a function that configures a Calendars instance.

type Option func(*Calendars)

func WithClient

func WithClient(c *client.Client) Option

WithClient sets a custom HTTP client for the Calendars instance.

func WithDateRange

func WithDateRange(start, end time.Time) Option

WithDateRange sets the date range for calendar queries.

client

import "github.com/wnjoon/go-yfinance/pkg/client"

Package client provides HTTP client functionality for Yahoo Finance API.

Package client provides HTTP client functionality for accessing Yahoo Finance API.

Overview

The client package handles all HTTP communication with Yahoo Finance servers, including TLS fingerprint spoofing using CycleTLS to avoid detection and blocking.

Authentication

Yahoo Finance API requires cookie/crumb authentication. This is handled automatically by the AuthManager which supports two strategies:

• Basic: Uses fc.yahoo.com for cookie acquisition (default)
• CSRF: Uses guce.yahoo.com consent flow (for EU users)

The AuthManager automatically falls back to the alternate strategy if one fails.

Usage

c, err := client.New(
    client.WithTimeout(30),
    client.WithUserAgent("Custom UA"),
)
if err != nil {
    log.Fatal(err)
}
defer c.Close()

resp, err := c.Get("https://query2.finance.yahoo.com/v8/finance/chart/AAPL", nil)

Error Handling

The package provides typed errors via YFError for easy error handling:

if client.IsRateLimitError(err) {
    // Handle rate limiting
}

See ErrorCode for all available error types.

Package client provides HTTP client functionality for Yahoo Finance API.

Index

• Variables
• func IsAuthError(err error) bool
• func IsInvalidSymbolError(err error) bool
• func IsNoDataError(err error) bool
• func IsNotFoundError(err error) bool
• func IsRateLimitError(err error) bool
• func IsTimeoutError(err error) bool
• func RandomUserAgent() string
• type AuthManager
• func NewAuthManager(client *Client) *AuthManager
• func (a *AuthManager) AddCrumbToParams(params url.Values) (url.Values, error)
• func (a *AuthManager) GetCrumb() (string, error)
• func (a *AuthManager) Reset()
• func (a *AuthManager) SwitchStrategy()
• type AuthStrategy
• type Client
• func New(opts ...ClientOption) (*Client, error)
• func (c *Client) Close()
• func (c *Client) Get(rawURL string, params url.Values) (*Response, error)
• func (c *Client) GetCookie() string
• func (c *Client) GetJSON(rawURL string, params url.Values, v interface{}) error
• func (c *Client) Post(rawURL string, params url.Values, body map[string]string) (*Response, error)
• func (c *Client) PostJSON(rawURL string, params url.Values, body []byte) (*Response, error)
• func (c *Client) SetCookie(cookie string)
• type ClientOption
• func WithJA3(ja3 string) ClientOption
• func WithTimeout(timeout int) ClientOption
• func WithUserAgent(userAgent string) ClientOption
• type ErrorCode
• type Response
• type YFError
• func HTTPStatusToError(statusCode int, body string) *YFError
• func NewError(code ErrorCode, message string, cause error) *YFError
• func WrapAuthError(err error) *YFError
• func WrapInvalidResponseError(err error) *YFError
• func WrapInvalidSymbolError(symbol string) *YFError
• func WrapNetworkError(err error) *YFError
• func WrapNoDataError(symbol string) *YFError
• func WrapNotFoundError(symbol string) *YFError
• func WrapRateLimitError() *YFError
• func WrapTimeoutError(err error) *YFError
• func (e *YFError) Error() string
• func (e *YFError) Is(target error) bool
• func (e *YFError) Unwrap() error

Variables

Predefined errors for easy comparison

var (
    ErrNetwork         = &YFError{Code: ErrCodeNetwork, Message: "network error"}
    ErrAuth            = &YFError{Code: ErrCodeAuth, Message: "authentication error"}
    ErrRateLimit       = &YFError{Code: ErrCodeRateLimit, Message: "rate limited"}
    ErrNotFound        = &YFError{Code: ErrCodeNotFound, Message: "not found"}
    ErrInvalidSymbol   = &YFError{Code: ErrCodeInvalidSymbol, Message: "invalid symbol"}
    ErrInvalidResponse = &YFError{Code: ErrCodeInvalidResponse, Message: "invalid response"}
    ErrNoData          = &YFError{Code: ErrCodeNoData, Message: "no data available"}
    ErrTimeout         = &YFError{Code: ErrCodeTimeout, Message: "request timeout"}
)

UserAgents contains browser User-Agent strings for request rotation.

var UserAgents = []string{

    "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36",
    "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36",
    "Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36",

    "Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:135.0) Gecko/20100101 Firefox/135.0",
    "Mozilla/5.0 (Macintosh; Intel Mac OS X 14.7; rv:135.0) Gecko/20100101 Firefox/135.0",
    "Mozilla/5.0 (X11; Linux i686; rv:135.0) Gecko/20100101 Firefox/135.0",

    "Mozilla/5.0 (Macintosh; Intel Mac OS X 14_7_4) AppleWebKit/605.1.15 (KHTML, like Gecko) Version/18.3 Safari/605.1.15",

    "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36 Edg/131.0.2903.86",
}

func IsAuthError

func IsAuthError(err error) bool

IsAuthError checks if the error is an authentication error.

func IsInvalidSymbolError

func IsInvalidSymbolError(err error) bool

IsInvalidSymbolError checks if the error is an invalid symbol error.

func IsNoDataError

func IsNoDataError(err error) bool

IsNoDataError checks if the error is a no data error.

func IsNotFoundError

func IsNotFoundError(err error) bool

IsNotFoundError checks if the error is a not found error.

func IsRateLimitError

func IsRateLimitError(err error) bool

IsRateLimitError checks if the error is a rate limit error.

func IsTimeoutError

func IsTimeoutError(err error) bool

IsTimeoutError checks if the error is a timeout error.

func RandomUserAgent

func RandomUserAgent() string

RandomUserAgent returns a random User-Agent string.

type AuthManager

AuthManager handles Yahoo Finance authentication (Cookie + Crumb).

type AuthManager struct {
    // contains filtered or unexported fields
}

func NewAuthManager

func NewAuthManager(client *Client) *AuthManager

NewAuthManager creates a new AuthManager with the given client.

func (*AuthManager) AddCrumbToParams

func (a *AuthManager) AddCrumbToParams(params url.Values) (url.Values, error)

AddCrumbToParams adds the crumb parameter to URL values.

func (*AuthManager) GetCrumb

func (a *AuthManager) GetCrumb() (string, error)

GetCrumb returns the current crumb, fetching it if necessary.

func (*AuthManager) Reset

func (a *AuthManager) Reset()

Reset clears the authentication state.

func (*AuthManager) SwitchStrategy

func (a *AuthManager) SwitchStrategy()

SwitchStrategy switches to the alternate authentication strategy.

type AuthStrategy

AuthStrategy represents the authentication strategy.

type AuthStrategy int

const (
    // StrategyBasic uses fc.yahoo.com for cookie acquisition.
    StrategyBasic AuthStrategy = iota
    // StrategyCSRF uses guce.yahoo.com consent flow for cookie acquisition.
    StrategyCSRF
)

type Client

Client is the HTTP client for Yahoo Finance API with TLS fingerprint spoofing.

type Client struct {
    // contains filtered or unexported fields
}

func New

func New(opts ...ClientOption) (*Client, error)

New creates a new Client with optional configuration. The underlying CycleTLS client is lazily initialized on first request.

func (*Client) Close

func (c *Client) Close()

Close closes the CycleTLS client.

func (*Client) Get

func (c *Client) Get(rawURL string, params url.Values) (*Response, error)

Get performs an HTTP GET request.

func (*Client) GetCookie

func (c *Client) GetCookie() string

GetCookie returns the current cookie.

func (*Client) GetJSON

func (c *Client) GetJSON(rawURL string, params url.Values, v interface{}) error

GetJSON performs an HTTP GET request and unmarshals the JSON response.

func (*Client) Post

func (c *Client) Post(rawURL string, params url.Values, body map[string]string) (*Response, error)

Post performs an HTTP POST request with form data.

func (*Client) PostJSON

func (c *Client) PostJSON(rawURL string, params url.Values, body []byte) (*Response, error)

PostJSON performs an HTTP POST request with JSON body.

func (*Client) SetCookie

func (c *Client) SetCookie(cookie string)

SetCookie sets the cookie for subsequent requests.

type ClientOption

ClientOption is a function that configures a Client.

type ClientOption func(*Client)

func WithJA3

func WithJA3(ja3 string) ClientOption

WithJA3 sets a custom JA3 fingerprint.

func WithTimeout

func WithTimeout(timeout int) ClientOption

WithTimeout sets the request timeout in seconds.

func WithUserAgent

func WithUserAgent(userAgent string) ClientOption

WithUserAgent sets a custom User-Agent.

type ErrorCode

ErrorCode represents the type of error.

type ErrorCode int

const (
    // ErrCodeUnknown is an unknown error.
    ErrCodeUnknown ErrorCode = iota
    // ErrCodeNetwork is a network-related error.
    ErrCodeNetwork
    // ErrCodeAuth is an authentication error.
    ErrCodeAuth
    // ErrCodeRateLimit is a rate limiting error (HTTP 429).
    ErrCodeRateLimit
    // ErrCodeNotFound is a not found error (HTTP 404).
    ErrCodeNotFound
    // ErrCodeInvalidSymbol is an invalid ticker symbol error.
    ErrCodeInvalidSymbol
    // ErrCodeInvalidResponse is an invalid response format error.
    ErrCodeInvalidResponse
    // ErrCodeNoData is a no data available error.
    ErrCodeNoData
    // ErrCodeTimeout is a request timeout error.
    ErrCodeTimeout
)

type Response

Response represents an HTTP response.

type Response struct {
    StatusCode int
    Body       string
    Headers    map[string]string
}

type YFError

YFError represents a Yahoo Finance API error.

type YFError struct {
    Code    ErrorCode
    Message string
    Cause   error
}

func HTTPStatusToError

func HTTPStatusToError(statusCode int, body string) *YFError

HTTPStatusToError converts an HTTP status code to an appropriate error.

func NewError

func NewError(code ErrorCode, message string, cause error) *YFError

NewError creates a new YFError.

func WrapAuthError

func WrapAuthError(err error) *YFError

WrapAuthError wraps an error as an authentication error.

func WrapInvalidResponseError

func WrapInvalidResponseError(err error) *YFError

WrapInvalidResponseError wraps an error as an invalid response error.

func WrapInvalidSymbolError

func WrapInvalidSymbolError(symbol string) *YFError

WrapInvalidSymbolError creates an invalid symbol error.

func WrapNetworkError

func WrapNetworkError(err error) *YFError

WrapNetworkError wraps an error as a network error.

func WrapNoDataError

func WrapNoDataError(symbol string) *YFError

WrapNoDataError creates a no data error for a symbol.

func WrapNotFoundError

func WrapNotFoundError(symbol string) *YFError

WrapNotFoundError creates a not found error for a symbol.

func WrapRateLimitError

func WrapRateLimitError() *YFError

WrapRateLimitError creates a rate limit error.

func WrapTimeoutError

func WrapTimeoutError(err error) *YFError

WrapTimeoutError wraps an error as a timeout error.

func (*YFError) Error

func (e *YFError) Error() string

Error implements the error interface.

func (*YFError) Is

func (e *YFError) Is(target error) bool

Is reports whether the error matches the target.

func (*YFError) Unwrap

func (e *YFError) Unwrap() error

Unwrap returns the underlying error.

config

import "github.com/wnjoon/go-yfinance/pkg/config"

Package config provides configuration management for go-yfinance.

Package config provides configuration management for go-yfinance.

Overview

The config package provides a centralized way to configure go-yfinance behavior. It supports both global configuration via Get and per-instance configuration via NewDefault.

Global Configuration

import "github.com/wnjoon/go-yfinance/pkg/config"

// Get global config and modify settings
config.Get().
    SetTimeout(60 * time.Second).
    SetProxy("http://proxy:8080").
    SetDebug(true)

Available Settings

HTTP Client:

• Timeout: Request timeout duration
• UserAgent: Custom User-Agent string
• JA3: TLS fingerprint for spoofing
• ProxyURL: HTTP/HTTPS proxy URL

Rate Limiting:

• MaxRetries: Maximum retry attempts
• RetryDelay: Delay between retries
• MaxConcurrent: Maximum concurrent requests

Caching:

• CacheEnabled: Enable/disable response caching
• CacheTTL: Cache time-to-live duration

Debug:

• Debug: Enable debug logging

Thread Safety

All Config methods are safe for concurrent use.

Reset

Use Reset to restore global configuration to defaults:

config.Reset()

Index

• Constants
• func Reset()
• type Config
• func Get() *Config
• func NewDefault() *Config
• func (c *Config) Clone() *Config
• func (c *Config) DisableCache() *Config
• func (c *Config) EnableCache(ttl time.Duration) *Config
• func (c *Config) GetJA3() string
• func (c *Config) GetProxyURL() string
• func (c *Config) GetTimeout() time.Duration
• func (c *Config) GetUserAgent() string
• func (c *Config) IsCacheEnabled() bool
• func (c *Config) IsDebug() bool
• func (c *Config) SetDebug(debug bool) *Config
• func (c *Config) SetJA3(ja3 string) *Config
• func (c *Config) SetMaxConcurrent(n int) *Config
• func (c *Config) SetMaxRetries(n int) *Config
• func (c *Config) SetProxy(proxyURL string) *Config
• func (c *Config) SetRetryDelay(d time.Duration) *Config
• func (c *Config) SetTimeout(d time.Duration) *Config
• func (c *Config) SetUserAgent(ua string) *Config

Constants

Default configuration values

const (
    DefaultTimeout       = 30 * time.Second
    DefaultMaxRetries    = 3
    DefaultRetryDelay    = 1 * time.Second
    DefaultMaxConcurrent = 10
    DefaultCacheTTL      = 5 * time.Minute
)

Default JA3 fingerprint (Chrome)

const DefaultJA3 = "771,4865-4866-4867-49195-49199-49196-49200-52393-52392-49171-49172-156-157-47-53,0-23-65281-10-11-35-16-5-13-18-51-45-43-27-17513,29-23-24,0"

func Reset

func Reset()

Reset resets the global configuration to defaults.

type Config

Config holds the global configuration for go-yfinance.

type Config struct {

    // HTTP Client settings
    Timeout   time.Duration
    UserAgent string
    JA3       string

    // Proxy settings
    ProxyURL string

    // Rate limiting
    MaxRetries    int
    RetryDelay    time.Duration
    MaxConcurrent int

    // Cache settings
    CacheEnabled bool
    CacheTTL     time.Duration

    // Debug settings
    Debug bool
    // contains filtered or unexported fields
}

func Get

func Get() *Config

Get returns the global configuration instance.

func NewDefault

func NewDefault() *Config

NewDefault creates a new Config with default values.

func (*Config) Clone

func (c *Config) Clone() *Config

Clone creates a copy of the configuration.

func (*Config) DisableCache

func (c *Config) DisableCache() *Config

DisableCache disables response caching.

func (*Config) EnableCache

func (c *Config) EnableCache(ttl time.Duration) *Config

EnableCache enables response caching.

func (*Config) GetJA3

func (c *Config) GetJA3() string

GetJA3 returns the JA3 fingerprint.

func (*Config) GetProxyURL

func (c *Config) GetProxyURL() string

GetProxyURL returns the proxy URL.

func (*Config) GetTimeout

func (c *Config) GetTimeout() time.Duration

GetTimeout returns the timeout value.

func (*Config) GetUserAgent

func (c *Config) GetUserAgent() string

GetUserAgent returns the User-Agent string.

func (*Config) IsCacheEnabled

func (c *Config) IsCacheEnabled() bool

IsCacheEnabled returns whether caching is enabled.

func (*Config) IsDebug

func (c *Config) IsDebug() bool

IsDebug returns whether debug mode is enabled.

func (*Config) SetDebug

func (c *Config) SetDebug(debug bool) *Config

SetDebug enables or disables debug mode.

func (*Config) SetJA3

func (c *Config) SetJA3(ja3 string) *Config

SetJA3 sets the JA3 TLS fingerprint.

func (*Config) SetMaxConcurrent

func (c *Config) SetMaxConcurrent(n int) *Config

SetMaxConcurrent sets the maximum concurrent requests.

func (*Config) SetMaxRetries

func (c *Config) SetMaxRetries(n int) *Config

SetMaxRetries sets the maximum number of retries.

func (*Config) SetProxy

func (c *Config) SetProxy(proxyURL string) *Config

SetProxy sets the proxy URL.

func (*Config) SetRetryDelay

func (c *Config) SetRetryDelay(d time.Duration) *Config

SetRetryDelay sets the delay between retries.

func (*Config) SetTimeout

func (c *Config) SetTimeout(d time.Duration) *Config

SetTimeout sets the HTTP request timeout.

func (*Config) SetUserAgent

func (c *Config) SetUserAgent(ua string) *Config

SetUserAgent sets the User-Agent string.

industry

import "github.com/wnjoon/go-yfinance/pkg/industry"

Package industry provides Yahoo Finance industry data functionality.

Overview

The industry package allows retrieving financial industry information including overview data, top companies, sector information, top performing companies, and top growth companies. This is useful for industry-based analysis and screening.

Basic Usage

i, err := industry.New("semiconductors")
if err != nil {
    log.Fatal(err)
}
defer i.Close()

// Get industry overview
overview, err := i.Overview()
if err != nil {
    log.Fatal(err)
}
fmt.Printf("Companies: %d\n", overview.CompaniesCount)
fmt.Printf("Market Cap: $%.2f\n", overview.MarketCap)

Sector Information

Get the parent sector of an industry:

sectorKey, err := i.SectorKey()
sectorName, err := i.SectorName()
fmt.Printf("Part of: %s (%s)\n", sectorName, sectorKey)

Top Performing Companies

Get companies with highest year-to-date returns:

companies, err := i.TopPerformingCompanies()
if err != nil {
    log.Fatal(err)
}
for _, c := range companies {
    fmt.Printf("%s: YTD %.2f%%, Target: $%.2f\n",
        c.Symbol, c.YTDReturn*100, c.TargetPrice)
}

Top Growth Companies

Get companies with highest growth estimates:

companies, err := i.TopGrowthCompanies()
if err != nil {
    log.Fatal(err)
}
for _, c := range companies {
    fmt.Printf("%s: Growth Estimate: %.2f%%\n",
        c.Symbol, c.GrowthEstimate*100)
}

Predefined Industries

Common industry identifiers are available as constants:

i, _ := industry.NewWithPredefined(models.IndustrySemiconductors)
i, _ := industry.NewWithPredefined(models.IndustryBiotechnology)
i, _ := industry.NewWithPredefined(models.IndustryBanksDiversified)

Available predefined industries (grouped by sector):

Technology:

• IndustrySemiconductors
• IndustrySoftwareInfrastructure
• IndustrySoftwareApplication
• IndustryConsumerElectronics
• IndustryComputerHardware

Healthcare:

• IndustryBiotechnology
• IndustryDrugManufacturersGeneral
• IndustryMedicalDevices
• IndustryHealthcarePlans

Financial Services:

• IndustryBanksDiversified
• IndustryBanksRegional
• IndustryAssetManagement
• IndustryCapitalMarkets

Energy:

• IndustryOilGasIntegrated
• IndustryOilGasEP
• IndustryOilGasMidstream

Caching

Industry data is cached after the first fetch. To refresh:

i.ClearCache()

Custom Client

Provide a custom HTTP client:

c, _ := client.New()
i, _ := industry.New("semiconductors", industry.WithClient(c))

Thread Safety

All Industry methods are safe for concurrent use from multiple goroutines.

Python Compatibility

This package implements the same functionality as Python yfinance's Industry class:

Python                              | Go
------------------------------------|------------------------------------
yf.Industry("semiconductors")       | industry.New("semiconductors")
industry.key                        | i.Key()
industry.name                       | i.Name()
industry.symbol                     | i.Symbol()
industry.sector_key                 | i.SectorKey()
industry.sector_name                | i.SectorName()
industry.overview                   | i.Overview()
industry.top_companies              | i.TopCompanies()
industry.top_performing_companies   | i.TopPerformingCompanies()
industry.top_growth_companies       | i.TopGrowthCompanies()
industry.research_reports           | i.ResearchReports()

Index

• type Industry
• func New(key string, opts ...Option) (*Industry, error)
• func NewWithPredefined(ind models.PredefinedIndustry, opts ...Option) (*Industry, error)
• func (i *Industry) ClearCache()
• func (i *Industry) Close()
• func (i *Industry) Data() (*models.IndustryData, error)
• func (i *Industry) Key() string
• func (i *Industry) Name() (string, error)
• func (i *Industry) Overview() (models.IndustryOverview, error)
• func (i *Industry) ResearchReports() ([]models.ResearchReport, error)
• func (i *Industry) SectorKey() (string, error)
• func (i *Industry) SectorName() (string, error)
• func (i *Industry) Symbol() (string, error)
• func (i *Industry) TopCompanies() ([]models.IndustryTopCompany, error)
• func (i *Industry) TopGrowthCompanies() ([]models.GrowthCompany, error)
• func (i *Industry) TopPerformingCompanies() ([]models.PerformingCompany, error)
• type Option
• func WithClient(c *client.Client) Option

type Industry

Industry provides access to financial industry data from Yahoo Finance.

Industry allows retrieving industry-related information such as overview, top companies, sector information, and performing/growth companies.

type Industry struct {
    // contains filtered or unexported fields
}

func New

func New(key string, opts ...Option) (*Industry, error)

New creates a new Industry instance for the given industry key.

Industry keys are lowercase with hyphens, e.g., "semiconductors", "software-infrastructure". Use predefined constants from models package for convenience.

Example:

i, err := industry.New("semiconductors")
if err != nil {
    log.Fatal(err)
}
defer i.Close()

overview, err := i.Overview()
fmt.Printf("Industry has %d companies\n", overview.CompaniesCount)

func NewWithPredefined

func NewWithPredefined(ind models.PredefinedIndustry, opts ...Option) (*Industry, error)

NewWithPredefined creates a new Industry instance using a predefined industry constant.

Example:

i, err := industry.NewWithPredefined(models.IndustrySemiconductors)
if err != nil {
    log.Fatal(err)
}

func (*Industry) ClearCache

func (i *Industry) ClearCache()

ClearCache clears the cached industry data. The next call to any data method will fetch fresh data.

func (*Industry) Close

func (i *Industry) Close()

Close releases resources used by the Industry instance.

func (*Industry) Data

func (i *Industry) Data() (*models.IndustryData, error)

Data returns all industry data.

This fetches and returns the complete industry information including overview, top companies, sector info, and performing/growth companies.

Example:

data, err := i.Data()
if err != nil {
    log.Fatal(err)
}
fmt.Printf("Industry: %s in Sector: %s\n", data.Name, data.SectorName)

func (*Industry) Key

func (i *Industry) Key() string

Key returns the industry key.

func (*Industry) Name

func (i *Industry) Name() (string, error)

Name returns the industry name.

Example:

name, err := i.Name()
fmt.Println(name) // "Semiconductors"

func (*Industry) Overview

func (i *Industry) Overview() (models.IndustryOverview, error)

Overview returns the industry overview information.

Example:

overview, err := i.Overview()
if err != nil {
    log.Fatal(err)
}
fmt.Printf("Companies: %d\n", overview.CompaniesCount)
fmt.Printf("Market Cap: $%.2f\n", overview.MarketCap)

func (*Industry) ResearchReports

func (i *Industry) ResearchReports() ([]models.ResearchReport, error)

ResearchReports returns research reports for the industry.

Example:

reports, err := i.ResearchReports()
if err != nil {
    log.Fatal(err)
}
for _, r := range reports {
    fmt.Printf("%s: %s\n", r.Provider, r.Title)
}

func (*Industry) SectorKey

func (i *Industry) SectorKey() (string, error)

SectorKey returns the key of the parent sector.

Example:

sectorKey, err := i.SectorKey()
fmt.Println(sectorKey) // "technology"

func (*Industry) SectorName

func (i *Industry) SectorName() (string, error)

SectorName returns the name of the parent sector.

Example:

sectorName, err := i.SectorName()
fmt.Println(sectorName) // "Technology"

func (*Industry) Symbol

func (i *Industry) Symbol() (string, error)

Symbol returns the industry symbol.

func (*Industry) TopCompanies

func (i *Industry) TopCompanies() ([]models.IndustryTopCompany, error)

TopCompanies returns the top companies in the industry.

Example:

companies, err := i.TopCompanies()
if err != nil {
    log.Fatal(err)
}
for _, c := range companies {
    fmt.Printf("%s: %s (Weight: %.2f%%)\n",
        c.Symbol, c.Name, c.MarketWeight*100)
}

func (*Industry) TopGrowthCompanies

func (i *Industry) TopGrowthCompanies() ([]models.GrowthCompany, error)

TopGrowthCompanies returns the top growth companies in the industry.

Returns companies with highest growth estimates.

Example:

companies, err := i.TopGrowthCompanies()
if err != nil {
    log.Fatal(err)
}
for _, c := range companies {
    fmt.Printf("%s: YTD %.2f%%, Growth Estimate: %.2f%%\n",
        c.Symbol, c.YTDReturn*100, c.GrowthEstimate*100)
}

func (*Industry) TopPerformingCompanies

func (i *Industry) TopPerformingCompanies() ([]models.PerformingCompany, error)

TopPerformingCompanies returns the top performing companies in the industry.

Returns companies with highest year-to-date returns.

Example:

companies, err := i.TopPerformingCompanies()
if err != nil {
    log.Fatal(err)
}
for _, c := range companies {
    fmt.Printf("%s: YTD %.2f%%, Last: $%.2f, Target: $%.2f\n",
        c.Symbol, c.YTDReturn*100, c.LastPrice, c.TargetPrice)
}

type Option

Option is a function that configures an Industry instance.

type Option func(*Industry)

func WithClient

func WithClient(c *client.Client) Option

WithClient sets a custom HTTP client for the Industry instance.

live

import "github.com/wnjoon/go-yfinance/pkg/live"

Package live provides real-time WebSocket streaming for Yahoo Finance data.

Overview

The live package enables real-time price updates via Yahoo Finance's WebSocket streaming API. Messages are delivered as protobuf-encoded pricing data and decoded into [models.PricingData] structs.

Basic Usage

ws, err := live.New()
if err != nil {
    log.Fatal(err)
}
defer ws.Close()

// Subscribe to symbols
ws.Subscribe([]string{"AAPL", "MSFT", "GOOGL"})

// Listen for updates
ws.Listen(func(data *models.PricingData) {
    fmt.Printf("%s: $%.2f (%.2f%%)\n",
        data.ID, data.Price, data.ChangePercent)
})

Async Listening

For non-blocking operation, use ListenAsync:

ws.Subscribe([]string{"AAPL"})
ws.ListenAsync(func(data *models.PricingData) {
    fmt.Printf("%s: $%.2f\n", data.ID, data.Price)
})

// Do other work...
time.Sleep(10 * time.Second)
ws.Close()

Error Handling

Set an error handler to receive connection errors:

ws, _ := live.New(
    live.WithErrorHandler(func(err error) {
        log.Printf("WebSocket error: %v", err)
    }),
)

Configuration Options

• WithURL: Set custom WebSocket URL
• WithHeartbeatInterval: Set heartbeat interval (default 15s)
• WithReconnectDelay: Set reconnection delay (default 3s)
• WithErrorHandler: Set error callback

Data Fields

The [models.PricingData] struct contains real-time market data:

• ID: Ticker symbol
• Price: Current price
• Change: Price change from previous close
• ChangePercent: Percentage change
• DayHigh, DayLow: Day's high and low
• DayVolume: Trading volume
• Bid, Ask: Current bid/ask prices
• MarketHours: Market state (pre/regular/post/closed)

Thread Safety

All WebSocket methods are safe for concurrent use from multiple goroutines.

Package live provides real-time WebSocket streaming for Yahoo Finance data.

Overview

The live package enables real-time price updates via Yahoo Finance's WebSocket streaming API. Messages are delivered as protobuf-encoded pricing data.

Basic Usage

ws, err := live.New()
if err != nil {
    log.Fatal(err)
}
defer ws.Close()

// Subscribe to symbols
ws.Subscribe([]string{"AAPL", "MSFT", "GOOGL"})

// Listen for updates
ws.Listen(func(data *models.PricingData) {
    fmt.Printf("%s: $%.2f\n", data.ID, data.Price)
})

With Ticker Integration

ticker, _ := ticker.New("AAPL")
ticker.Live(func(data *models.PricingData) {
    fmt.Printf("Price: $%.2f\n", data.Price)
})

Thread Safety

All WebSocket methods are safe for concurrent use from multiple goroutines.

Index

• Constants
• type ErrorHandler
• type MessageHandler
• type Option
• func WithErrorHandler(handler ErrorHandler) Option
• func WithHeartbeatInterval(d time.Duration) Option
• func WithReconnectDelay(d time.Duration) Option
• func WithURL(url string) Option
• type WebSocket
• func New(opts ...Option) (*WebSocket, error)
• func (ws *WebSocket) Close() error
• func (ws *WebSocket) Connect() error
• func (ws *WebSocket) IsConnected() bool
• func (ws *WebSocket) Listen(handler MessageHandler) error
• func (ws *WebSocket) ListenAsync(handler MessageHandler) error
• func (ws *WebSocket) Subscribe(symbols []string) error
• func (ws *WebSocket) Subscriptions() []string
• func (ws *WebSocket) Unsubscribe(symbols []string) error

Constants

const (
    // DefaultURL is the Yahoo Finance WebSocket endpoint.
    DefaultURL = "wss://streamer.finance.yahoo.com/?version=2"

    // DefaultHeartbeatInterval is the interval for re-sending subscriptions.
    DefaultHeartbeatInterval = 15 * time.Second

    // DefaultReconnectDelay is the delay before attempting reconnection.
    DefaultReconnectDelay = 3 * time.Second
)

type ErrorHandler

ErrorHandler is a callback function for handling errors.

type ErrorHandler func(error)

type MessageHandler

MessageHandler is a callback function for handling pricing data.

type MessageHandler func(*models.PricingData)

type Option

Option is a function that configures a WebSocket.

type Option func(*WebSocket)

func WithErrorHandler

func WithErrorHandler(handler ErrorHandler) Option

WithErrorHandler sets the error handler callback.

func WithHeartbeatInterval

func WithHeartbeatInterval(d time.Duration) Option

WithHeartbeatInterval sets the heartbeat interval.

func WithReconnectDelay

func WithReconnectDelay(d time.Duration) Option

WithReconnectDelay sets the reconnection delay.

func WithURL

func WithURL(url string) Option

WithURL sets a custom WebSocket URL.

type WebSocket

WebSocket represents a WebSocket client for Yahoo Finance streaming.

type WebSocket struct {
    // contains filtered or unexported fields
}

func New

func New(opts ...Option) (*WebSocket, error)

New creates a new WebSocket client.

Example:

ws, err := live.New()
if err != nil {
    log.Fatal(err)
}
defer ws.Close()

func (*WebSocket) Close

func (ws *WebSocket) Close() error

Close closes the WebSocket connection.

func (*WebSocket) Connect

func (ws *WebSocket) Connect() error

Connect establishes the WebSocket connection.

func (*WebSocket) IsConnected

func (ws *WebSocket) IsConnected() bool

IsConnected returns true if the WebSocket is connected.

func (*WebSocket) Listen

func (ws *WebSocket) Listen(handler MessageHandler) error

Listen starts listening for messages and calls the handler for each message. This method blocks until Close() is called or an unrecoverable error occurs.

Example:

ws.Listen(func(data *models.PricingData) {
    fmt.Printf("%s: $%.2f\n", data.ID, data.Price)
})

func (*WebSocket) ListenAsync

func (ws *WebSocket) ListenAsync(handler MessageHandler) error

ListenAsync starts listening in a separate goroutine. Returns immediately. Use Close() to stop listening.

Example:

ws.ListenAsync(func(data *models.PricingData) {
    fmt.Printf("%s: $%.2f\n", data.ID, data.Price)
})
// ... do other work ...
ws.Close()

func (*WebSocket) Subscribe

func (ws *WebSocket) Subscribe(symbols []string) error

Subscribe adds symbols to the subscription list and sends subscribe message.

Example:

ws.Subscribe([]string{"AAPL", "MSFT"})

func (*WebSocket) Subscriptions

func (ws *WebSocket) Subscriptions() []string

Subscriptions returns the current list of subscribed symbols.

func (*WebSocket) Unsubscribe

func (ws *WebSocket) Unsubscribe(symbols []string) error

Unsubscribe removes symbols from the subscription list.

Example:

ws.Unsubscribe([]string{"AAPL"})

lookup

import "github.com/wnjoon/go-yfinance/pkg/lookup"

Package lookup provides Yahoo Finance ticker lookup functionality.

Overview

The lookup package allows searching for financial instruments (stocks, ETFs, mutual funds, indices, futures, currencies, and cryptocurrencies) by query string. This is useful for finding ticker symbols when you know the company name or a partial symbol.

Unlike the search package which provides general search across news, lists, and research, lookup is specifically designed for finding ticker symbols with optional filtering by instrument type.

Basic Usage

l, err := lookup.New("Apple")
if err != nil {
    log.Fatal(err)
}
defer l.Close()

// Get all matching instruments
results, err := l.All(10)
if err != nil {
    log.Fatal(err)
}
for _, doc := range results {
    fmt.Printf("%s: %s (%s)\n", doc.Symbol, doc.Name, doc.QuoteType)
}

Filtering by Type

You can filter results by specific instrument types:

// Get only stocks
stocks, err := l.Stock(10)

// Get only ETFs
etfs, err := l.ETF(10)

// Get only mutual funds
funds, err := l.MutualFund(10)

// Get only indices
indices, err := l.Index(10)

// Get only futures
futures, err := l.Future(10)

// Get only currencies
currencies, err := l.Currency(10)

// Get only cryptocurrencies
cryptos, err := l.Cryptocurrency(10)

Pricing Data

By default, lookup results include real-time pricing data such as:

• RegularMarketPrice: Current market price
• RegularMarketChange: Price change
• RegularMarketChangePercent: Percentage change
• RegularMarketVolume: Trading volume
• MarketCap: Market capitalization
• FiftyTwoWeekHigh/Low: 52-week price range

Caching

Lookup results are cached per query/type combination. To clear the cache:

l.ClearCache()

Custom Client

You can provide a custom HTTP client for the Lookup instance:

c, _ := client.New()
l, _ := lookup.New("AAPL", lookup.WithClient(c))

Thread Safety

All Lookup methods are safe for concurrent use from multiple goroutines.

Python Compatibility

This package implements the same functionality as Python yfinance's Lookup class:

Python                      | Go
----------------------------|---------------------------
yf.Lookup("AAPL")           | lookup.New("AAPL")
lookup.get_all(count=10)    | l.All(10)
lookup.get_stock(count=10)  | l.Stock(10)
lookup.get_etf(count=10)    | l.ETF(10)
lookup.get_mutualfund(10)   | l.MutualFund(10)
lookup.get_index(count=10)  | l.Index(10)
lookup.get_future(count=10) | l.Future(10)
lookup.get_currency(10)     | l.Currency(10)
lookup.get_cryptocurrency() | l.Cryptocurrency(10)

Index

• type Lookup
• func New(query string, opts ...Option) (*Lookup, error)
• func (l *Lookup) All(count int) ([]models.LookupDocument, error)
• func (l *Lookup) ClearCache()
• func (l *Lookup) Close()
• func (l *Lookup) Cryptocurrency(count int) ([]models.LookupDocument, error)
• func (l *Lookup) Currency(count int) ([]models.LookupDocument, error)
• func (l *Lookup) ETF(count int) ([]models.LookupDocument, error)
• func (l *Lookup) Future(count int) ([]models.LookupDocument, error)
• func (l *Lookup) Index(count int) ([]models.LookupDocument, error)
• func (l *Lookup) MutualFund(count int) ([]models.LookupDocument, error)
• func (l *Lookup) Query() string
• func (l *Lookup) Stock(count int) ([]models.LookupDocument, error)
• type Option
• func WithClient(c *client.Client) Option

type Lookup

Lookup provides Yahoo Finance ticker lookup functionality.

Lookup allows searching for financial instruments by query string, with optional filtering by instrument type.

type Lookup struct {
    // contains filtered or unexported fields
}

func New

func New(query string, opts ...Option) (*Lookup, error)

New creates a new Lookup instance for the given query.

The query can be a ticker symbol, company name, or partial match.

Example:

l, err := lookup.New("AAPL")
if err != nil {
    log.Fatal(err)
}
defer l.Close()

results, err := l.All(10)
for _, doc := range results {
    fmt.Printf("%s: %s\n", doc.Symbol, doc.Name)
}

func (*Lookup) All

func (l *Lookup) All(count int) ([]models.LookupDocument, error)

All returns all types of financial instruments matching the query.

Parameters:

• count: Maximum number of results to return (default 25 if \<= 0)

Example:

results, err := l.All(10)
for _, doc := range results {
    fmt.Printf("%s: %s (%s)\n", doc.Symbol, doc.Name, doc.QuoteType)
}

func (*Lookup) ClearCache

func (l *Lookup) ClearCache()

ClearCache clears the cached lookup results.

func (*Lookup) Close

func (l *Lookup) Close()

Close releases resources used by the Lookup instance.

func (*Lookup) Cryptocurrency

func (l *Lookup) Cryptocurrency(count int) ([]models.LookupDocument, error)

Cryptocurrency returns cryptocurrency instruments matching the query.

Parameters:

• count: Maximum number of results to return (default 25 if \<= 0)

Example:

cryptos, err := l.Cryptocurrency(10)
for _, doc := range cryptos {
    fmt.Printf("%s: %s\n", doc.Symbol, doc.Name)
}

func (*Lookup) Currency

func (l *Lookup) Currency(count int) ([]models.LookupDocument, error)

Currency returns currency instruments matching the query.

Parameters:

• count: Maximum number of results to return (default 25 if \<= 0)

Example:

currencies, err := l.Currency(10)
for _, doc := range currencies {
    fmt.Printf("%s: %s\n", doc.Symbol, doc.Name)
}

func (*Lookup) ETF

func (l *Lookup) ETF(count int) ([]models.LookupDocument, error)

ETF returns ETF instruments matching the query.

Parameters:

• count: Maximum number of results to return (default 25 if \<= 0)

Example:

etfs, err := l.ETF(10)
for _, doc := range etfs {
    fmt.Printf("%s: %s\n", doc.Symbol, doc.Name)
}

func (*Lookup) Future

func (l *Lookup) Future(count int) ([]models.LookupDocument, error)

Future returns futures instruments matching the query.

Parameters:

• count: Maximum number of results to return (default 25 if \<= 0)

Example:

futures, err := l.Future(10)
for _, doc := range futures {
    fmt.Printf("%s: %s\n", doc.Symbol, doc.Name)
}

func (*Lookup) Index

func (l *Lookup) Index(count int) ([]models.LookupDocument, error)

Index returns index instruments matching the query.

Parameters:

• count: Maximum number of results to return (default 25 if \<= 0)

Example:

indices, err := l.Index(10)
for _, doc := range indices {
    fmt.Printf("%s: %s\n", doc.Symbol, doc.Name)
}

func (*Lookup) MutualFund

func (l *Lookup) MutualFund(count int) ([]models.LookupDocument, error)

MutualFund returns mutual fund instruments matching the query.

Parameters:

• count: Maximum number of results to return (default 25 if \<= 0)

Example:

funds, err := l.MutualFund(10)
for _, doc := range funds {
    fmt.Printf("%s: %s\n", doc.Symbol, doc.Name)
}

func (*Lookup) Query

func (l *Lookup) Query() string

Query returns the search query string.

func (*Lookup) Stock

func (l *Lookup) Stock(count int) ([]models.LookupDocument, error)

Stock returns equity/stock instruments matching the query.

Parameters:

• count: Maximum number of results to return (default 25 if \<= 0)

Example:

stocks, err := l.Stock(10)
for _, doc := range stocks {
    fmt.Printf("%s: %s\n", doc.Symbol, doc.Name)
}

type Option

Option is a function that configures a Lookup instance.

type Option func(*Lookup)

func WithClient

func WithClient(c *client.Client) Option

WithClient sets a custom HTTP client for the Lookup instance.

market

import "github.com/wnjoon/go-yfinance/pkg/market"

Package market provides Yahoo Finance market status and summary functionality.

Overview

The market package allows retrieving market trading hours, timezone information, and summary data for major market indices. This is useful for determining market state and getting an overview of major indices like S&P 500, Dow Jones, etc.

Basic Usage

m, err := market.New("us_market")
if err != nil {
    log.Fatal(err)
}
defer m.Close()

// Get market status (opening/closing times)
status, err := m.Status()
if err != nil {
    log.Fatal(err)
}
if status.Open != nil {
    fmt.Printf("Market opens at: %s\n", status.Open.Format("15:04"))
}
fmt.Printf("Timezone: %s\n", status.Timezone.Short)

Market Summary

Get an overview of major market indices:

summary, err := m.Summary()
if err != nil {
    log.Fatal(err)
}
for exchange, item := range summary {
    fmt.Printf("%s: %.2f (%.2f%%)\n",
        item.ShortName,
        item.RegularMarketPrice,
        item.RegularMarketChangePercent)
}

Predefined Markets

Common market identifiers are available as constants:

m, _ := market.NewWithPredefined(models.MarketUS)  // US market
m, _ := market.NewWithPredefined(models.MarketJP)  // Japan market
m, _ := market.NewWithPredefined(models.MarketGB)  // UK market

Available predefined markets:

• MarketUS: United States
• MarketGB: United Kingdom
• MarketDE: Germany
• MarketFR: France
• MarketJP: Japan
• MarketHK: Hong Kong
• MarketCN: China
• MarketCA: Canada
• MarketAU: Australia
• MarketIN: India
• MarketKR: Korea
• MarketBR: Brazil

Market State

Check if the market is currently open:

isOpen, err := m.IsOpen()
if isOpen {
    fmt.Println("Market is currently trading")
}

Caching

Market data is cached after the first fetch. To refresh:

m.ClearCache()

Custom Client

Provide a custom HTTP client:

c, _ := client.New()
m, _ := market.New("us_market", market.WithClient(c))

Thread Safety

All Market methods are safe for concurrent use from multiple goroutines.

Python Compatibility

This package implements the same functionality as Python yfinance's Market class:

Python                  | Go
------------------------|---------------------------
yf.Market("us_market")  | market.New("us_market")
market.status           | m.Status()
market.summary          | m.Summary()

Index

• type Market
• func New(market string, opts ...Option) (*Market, error)
• func NewWithPredefined(market models.PredefinedMarket, opts ...Option) (*Market, error)
• func (m *Market) ClearCache()
• func (m *Market) Close()
• func (m *Market) IsOpen() (bool, error)
• func (m *Market) Market() string
• func (m *Market) Status() (*models.MarketStatus, error)
• func (m *Market) Summary() (models.MarketSummary, error)
• type Option
• func WithClient(c *client.Client) Option

type Market

Market provides access to market status and summary information.

Market allows retrieving market opening/closing times, timezone information, and summary data for major market indices.

type Market struct {
    // contains filtered or unexported fields
}

func New

func New(market string, opts ...Option) (*Market, error)

New creates a new Market instance for the given market identifier.

Common market identifiers:

• "us_market" - United States
• "gb_market" - United Kingdom
• "de_market" - Germany
• "jp_market" - Japan
• "hk_market" - Hong Kong
• "cn_market" - China

Example:

m, err := market.New("us_market")
if err != nil {
    log.Fatal(err)
}
defer m.Close()

status, err := m.Status()
fmt.Printf("Market opens at: %s\n", status.Open.Format("15:04"))

func NewWithPredefined

func NewWithPredefined(market models.PredefinedMarket, opts ...Option) (*Market, error)

NewWithPredefined creates a new Market instance using a predefined market constant.

Example:

m, err := market.NewWithPredefined(models.MarketUS)
if err != nil {
    log.Fatal(err)
}

func (*Market) ClearCache

func (m *Market) ClearCache()

ClearCache clears the cached market data. The next call to Status() or Summary() will fetch fresh data.

func (*Market) Close

func (m *Market) Close()

Close releases resources used by the Market instance.

func (*Market) IsOpen

func (m *Market) IsOpen() (bool, error)

IsOpen returns true if the market is currently open. This is determined by checking if the current time is between open and close times.

func (*Market) Market

func (m *Market) Market() string

Market returns the market identifier string.

func (*Market) Status

func (m *Market) Status() (*models.MarketStatus, error)

Status returns the current market status including opening/closing times.

Example:

status, err := m.Status()
if err != nil {
    log.Fatal(err)
}
if status.Open != nil {
    fmt.Printf("Opens at: %s\n", status.Open.Format("15:04"))
}
if status.Timezone != nil {
    fmt.Printf("Timezone: %s\n", status.Timezone.Short)
}

func (*Market) Summary

func (m *Market) Summary() (models.MarketSummary, error)

Summary returns the market summary with major indices data.

The result is a map where keys are exchange codes (e.g., "SNP", "DJI") and values contain price and change information.

Example:

summary, err := m.Summary()
if err != nil {
    log.Fatal(err)
}
for exchange, item := range summary {
    fmt.Printf("%s (%s): %.2f (%.2f%%)\n",
        item.ShortName, exchange,
        item.RegularMarketPrice,
        item.RegularMarketChangePercent)
}

type Option

Option is a function that configures a Market instance.

type Option func(*Market)

func WithClient

func WithClient(c *client.Client) Option

WithClient sets a custom HTTP client for the Market instance.

models

import "github.com/wnjoon/go-yfinance/pkg/models"

Package models provides data structures for Yahoo Finance API responses.

Package models provides data structures for Yahoo Finance API responses.

Package models provides data structures for Yahoo Finance API responses.

Overview

The models package defines all the data types used throughout go-yfinance. These types represent the structured data returned by Yahoo Finance APIs.

Core Types

Quote and Price Data:

• Quote: Real-time quote data including price, volume, and market state
• FastInfo: Quick-access subset of quote/info data
• Bar: Single OHLCV candlestick bar
• History: Historical price data as a collection of bars

Company Information:

• Info: Comprehensive company information and statistics
• Officer: Company officer/executive information

Options:

• Option: Single option contract (call or put)
• OptionChain: Complete option chain with calls and puts
• OptionsData: All expiration dates and strikes

Financial Statements:

• FinancialStatement: Income statement, balance sheet, or cash flow data
• FinancialItem: Single financial data point with date and value

Analysis:

• RecommendationTrend: Analyst buy/hold/sell recommendations
• PriceTarget: Analyst price targets
• EarningsEstimate: Earnings estimates by period
• RevenueEstimate: Revenue estimates by period
• EPSTrend: EPS trend over time
• EPSRevision: EPS revision counts
• EarningsHistory: Historical earnings vs estimates
• GrowthEstimate: Growth estimates from various sources

Holders:

• MajorHolders: Major shareholders breakdown (insiders, institutions)
• Holder: Institutional or mutual fund holder information
• InsiderTransaction: Insider purchase/sale transaction
• InsiderHolder: Company insider with holdings
• InsiderPurchases: Net share purchase activity summary
• HoldersData: Aggregate holder data container

Calendar:

• Calendar: Upcoming events including earnings and dividend dates

Search:

• SearchResult: Complete search response with quotes, news, lists
• SearchQuote: Quote match from search results
• SearchNews: News article from search results
• SearchParams: Search query parameters

Screener:

• ScreenerResult: Stock screener results with pagination
• ScreenerQuote: Stock from screener results with financial data
• ScreenerQuery: Custom screener query structure
• ScreenerParams: Screener parameters (offset, count, sort)
• PredefinedScreener: Predefined screener identifiers (day_gainers, etc.)

Multi-ticker:

• DownloadParams: Parameters for batch downloads (symbols, period, threads)
• MultiTickerResult: Results from multi-ticker download with data and errors

Live Streaming:

• PricingData: Real-time pricing data from WebSocket stream
• MarketState: Market hours state (pre/regular/post/closed)

News:

• NewsArticle: News article with title, publisher, link, thumbnail
• NewsThumbnail: Thumbnail image with multiple resolutions
• NewsTab: News type (all/news/press releases)
• NewsParams: News query parameters

History Parameters

The HistoryParams type controls historical data fetching:

params := models.HistoryParams{
    Period:   "1mo",      // 1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, 10y, ytd, max
    Interval: "1d",       // 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo
    PrePost:  false,      // Include pre/post market data
}

Use ValidPeriods and ValidIntervals to get lists of valid values.

Package models provides data structures for Yahoo Finance API responses.

Package models provides data structures for Yahoo Finance API responses.

Package models provides data structures for Yahoo Finance API responses.

Package models provides data structures for Yahoo Finance API responses.

Index

• func IsValidInterval(interval string) bool
• func IsValidPeriod(period string) bool
• func ValidIntervals() []string
• func ValidPeriods() []string
• type Actions
• type AnalysisData
• type Bar
• type Calendar
• func (c *Calendar) HasDividend() bool
• func (c *Calendar) HasEarnings() bool
• func (c *Calendar) NextEarningsDate() *time.Time
• type CalendarOptions
• func DefaultCalendarOptions() CalendarOptions
• type CalendarResponse
• type CalendarSplitEvent
• type CalendarType
• type CapitalGainEvent
• type ChartAdjClose
• type ChartError
• type ChartEvents
• type ChartIndicators
• type ChartMeta
• type ChartQuote
• type ChartResponse
• type ChartResult
• type Dividend
• type DividendEvent
• type DownloadParams
• func DefaultDownloadParams() DownloadParams
• type EPSRevision
• type EPSTrend
• type EarningsEstimate
• type EarningsEvent
• type EarningsHistory
• type EarningsHistoryItem
• type EconomicEvent
• type FastInfo
• type FinancialItem
• type FinancialStatement
• func NewFinancialStatement() *FinancialStatement
• func (fs *FinancialStatement) Fields() []string
• func (fs *FinancialStatement) Get(field string, date time.Time) (float64, bool)
• func (fs *FinancialStatement) GetLatest(field string) (float64, bool)
• type Financials
• type Frequency
• type GrowthCompany
• type GrowthEstimate
• type History
• type HistoryParams
• func DefaultHistoryParams() HistoryParams
• type Holder
• type HoldersData
• type IPOEvent
• type IndustryData
• type IndustryOverview
• type IndustryResponse
• type IndustryTopCompany
• type Info
• type InsiderHolder
• func (h *InsiderHolder) TotalShares() int64
• type InsiderPurchases
• type InsiderTransaction
• type LookupDocument
• type LookupParams
• func DefaultLookupParams() LookupParams
• type LookupResponse
• type LookupResult
• type LookupType
• type MajorHolders
• type MarketState
• func (m MarketState) String() string
• type MarketStatus
• type MarketSummary
• type MarketSummaryItem
• type MarketSummaryResponse
• type MarketTimeResponse
• type MarketTimezone
• type MultiTickerResult
• func (r *MultiTickerResult) ErrorCount() int
• func (r *MultiTickerResult) Get(symbol string) []Bar
• func (r *MultiTickerResult) HasErrors() bool
• func (r *MultiTickerResult) SuccessCount() int
• type NewsArticle
• func (n *NewsArticle) PublishedAt() time.Time
• type NewsParams
• type NewsTab
• func (t NewsTab) QueryRef() string
• func (t NewsTab) String() string
• type NewsThumbnail
• type Officer
• type Option
• func (o *Option) ExpirationDatetime() time.Time
• func (o *Option) LastTradeDatetime() time.Time
• type OptionChain
• type OptionChainResponse
• type OptionQuote
• type OptionsData
• type PerformingCompany
• type PredefinedIndustry
• func AllIndustries() []PredefinedIndustry
• type PredefinedMarket
• type PredefinedScreener
• func AllPredefinedScreeners() []PredefinedScreener
• type PredefinedSector
• func AllSectors() []PredefinedSector
• type PriceTarget
• type PricingData
• func (p *PricingData) ExpireTime() time.Time
• func (p *PricingData) IsPostMarket() bool
• func (p *PricingData) IsPreMarket() bool
• func (p *PricingData) IsRegularMarket() bool
• func (p *PricingData) Timestamp() time.Time
• type QueryOperator
• type Quote
• type QuoteError
• type QuoteResponse
• type QuoteResult
• type QuoteSummaryError
• type QuoteSummaryResponse
• type QuoteSummaryResult
• type Recommendation
• func (r *Recommendation) Total() int
• type RecommendationTrend
• type RepairOptions
• func DefaultRepairOptions() RepairOptions
• type ResearchReport
• type RevenueEstimate
• type ScreenerParams
• func DefaultScreenerParams() ScreenerParams
• type ScreenerQuery
• func NewEquityQuery(op QueryOperator, operands []interface{}) *ScreenerQuery
• type ScreenerQuote
• type ScreenerResponse
• type ScreenerResult
• type SearchList
• type SearchNav
• type SearchNews
• type SearchParams
• func DefaultSearchParams() SearchParams
• type SearchQuote
• type SearchResearch
• type SearchResponse
• type SearchResult
• type SearchThumbnail
• type SectorData
• type SectorIndustry
• type SectorOverview
• type SectorResponse
• type SectorTopCompany
• type Split
• type SplitEvent
• type ThumbnailResolution
• type TimeseriesDataPoint
• type TimeseriesResponse
• type TimeseriesResult
• type TransactionStats

func IsValidInterval

func IsValidInterval(interval string) bool

IsValidInterval checks if an interval string is valid.

func IsValidPeriod

func IsValidPeriod(period string) bool

IsValidPeriod checks if a period string is valid.

func ValidIntervals

func ValidIntervals() []string

ValidIntervals returns all valid interval values.

func ValidPeriods

func ValidPeriods() []string

ValidPeriods returns all valid period values.

type Actions

Actions represents dividend and split actions.

type Actions struct {
    Dividends []Dividend `json:"dividends,omitempty"`
    Splits    []Split    `json:"splits,omitempty"`
}

type AnalysisData

AnalysisData holds all analysis data for a ticker.

type AnalysisData struct {
    Recommendations   *RecommendationTrend `json:"recommendations,omitempty"`
    PriceTarget       *PriceTarget         `json:"priceTarget,omitempty"`
    EarningsEstimates []EarningsEstimate   `json:"earningsEstimates,omitempty"`
    RevenueEstimates  []RevenueEstimate    `json:"revenueEstimates,omitempty"`
    EPSTrends         []EPSTrend           `json:"epsTrends,omitempty"`
    EPSRevisions      []EPSRevision        `json:"epsRevisions,omitempty"`
    EarningsHistory   *EarningsHistory     `json:"earningsHistory,omitempty"`
    GrowthEstimates   []GrowthEstimate     `json:"growthEstimates,omitempty"`
}

type Bar

Bar represents a single OHLCV bar (candlestick).

type Bar struct {
    Date         time.Time `json:"date"`
    Open         float64   `json:"open"`
    High         float64   `json:"high"`
    Low          float64   `json:"low"`
    Close        float64   `json:"close"`
    AdjClose     float64   `json:"adjClose"`
    Volume       int64     `json:"volume"`
    Dividends    float64   `json:"dividends,omitempty"`
    Splits       float64   `json:"splits,omitempty"`
    CapitalGains float64   `json:"capitalGains,omitempty"` // Capital gains distribution (ETF/MutualFund)
    Repaired     bool      `json:"repaired,omitempty"`     // True if this bar was repaired
}

type Calendar

Calendar represents upcoming calendar events for a ticker.

This includes dividend dates, earnings dates, and earnings estimates.

Example:

calendar, err := ticker.Calendar()
if err != nil {
    log.Fatal(err)
}
if calendar.ExDividendDate != nil {
    fmt.Printf("Ex-Dividend: %s\n", calendar.ExDividendDate.Format("2006-01-02"))
}
for _, date := range calendar.EarningsDate {
    fmt.Printf("Earnings: %s\n", date.Format("2006-01-02"))
}

type Calendar struct {
    // DividendDate is the next dividend payment date.
    DividendDate *time.Time `json:"dividendDate,omitempty"`

    // ExDividendDate is the ex-dividend date (must own before this date).
    ExDividendDate *time.Time `json:"exDividendDate,omitempty"`

    // EarningsDate contains the expected earnings announcement date(s).
    // Often contains a range (start and end date).
    EarningsDate []time.Time `json:"earningsDate,omitempty"`

    // EarningsHigh is the highest earnings estimate.
    EarningsHigh *float64 `json:"earningsHigh,omitempty"`

    // EarningsLow is the lowest earnings estimate.
    EarningsLow *float64 `json:"earningsLow,omitempty"`

    // EarningsAverage is the average earnings estimate.
    EarningsAverage *float64 `json:"earningsAverage,omitempty"`

    // RevenueHigh is the highest revenue estimate.
    RevenueHigh *float64 `json:"revenueHigh,omitempty"`

    // RevenueLow is the lowest revenue estimate.
    RevenueLow *float64 `json:"revenueLow,omitempty"`

    // RevenueAverage is the average revenue estimate.
    RevenueAverage *float64 `json:"revenueAverage,omitempty"`
}

func (*Calendar) HasDividend

func (c *Calendar) HasDividend() bool

HasDividend returns true if dividend data is available.

func (*Calendar) HasEarnings

func (c *Calendar) HasEarnings() bool

HasEarnings returns true if earnings data is available.

func (*Calendar) NextEarningsDate

func (c *Calendar) NextEarningsDate() *time.Time

NextEarningsDate returns the earliest earnings date, or nil if none.

type CalendarOptions

CalendarOptions contains options for calendar queries.

type CalendarOptions struct {
    // Start is the start date for the calendar range.
    Start time.Time

    // End is the end date for the calendar range.
    End time.Time

    // Limit is the maximum number of results (max 100).
    Limit int

    // Offset is the pagination offset.
    Offset int
}

func DefaultCalendarOptions

func DefaultCalendarOptions() CalendarOptions

DefaultCalendarOptions returns default calendar options. Default range is today to 7 days from now, limit 12.

type CalendarResponse

CalendarResponse represents the raw API response for calendar data.

type CalendarResponse struct {
    Finance struct {
        Result []struct {
            Documents []struct {
                Columns []struct {
                    Label string `json:"label"`
                    Type  string `json:"type"`
                }   `json:"columns"`
                Rows [][]interface{} `json:"rows"`
            } `json:"documents"`
        }   `json:"result"`
        Error *struct {
            Code        string `json:"code"`
            Description string `json:"description"`
        }   `json:"error,omitempty"`
    } `json:"finance"`
}

type CalendarSplitEvent

CalendarSplitEvent represents a stock split calendar event.

type CalendarSplitEvent struct {
    // Symbol is the ticker symbol.
    Symbol string `json:"symbol"`

    // CompanyName is the company's short name.
    CompanyName string `json:"company_name"`

    // PayableDate is the split payable date.
    PayableDate *time.Time `json:"payable_date,omitempty"`

    // Optionable indicates if the stock is optionable.
    Optionable bool `json:"optionable"`

    // OldShareWorth is the old share worth.
    OldShareWorth float64 `json:"old_share_worth,omitempty"`

    // NewShareWorth is the new share worth after split.
    NewShareWorth float64 `json:"new_share_worth,omitempty"`

    // Ratio represents the split ratio (e.g., "2:1").
    Ratio string `json:"ratio,omitempty"`
}

type CalendarType

CalendarType represents the type of calendar.

type CalendarType string

const (
    // CalendarEarnings represents the S&P earnings calendar.
    CalendarEarnings CalendarType = "sp_earnings"

    // CalendarIPO represents the IPO info calendar.
    CalendarIPO CalendarType = "ipo_info"

    // CalendarEconomicEvents represents the economic events calendar.
    CalendarEconomicEvents CalendarType = "economic_event"

    // CalendarSplits represents the stock splits calendar.
    CalendarSplits CalendarType = "splits"
)

type CapitalGainEvent

CapitalGainEvent represents a capital gain distribution event.

type CapitalGainEvent struct {
    Amount float64 `json:"amount"`
    Date   int64   `json:"date"`
}

type ChartAdjClose

ChartAdjClose contains adjusted close prices.

type ChartAdjClose struct {
    AdjClose []*float64 `json:"adjclose"`
}

type ChartError

ChartError represents an error from the chart API.

type ChartError struct {
    Code        string `json:"code"`
    Description string `json:"description"`
}

type ChartEvents

ChartEvents contains dividend and split events.

type ChartEvents struct {
    Dividends    map[string]DividendEvent    `json:"dividends,omitempty"`
    Splits       map[string]SplitEvent       `json:"splits,omitempty"`
    CapitalGains map[string]CapitalGainEvent `json:"capitalGains,omitempty"`
}

type ChartIndicators

ChartIndicators contains OHLCV data.

type ChartIndicators struct {
    Quote    []ChartQuote    `json:"quote"`
    AdjClose []ChartAdjClose `json:"adjclose,omitempty"`
}

type ChartMeta

ChartMeta represents metadata from chart API response.

type ChartMeta struct {
    Currency             string   `json:"currency"`
    Symbol               string   `json:"symbol"`
    ExchangeName         string   `json:"exchangeName"`
    ExchangeTimezoneName string   `json:"exchangeTimezoneName"`
    InstrumentType       string   `json:"instrumentType"`
    FirstTradeDate       int64    `json:"firstTradeDate"`
    RegularMarketTime    int64    `json:"regularMarketTime"`
    GMTOffset            int      `json:"gmtoffset"`
    Timezone             string   `json:"timezone"`
    RegularMarketPrice   float64  `json:"regularMarketPrice"`
    ChartPreviousClose   float64  `json:"chartPreviousClose"`
    PreviousClose        float64  `json:"previousClose"`
    Scale                int      `json:"scale"`
    PriceHint            int      `json:"priceHint"`
    DataGranularity      string   `json:"dataGranularity"`
    Range                string   `json:"range"`
    ValidRanges          []string `json:"validRanges"`
}

type ChartQuote

ChartQuote contains OHLCV arrays.

type ChartQuote struct {
    Open   []*float64 `json:"open"`
    High   []*float64 `json:"high"`
    Low    []*float64 `json:"low"`
    Close  []*float64 `json:"close"`
    Volume []*int64   `json:"volume"`
}

type ChartResponse

ChartResponse represents the response from Yahoo Finance chart API.

type ChartResponse struct {
    Chart struct {
        Result []ChartResult `json:"result"`
        Error  *ChartError   `json:"error"`
    } `json:"chart"`
}

type ChartResult

ChartResult represents a single chart result.

type ChartResult struct {
    Meta       ChartMeta       `json:"meta"`
    Timestamp  []int64         `json:"timestamp"`
    Events     *ChartEvents    `json:"events,omitempty"`
    Indicators ChartIndicators `json:"indicators"`
}

type Dividend

Dividend represents a dividend payment.

type Dividend struct {
    Date   time.Time `json:"date"`
    Amount float64   `json:"amount"`
}

type DividendEvent

DividendEvent represents a dividend event in chart response.

type DividendEvent struct {
    Amount float64 `json:"amount"`
    Date   int64   `json:"date"`
}

type DownloadParams

DownloadParams represents parameters for downloading multiple tickers.

Example:

params := models.DownloadParams{
    Symbols:  []string{"AAPL", "MSFT", "GOOGL"},
    Period:   "1mo",
    Interval: "1d",
}

type DownloadParams struct {
    // Symbols is the list of ticker symbols to download.
    Symbols []string

    // Period is the data period (1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, 10y, ytd, max).
    // Either use Period or Start/End.
    Period string

    // Interval is the data interval (1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo).
    Interval string

    // Start is the start date.
    Start *time.Time

    // End is the end date.
    End *time.Time

    // PrePost includes pre and post market data.
    PrePost bool

    // Actions includes dividend and stock split data.
    Actions bool

    // AutoAdjust adjusts OHLC for splits and dividends.
    AutoAdjust bool

    // Threads is the number of concurrent downloads.
    // 0 or 1 means sequential, >1 means parallel.
    Threads int

    // Timeout is the request timeout in seconds.
    Timeout int
}

func DefaultDownloadParams

func DefaultDownloadParams() DownloadParams

DefaultDownloadParams returns default download parameters.

type EPSRevision

EPSRevision represents EPS revision data for a period.

type EPSRevision struct {
    Period         string `json:"period"`
    UpLast7Days    int    `json:"upLast7days"`
    UpLast30Days   int    `json:"upLast30days"`
    DownLast7Days  int    `json:"downLast7days"`
    DownLast30Days int    `json:"downLast30days"`
}

type EPSTrend

EPSTrend represents EPS trend data for a period.

type EPSTrend struct {
    Period     string  `json:"period"`
    Current    float64 `json:"current"`
    SevenDays  float64 `json:"7daysAgo"`
    ThirtyDays float64 `json:"30daysAgo"`
    SixtyDays  float64 `json:"60daysAgo"`
    NinetyDays float64 `json:"90daysAgo"`
}

type EarningsEstimate

EarningsEstimate represents earnings estimates for a period.

type EarningsEstimate struct {
    Period           string  `json:"period"` // "0q", "+1q", "0y", "+1y"
    EndDate          string  `json:"endDate"`
    NumberOfAnalysts int     `json:"numberOfAnalysts"`
    Avg              float64 `json:"avg"`
    Low              float64 `json:"low"`
    High             float64 `json:"high"`
    YearAgoEPS       float64 `json:"yearAgoEps"`
    Growth           float64 `json:"growth"` // as decimal (0.15 = 15%)
}

type EarningsEvent

EarningsEvent represents an earnings calendar event.

type EarningsEvent struct {
    // Symbol is the ticker symbol.
    Symbol string `json:"symbol"`

    // CompanyName is the company's short name.
    CompanyName string `json:"company_name"`

    // MarketCap is the intraday market capitalization.
    MarketCap float64 `json:"market_cap,omitempty"`

    // EventName is the name of the earnings event.
    EventName string `json:"event_name,omitempty"`

    // EventTime is the event start datetime.
    EventTime *time.Time `json:"event_time,omitempty"`

    // Timing indicates if the event is before/after market (BMO/AMC).
    Timing string `json:"timing,omitempty"`

    // EPSEstimate is the estimated earnings per share.
    EPSEstimate float64 `json:"eps_estimate,omitempty"`

    // EPSActual is the actual reported earnings per share.
    EPSActual float64 `json:"eps_actual,omitempty"`

    // SurprisePercent is the earnings surprise percentage.
    SurprisePercent float64 `json:"surprise_percent,omitempty"`
}

type EarningsHistory

EarningsHistory represents historical earnings data.

type EarningsHistory struct {
    History []EarningsHistoryItem `json:"history"`
}

type EarningsHistoryItem

EarningsHistoryItem represents a single earnings report.

type EarningsHistoryItem struct {
    Period          string    `json:"period"` // "-1q", "-2q", etc.
    Quarter         time.Time `json:"quarter"`
    EPSActual       float64   `json:"epsActual"`
    EPSEstimate     float64   `json:"epsEstimate"`
    EPSDifference   float64   `json:"epsDifference"`
    SurprisePercent float64   `json:"surprisePercent"` // as decimal
}

type EconomicEvent

EconomicEvent represents an economic calendar event.

type EconomicEvent struct {
    // Event is the economic release name.
    Event string `json:"event"`

    // Region is the country code.
    Region string `json:"region,omitempty"`

    // EventTime is the event start datetime.
    EventTime *time.Time `json:"event_time,omitempty"`

    // Period is the reporting period.
    Period string `json:"period,omitempty"`

    // Actual is the actual released value.
    Actual float64 `json:"actual,omitempty"`

    // Expected is the consensus estimate.
    Expected float64 `json:"expected,omitempty"`

    // Last is the prior release actual value.
    Last float64 `json:"last,omitempty"`

    // Revised is the revised value from original report.
    Revised float64 `json:"revised,omitempty"`
}

type FastInfo

FastInfo represents a subset of quote data that can be fetched quickly.

type FastInfo struct {
    Currency                   string  `json:"currency"`
    QuoteType                  string  `json:"quoteType"`
    Exchange                   string  `json:"exchange"`
    Timezone                   string  `json:"timezone"`
    Shares                     int64   `json:"shares"`
    MarketCap                  float64 `json:"marketCap"`
    LastPrice                  float64 `json:"lastPrice"`
    PreviousClose              float64 `json:"previousClose"`
    Open                       float64 `json:"open"`
    DayHigh                    float64 `json:"dayHigh"`
    DayLow                     float64 `json:"dayLow"`
    RegularMarketPreviousClose float64 `json:"regularMarketPreviousClose"`
    LastVolume                 int64   `json:"lastVolume"`
    FiftyDayAverage            float64 `json:"fiftyDayAverage"`
    TwoHundredDayAverage       float64 `json:"twoHundredDayAverage"`
    TenDayAverageVolume        int64   `json:"tenDayAverageVolume"`
    ThreeMonthAverageVolume    int64   `json:"threeMonthAverageVolume"`
    YearHigh                   float64 `json:"yearHigh"`
    YearLow                    float64 `json:"yearLow"`
    YearChange                 float64 `json:"yearChange"`
}

type FinancialItem

FinancialItem represents a single financial data point.

type FinancialItem struct {
    AsOfDate     time.Time `json:"asOfDate"`
    CurrencyCode string    `json:"currencyCode"`
    PeriodType   string    `json:"periodType"` // "12M" for annual, "3M" for quarterly
    Value        float64   `json:"value"`
    Formatted    string    `json:"formatted"`
}

type FinancialStatement

FinancialStatement represents a financial statement (income, balance sheet, or cash flow). It maps field names to their historical values.

type FinancialStatement struct {
    // Data maps field names (e.g., "TotalRevenue") to time-ordered values.
    // Each slice is ordered by date ascending.
    Data map[string][]FinancialItem `json:"data"`

    // Dates contains all unique dates in the statement, ordered ascending.
    Dates []time.Time `json:"dates"`

    // Currency is the primary currency of the statement.
    Currency string `json:"currency"`
}

func NewFinancialStatement

func NewFinancialStatement() *FinancialStatement

NewFinancialStatement creates an empty FinancialStatement.

func (*FinancialStatement) Fields

func (fs *FinancialStatement) Fields() []string

Fields returns all available field names in the statement.

func (*FinancialStatement) Get

func (fs *FinancialStatement) Get(field string, date time.Time) (float64, bool)

Get returns the value for a specific field and date. Returns 0 and false if not found.

func (*FinancialStatement) GetLatest

func (fs *FinancialStatement) GetLatest(field string) (float64, bool)

GetLatest returns the most recent value for a field. Returns 0 and false if not found.

type Financials

Financials holds all financial statements for a ticker.

type Financials struct {
    // Income statements
    IncomeStatementAnnual    *FinancialStatement `json:"incomeStatementAnnual,omitempty"`
    IncomeStatementQuarterly *FinancialStatement `json:"incomeStatementQuarterly,omitempty"`

    // Balance sheets
    BalanceSheetAnnual    *FinancialStatement `json:"balanceSheetAnnual,omitempty"`
    BalanceSheetQuarterly *FinancialStatement `json:"balanceSheetQuarterly,omitempty"`

    // Cash flow statements
    CashFlowAnnual    *FinancialStatement `json:"cashFlowAnnual,omitempty"`
    CashFlowQuarterly *FinancialStatement `json:"cashFlowQuarterly,omitempty"`
}

type Frequency

Frequency represents the time frequency for financial data.

type Frequency string

const (
    FrequencyAnnual    Frequency = "annual"
    FrequencyQuarterly Frequency = "quarterly"
    FrequencyTrailing  Frequency = "trailing"
)

type GrowthCompany

GrowthCompany represents a top growth company in the industry.

type GrowthCompany struct {
    // Symbol is the stock ticker symbol.
    Symbol string `json:"symbol"`

    // Name is the company name.
    Name string `json:"name"`

    // YTDReturn is the year-to-date return.
    YTDReturn float64 `json:"ytd_return,omitempty"`

    // GrowthEstimate is the estimated growth rate.
    GrowthEstimate float64 `json:"growth_estimate,omitempty"`
}

type GrowthEstimate

GrowthEstimate represents growth estimates from various sources.

type GrowthEstimate struct {
    Period         string   `json:"period"`
    StockGrowth    *float64 `json:"stockGrowth,omitempty"` // nil if not available
    IndustryGrowth *float64 `json:"industryGrowth,omitempty"`
    SectorGrowth   *float64 `json:"sectorGrowth,omitempty"`
    IndexGrowth    *float64 `json:"indexGrowth,omitempty"`
}

type History

History represents historical price data.

type History struct {
    Symbol   string `json:"symbol"`
    Currency string `json:"currency"`
    Bars     []Bar  `json:"bars"`
}

type HistoryParams

HistoryParams represents parameters for fetching historical data.

type HistoryParams struct {
    // Period: 1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, 10y, ytd, max
    Period string `json:"period,omitempty"`

    // Interval: 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo
    Interval string `json:"interval,omitempty"`

    // Start date (YYYY-MM-DD or time.Time)
    Start *time.Time `json:"start,omitempty"`

    // End date (YYYY-MM-DD or time.Time)
    End *time.Time `json:"end,omitempty"`

    // Include pre/post market data
    PrePost bool `json:"prepost,omitempty"`

    // Automatically adjust OHLC for splits/dividends
    AutoAdjust bool `json:"autoAdjust,omitempty"`

    // Include dividend and split events
    Actions bool `json:"actions,omitempty"`

    // Repair bad data (100x errors, missing data)
    Repair bool `json:"repair,omitempty"`

    // RepairOptions provides fine-grained control over repair operations.
    // If nil, all repairs are enabled when Repair is true.
    RepairOptions *RepairOptions `json:"repairOptions,omitempty"`

    // Keep NaN rows
    KeepNA bool `json:"keepna,omitempty"`
}

func DefaultHistoryParams

func DefaultHistoryParams() HistoryParams

DefaultHistoryParams returns default history parameters.

type Holder

Holder represents an institutional or mutual fund holder.

This structure is used for both institutional holders and mutual fund holders.

type Holder struct {
    // DateReported is when this holding was reported.
    DateReported time.Time `json:"dateReported"`

    // Holder is the name of the holding institution or fund.
    Holder string `json:"holder"`

    // Shares is the number of shares held.
    Shares int64 `json:"shares"`

    // Value is the total value of the holding.
    Value float64 `json:"value"`

    // PctHeld is the percentage of outstanding shares held (0.0-1.0).
    PctHeld float64 `json:"pctHeld"`

    // PctChange is the percentage change in position since last report (0.0-1.0).
    PctChange float64 `json:"pctChange"`
}

type HoldersData

HoldersData contains all holder-related data for a ticker.

type HoldersData struct {
    // Major contains the major holders breakdown.
    Major *MajorHolders `json:"major,omitempty"`

    // Institutional contains the list of institutional holders.
    Institutional []Holder `json:"institutional,omitempty"`

    // MutualFund contains the list of mutual fund holders.
    MutualFund []Holder `json:"mutualFund,omitempty"`

    // InsiderTransactions contains the list of insider transactions.
    InsiderTransactions []InsiderTransaction `json:"insiderTransactions,omitempty"`

    // InsiderRoster contains the list of insiders.
    InsiderRoster []InsiderHolder `json:"insiderRoster,omitempty"`

    // InsiderPurchases contains insider purchase activity summary.
    InsiderPurchases *InsiderPurchases `json:"insiderPurchases,omitempty"`
}

type IPOEvent

IPOEvent represents an IPO calendar event.

type IPOEvent struct {
    // Symbol is the ticker symbol.
    Symbol string `json:"symbol"`

    // CompanyName is the company's short name.
    CompanyName string `json:"company_name"`

    // Exchange is the exchange short name.
    Exchange string `json:"exchange,omitempty"`

    // FilingDate is the SEC filing date.
    FilingDate *time.Time `json:"filing_date,omitempty"`

    // Date is the IPO date.
    Date *time.Time `json:"date,omitempty"`

    // AmendedDate is the amended filing date.
    AmendedDate *time.Time `json:"amended_date,omitempty"`

    // PriceFrom is the lower end of the price range.
    PriceFrom float64 `json:"price_from,omitempty"`

    // PriceTo is the upper end of the price range.
    PriceTo float64 `json:"price_to,omitempty"`

    // OfferPrice is the final offer price.
    OfferPrice float64 `json:"offer_price,omitempty"`

    // Currency is the currency name.
    Currency string `json:"currency,omitempty"`

    // Shares is the number of shares offered.
    Shares int64 `json:"shares,omitempty"`

    // DealType is the type of deal.
    DealType string `json:"deal_type,omitempty"`
}

type IndustryData

IndustryData contains all data for an industry.

This includes overview information, top companies, sector info, performing companies, and growth companies.

Example:

i, err := industry.New("semiconductors")
if err != nil {
    log.Fatal(err)
}
data, err := i.Data()
fmt.Printf("Industry: %s in Sector: %s\n", data.Name, data.SectorName)

type IndustryData struct {
    // Key is the industry identifier.
    Key string `json:"key"`

    // Name is the display name of the industry.
    Name string `json:"name"`

    // Symbol is the associated symbol (e.g., index symbol).
    Symbol string `json:"symbol,omitempty"`

    // SectorKey is the key of the parent sector.
    SectorKey string `json:"sector_key,omitempty"`

    // SectorName is the name of the parent sector.
    SectorName string `json:"sector_name,omitempty"`

    // Overview contains industry overview information.
    Overview IndustryOverview `json:"overview"`

    // TopCompanies lists the top companies in the industry.
    TopCompanies []IndustryTopCompany `json:"top_companies,omitempty"`

    // TopPerformingCompanies lists the top performing companies.
    TopPerformingCompanies []PerformingCompany `json:"top_performing_companies,omitempty"`

    // TopGrowthCompanies lists the top growth companies.
    TopGrowthCompanies []GrowthCompany `json:"top_growth_companies,omitempty"`

    // ResearchReports contains research reports for the industry.
    ResearchReports []ResearchReport `json:"research_reports,omitempty"`
}

type IndustryOverview

IndustryOverview contains overview information for an industry.

type IndustryOverview struct {
    // CompaniesCount is the number of companies in the industry.
    CompaniesCount int `json:"companies_count,omitempty"`

    // MarketCap is the total market capitalization of the industry.
    MarketCap float64 `json:"market_cap,omitempty"`

    // MessageBoardID is the Yahoo Finance message board identifier.
    MessageBoardID string `json:"message_board_id,omitempty"`

    // Description is a text description of the industry.
    Description string `json:"description,omitempty"`

    // MarketWeight is the industry's weight in the market.
    MarketWeight float64 `json:"market_weight,omitempty"`

    // EmployeeCount is the total number of employees in the industry.
    EmployeeCount int64 `json:"employee_count,omitempty"`
}

type IndustryResponse

IndustryResponse represents the raw API response for industry data.

type IndustryResponse struct {
    Data struct {
        Name                   string                   `json:"name"`
        Symbol                 string                   `json:"symbol"`
        SectorKey              string                   `json:"sectorKey"`
        SectorName             string                   `json:"sectorName"`
        Overview               map[string]interface{}   `json:"overview"`
        TopCompanies           []map[string]interface{} `json:"topCompanies"`
        TopPerformingCompanies []map[string]interface{} `json:"topPerformingCompanies"`
        TopGrowthCompanies     []map[string]interface{} `json:"topGrowthCompanies"`
        ResearchReports        []map[string]interface{} `json:"researchReports"`
    }   `json:"data"`
    Error *struct {
        Code        string `json:"code"`
        Description string `json:"description"`
    }   `json:"error,omitempty"`
}

type IndustryTopCompany

IndustryTopCompany represents a top company within an industry.

type IndustryTopCompany struct {
    // Symbol is the stock ticker symbol.
    Symbol string `json:"symbol"`

    // Name is the company name.
    Name string `json:"name"`

    // Rating is the analyst rating.
    Rating string `json:"rating,omitempty"`

    // MarketWeight is the company's weight within the industry.
    MarketWeight float64 `json:"market_weight,omitempty"`
}

type Info

Info represents comprehensive company information from quoteSummary API.

type Info struct {
    // Basic identifiers
    Symbol    string `json:"symbol"`
    ShortName string `json:"shortName"`
    LongName  string `json:"longName"`

    // Company profile (assetProfile module)
    Sector                    string    `json:"sector,omitempty"`
    Industry                  string    `json:"industry,omitempty"`
    FullTimeEmployees         int64     `json:"fullTimeEmployees,omitempty"`
    City                      string    `json:"city,omitempty"`
    State                     string    `json:"state,omitempty"`
    Country                   string    `json:"country,omitempty"`
    Phone                     string    `json:"phone,omitempty"`
    Address1                  string    `json:"address1,omitempty"`
    Address2                  string    `json:"address2,omitempty"`
    Zip                       string    `json:"zip,omitempty"`
    Website                   string    `json:"website,omitempty"`
    LongBusinessSummary       string    `json:"longBusinessSummary,omitempty"`
    CompanyOfficers           []Officer `json:"companyOfficers,omitempty"`
    AuditRisk                 int       `json:"auditRisk,omitempty"`
    BoardRisk                 int       `json:"boardRisk,omitempty"`
    CompensationRisk          int       `json:"compensationRisk,omitempty"`
    ShareHolderRightsRisk     int       `json:"shareHolderRightsRisk,omitempty"`
    OverallRisk               int       `json:"overallRisk,omitempty"`
    GovernanceEpochDate       int64     `json:"governanceEpochDate,omitempty"`
    CompensationAsOfEpochDate int64     `json:"compensationAsOfEpochDate,omitempty"`

    // Quote type info (quoteType module)
    QuoteType             string `json:"quoteType,omitempty"`
    Exchange              string `json:"exchange,omitempty"`
    ExchangeTimezoneName  string `json:"exchangeTimezoneName,omitempty"`
    ExchangeTimezoneShort string `json:"exchangeTimezoneShortName,omitempty"`
    Currency              string `json:"currency,omitempty"`
    Market                string `json:"market,omitempty"`
    FirstTradeDateEpoch   int64  `json:"firstTradeDateEpochUtc,omitempty"`
    GMTOffset             int    `json:"gmtOffSetMilliseconds,omitempty"`
    TimeZoneFullName      string `json:"timeZoneFullName,omitempty"`
    TimeZoneShortName     string `json:"timeZoneShortName,omitempty"`

    // Key statistics (defaultKeyStatistics module)
    EnterpriseValue              int64   `json:"enterpriseValue,omitempty"`
    ForwardPE                    float64 `json:"forwardPE,omitempty"`
    ProfitMargins                float64 `json:"profitMargins,omitempty"`
    FloatShares                  int64   `json:"floatShares,omitempty"`
    SharesOutstanding            int64   `json:"sharesOutstanding,omitempty"`
    SharesShort                  int64   `json:"sharesShort,omitempty"`
    SharesShortPriorMonth        int64   `json:"sharesShortPriorMonth,omitempty"`
    SharesShortPreviousMonthDate int64   `json:"sharesShortPreviousMonthDate,omitempty"`
    DateShortInterest            int64   `json:"dateShortInterest,omitempty"`
    SharesPercentSharesOut       float64 `json:"sharesPercentSharesOut,omitempty"`
    HeldPercentInsiders          float64 `json:"heldPercentInsiders,omitempty"`
    HeldPercentInstitutions      float64 `json:"heldPercentInstitutions,omitempty"`
    ShortRatio                   float64 `json:"shortRatio,omitempty"`
    ShortPercentOfFloat          float64 `json:"shortPercentOfFloat,omitempty"`
    Beta                         float64 `json:"beta,omitempty"`
    ImpliedSharesOutstanding     int64   `json:"impliedSharesOutstanding,omitempty"`
    BookValue                    float64 `json:"bookValue,omitempty"`
    PriceToBook                  float64 `json:"priceToBook,omitempty"`
    LastFiscalYearEnd            int64   `json:"lastFiscalYearEnd,omitempty"`
    NextFiscalYearEnd            int64   `json:"nextFiscalYearEnd,omitempty"`
    MostRecentQuarter            int64   `json:"mostRecentQuarter,omitempty"`
    EarningsQuarterlyGrowth      float64 `json:"earningsQuarterlyGrowth,omitempty"`
    NetIncomeToCommon            int64   `json:"netIncomeToCommon,omitempty"`
    TrailingEps                  float64 `json:"trailingEps,omitempty"`
    ForwardEps                   float64 `json:"forwardEps,omitempty"`
    PegRatio                     float64 `json:"pegRatio,omitempty"`
    LastSplitFactor              string  `json:"lastSplitFactor,omitempty"`
    LastSplitDate                int64   `json:"lastSplitDate,omitempty"`
    EnterpriseToRevenue          float64 `json:"enterpriseToRevenue,omitempty"`
    EnterpriseToEbitda           float64 `json:"enterpriseToEbitda,omitempty"`
    FiftyTwoWeekChange           float64 `json:"52WeekChange,omitempty"`
    SandP52WeekChange            float64 `json:"SandP52WeekChange,omitempty"`
    LastDividendValue            float64 `json:"lastDividendValue,omitempty"`
    LastDividendDate             int64   `json:"lastDividendDate,omitempty"`
    LastCapGain                  float64 `json:"lastCapGain,omitempty"`
    AnnualHoldingsTurnover       float64 `json:"annualHoldingsTurnover,omitempty"`

    // Summary detail (summaryDetail module)
    PreviousClose               float64 `json:"previousClose,omitempty"`
    Open                        float64 `json:"open,omitempty"`
    DayLow                      float64 `json:"dayLow,omitempty"`
    DayHigh                     float64 `json:"dayHigh,omitempty"`
    RegularMarketPreviousClose  float64 `json:"regularMarketPreviousClose,omitempty"`
    RegularMarketOpen           float64 `json:"regularMarketOpen,omitempty"`
    RegularMarketDayLow         float64 `json:"regularMarketDayLow,omitempty"`
    RegularMarketDayHigh        float64 `json:"regularMarketDayHigh,omitempty"`
    DividendRate                float64 `json:"dividendRate,omitempty"`
    DividendYield               float64 `json:"dividendYield,omitempty"`
    ExDividendDate              int64   `json:"exDividendDate,omitempty"`
    PayoutRatio                 float64 `json:"payoutRatio,omitempty"`
    FiveYearAvgDividendYield    float64 `json:"fiveYearAvgDividendYield,omitempty"`
    Beta5Y                      float64 `json:"beta5Y,omitempty"`
    TrailingPE                  float64 `json:"trailingPE,omitempty"`
    Volume                      int64   `json:"volume,omitempty"`
    RegularMarketVolume         int64   `json:"regularMarketVolume,omitempty"`
    AverageVolume               int64   `json:"averageVolume,omitempty"`
    AverageVolume10Days         int64   `json:"averageVolume10days,omitempty"`
    AverageDailyVolume10Day     int64   `json:"averageDailyVolume10Day,omitempty"`
    Bid                         float64 `json:"bid,omitempty"`
    Ask                         float64 `json:"ask,omitempty"`
    BidSize                     int64   `json:"bidSize,omitempty"`
    AskSize                     int64   `json:"askSize,omitempty"`
    MarketCap                   int64   `json:"marketCap,omitempty"`
    FiftyTwoWeekLow             float64 `json:"fiftyTwoWeekLow,omitempty"`
    FiftyTwoWeekHigh            float64 `json:"fiftyTwoWeekHigh,omitempty"`
    PriceToSalesTrailing12Mo    float64 `json:"priceToSalesTrailing12Months,omitempty"`
    FiftyDayAverage             float64 `json:"fiftyDayAverage,omitempty"`
    TwoHundredDayAverage        float64 `json:"twoHundredDayAverage,omitempty"`
    TrailingAnnualDividendRate  float64 `json:"trailingAnnualDividendRate,omitempty"`
    TrailingAnnualDividendYield float64 `json:"trailingAnnualDividendYield,omitempty"`

    // Financial data (financialData module)
    CurrentPrice            float64 `json:"currentPrice,omitempty"`
    TargetHighPrice         float64 `json:"targetHighPrice,omitempty"`
    TargetLowPrice          float64 `json:"targetLowPrice,omitempty"`
    TargetMeanPrice         float64 `json:"targetMeanPrice,omitempty"`
    TargetMedianPrice       float64 `json:"targetMedianPrice,omitempty"`
    RecommendationMean      float64 `json:"recommendationMean,omitempty"`
    RecommendationKey       string  `json:"recommendationKey,omitempty"`
    NumberOfAnalystOpinions int     `json:"numberOfAnalystOpinions,omitempty"`
    TotalCash               int64   `json:"totalCash,omitempty"`
    TotalCashPerShare       float64 `json:"totalCashPerShare,omitempty"`
    Ebitda                  int64   `json:"ebitda,omitempty"`
    TotalDebt               int64   `json:"totalDebt,omitempty"`
    QuickRatio              float64 `json:"quickRatio,omitempty"`
    CurrentRatio            float64 `json:"currentRatio,omitempty"`
    TotalRevenue            int64   `json:"totalRevenue,omitempty"`
    DebtToEquity            float64 `json:"debtToEquity,omitempty"`
    RevenuePerShare         float64 `json:"revenuePerShare,omitempty"`
    ReturnOnAssets          float64 `json:"returnOnAssets,omitempty"`
    ReturnOnEquity          float64 `json:"returnOnEquity,omitempty"`
    GrossProfits            int64   `json:"grossProfits,omitempty"`
    FreeCashflow            int64   `json:"freeCashflow,omitempty"`
    OperatingCashflow       int64   `json:"operatingCashflow,omitempty"`
    EarningsGrowth          float64 `json:"earningsGrowth,omitempty"`
    RevenueGrowth           float64 `json:"revenueGrowth,omitempty"`
    GrossMargins            float64 `json:"grossMargins,omitempty"`
    EbitdaMargins           float64 `json:"ebitdaMargins,omitempty"`
    OperatingMargins        float64 `json:"operatingMargins,omitempty"`
    FinancialCurrency       string  `json:"financialCurrency,omitempty"`

    // Trailing PEG (from timeseries API)
    TrailingPegRatio float64 `json:"trailingPegRatio,omitempty"`
}

type InsiderHolder

InsiderHolder represents an insider on the company's roster.

This provides information about company insiders and their holdings.

type InsiderHolder struct {
    // Name is the insider's name.
    Name string `json:"name"`

    // Position is the insider's position/title.
    Position string `json:"position"`

    // URL is a link to more information.
    URL string `json:"url,omitempty"`

    // MostRecentTransaction describes the most recent transaction.
    MostRecentTransaction string `json:"mostRecentTransaction,omitempty"`

    // LatestTransDate is the date of the most recent transaction.
    LatestTransDate *time.Time `json:"latestTransDate,omitempty"`

    // PositionDirectDate is when direct position was last reported.
    PositionDirectDate *time.Time `json:"positionDirectDate,omitempty"`

    // SharesOwnedDirectly is the number of shares owned directly.
    SharesOwnedDirectly int64 `json:"sharesOwnedDirectly"`

    // SharesOwnedIndirectly is the number of shares owned indirectly.
    SharesOwnedIndirectly int64 `json:"sharesOwnedIndirectly"`
}

func (*InsiderHolder) TotalShares

func (h *InsiderHolder) TotalShares() int64

TotalShares returns the total shares owned (direct + indirect).

type InsiderPurchases

InsiderPurchases represents net share purchase activity by insiders.

This summarizes insider buying and selling activity over a period.

type InsiderPurchases struct {
    // Period is the time period covered (e.g., "6m" for 6 months).
    Period string `json:"period"`

    // Purchases contains purchase statistics.
    Purchases TransactionStats `json:"purchases"`

    // Sales contains sale statistics.
    Sales TransactionStats `json:"sales"`

    // Net contains net purchase/sale statistics.
    Net TransactionStats `json:"net"`

    // TotalInsiderShares is total shares held by insiders.
    TotalInsiderShares int64 `json:"totalInsiderShares"`

    // NetPercentInsiderShares is net shares as percent of insider holdings.
    NetPercentInsiderShares float64 `json:"netPercentInsiderShares"`

    // BuyPercentInsiderShares is buy shares as percent of insider holdings.
    BuyPercentInsiderShares float64 `json:"buyPercentInsiderShares"`

    // SellPercentInsiderShares is sell shares as percent of insider holdings.
    SellPercentInsiderShares float64 `json:"sellPercentInsiderShares"`
}

type InsiderTransaction

InsiderTransaction represents a single insider transaction.

This includes purchases, sales, and other transactions by company insiders.

type InsiderTransaction struct {
    // StartDate is the transaction date.
    StartDate time.Time `json:"startDate"`

    // Insider is the name of the insider.
    Insider string `json:"insider"`

    // Position is the insider's position/title in the company.
    Position string `json:"position"`

    // URL is a link to more information about the insider.
    URL string `json:"url,omitempty"`

    // Transaction is the type of transaction (e.g., "Sale", "Purchase").
    Transaction string `json:"transaction"`

    // Text is a description of the transaction.
    Text string `json:"text,omitempty"`

    // Shares is the number of shares involved.
    Shares int64 `json:"shares"`

    // Value is the total value of the transaction.
    Value float64 `json:"value"`

    // Ownership indicates ownership type (e.g., "D" for direct, "I" for indirect).
    Ownership string `json:"ownership"`
}

type LookupDocument

LookupDocument represents a single financial instrument from lookup results.

This structure contains detailed information about a matching ticker symbol, including pricing data if requested.

type LookupDocument struct {
    // Symbol is the ticker symbol.
    Symbol string `json:"symbol"`

    // Name is the company/instrument name.
    Name string `json:"name"`

    // ShortName is the short name (alternative to Name).
    ShortName string `json:"shortName,omitempty"`

    // Exchange is the exchange where the instrument is traded.
    Exchange string `json:"exchange"`

    // ExchangeDisplay is the display name of the exchange.
    ExchangeDisplay string `json:"exchDisp,omitempty"`

    // QuoteType is the type of instrument (EQUITY, ETF, MUTUALFUND, etc.).
    QuoteType string `json:"quoteType"`

    // TypeDisplay is the display name of the instrument type.
    TypeDisplay string `json:"typeDisp,omitempty"`

    // Industry is the industry classification.
    Industry string `json:"industry,omitempty"`

    // Sector is the sector classification.
    Sector string `json:"sector,omitempty"`

    // Score is the relevance score of this result.
    Score float64 `json:"score,omitempty"`

    // RegularMarketPrice is the current market price.
    RegularMarketPrice float64 `json:"regularMarketPrice,omitempty"`

    // RegularMarketChange is the price change.
    RegularMarketChange float64 `json:"regularMarketChange,omitempty"`

    // RegularMarketChangePercent is the percentage price change.
    RegularMarketChangePercent float64 `json:"regularMarketChangePercent,omitempty"`

    // RegularMarketPreviousClose is the previous closing price.
    RegularMarketPreviousClose float64 `json:"regularMarketPreviousClose,omitempty"`

    // RegularMarketOpen is the opening price.
    RegularMarketOpen float64 `json:"regularMarketOpen,omitempty"`

    // RegularMarketDayHigh is the day's high price.
    RegularMarketDayHigh float64 `json:"regularMarketDayHigh,omitempty"`

    // RegularMarketDayLow is the day's low price.
    RegularMarketDayLow float64 `json:"regularMarketDayLow,omitempty"`

    // RegularMarketVolume is the trading volume.
    RegularMarketVolume int64 `json:"regularMarketVolume,omitempty"`

    // MarketCap is the market capitalization.
    MarketCap int64 `json:"marketCap,omitempty"`

    // FiftyTwoWeekHigh is the 52-week high price.
    FiftyTwoWeekHigh float64 `json:"fiftyTwoWeekHigh,omitempty"`

    // FiftyTwoWeekLow is the 52-week low price.
    FiftyTwoWeekLow float64 `json:"fiftyTwoWeekLow,omitempty"`

    // Currency is the trading currency.
    Currency string `json:"currency,omitempty"`

    // MarketState is the current market state (PRE, REGULAR, POST, CLOSED).
    MarketState string `json:"marketState,omitempty"`
}

type LookupParams

LookupParams represents parameters for the Lookup function.

type LookupParams struct {
    // Type is the instrument type filter (default "all").
    Type LookupType

    // Count is the maximum number of results to return (default 25).
    Count int

    // Start is the offset for pagination (default 0).
    Start int

    // FetchPricingData includes real-time pricing data in results (default true).
    FetchPricingData bool
}

func DefaultLookupParams

func DefaultLookupParams() LookupParams

DefaultLookupParams returns default lookup parameters.

Default values:

• Type: LookupTypeAll
• Count: 25
• Start: 0
• FetchPricingData: true

type LookupResponse

LookupResponse represents the raw API response from Yahoo Finance lookup.

type LookupResponse struct {
    Finance struct {
        Result []struct {
            Documents []map[string]interface{} `json:"documents"`
            Count     int                      `json:"count,omitempty"`
            Start     int                      `json:"start,omitempty"`
            Total     int                      `json:"total,omitempty"`
        }   `json:"result"`
        Error *struct {
            Code        string `json:"code"`
            Description string `json:"description"`
        }   `json:"error,omitempty"`
    } `json:"finance"`
}

type LookupResult

LookupResult represents the result of a lookup query.

This contains a list of matching financial instruments based on the search query.

Example:

l, err := lookup.New("AAPL")
if err != nil {
    log.Fatal(err)
}
results, err := l.All(10)
for _, doc := range results {
    fmt.Printf("%s: %s (%s)\n", doc.Symbol, doc.Name, doc.Exchange)
}

type LookupResult struct {
    // Documents contains the list of matching financial instruments.
    Documents []LookupDocument `json:"documents"`

    // Count is the number of results returned.
    Count int `json:"count"`
}

type LookupType

LookupType represents the type of financial instrument for lookup queries.

type LookupType string

const (
    // LookupTypeAll returns all types of financial instruments.
    LookupTypeAll LookupType = "all"

    // LookupTypeEquity returns stock/equity instruments.
    LookupTypeEquity LookupType = "equity"

    // LookupTypeMutualFund returns mutual fund instruments.
    LookupTypeMutualFund LookupType = "mutualfund"

    // LookupTypeETF returns ETF instruments.
    LookupTypeETF LookupType = "etf"

    // LookupTypeIndex returns index instruments.
    LookupTypeIndex LookupType = "index"

    // LookupTypeFuture returns future instruments.
    LookupTypeFuture LookupType = "future"

    // LookupTypeCurrency returns currency instruments.
    LookupTypeCurrency LookupType = "currency"

    // LookupTypeCryptocurrency returns cryptocurrency instruments.
    LookupTypeCryptocurrency LookupType = "cryptocurrency"
)

type MajorHolders

MajorHolders represents the breakdown of major shareholders.

This includes percentages held by insiders, institutions, and the total count of institutional holders.

Example:

holders, err := ticker.MajorHolders()
if err != nil {
    log.Fatal(err)
}
fmt.Printf("Insiders: %.2f%%\n", holders.InsidersPercentHeld*100)
fmt.Printf("Institutions: %.2f%%\n", holders.InstitutionsPercentHeld*100)

type MajorHolders struct {
    // InsidersPercentHeld is the percentage of shares held by insiders (0.0-1.0).
    InsidersPercentHeld float64 `json:"insidersPercentHeld"`

    // InstitutionsPercentHeld is the percentage of shares held by institutions (0.0-1.0).
    InstitutionsPercentHeld float64 `json:"institutionsPercentHeld"`

    // InstitutionsFloatPercentHeld is the percentage of float held by institutions (0.0-1.0).
    InstitutionsFloatPercentHeld float64 `json:"institutionsFloatPercentHeld"`

    // InstitutionsCount is the number of institutional holders.
    InstitutionsCount int `json:"institutionsCount"`
}

type MarketState

MarketState represents the market hours state.

type MarketState int32

const (
    // MarketStatePreMarket indicates pre-market hours.
    MarketStatePreMarket MarketState = 0
    // MarketStateRegular indicates regular trading hours.
    MarketStateRegular MarketState = 1
    // MarketStatePostMarket indicates post-market hours.
    MarketStatePostMarket MarketState = 2
    // MarketStateClosed indicates market is closed.
    MarketStateClosed MarketState = 3
)

func (MarketState) String

func (m MarketState) String() string

String returns the string representation of MarketState.

type MarketStatus

MarketStatus represents the status and trading hours of a market.

This includes opening/closing times, timezone information, and current market state.

Example:

m, err := market.New("us_market")
if err != nil {
    log.Fatal(err)
}
status, err := m.Status()
fmt.Printf("Market opens at: %s\n", status.Open.Format("15:04"))

type MarketStatus struct {
    // ID is the market identifier (e.g., "us_market").
    ID  string `json:"id,omitempty"`

    // Open is the market opening time.
    Open *time.Time `json:"open,omitempty"`

    // Close is the market closing time.
    Close *time.Time `json:"close,omitempty"`

    // Timezone contains timezone information.
    Timezone *MarketTimezone `json:"timezone,omitempty"`

    // State is the current market state (e.g., "REGULAR", "CLOSED", "PRE", "POST").
    State string `json:"state,omitempty"`

    // OpenStr is the raw open time string from API.
    OpenStr string `json:"-"`

    // CloseStr is the raw close time string from API.
    CloseStr string `json:"-"`
}

type MarketSummary

MarketSummary represents the summary of all market indices.

This provides an overview of major market indices like S&P 500, Dow Jones, NASDAQ, etc.

Example:

m, err := market.New("us_market")
if err != nil {
    log.Fatal(err)
}
summary, err := m.Summary()
for exchange, item := range summary {
    fmt.Printf("%s: %.2f (%.2f%%)\n",
        item.ShortName, item.RegularMarketPrice, item.RegularMarketChangePercent)
}

type MarketSummary map[string]MarketSummaryItem

type MarketSummaryItem

MarketSummaryItem represents a single market index or asset in the summary.

Each item represents an index like S&P 500, Dow Jones, etc.

type MarketSummaryItem struct {
    // Exchange is the exchange code (e.g., "SNP", "DJI").
    Exchange string `json:"exchange"`

    // Symbol is the ticker symbol.
    Symbol string `json:"symbol"`

    // ShortName is the short name of the index.
    ShortName string `json:"shortName"`

    // FullExchangeName is the full name of the exchange.
    FullExchangeName string `json:"fullExchangeName,omitempty"`

    // MarketState is the current market state.
    MarketState string `json:"marketState,omitempty"`

    // RegularMarketPrice is the current price.
    RegularMarketPrice float64 `json:"regularMarketPrice"`

    // RegularMarketChange is the price change.
    RegularMarketChange float64 `json:"regularMarketChange"`

    // RegularMarketChangePercent is the percentage change.
    RegularMarketChangePercent float64 `json:"regularMarketChangePercent"`

    // RegularMarketPreviousClose is the previous closing price.
    RegularMarketPreviousClose float64 `json:"regularMarketPreviousClose,omitempty"`

    // RegularMarketTime is the time of the last regular market trade.
    RegularMarketTime int64 `json:"regularMarketTime,omitempty"`

    // QuoteType is the type of quote (e.g., "INDEX", "EQUITY").
    QuoteType string `json:"quoteType,omitempty"`

    // SourceInterval is the data update interval in seconds.
    SourceInterval int `json:"sourceInterval,omitempty"`

    // ExchangeDataDelayedBy is the delay in seconds.
    ExchangeDataDelayedBy int `json:"exchangeDataDelayedBy,omitempty"`
}

type MarketSummaryResponse

MarketSummaryResponse represents the raw API response for market summary.

type MarketSummaryResponse struct {
    MarketSummaryResponse struct {
        Result []map[string]interface{} `json:"result"`
        Error  *struct {
            Code        string `json:"code"`
            Description string `json:"description"`
        }   `json:"error,omitempty"`
    } `json:"marketSummaryResponse"`
}

type MarketTimeResponse

MarketTimeResponse represents the raw API response for market time.

type MarketTimeResponse struct {
    Finance struct {
        MarketTimes []struct {
            ID         string `json:"id"`
            MarketTime []struct {
                ID       string                   `json:"id"`
                Open     string                   `json:"open"`
                Close    string                   `json:"close"`
                Timezone []map[string]interface{} `json:"timezone"`
                Time     string                   `json:"time,omitempty"`
            }   `json:"marketTime"`
        }   `json:"marketTimes"`
        Error *struct {
            Code        string `json:"code"`
            Description string `json:"description"`
        }   `json:"error,omitempty"`
    } `json:"finance"`
}

type MarketTimezone

MarketTimezone represents timezone information for a market.

type MarketTimezone struct {
    // GMTOffset is the GMT offset in milliseconds.
    GMTOffset int64 `json:"gmtoffset,omitempty"`

    // Short is the short timezone name (e.g., "EST", "PST").
    Short string `json:"short,omitempty"`

    // Long is the full timezone name (e.g., "Eastern Standard Time").
    Long string `json:"long,omitempty"`
}

type MultiTickerResult

MultiTickerResult represents the result of downloading multiple tickers.

type MultiTickerResult struct {
    // Data contains the history data for each ticker.
    // Key is the ticker symbol.
    Data map[string][]Bar

    // Errors contains any errors that occurred during download.
    // Key is the ticker symbol.
    Errors map[string]error

    // Symbols is the list of successfully downloaded symbols.
    Symbols []string
}

func (*MultiTickerResult) ErrorCount

func (r *MultiTickerResult) ErrorCount() int

ErrorCount returns the number of tickers that had errors.

func (*MultiTickerResult) Get

func (r *MultiTickerResult) Get(symbol string) []Bar

Get returns the history data for a specific ticker.

func (*MultiTickerResult) HasErrors

func (r *MultiTickerResult) HasErrors() bool

HasErrors returns true if any ticker had an error.

func (*MultiTickerResult) SuccessCount

func (r *MultiTickerResult) SuccessCount() int

SuccessCount returns the number of successfully downloaded tickers.

type NewsArticle

NewsArticle represents a single news article from Yahoo Finance.

type NewsArticle struct {
    // UUID is the unique identifier for the article.
    UUID string `json:"uuid"`

    // Title is the headline of the article.
    Title string `json:"title"`

    // Publisher is the source of the article.
    Publisher string `json:"publisher"`

    // Link is the URL to the full article.
    Link string `json:"link"`

    // PublishTime is the Unix timestamp when the article was published.
    PublishTime int64 `json:"providerPublishTime"`

    // Type is the content type (e.g., "STORY", "VIDEO").
    Type string `json:"type"`

    // Thumbnail contains image URLs for the article.
    Thumbnail *NewsThumbnail `json:"thumbnail,omitempty"`

    // RelatedTickers lists ticker symbols related to this article.
    RelatedTickers []string `json:"relatedTickers,omitempty"`
}

func (*NewsArticle) PublishedAt

func (n *NewsArticle) PublishedAt() time.Time

PublishedAt returns the publish time as a time.Time value.

type NewsParams

NewsParams contains parameters for fetching news articles.

type NewsParams struct {
    // Count is the number of articles to fetch (default: 10).
    Count int

    // Tab specifies the type of news to fetch.
    Tab NewsTab
}

type NewsTab

NewsTab represents the type of news to fetch.

type NewsTab string

const (
    // NewsTabAll fetches all news including articles and press releases.
    NewsTabAll NewsTab = "all"

    // NewsTabNews fetches only news articles (default).
    NewsTabNews NewsTab = "news"

    // NewsTabPressReleases fetches only press releases.
    NewsTabPressReleases NewsTab = "press releases"
)

func (NewsTab) QueryRef

func (t NewsTab) QueryRef() string

QueryRef returns the Yahoo Finance API query reference for this tab.

func (NewsTab) String

func (t NewsTab) String() string

String returns the string representation of the NewsTab.

type NewsThumbnail

NewsThumbnail contains thumbnail image information for a news article. It reuses ThumbnailResolution from the search package.

type NewsThumbnail struct {
    // Resolutions contains different size versions of the thumbnail.
    Resolutions []ThumbnailResolution `json:"resolutions,omitempty"`
}

type Officer

Officer represents a company officer.

type Officer struct {
    MaxAge           int    `json:"maxAge,omitempty"`
    Name             string `json:"name"`
    Age              int    `json:"age,omitempty"`
    Title            string `json:"title"`
    YearBorn         int    `json:"yearBorn,omitempty"`
    FiscalYear       int    `json:"fiscalYear,omitempty"`
    TotalPay         int64  `json:"totalPay,omitempty"`
    ExercisedValue   int64  `json:"exercisedValue,omitempty"`
    UnexercisedValue int64  `json:"unexercisedValue,omitempty"`
}

type Option

Option represents a single option contract (call or put).

type Option struct {
    ContractSymbol    string  `json:"contractSymbol"`
    Strike            float64 `json:"strike"`
    Currency          string  `json:"currency"`
    LastPrice         float64 `json:"lastPrice"`
    Change            float64 `json:"change"`
    PercentChange     float64 `json:"percentChange"`
    Volume            int64   `json:"volume"`
    OpenInterest      int64   `json:"openInterest"`
    Bid               float64 `json:"bid"`
    Ask               float64 `json:"ask"`
    ContractSize      string  `json:"contractSize"`
    Expiration        int64   `json:"expiration"`
    LastTradeDate     int64   `json:"lastTradeDate"`
    ImpliedVolatility float64 `json:"impliedVolatility"`
    InTheMoney        bool    `json:"inTheMoney"`
}

func (*Option) ExpirationDatetime

func (o *Option) ExpirationDatetime() time.Time

ExpirationDatetime returns the expiration date as time.Time.

func (*Option) LastTradeDatetime

func (o *Option) LastTradeDatetime() time.Time

LastTradeDatetime returns the last trade date as time.Time.

type OptionChain

OptionChain represents the complete option chain for a symbol.

type OptionChain struct {
    Calls      []Option     `json:"calls"`
    Puts       []Option     `json:"puts"`
    Underlying *OptionQuote `json:"underlying,omitempty"`
    Expiration time.Time    `json:"expiration"`
}

type OptionChainResponse

OptionChainResponse represents the API response for options data.

type OptionChainResponse struct {
    OptionChain struct {
        Result []struct {
            UnderlyingSymbol string      `json:"underlyingSymbol"`
            ExpirationDates  []int64     `json:"expirationDates"`
            Strikes          []float64   `json:"strikes"`
            HasMiniOptions   bool        `json:"hasMiniOptions"`
            Quote            OptionQuote `json:"quote"`
            Options          []struct {
                ExpirationDate int64    `json:"expirationDate"`
                HasMiniOptions bool     `json:"hasMiniOptions"`
                Calls          []Option `json:"calls"`
                Puts           []Option `json:"puts"`
            }   `json:"options"`
        }   `json:"result"`
        Error *struct {
            Code        string `json:"code"`
            Description string `json:"description"`
        }   `json:"error"`
    } `json:"optionChain"`
}

type OptionQuote

OptionQuote represents quote data within options API response. Uses int64 for timestamps since options API returns Unix timestamps.

type OptionQuote struct {
    Symbol                     string  `json:"symbol"`
    ShortName                  string  `json:"shortName"`
    LongName                   string  `json:"longName"`
    QuoteType                  string  `json:"quoteType"`
    Exchange                   string  `json:"exchange"`
    Currency                   string  `json:"currency"`
    MarketState                string  `json:"marketState"`
    RegularMarketPrice         float64 `json:"regularMarketPrice"`
    RegularMarketChange        float64 `json:"regularMarketChange"`
    RegularMarketChangePercent float64 `json:"regularMarketChangePercent"`
    RegularMarketDayHigh       float64 `json:"regularMarketDayHigh"`
    RegularMarketDayLow        float64 `json:"regularMarketDayLow"`
    RegularMarketOpen          float64 `json:"regularMarketOpen"`
    RegularMarketPreviousClose float64 `json:"regularMarketPreviousClose"`
    RegularMarketVolume        int64   `json:"regularMarketVolume"`
    RegularMarketTime          int64   `json:"regularMarketTime"`
    Bid                        float64 `json:"bid"`
    Ask                        float64 `json:"ask"`
    BidSize                    int64   `json:"bidSize"`
    AskSize                    int64   `json:"askSize"`
    FiftyTwoWeekHigh           float64 `json:"fiftyTwoWeekHigh"`
    FiftyTwoWeekLow            float64 `json:"fiftyTwoWeekLow"`
}

type OptionsData

OptionsData holds all expiration dates and the current option chain.

type OptionsData struct {
    ExpirationDates []time.Time  `json:"expirationDates"`
    Strikes         []float64    `json:"strikes"`
    HasMiniOptions  bool         `json:"hasMiniOptions"`
    OptionChain     *OptionChain `json:"optionChain,omitempty"`
}

type PerformingCompany

PerformingCompany represents a top performing company in the industry.

type PerformingCompany struct {
    // Symbol is the stock ticker symbol.
    Symbol string `json:"symbol"`

    // Name is the company name.
    Name string `json:"name"`

    // YTDReturn is the year-to-date return.
    YTDReturn float64 `json:"ytd_return,omitempty"`

    // LastPrice is the last traded price.
    LastPrice float64 `json:"last_price,omitempty"`

    // TargetPrice is the analyst target price.
    TargetPrice float64 `json:"target_price,omitempty"`
}

type PredefinedIndustry

PredefinedIndustry represents commonly used industry identifiers.

type PredefinedIndustry string

Technology Sector Industries

const (
    // IndustrySemiconductors represents the Semiconductors industry.
    IndustrySemiconductors PredefinedIndustry = "semiconductors"

    // IndustrySoftwareInfrastructure represents the Software - Infrastructure industry.
    IndustrySoftwareInfrastructure PredefinedIndustry = "software-infrastructure"

    // IndustrySoftwareApplication represents the Software - Application industry.
    IndustrySoftwareApplication PredefinedIndustry = "software-application"

    // IndustryConsumerElectronics represents the Consumer Electronics industry.
    IndustryConsumerElectronics PredefinedIndustry = "consumer-electronics"

    // IndustryComputerHardware represents the Computer Hardware industry.
    IndustryComputerHardware PredefinedIndustry = "computer-hardware"

    // IndustrySemiconductorEquipment represents the Semiconductor Equipment & Materials industry.
    IndustrySemiconductorEquipment PredefinedIndustry = "semiconductor-equipment-materials"

    // IndustryITServices represents the Information Technology Services industry.
    IndustryITServices PredefinedIndustry = "information-technology-services"

    // IndustryCommunicationEquipment represents the Communication Equipment industry.
    IndustryCommunicationEquipment PredefinedIndustry = "communication-equipment"

    // IndustryElectronicComponents represents the Electronic Components industry.
    IndustryElectronicComponents PredefinedIndustry = "electronic-components"

    // IndustrySolar represents the Solar industry.
    IndustrySolar PredefinedIndustry = "solar"
)

Healthcare Sector Industries

const (
    // IndustryBiotechnology represents the Biotechnology industry.
    IndustryBiotechnology PredefinedIndustry = "biotechnology"

    // IndustryDrugManufacturersGeneral represents the Drug Manufacturers - General industry.
    IndustryDrugManufacturersGeneral PredefinedIndustry = "drug-manufacturers-general"

    // IndustryMedicalDevices represents the Medical Devices industry.
    IndustryMedicalDevices PredefinedIndustry = "medical-devices"

    // IndustryHealthcarePlans represents the Healthcare Plans industry.
    IndustryHealthcarePlans PredefinedIndustry = "healthcare-plans"

    // IndustryDiagnosticsResearch represents the Diagnostics & Research industry.
    IndustryDiagnosticsResearch PredefinedIndustry = "diagnostics-research"
)

Financial Services Sector Industries

const (
    // IndustryBanksDiversified represents the Banks - Diversified industry.
    IndustryBanksDiversified PredefinedIndustry = "banks-diversified"

    // IndustryBanksRegional represents the Banks - Regional industry.
    IndustryBanksRegional PredefinedIndustry = "banks-regional"

    // IndustryAssetManagement represents the Asset Management industry.
    IndustryAssetManagement PredefinedIndustry = "asset-management"

    // IndustryCapitalMarkets represents the Capital Markets industry.
    IndustryCapitalMarkets PredefinedIndustry = "capital-markets"

    // IndustryInsuranceDiversified represents the Insurance - Diversified industry.
    IndustryInsuranceDiversified PredefinedIndustry = "insurance-diversified"

    // IndustryCreditServices represents the Credit Services industry.
    IndustryCreditServices PredefinedIndustry = "credit-services"
)

Energy Sector Industries

const (
    // IndustryOilGasIntegrated represents the Oil & Gas Integrated industry.
    IndustryOilGasIntegrated PredefinedIndustry = "oil-gas-integrated"

    // IndustryOilGasEP represents the Oil & Gas E&P industry.
    IndustryOilGasEP PredefinedIndustry = "oil-gas-e-p"

    // IndustryOilGasMidstream represents the Oil & Gas Midstream industry.
    IndustryOilGasMidstream PredefinedIndustry = "oil-gas-midstream"

    // IndustryOilGasEquipmentServices represents the Oil & Gas Equipment & Services industry.
    IndustryOilGasEquipmentServices PredefinedIndustry = "oil-gas-equipment-services"
)

Consumer Cyclical Industries

const (
    // IndustryAutoManufacturers represents the Auto Manufacturers industry.
    IndustryAutoManufacturers PredefinedIndustry = "auto-manufacturers"

    // IndustryInternetRetail represents the Internet Retail industry.
    IndustryInternetRetail PredefinedIndustry = "internet-retail"

    // IndustryRestaurants represents the Restaurants industry.
    IndustryRestaurants PredefinedIndustry = "restaurants"

    // IndustryHomeImprovementRetail represents the Home Improvement Retail industry.
    IndustryHomeImprovementRetail PredefinedIndustry = "home-improvement-retail"
)

Industrials Sector Industries

const (
    // IndustryAerospaceDefense represents the Aerospace & Defense industry.
    IndustryAerospaceDefense PredefinedIndustry = "aerospace-defense"

    // IndustryRailroads represents the Railroads industry.
    IndustryRailroads PredefinedIndustry = "railroads"

    // IndustryAirlines represents the Airlines industry.
    IndustryAirlines PredefinedIndustry = "airlines"

    // IndustryBuildingProductsEquipment represents the Building Products & Equipment industry.
    IndustryBuildingProductsEquipment PredefinedIndustry = "building-products-equipment"
)

func AllIndustries

func AllIndustries() []PredefinedIndustry

AllIndustries returns a list of common predefined industry identifiers. Note: This is not exhaustive - there are many more industries available.

type PredefinedMarket

PredefinedMarket represents commonly used market identifiers.

type PredefinedMarket string

const (
    // MarketUS represents the US market.
    MarketUS PredefinedMarket = "us_market"

    // MarketGB represents the UK market.
    MarketGB PredefinedMarket = "gb_market"

    // MarketDE represents the German market.
    MarketDE PredefinedMarket = "de_market"

    // MarketFR represents the French market.
    MarketFR PredefinedMarket = "fr_market"

    // MarketJP represents the Japanese market.
    MarketJP PredefinedMarket = "jp_market"

    // MarketHK represents the Hong Kong market.
    MarketHK PredefinedMarket = "hk_market"

    // MarketCN represents the Chinese market.
    MarketCN PredefinedMarket = "cn_market"

    // MarketCA represents the Canadian market.
    MarketCA PredefinedMarket = "ca_market"

    // MarketAU represents the Australian market.
    MarketAU PredefinedMarket = "au_market"

    // MarketIN represents the Indian market.
    MarketIN PredefinedMarket = "in_market"

    // MarketKR represents the Korean market.
    MarketKR PredefinedMarket = "kr_market"

    // MarketBR represents the Brazilian market.
    MarketBR PredefinedMarket = "br_market"
)

type PredefinedScreener

PredefinedScreener represents a predefined screener query name.

type PredefinedScreener string

const (
    // Equity Screeners
    ScreenerAggressiveSmallCaps  PredefinedScreener = "aggressive_small_caps"
    ScreenerDayGainers           PredefinedScreener = "day_gainers"
    ScreenerDayLosers            PredefinedScreener = "day_losers"
    ScreenerGrowthTech           PredefinedScreener = "growth_technology_stocks"
    ScreenerMostActives          PredefinedScreener = "most_actives"
    ScreenerMostShorted          PredefinedScreener = "most_shorted_stocks"
    ScreenerSmallCapGainers      PredefinedScreener = "small_cap_gainers"
    ScreenerUndervaluedGrowth    PredefinedScreener = "undervalued_growth_stocks"
    ScreenerUndervaluedLargeCaps PredefinedScreener = "undervalued_large_caps"

    // Fund Screeners
    ScreenerConservativeForeign PredefinedScreener = "conservative_foreign_funds"
    ScreenerHighYieldBond       PredefinedScreener = "high_yield_bond"
    ScreenerPortfolioAnchors    PredefinedScreener = "portfolio_anchors"
    ScreenerSolidLargeGrowth    PredefinedScreener = "solid_large_growth_funds"
    ScreenerSolidMidcapGrowth   PredefinedScreener = "solid_midcap_growth_funds"
    ScreenerTopMutualFunds      PredefinedScreener = "top_mutual_funds"
)

func AllPredefinedScreeners

func AllPredefinedScreeners() []PredefinedScreener

AllPredefinedScreeners returns all available predefined screener names.

type PredefinedSector

PredefinedSector represents commonly used sector identifiers.

type PredefinedSector string

const (
    // SectorBasicMaterials represents the Basic Materials sector.
    SectorBasicMaterials PredefinedSector = "basic-materials"

    // SectorCommunicationServices represents the Communication Services sector.
    SectorCommunicationServices PredefinedSector = "communication-services"

    // SectorConsumerCyclical represents the Consumer Cyclical sector.
    SectorConsumerCyclical PredefinedSector = "consumer-cyclical"

    // SectorConsumerDefensive represents the Consumer Defensive sector.
    SectorConsumerDefensive PredefinedSector = "consumer-defensive"

    // SectorEnergy represents the Energy sector.
    SectorEnergy PredefinedSector = "energy"

    // SectorFinancialServices represents the Financial Services sector.
    SectorFinancialServices PredefinedSector = "financial-services"

    // SectorHealthcare represents the Healthcare sector.
    SectorHealthcare PredefinedSector = "healthcare"

    // SectorIndustrials represents the Industrials sector.
    SectorIndustrials PredefinedSector = "industrials"

    // SectorRealEstate represents the Real Estate sector.
    SectorRealEstate PredefinedSector = "real-estate"

    // SectorTechnology represents the Technology sector.
    SectorTechnology PredefinedSector = "technology"

    // SectorUtilities represents the Utilities sector.
    SectorUtilities PredefinedSector = "utilities"
)

func AllSectors

func AllSectors() []PredefinedSector

AllSectors returns a list of all predefined sector identifiers.

type PriceTarget

PriceTarget represents analyst price targets.

type PriceTarget struct {
    Current          float64 `json:"current"`
    High             float64 `json:"high"`
    Low              float64 `json:"low"`
    Mean             float64 `json:"mean"`
    Median           float64 `json:"median"`
    NumberOfAnalysts int     `json:"numberOfAnalysts"`
    // Additional recommendation data
    RecommendationKey  string  `json:"recommendationKey"`  // "buy", "hold", "sell"
    RecommendationMean float64 `json:"recommendationMean"` // 1.0 (strong buy) to 5.0 (strong sell)
}

type PricingData

PricingData represents real-time pricing data from Yahoo Finance WebSocket.

This structure contains live market data including price, volume, bid/ask, and various market indicators.

type PricingData struct {
    // ID is the ticker symbol.
    ID  string `json:"id,omitempty"`

    // Price is the current price.
    Price float32 `json:"price,omitempty"`

    // Time is the quote timestamp (Unix timestamp).
    Time int64 `json:"time,omitempty"`

    // Currency is the trading currency (e.g., "USD").
    Currency string `json:"currency,omitempty"`

    // Exchange is the exchange name (e.g., "NMS").
    Exchange string `json:"exchange,omitempty"`

    // QuoteType indicates the type of quote (1=equity, 2=option, etc.).
    QuoteType int32 `json:"quote_type,omitempty"`

    // MarketHours indicates market state (0=pre, 1=regular, 2=post, 3=closed).
    MarketHours int32 `json:"market_hours,omitempty"`

    // ChangePercent is the percentage change from previous close.
    ChangePercent float32 `json:"change_percent,omitempty"`

    // DayVolume is the trading volume for the day.
    DayVolume int64 `json:"day_volume,omitempty"`

    // DayHigh is the day's high price.
    DayHigh float32 `json:"day_high,omitempty"`

    // DayLow is the day's low price.
    DayLow float32 `json:"day_low,omitempty"`

    // Change is the absolute change from previous close.
    Change float32 `json:"change,omitempty"`

    // ShortName is the company short name.
    ShortName string `json:"short_name,omitempty"`

    // ExpireDate is the option expiration date (Unix timestamp).
    ExpireDate int64 `json:"expire_date,omitempty"`

    // OpenPrice is the day's opening price.
    OpenPrice float32 `json:"open_price,omitempty"`

    // PreviousClose is the previous day's closing price.
    PreviousClose float32 `json:"previous_close,omitempty"`

    // StrikePrice is the option strike price.
    StrikePrice float32 `json:"strike_price,omitempty"`

    // UnderlyingSymbol is the underlying symbol for options.
    UnderlyingSymbol string `json:"underlying_symbol,omitempty"`

    // OpenInterest is the option open interest.
    OpenInterest int64 `json:"open_interest,omitempty"`

    // OptionsType indicates call (0) or put (1).
    OptionsType int64 `json:"options_type,omitempty"`

    // MiniOption indicates if this is a mini option.
    MiniOption int64 `json:"mini_option,omitempty"`

    // LastSize is the last trade size.
    LastSize int64 `json:"last_size,omitempty"`

    // Bid is the current bid price.
    Bid float32 `json:"bid,omitempty"`

    // BidSize is the bid size.
    BidSize int64 `json:"bid_size,omitempty"`

    // Ask is the current ask price.
    Ask float32 `json:"ask,omitempty"`

    // AskSize is the ask size.
    AskSize int64 `json:"ask_size,omitempty"`

    // PriceHint is the decimal precision hint.
    PriceHint int64 `json:"price_hint,omitempty"`

    // Vol24Hr is 24-hour volume (for crypto).
    Vol24Hr int64 `json:"vol_24hr,omitempty"`

    // VolAllCurrencies is volume in all currencies (for crypto).
    VolAllCurrencies int64 `json:"vol_all_currencies,omitempty"`

    // FromCurrency is the source currency (for crypto).
    FromCurrency string `json:"from_currency,omitempty"`

    // LastMarket is the last market (for crypto).
    LastMarket string `json:"last_market,omitempty"`

    // CirculatingSupply is the circulating supply (for crypto).
    CirculatingSupply float64 `json:"circulating_supply,omitempty"`

    // MarketCap is the market capitalization.
    MarketCap float64 `json:"market_cap,omitempty"`
}

func (*PricingData) ExpireTime

func (p *PricingData) ExpireTime() time.Time

ExpireTime returns the option expiration date as time.Time.

func (*PricingData) IsPostMarket

func (p *PricingData) IsPostMarket() bool

IsPostMarket returns true if trading during post-market hours.

func (*PricingData) IsPreMarket

func (p *PricingData) IsPreMarket() bool

IsPreMarket returns true if trading during pre-market hours.

func (*PricingData) IsRegularMarket

func (p *PricingData) IsRegularMarket() bool

IsRegularMarket returns true if trading during regular market hours.

func (*PricingData) Timestamp

func (p *PricingData) Timestamp() time.Time

Timestamp returns the quote time as time.Time.

type QueryOperator

QueryOperator represents an operator for custom screener queries.

type QueryOperator string

const (
    // Comparison operators
    OpEQ   QueryOperator = "eq"   // Equals
    OpGT   QueryOperator = "gt"   // Greater than
    OpLT   QueryOperator = "lt"   // Less than
    OpGTE  QueryOperator = "gte"  // Greater than or equal
    OpLTE  QueryOperator = "lte"  // Less than or equal
    OpBTWN QueryOperator = "btwn" // Between

    // Logical operators
    OpAND QueryOperator = "and" // All conditions must match
    OpOR  QueryOperator = "or"  // Any condition can match
)

type Quote

Quote represents current quote data for a ticker.

type Quote struct {
    // Symbol information
    Symbol    string `json:"symbol"`
    ShortName string `json:"shortName"`
    LongName  string `json:"longName"`
    QuoteType string `json:"quoteType"` // EQUITY, ETF, MUTUALFUND, etc.

    // Exchange information
    Exchange             string `json:"exchange"`
    ExchangeName         string `json:"exchangeName"`
    ExchangeTimezoneName string `json:"exchangeTimezoneName"`
    Currency             string `json:"currency"`

    // Regular market data
    RegularMarketPrice         float64   `json:"regularMarketPrice"`
    RegularMarketChange        float64   `json:"regularMarketChange"`
    RegularMarketChangePercent float64   `json:"regularMarketChangePercent"`
    RegularMarketDayHigh       float64   `json:"regularMarketDayHigh"`
    RegularMarketDayLow        float64   `json:"regularMarketDayLow"`
    RegularMarketOpen          float64   `json:"regularMarketOpen"`
    RegularMarketPreviousClose float64   `json:"regularMarketPreviousClose"`
    RegularMarketVolume        int64     `json:"regularMarketVolume"`
    RegularMarketTime          time.Time `json:"regularMarketTime"`

    // Pre/Post market data
    PreMarketPrice         float64   `json:"preMarketPrice,omitempty"`
    PreMarketChange        float64   `json:"preMarketChange,omitempty"`
    PreMarketChangePercent float64   `json:"preMarketChangePercent,omitempty"`
    PreMarketTime          time.Time `json:"preMarketTime,omitempty"`

    PostMarketPrice         float64   `json:"postMarketPrice,omitempty"`
    PostMarketChange        float64   `json:"postMarketChange,omitempty"`
    PostMarketChangePercent float64   `json:"postMarketChangePercent,omitempty"`
    PostMarketTime          time.Time `json:"postMarketTime,omitempty"`

    // 52-week range
    FiftyTwoWeekHigh       float64 `json:"fiftyTwoWeekHigh"`
    FiftyTwoWeekLow        float64 `json:"fiftyTwoWeekLow"`
    FiftyTwoWeekChange     float64 `json:"fiftyTwoWeekChange"`
    FiftyTwoWeekChangePerc float64 `json:"fiftyTwoWeekChangePercent"`

    // Moving averages
    FiftyDayAverage           float64 `json:"fiftyDayAverage"`
    FiftyDayAverageChange     float64 `json:"fiftyDayAverageChange"`
    FiftyDayAverageChangePerc float64 `json:"fiftyDayAverageChangePercent"`
    TwoHundredDayAverage      float64 `json:"twoHundredDayAverage"`
    TwoHundredDayAverageChg   float64 `json:"twoHundredDayAverageChange"`
    TwoHundredDayAverageChgPc float64 `json:"twoHundredDayAverageChangePercent"`

    // Volume averages
    AverageDailyVolume3Month int64 `json:"averageDailyVolume3Month"`
    AverageDailyVolume10Day  int64 `json:"averageDailyVolume10Day"`

    // Market cap and shares
    MarketCap         int64 `json:"marketCap"`
    SharesOutstanding int64 `json:"sharesOutstanding"`

    // Dividend info
    TrailingAnnualDividendRate  float64 `json:"trailingAnnualDividendRate,omitempty"`
    TrailingAnnualDividendYield float64 `json:"trailingAnnualDividendYield,omitempty"`
    DividendDate                int64   `json:"dividendDate,omitempty"`

    // Earnings info
    TrailingPE              float64 `json:"trailingPE,omitempty"`
    ForwardPE               float64 `json:"forwardPE,omitempty"`
    EpsTrailingTwelveMonths float64 `json:"epsTrailingTwelveMonths,omitempty"`
    EpsForward              float64 `json:"epsForward,omitempty"`
    EpsCurrentYear          float64 `json:"epsCurrentYear,omitempty"`

    // Book value
    BookValue   float64 `json:"bookValue,omitempty"`
    PriceToBook float64 `json:"priceToBook,omitempty"`

    // Bid/Ask
    Bid     float64 `json:"bid,omitempty"`
    BidSize int64   `json:"bidSize,omitempty"`
    Ask     float64 `json:"ask,omitempty"`
    AskSize int64   `json:"askSize,omitempty"`

    // Market state
    MarketState string `json:"marketState"` // PRE, REGULAR, POST, CLOSED
}

type QuoteError

QuoteError represents an error from quote API.

type QuoteError struct {
    Code        string `json:"code"`
    Description string `json:"description"`
}

type QuoteResponse

QuoteResponse represents the response from quote API (v7).

type QuoteResponse struct {
    QuoteResponse struct {
        Result []QuoteResult `json:"result"`
        Error  *QuoteError   `json:"error"`
    } `json:"quoteResponse"`
}

type QuoteResult

QuoteResult represents a single quote result.

type QuoteResult struct {
    Language                          string  `json:"language"`
    Region                            string  `json:"region"`
    QuoteType                         string  `json:"quoteType"`
    TypeDisp                          string  `json:"typeDisp"`
    QuoteSourceName                   string  `json:"quoteSourceName"`
    Triggerable                       bool    `json:"triggerable"`
    CustomPriceAlertConfidence        string  `json:"customPriceAlertConfidence"`
    Currency                          string  `json:"currency"`
    Exchange                          string  `json:"exchange"`
    ShortName                         string  `json:"shortName"`
    LongName                          string  `json:"longName"`
    MessageBoardID                    string  `json:"messageBoardId"`
    ExchangeTimezoneName              string  `json:"exchangeTimezoneName"`
    ExchangeTimezoneShortName         string  `json:"exchangeTimezoneShortName"`
    GMTOffSetMilliseconds             int64   `json:"gmtOffSetMilliseconds"`
    Market                            string  `json:"market"`
    EsgPopulated                      bool    `json:"esgPopulated"`
    MarketState                       string  `json:"marketState"`
    RegularMarketChangePercent        float64 `json:"regularMarketChangePercent"`
    RegularMarketPrice                float64 `json:"regularMarketPrice"`
    RegularMarketChange               float64 `json:"regularMarketChange"`
    RegularMarketTime                 int64   `json:"regularMarketTime"`
    RegularMarketDayHigh              float64 `json:"regularMarketDayHigh"`
    RegularMarketDayRange             string  `json:"regularMarketDayRange"`
    RegularMarketDayLow               float64 `json:"regularMarketDayLow"`
    RegularMarketVolume               int64   `json:"regularMarketVolume"`
    RegularMarketPreviousClose        float64 `json:"regularMarketPreviousClose"`
    RegularMarketOpen                 float64 `json:"regularMarketOpen"`
    Bid                               float64 `json:"bid"`
    Ask                               float64 `json:"ask"`
    BidSize                           int64   `json:"bidSize"`
    AskSize                           int64   `json:"askSize"`
    FullExchangeName                  string  `json:"fullExchangeName"`
    FinancialCurrency                 string  `json:"financialCurrency"`
    SourceInterval                    int     `json:"sourceInterval"`
    ExchangeDataDelayedBy             int     `json:"exchangeDataDelayedBy"`
    Tradeable                         bool    `json:"tradeable"`
    CryptoTradeable                   bool    `json:"cryptoTradeable"`
    FirstTradeDateMilliseconds        int64   `json:"firstTradeDateMilliseconds"`
    PriceHint                         int     `json:"priceHint"`
    PostMarketChangePercent           float64 `json:"postMarketChangePercent"`
    PostMarketTime                    int64   `json:"postMarketTime"`
    PostMarketPrice                   float64 `json:"postMarketPrice"`
    PostMarketChange                  float64 `json:"postMarketChange"`
    PreMarketChangePercent            float64 `json:"preMarketChangePercent"`
    PreMarketTime                     int64   `json:"preMarketTime"`
    PreMarketPrice                    float64 `json:"preMarketPrice"`
    PreMarketChange                   float64 `json:"preMarketChange"`
    FiftyTwoWeekLowChange             float64 `json:"fiftyTwoWeekLowChange"`
    FiftyTwoWeekLowChangePercent      float64 `json:"fiftyTwoWeekLowChangePercent"`
    FiftyTwoWeekRange                 string  `json:"fiftyTwoWeekRange"`
    FiftyTwoWeekHighChange            float64 `json:"fiftyTwoWeekHighChange"`
    FiftyTwoWeekHighChangePercent     float64 `json:"fiftyTwoWeekHighChangePercent"`
    FiftyTwoWeekLow                   float64 `json:"fiftyTwoWeekLow"`
    FiftyTwoWeekHigh                  float64 `json:"fiftyTwoWeekHigh"`
    FiftyTwoWeekChangePercent         float64 `json:"fiftyTwoWeekChangePercent"`
    DividendDate                      int64   `json:"dividendDate"`
    EarningsTimestamp                 int64   `json:"earningsTimestamp"`
    EarningsTimestampStart            int64   `json:"earningsTimestampStart"`
    EarningsTimestampEnd              int64   `json:"earningsTimestampEnd"`
    TrailingAnnualDividendRate        float64 `json:"trailingAnnualDividendRate"`
    TrailingPE                        float64 `json:"trailingPE"`
    TrailingAnnualDividendYield       float64 `json:"trailingAnnualDividendYield"`
    EpsTrailingTwelveMonths           float64 `json:"epsTrailingTwelveMonths"`
    EpsForward                        float64 `json:"epsForward"`
    EpsCurrentYear                    float64 `json:"epsCurrentYear"`
    PriceEpsCurrentYear               float64 `json:"priceEpsCurrentYear"`
    SharesOutstanding                 int64   `json:"sharesOutstanding"`
    BookValue                         float64 `json:"bookValue"`
    FiftyDayAverage                   float64 `json:"fiftyDayAverage"`
    FiftyDayAverageChange             float64 `json:"fiftyDayAverageChange"`
    FiftyDayAverageChangePercent      float64 `json:"fiftyDayAverageChangePercent"`
    TwoHundredDayAverage              float64 `json:"twoHundredDayAverage"`
    TwoHundredDayAverageChange        float64 `json:"twoHundredDayAverageChange"`
    TwoHundredDayAverageChangePercent float64 `json:"twoHundredDayAverageChangePercent"`
    MarketCap                         int64   `json:"marketCap"`
    ForwardPE                         float64 `json:"forwardPE"`
    PriceToBook                       float64 `json:"priceToBook"`
    AverageDailyVolume10Day           int64   `json:"averageDailyVolume10Day"`
    AverageDailyVolume3Month          int64   `json:"averageDailyVolume3Month"`
    DisplayName                       string  `json:"displayName"`
    Symbol                            string  `json:"symbol"`
}

type QuoteSummaryError

QuoteSummaryError represents an error from quoteSummary API.

type QuoteSummaryError struct {
    Code        string `json:"code"`
    Description string `json:"description"`
}

type QuoteSummaryResponse

QuoteSummaryResponse represents the response from quoteSummary API.

type QuoteSummaryResponse struct {
    QuoteSummary struct {
        Result []QuoteSummaryResult `json:"result"`
        Error  *QuoteSummaryError   `json:"error"`
    } `json:"quoteSummary"`
}

type QuoteSummaryResult

QuoteSummaryResult contains all module data.

type QuoteSummaryResult struct {
    AssetProfile         map[string]interface{} `json:"assetProfile,omitempty"`
    SummaryDetail        map[string]interface{} `json:"summaryDetail,omitempty"`
    DefaultKeyStatistics map[string]interface{} `json:"defaultKeyStatistics,omitempty"`
    FinancialData        map[string]interface{} `json:"financialData,omitempty"`
    QuoteType            map[string]interface{} `json:"quoteType,omitempty"`
    Price                map[string]interface{} `json:"price,omitempty"`
    CalendarEvents       map[string]interface{} `json:"calendarEvents,omitempty"`
}

type Recommendation

Recommendation represents analyst recommendation counts for a period.

type Recommendation struct {
    Period     string `json:"period"` // "0m", "-1m", "-2m", "-3m"
    StrongBuy  int    `json:"strongBuy"`
    Buy        int    `json:"buy"`
    Hold       int    `json:"hold"`
    Sell       int    `json:"sell"`
    StrongSell int    `json:"strongSell"`
}

func (*Recommendation) Total

func (r *Recommendation) Total() int

Total returns total number of recommendations.

type RecommendationTrend

RecommendationTrend represents analyst recommendations over time.

type RecommendationTrend struct {
    Trend []Recommendation `json:"trend"`
}

type RepairOptions

RepairOptions provides fine-grained control over which repairs to apply.

type RepairOptions struct {
    // FixUnitMixups repairs 100x currency errors ($/cents, £/pence)
    FixUnitMixups bool `json:"fixUnitMixups,omitempty"`

    // FixZeroes repairs missing/zero price values
    FixZeroes bool `json:"fixZeroes,omitempty"`

    // FixSplits repairs bad stock split adjustments
    FixSplits bool `json:"fixSplits,omitempty"`

    // FixDividends repairs bad dividend adjustments
    FixDividends bool `json:"fixDividends,omitempty"`

    // FixCapitalGains repairs capital gains double-counting (ETF/MutualFund only)
    FixCapitalGains bool `json:"fixCapitalGains,omitempty"`
}

func DefaultRepairOptions

func DefaultRepairOptions() RepairOptions

DefaultRepairOptions returns options with all repairs enabled.

type ResearchReport

ResearchReport represents a research report.

type ResearchReport struct {
    // ID is the unique report identifier.
    ID  string `json:"id,omitempty"`

    // Title is the report title.
    Title string `json:"title,omitempty"`

    // Provider is the report provider name.
    Provider string `json:"provider,omitempty"`

    // PublishDate is the publication date.
    PublishDate string `json:"publish_date,omitempty"`

    // Summary is a brief summary of the report.
    Summary string `json:"summary,omitempty"`
}

type RevenueEstimate

RevenueEstimate represents revenue estimates for a period.

type RevenueEstimate struct {
    Period           string  `json:"period"`
    EndDate          string  `json:"endDate"`
    NumberOfAnalysts int     `json:"numberOfAnalysts"`
    Avg              float64 `json:"avg"`
    Low              float64 `json:"low"`
    High             float64 `json:"high"`
    YearAgoRevenue   float64 `json:"yearAgoRevenue"`
    Growth           float64 `json:"growth"`
}

type ScreenerParams

ScreenerParams represents parameters for the Screen function.

type ScreenerParams struct {
    // Offset is the result offset for pagination (default 0).
    Offset int

    // Count is the number of results to return (default 25, max 250).
    Count int

    // SortField is the field to sort by (default "ticker").
    SortField string

    // SortAsc sorts in ascending order if true (default false/descending).
    SortAsc bool
}

func DefaultScreenerParams

func DefaultScreenerParams() ScreenerParams

DefaultScreenerParams returns default screener parameters.

type ScreenerQuery

ScreenerQuery represents a custom screener query.

type ScreenerQuery struct {
    // Operator is the query operator (eq, gt, lt, and, or, etc.).
    Operator QueryOperator `json:"operator"`

    // Operands contains the operands for this query.
    // For comparison operators: [fieldName, value] or [fieldName, min, max] for btwn
    // For logical operators: nested ScreenerQuery objects
    Operands []interface{} `json:"operands"`
}

func NewEquityQuery

func NewEquityQuery(op QueryOperator, operands []interface{}) *ScreenerQuery

NewEquityQuery creates a new equity screener query.

Example:

// Find US tech stocks with price > $10
q := models.NewEquityQuery(models.OpAND, []interface{}{
    models.NewEquityQuery(models.OpEQ, []interface{}{"region", "us"}),
    models.NewEquityQuery(models.OpEQ, []interface{}{"sector", "Technology"}),
    models.NewEquityQuery(models.OpGT, []interface{}{"eodprice", 10}),
})

type ScreenerQuote

ScreenerQuote represents a single stock from screener results.

type ScreenerQuote struct {
    // Symbol is the ticker symbol.
    Symbol string `json:"symbol"`

    // ShortName is the short company name.
    ShortName string `json:"shortName,omitempty"`

    // LongName is the full company name.
    LongName string `json:"longName,omitempty"`

    // Exchange is the exchange where the stock is traded.
    Exchange string `json:"exchange,omitempty"`

    // ExchangeDisp is the display name of the exchange.
    ExchangeDisp string `json:"fullExchangeName,omitempty"`

    // QuoteType is the type of asset.
    QuoteType string `json:"quoteType,omitempty"`

    // Region is the geographic region.
    Region string `json:"region,omitempty"`

    // Sector is the sector of the company.
    Sector string `json:"sector,omitempty"`

    // Industry is the industry of the company.
    Industry string `json:"industry,omitempty"`

    // Currency is the trading currency.
    Currency string `json:"currency,omitempty"`

    // MarketState is the current market state (PRE, REGULAR, POST, CLOSED).
    MarketState string `json:"marketState,omitempty"`

    // RegularMarketPrice is the current/last regular market price.
    RegularMarketPrice float64 `json:"regularMarketPrice,omitempty"`

    // RegularMarketChange is the price change.
    RegularMarketChange float64 `json:"regularMarketChange,omitempty"`

    // RegularMarketChangePercent is the percentage change.
    RegularMarketChangePercent float64 `json:"regularMarketChangePercent,omitempty"`

    // RegularMarketVolume is the trading volume.
    RegularMarketVolume int64 `json:"regularMarketVolume,omitempty"`

    // RegularMarketDayHigh is the day's high price.
    RegularMarketDayHigh float64 `json:"regularMarketDayHigh,omitempty"`

    // RegularMarketDayLow is the day's low price.
    RegularMarketDayLow float64 `json:"regularMarketDayLow,omitempty"`

    // RegularMarketOpen is the opening price.
    RegularMarketOpen float64 `json:"regularMarketOpen,omitempty"`

    // RegularMarketPreviousClose is the previous close price.
    RegularMarketPreviousClose float64 `json:"regularMarketPreviousClose,omitempty"`

    // MarketCap is the market capitalization.
    MarketCap int64 `json:"marketCap,omitempty"`

    // FiftyTwoWeekHigh is the 52-week high price.
    FiftyTwoWeekHigh float64 `json:"fiftyTwoWeekHigh,omitempty"`

    // FiftyTwoWeekLow is the 52-week low price.
    FiftyTwoWeekLow float64 `json:"fiftyTwoWeekLow,omitempty"`

    // FiftyTwoWeekChange is the 52-week change percentage.
    FiftyTwoWeekChange float64 `json:"fiftyTwoWeekChangePercent,omitempty"`

    // FiftyDayAverage is the 50-day average price.
    FiftyDayAverage float64 `json:"fiftyDayAverage,omitempty"`

    // TwoHundredDayAverage is the 200-day average price.
    TwoHundredDayAverage float64 `json:"twoHundredDayAverage,omitempty"`

    // AverageVolume is the average trading volume.
    AverageVolume int64 `json:"averageDailyVolume3Month,omitempty"`

    // TrailingPE is the trailing P/E ratio.
    TrailingPE float64 `json:"trailingPE,omitempty"`

    // ForwardPE is the forward P/E ratio.
    ForwardPE float64 `json:"forwardPE,omitempty"`

    // PriceToBook is the price to book ratio.
    PriceToBook float64 `json:"priceToBook,omitempty"`

    // DividendYield is the dividend yield.
    DividendYield float64 `json:"dividendYield,omitempty"`

    // TrailingEPS is the trailing earnings per share.
    TrailingEPS float64 `json:"epsTrailingTwelveMonths,omitempty"`

    // BookValue is the book value per share.
    BookValue float64 `json:"bookValue,omitempty"`
}

type ScreenerResponse

ScreenerResponse represents the raw API response from Yahoo Finance screener.

type ScreenerResponse struct {
    Finance struct {
        Result []struct {
            Total  int                      `json:"total"`
            Count  int                      `json:"count"`
            Quotes []map[string]interface{} `json:"quotes"`
        }   `json:"result"`
        Error *struct {
            Code        string `json:"code"`
            Description string `json:"description"`
        }   `json:"error"`
    } `json:"finance"`
}

type ScreenerResult

ScreenerResult represents the result from a stock screener query.

Example:

result, err := screener.Screen(screener.DayGainers, nil)
if err != nil {
    log.Fatal(err)
}
fmt.Printf("Found %d stocks\n", result.Total)
for _, quote := range result.Quotes {
    fmt.Printf("%s: %.2f%%\n", quote.Symbol, quote.PercentChange)
}

type ScreenerResult struct {
    // Total is the total number of matching results.
    Total int `json:"total"`

    // Count is the number of results returned in this batch.
    Count int `json:"count"`

    // Offset is the offset used for pagination.
    Offset int `json:"offset"`

    // Quotes contains the matching stocks.
    Quotes []ScreenerQuote `json:"quotes"`
}

type SearchList

SearchList represents a Yahoo Finance list from search results.

type SearchList struct {
    // ID is the list identifier.
    ID  string `json:"id"`

    // Name is the list name.
    Name string `json:"name"`

    // Description is the list description.
    Description string `json:"description,omitempty"`

    // SymbolCount is the number of symbols in the list.
    SymbolCount int `json:"symbolCount,omitempty"`

    // URL is the link to the list.
    URL string `json:"url,omitempty"`
}

type SearchNav

SearchNav represents a navigation link from search results.

type SearchNav struct {
    // Name is the navigation item name.
    Name string `json:"name"`

    // URL is the navigation URL.
    URL string `json:"url"`
}

type SearchNews

SearchNews represents a news article from search results.

type SearchNews struct {
    // UUID is the unique identifier for the news article.
    UUID string `json:"uuid"`

    // Title is the headline of the article.
    Title string `json:"title"`

    // Publisher is the source of the article.
    Publisher string `json:"publisher"`

    // Link is the URL to the article.
    Link string `json:"link"`

    // PublishTime is the Unix timestamp when the article was published.
    PublishTime int64 `json:"providerPublishTime"`

    // Type is the news type (e.g., "STORY").
    Type string `json:"type,omitempty"`

    // Thumbnail contains thumbnail image information.
    Thumbnail *SearchThumbnail `json:"thumbnail,omitempty"`

    // RelatedTickers contains symbols related to this news.
    RelatedTickers []string `json:"relatedTickers,omitempty"`
}

type SearchParams

SearchParams represents parameters for the Search function.

type SearchParams struct {
    // Query is the search query (required).
    Query string

    // MaxResults is the maximum number of stock quotes to return (default 8).
    MaxResults int

    // NewsCount is the number of news articles to return (default 8).
    NewsCount int

    // ListsCount is the number of lists to return (default 8).
    ListsCount int

    // IncludeResearch includes research reports in results.
    IncludeResearch bool

    // IncludeNav includes navigation links in results.
    IncludeNav bool

    // EnableFuzzyQuery enables fuzzy matching for typos.
    EnableFuzzyQuery bool
}

func DefaultSearchParams

func DefaultSearchParams() SearchParams

DefaultSearchParams returns default search parameters.

type SearchQuote

SearchQuote represents a single quote result from search.

type SearchQuote struct {
    // Symbol is the ticker symbol.
    Symbol string `json:"symbol"`

    // ShortName is the short company name.
    ShortName string `json:"shortname"`

    // LongName is the full company name.
    LongName string `json:"longname,omitempty"`

    // Exchange is the exchange where the asset is traded.
    Exchange string `json:"exchange"`

    // ExchangeDisp is the display name of the exchange.
    ExchangeDisp string `json:"exchDisp,omitempty"`

    // QuoteType is the type of asset (EQUITY, ETF, MUTUALFUND, etc.).
    QuoteType string `json:"quoteType"`

    // TypeDisp is the display name of the asset type.
    TypeDisp string `json:"typeDisp,omitempty"`

    // Score is the relevance score of this result.
    Score float64 `json:"score,omitempty"`

    // IsYahooFinance indicates if this is a Yahoo Finance asset.
    IsYahooFinance bool `json:"isYahooFinance,omitempty"`

    // Industry is the industry of the company.
    Industry string `json:"industry,omitempty"`

    // Sector is the sector of the company.
    Sector string `json:"sector,omitempty"`
}

type SearchResearch

SearchResearch represents a research report from search results.

type SearchResearch struct {
    // ReportID is the unique identifier.
    ReportID string `json:"reportId"`

    // Title is the report title.
    Title string `json:"title"`

    // Provider is the research provider.
    Provider string `json:"provider"`

    // Ticker is the related ticker symbol.
    Ticker string `json:"ticker,omitempty"`

    // PublishDate is the publication date.
    PublishDate string `json:"publishDate,omitempty"`
}

type SearchResponse

SearchResponse represents the raw API response from Yahoo Finance search.

type SearchResponse struct {
    Quotes   []map[string]interface{} `json:"quotes"`
    News     []map[string]interface{} `json:"news"`
    Lists    []map[string]interface{} `json:"lists,omitempty"`
    Research []map[string]interface{} `json:"researchReports,omitempty"`
    Nav      []map[string]interface{} `json:"nav,omitempty"`
    Count    int                      `json:"count,omitempty"`
}

type SearchResult

SearchResult represents the complete search response from Yahoo Finance.

This includes quotes (stock matches), news articles, lists, and research reports.

Example:

result, err := search.Search("AAPL")
if err != nil {
    log.Fatal(err)
}
for _, quote := range result.Quotes {
    fmt.Printf("%s: %s\n", quote.Symbol, quote.ShortName)
}

type SearchResult struct {
    // Quotes contains matching stock/asset quotes.
    Quotes []SearchQuote `json:"quotes"`

    // News contains related news articles.
    News []SearchNews `json:"news,omitempty"`

    // Lists contains Yahoo Finance lists.
    Lists []SearchList `json:"lists,omitempty"`

    // Research contains research reports (if requested).
    Research []SearchResearch `json:"research,omitempty"`

    // Nav contains navigation links (if requested).
    Nav []SearchNav `json:"nav,omitempty"`

    // TotalCount is the total number of matching results.
    TotalCount int `json:"totalCount,omitempty"`
}

type SearchThumbnail

SearchThumbnail represents thumbnail image information.

type SearchThumbnail struct {
    Resolutions []ThumbnailResolution `json:"resolutions,omitempty"`
}

type SectorData

SectorData contains all data for a sector.

This includes overview information, top companies, industries, top ETFs, and top mutual funds.

Example:

s, err := sector.New("technology")
if err != nil {
    log.Fatal(err)
}
data, err := s.Data()
fmt.Printf("Sector: %s has %d companies\n", data.Name, data.Overview.CompaniesCount)

type SectorData struct {
    // Key is the sector identifier.
    Key string `json:"key"`

    // Name is the display name of the sector.
    Name string `json:"name"`

    // Symbol is the associated symbol (e.g., index symbol).
    Symbol string `json:"symbol,omitempty"`

    // Overview contains sector overview information.
    Overview SectorOverview `json:"overview"`

    // TopCompanies lists the top companies in the sector.
    TopCompanies []SectorTopCompany `json:"top_companies,omitempty"`

    // Industries lists the industries within the sector.
    Industries []SectorIndustry `json:"industries,omitempty"`

    // TopETFs maps ETF symbols to names.
    TopETFs map[string]string `json:"top_etfs,omitempty"`

    // TopMutualFunds maps mutual fund symbols to names.
    TopMutualFunds map[string]string `json:"top_mutual_funds,omitempty"`

    // ResearchReports contains research reports for the sector.
    ResearchReports []ResearchReport `json:"research_reports,omitempty"`
}

type SectorIndustry

SectorIndustry represents an industry within a sector.

type SectorIndustry struct {
    // Key is the unique identifier for the industry.
    Key string `json:"key"`

    // Name is the display name of the industry.
    Name string `json:"name"`

    // Symbol is the associated symbol.
    Symbol string `json:"symbol,omitempty"`

    // MarketWeight is the industry's weight within the sector.
    MarketWeight float64 `json:"market_weight,omitempty"`
}

type SectorOverview

SectorOverview contains overview information for a sector.

type SectorOverview struct {
    // CompaniesCount is the number of companies in the sector.
    CompaniesCount int `json:"companies_count,omitempty"`

    // MarketCap is the total market capitalization of the sector.
    MarketCap float64 `json:"market_cap,omitempty"`

    // MessageBoardID is the Yahoo Finance message board identifier.
    MessageBoardID string `json:"message_board_id,omitempty"`

    // Description is a text description of the sector.
    Description string `json:"description,omitempty"`

    // IndustriesCount is the number of industries in the sector.
    IndustriesCount int `json:"industries_count,omitempty"`

    // MarketWeight is the sector's weight in the market.
    MarketWeight float64 `json:"market_weight,omitempty"`

    // EmployeeCount is the total number of employees in the sector.
    EmployeeCount int64 `json:"employee_count,omitempty"`
}

type SectorResponse

SectorResponse represents the raw API response for sector data.

type SectorResponse struct {
    Data struct {
        Name            string                   `json:"name"`
        Symbol          string                   `json:"symbol"`
        Overview        map[string]interface{}   `json:"overview"`
        TopCompanies    []map[string]interface{} `json:"topCompanies"`
        Industries      []map[string]interface{} `json:"industries"`
        TopETFs         []map[string]interface{} `json:"topETFs"`
        TopMutualFunds  []map[string]interface{} `json:"topMutualFunds"`
        ResearchReports []map[string]interface{} `json:"researchReports"`
    }   `json:"data"`
    Error *struct {
        Code        string `json:"code"`
        Description string `json:"description"`
    }   `json:"error,omitempty"`
}

type SectorTopCompany

SectorTopCompany represents a top company within a sector.

type SectorTopCompany struct {
    // Symbol is the stock ticker symbol.
    Symbol string `json:"symbol"`

    // Name is the company name.
    Name string `json:"name"`

    // Rating is the analyst rating.
    Rating string `json:"rating,omitempty"`

    // MarketWeight is the company's weight within the sector.
    MarketWeight float64 `json:"market_weight,omitempty"`
}

type Split

Split represents a stock split.

type Split struct {
    Date        time.Time `json:"date"`
    Numerator   float64   `json:"numerator"`
    Denominator float64   `json:"denominator"`
    Ratio       string    `json:"ratio"` // e.g., "4:1"
}

type SplitEvent

SplitEvent represents a stock split event in chart response.

type SplitEvent struct {
    Date        int64   `json:"date"`
    Numerator   float64 `json:"numerator"`
    Denominator float64 `json:"denominator"`
    SplitRatio  string  `json:"splitRatio"`
}

type ThumbnailResolution

ThumbnailResolution represents a single thumbnail resolution.

type ThumbnailResolution struct {
    URL    string `json:"url"`
    Width  int    `json:"width"`
    Height int    `json:"height"`
    Tag    string `json:"tag,omitempty"`
}

type TimeseriesDataPoint

TimeseriesDataPoint represents a single data point in the timeseries.

type TimeseriesDataPoint struct {
    AsOfDate      string `json:"asOfDate"`
    CurrencyCode  string `json:"currencyCode"`
    DataID        int    `json:"dataId"`
    PeriodType    string `json:"periodType"`
    ReportedValue struct {
        Fmt string  `json:"fmt"`
        Raw float64 `json:"raw"`
    }   `json:"reportedValue"`
}

type TimeseriesResponse

TimeseriesResponse represents the API response from fundamentals-timeseries endpoint.

type TimeseriesResponse struct {
    Timeseries struct {
        Result []TimeseriesResult `json:"result"`
        Error  *struct {
            Code        string `json:"code"`
            Description string `json:"description"`
        }   `json:"error"`
    } `json:"timeseries"`
}

type TimeseriesResult

TimeseriesResult represents a single result item in the timeseries response. The actual data is in a dynamically named field matching the type (e.g., "annualTotalRevenue").

type TimeseriesResult struct {
    Meta struct {
        Symbol []string `json:"symbol"`
        Type   []string `json:"type"`
    }   `json:"meta"`
    Timestamp []int64 `json:"timestamp"`

    // Raw data - we'll unmarshal this separately
    RawData []TimeseriesDataPoint `json:"-"`
}

type TransactionStats

TransactionStats represents statistics for a type of transaction.

type TransactionStats struct {
    // Shares is the number of shares involved.
    Shares int64 `json:"shares"`

    // Transactions is the number of transactions.
    Transactions int `json:"transactions"`
}

multi

import "github.com/wnjoon/go-yfinance/pkg/multi"

Package multi provides functionality for downloading data for multiple tickers.

Overview

The multi package allows you to efficiently download historical data for multiple stock symbols at once, with optional parallel processing.

Basic Usage

result, err := multi.Download([]string{"AAPL", "MSFT", "GOOGL"}, nil)
if err != nil {
    log.Fatal(err)
}
for symbol, bars := range result.Data {
    fmt.Printf("%s: %d bars\n", symbol, len(bars))
}

With Parameters

params := &models.DownloadParams{
    Period:   "3mo",
    Interval: "1d",
    Threads:  4,
}
result, err := multi.Download([]string{"AAPL", "MSFT"}, params)

Tickers Class

tickers, err := multi.NewTickers([]string{"AAPL", "MSFT", "GOOGL"})
if err != nil {
    log.Fatal(err)
}
defer tickers.Close()

// Access individual ticker
aapl := tickers.Get("AAPL")
info, _ := aapl.Info()

// Download history for all
result, _ := tickers.History(nil)

Thread Safety

All multi package functions are safe for concurrent use.

Index

• func Download(symbols []string, params *models.DownloadParams) (*models.MultiTickerResult, error)
• func DownloadString(tickerStr string, params *models.DownloadParams) (*models.MultiTickerResult, error)
• type Option
• func WithClient(c *client.Client) Option
• type Tickers
• func NewTickers(symbols []string, opts ...Option) (*Tickers, error)
• func NewTickersFromString(tickerStr string, opts ...Option) (*Tickers, error)
• func (t *Tickers) Close()
• func (t *Tickers) Count() int
• func (t *Tickers) Download() (*models.MultiTickerResult, error)
• func (t *Tickers) Get(symbol string) *ticker.Ticker
• func (t *Tickers) History(params *models.DownloadParams) (*models.MultiTickerResult, error)
• func (t *Tickers) Symbols() []string

func Download

func Download(symbols []string, params *models.DownloadParams) (*models.MultiTickerResult, error)

Download is a convenience function to download data for multiple tickers.

Example:

result, err := multi.Download([]string{"AAPL", "MSFT"}, nil)
if err != nil {
    log.Fatal(err)
}
for symbol, bars := range result.Data {
    fmt.Printf("%s: %d bars\n", symbol, len(bars))
}

func DownloadString

func DownloadString(tickerStr string, params *models.DownloadParams) (*models.MultiTickerResult, error)

DownloadString is like Download but accepts a space/comma separated string.

Example:

result, err := multi.DownloadString("AAPL MSFT GOOGL", nil)

type Option

Option is a function that configures Tickers.

type Option func(*Tickers)

func WithClient

func WithClient(c *client.Client) Option

WithClient sets a custom HTTP client.

type Tickers

Tickers represents a collection of multiple ticker symbols.

type Tickers struct {
    // contains filtered or unexported fields
}

func NewTickers

func NewTickers(symbols []string, opts ...Option) (*Tickers, error)

NewTickers creates a new Tickers instance for multiple symbols.

Symbols can be provided as a slice of strings.

Example:

tickers, err := multi.NewTickers([]string{"AAPL", "MSFT", "GOOGL"})
if err != nil {
    log.Fatal(err)
}
defer tickers.Close()

func NewTickersFromString

func NewTickersFromString(tickerStr string, opts ...Option) (*Tickers, error)

NewTickersFromString creates Tickers from a space or comma separated string.

Example:

tickers, err := multi.NewTickersFromString("AAPL MSFT GOOGL")
// or
tickers, err := multi.NewTickersFromString("AAPL,MSFT,GOOGL")

func (*Tickers) Close

func (t *Tickers) Close()

Close releases all resources used by Tickers.

func (*Tickers) Count

func (t *Tickers) Count() int

Count returns the number of tickers.

func (*Tickers) Download

func (t *Tickers) Download() (*models.MultiTickerResult, error)

Download downloads historical data for all tickers with default parameters.

func (*Tickers) Get

func (t *Tickers) Get(symbol string) *ticker.Ticker

Get returns the Ticker instance for a specific symbol.

Returns nil if the symbol is not found.

func (*Tickers) History

func (t *Tickers) History(params *models.DownloadParams) (*models.MultiTickerResult, error)

History downloads historical data for all tickers.

Example:

result, err := tickers.History(&models.DownloadParams{
    Period:   "1mo",
    Interval: "1d",
})

func (*Tickers) Symbols

func (t *Tickers) Symbols() []string

Symbols returns the list of ticker symbols.

repair

import "github.com/wnjoon/go-yfinance/pkg/repair"

Package repair provides price data repair functionality for financial time series.

This package detects and corrects common data quality issues in Yahoo Finance data, including 100x currency errors, bad stock split adjustments, dividend double-counting, capital gains double-counting, and missing/zero values.

Overview

Yahoo Finance data sometimes contains errors that need to be repaired:

• 100x errors: Price appears in cents instead of dollars (or vice versa)
• Bad stock splits: Split adjustments not applied or applied incorrectly
• Bad dividends: Dividend adjustments not applied correctly
• Capital gains double-counting: For ETFs/MutualFunds, capital gains counted twice
• Zero/missing values: Prices showing as 0 or NaN

Usage

Create a Repairer and call Repair on your bar data:

opts := repair.DefaultOptions()
opts.Interval = "1d"
opts.QuoteType = "ETF"

repairer := repair.New(opts)
repairedBars, err := repairer.Repair(bars)

Repair Options

Individual repair functions can be enabled/disabled:

opts := repair.Options{
    FixUnitMixups:   true,   // Fix 100x errors
    FixZeroes:       true,   // Fix zero/missing values
    FixSplits:       true,   // Fix stock split errors
    FixDividends:    true,   // Fix dividend adjustment errors
    FixCapitalGains: true,   // Fix capital gains double-counting
}

Capital Gains Repair \(v1.1.0\)

For ETFs and Mutual Funds, Yahoo Finance sometimes double-counts capital gains in the Adjusted Close calculation. This repair detects and corrects this issue:

// Only applies to ETF and MUTUALFUND quote types
opts.QuoteType = "ETF"
opts.FixCapitalGains = true

The algorithm compares price drops on distribution days against expected drops based on dividend vs dividend+capital_gains to detect double-counting.

Stock Split Repair

Detects when Yahoo fails to apply stock split adjustments to historical data:

opts.FixSplits = true

Uses IQR-based outlier detection to identify suspicious price changes that match the split ratio, then applies corrections.

This package is designed to match the behavior of Python yfinance's price repair functionality.

Index

• func CountRepaired(bars []models.Bar) int
• func DetectBadDividends(bars []models.Bar, currency string) []int
• func DetectBadSplits(bars []models.Bar) []int
• func DetectUnitMixups(bars []models.Bar) []int
• func DetectZeroes(bars []models.Bar) []int
• func HasCapitalGains(bars []models.Bar) bool
• func HasDividends(bars []models.Bar) bool
• func HasSplits(bars []models.Bar) bool
• type CapitalGainsRepairStats
• type DividendInfo
• type DividendRepairStats
• type Options
• func DefaultOptions() Options
• type QuoteType
• type Repairer
• func New(opts Options) *Repairer
• func (r *Repairer) AnalyzeCapitalGains(bars []models.Bar) CapitalGainsRepairStats
• func (r *Repairer) AnalyzeDividends(bars []models.Bar) DividendRepairStats
• func (r *Repairer) AnalyzeSplits(bars []models.Bar) SplitRepairStats
• func (r *Repairer) AnalyzeUnitMixups(bars []models.Bar) UnitMixupStats
• func (r *Repairer) AnalyzeZeroes(bars []models.Bar) ZeroRepairStats
• func (r *Repairer) Repair(bars []models.Bar) ([]models.Bar, error)
• type SplitInfo
• type SplitRepairStats
• type UnitMixupStats
• type ZeroRepairStats

func CountRepaired

func CountRepaired(bars []models.Bar) int

CountRepaired counts how many bars have been repaired.

func DetectBadDividends

func DetectBadDividends(bars []models.Bar, currency string) []int

DetectBadDividends checks if there are dividend issues in the data. Returns indices of bars with suspected dividend problems.

func DetectBadSplits

func DetectBadSplits(bars []models.Bar) []int

DetectBadSplits checks if there are unadjusted splits in the data.

func DetectUnitMixups

func DetectUnitMixups(bars []models.Bar) []int

DetectUnitMixups checks if there are 100x errors in the data. Returns indices of bars with suspected 100x errors.

func DetectZeroes

func DetectZeroes(bars []models.Bar) []int

DetectZeroes checks for bars with zero/missing values. Returns indices of bars that may need repair.

func HasCapitalGains

func HasCapitalGains(bars []models.Bar) bool

HasCapitalGains checks if any bar has capital gains data.

func HasDividends

func HasDividends(bars []models.Bar) bool

HasDividends checks if any bar has dividend data.

func HasSplits

func HasSplits(bars []models.Bar) bool

HasSplits checks if any bar has split data.

type CapitalGainsRepairStats

CapitalGainsRepairStats returns statistics about capital gains repair.

type CapitalGainsRepairStats struct {
    TotalEvents       int     // Number of capital gains events
    DoubleCountEvents int     // Number detected as double-counted
    DoubleCountRatio  float64 // Ratio of double-counted events
    RepairApplied     bool    // Whether repair was applied
    BarsRepaired      int     // Number of bars that were repaired
}

type DividendInfo

DividendInfo contains information about a single dividend.

type DividendInfo struct {
    Date         time.Time
    Amount       float64
    IsMissingAdj bool
    IsTooSmall   bool
    IsTooLarge   bool
    IsPhantom    bool
    WasRepaired  bool
}

type DividendRepairStats

DividendRepairStats contains statistics about dividend repairs.

type DividendRepairStats struct {
    TotalDividends int            // Number of dividend events found
    MissingAdj     int            // Dividends with missing adjustment
    TooSmall       int            // Dividends 100x too small
    TooLarge       int            // Dividends 100x too big
    Phantoms       int            // Phantom (duplicate) dividends
    BarsRepaired   int            // Total bars modified
    Dividends      []DividendInfo // Details of each dividend
}

type Options

Options configures the repair behavior.

type Options struct {
    // Data context
    Ticker    string    // Ticker symbol
    Interval  string    // Data interval (1d, 1wk, 1mo, etc.)
    Timezone  string    // Exchange timezone
    Currency  string    // Price currency
    QuoteType QuoteType // Type of instrument (EQUITY, ETF, MUTUALFUND, etc.)

    // Feature flags - which repairs to apply
    FixUnitMixups   bool // Fix 100x currency errors ($/cents, £/pence)
    FixZeroes       bool // Fix missing/zero values
    FixSplits       bool // Fix bad stock split adjustments
    FixDividends    bool // Fix bad dividend adjustments
    FixCapitalGains bool // Fix capital gains double-counting (ETF/MutualFund only)
}

func DefaultOptions

func DefaultOptions() Options

DefaultOptions returns options with all repairs enabled.

type QuoteType

QuoteType represents the type of financial instrument.

type QuoteType string

const (
    QuoteTypeEquity     QuoteType = "EQUITY"
    QuoteTypeETF        QuoteType = "ETF"
    QuoteTypeMutualFund QuoteType = "MUTUALFUND"
    QuoteTypeIndex      QuoteType = "INDEX"
    QuoteTypeCurrency   QuoteType = "CURRENCY"
    QuoteTypeCrypto     QuoteType = "CRYPTOCURRENCY"
)

type Repairer

Repairer handles price data repair operations.

type Repairer struct {
    // contains filtered or unexported fields
}

func New

func New(opts Options) *Repairer

New creates a new Repairer with the given options.

func (*Repairer) AnalyzeCapitalGains

func (r *Repairer) AnalyzeCapitalGains(bars []models.Bar) CapitalGainsRepairStats

AnalyzeCapitalGains analyzes bars for capital gains issues without modifying. Useful for debugging and understanding the data.

func (*Repairer) AnalyzeDividends

func (r *Repairer) AnalyzeDividends(bars []models.Bar) DividendRepairStats

AnalyzeDividends analyzes bars for dividend issues without modifying.

func (*Repairer) AnalyzeSplits

func (r *Repairer) AnalyzeSplits(bars []models.Bar) SplitRepairStats

AnalyzeSplits analyzes bars for split issues without modifying.

func (*Repairer) AnalyzeUnitMixups

func (r *Repairer) AnalyzeUnitMixups(bars []models.Bar) UnitMixupStats

AnalyzeUnitMixups analyzes bars for 100x errors without modifying.

func (*Repairer) AnalyzeZeroes

func (r *Repairer) AnalyzeZeroes(bars []models.Bar) ZeroRepairStats

AnalyzeZeroes analyzes bars for zero/missing values without modifying.

func (*Repairer) Repair

func (r *Repairer) Repair(bars []models.Bar) ([]models.Bar, error)

Repair applies all enabled repair operations to the bar data. The order of operations matters:

1. Fix dividend adjustments (must come before price-level errors)
2. Fix 100x unit errors
3. Fix stock split errors
4. Fix zero/missing values
5. Fix capital gains double-counting (last, needs clean adjustment data)

Returns the repaired bars and any error encountered.

type SplitInfo

SplitInfo contains information about a single split.

type SplitInfo struct {
    Date        time.Time
    Ratio       float64
    WasRepaired bool
}

type SplitRepairStats

SplitRepairStats contains statistics about split repair.

type SplitRepairStats struct {
    TotalSplits    int         // Number of split events found
    SplitsRepaired int         // Number of splits that were repaired
    BarsRepaired   int         // Total bars modified
    Splits         []SplitInfo // Details of each split
}

type UnitMixupStats

UnitMixupStats contains statistics about unit mixup repairs.

type UnitMixupStats struct {
    TotalBars        int  // Total bars analyzed
    BarsRepaired     int  // Bars with 100x errors fixed
    HasUnitSwitch    bool // Whether a permanent unit switch was detected
    SwitchIndex      int  // Index where unit switch occurred (-1 if none)
    RandomMixupCount int  // Number of random 100x errors found
}

type ZeroRepairStats

ZeroRepairStats contains statistics about zero value repairs.

type ZeroRepairStats struct {
    TotalBars       int // Total bars analyzed
    ZeroBars        int // Bars with zero prices
    PartialZeroBars int // Bars with some zero values
    ZeroVolumeBars  int // Bars with zero volume but price changed
    BarsRepaired    int // Total bars repaired
}

screener

import "github.com/wnjoon/go-yfinance/pkg/screener"

Package screener provides Yahoo Finance stock screener functionality.

Overview

The screener package allows you to filter stocks based on various criteria using Yahoo Finance's predefined screeners or custom queries.

Predefined Screeners

Yahoo Finance provides several predefined screeners:

• day_gainers: Stocks with highest percentage gain today
• day_losers: Stocks with highest percentage loss today
• most_actives: Stocks with highest trading volume
• aggressive_small_caps: Aggressive small cap stocks
• growth_technology_stocks: Growth technology stocks
• undervalued_growth_stocks: Undervalued growth stocks
• undervalued_large_caps: Undervalued large cap stocks
• most_shorted_stocks: Most shorted stocks
• small_cap_gainers: Small cap gainers

Basic Usage

s, err := screener.New()
if err != nil {
    log.Fatal(err)
}
defer s.Close()

result, err := s.DayGainers(10)
if err != nil {
    log.Fatal(err)
}
for _, quote := range result.Quotes {
    fmt.Printf("%s: %.2f%%\n", quote.Symbol, quote.RegularMarketChangePercent)
}

Screener Methods

The Screener struct provides the following methods:

Predefined Screeners:

• Screener.Screen: Use any predefined screener
• Screener.DayGainers: Top gaining stocks
• Screener.DayLosers: Top losing stocks
• Screener.MostActives: Most actively traded stocks

Custom Queries:

• Screener.ScreenWithQuery: Use custom query criteria

Custom Queries

Build custom queries using [models.ScreenerQuery]:

// Find US tech stocks with price > $50
query := models.NewEquityQuery(models.OpAND, []interface{}{
    models.NewEquityQuery(models.OpEQ, []interface{}{"region", "us"}),
    models.NewEquityQuery(models.OpEQ, []interface{}{"sector", "Technology"}),
    models.NewEquityQuery(models.OpGT, []interface{}{"intradayprice", 50}),
})
result, err := s.ScreenWithQuery(query, nil)

Query Operators

Available operators for custom queries:

• OpEQ: Equals
• OpGT: Greater than
• OpLT: Less than
• OpGTE: Greater than or equal
• OpLTE: Less than or equal
• OpBTWN: Between (requires min and max values)
• OpAND: All conditions must match
• OpOR: Any condition can match

Thread Safety

All Screener methods are safe for concurrent use from multiple goroutines.

Package screener provides Yahoo Finance stock screener functionality.

Overview

The screener package allows you to filter stocks based on various criteria using Yahoo Finance's predefined screeners or custom queries.

Predefined Screeners

Yahoo Finance provides several predefined screeners:

• day_gainers: Stocks with highest percentage gain today
• day_losers: Stocks with highest percentage loss today
• most_actives: Stocks with highest trading volume
• aggressive_small_caps: Aggressive small cap stocks
• growth_technology_stocks: Growth technology stocks
• undervalued_growth_stocks: Undervalued growth stocks
• undervalued_large_caps: Undervalued large cap stocks
• most_shorted_stocks: Most shorted stocks
• small_cap_gainers: Small cap gainers

Basic Usage

s, err := screener.New()
if err != nil {
    log.Fatal(err)
}
defer s.Close()

// Use predefined screener
result, err := s.Screen(models.ScreenerDayGainers, nil)
if err != nil {
    log.Fatal(err)
}
for _, quote := range result.Quotes {
    fmt.Printf("%s: %.2f%%\n", quote.Symbol, quote.RegularMarketChangePercent)
}

Custom Queries

// Find US tech stocks with price > $50
query := models.NewEquityQuery(models.OpAND, []interface{}{
    models.NewEquityQuery(models.OpEQ, []interface{}{"region", "us"}),
    models.NewEquityQuery(models.OpEQ, []interface{}{"sector", "Technology"}),
    models.NewEquityQuery(models.OpGT, []interface{}{"intradayprice", 50}),
})
result, err := s.ScreenWithQuery(query, nil)

Thread Safety

All Screener methods are safe for concurrent use from multiple goroutines.

Index

• type Option
• func WithClient(c *client.Client) Option
• type Screener
• func New(opts ...Option) (*Screener, error)
• func (s *Screener) Close()
• func (s *Screener) DayGainers(count int) (*models.ScreenerResult, error)
• func (s *Screener) DayLosers(count int) (*models.ScreenerResult, error)
• func (s *Screener) MostActives(count int) (*models.ScreenerResult, error)
• func (s *Screener) Screen(screener models.PredefinedScreener, params *models.ScreenerParams) (*models.ScreenerResult, error)
• func (s *Screener) ScreenWithQuery(query *models.ScreenerQuery, params *models.ScreenerParams) (*models.ScreenerResult, error)

type Option

Option is a function that configures a Screener instance.

type Option func(*Screener)

func WithClient

func WithClient(c *client.Client) Option

WithClient sets a custom HTTP client.

type Screener

Screener provides Yahoo Finance stock screener functionality.

type Screener struct {
    // contains filtered or unexported fields
}

func New

func New(opts ...Option) (*Screener, error)

New creates a new Screener instance.

Example:

s, err := screener.New()
if err != nil {
    log.Fatal(err)
}
defer s.Close()

func (*Screener) Close

func (s *Screener) Close()

Close releases resources used by the Screener instance.

func (*Screener) DayGainers

func (s *Screener) DayGainers(count int) (*models.ScreenerResult, error)

DayGainers returns stocks with the highest percentage gain today.

Example:

result, err := s.DayGainers(10)
for _, quote := range result.Quotes {
    fmt.Printf("%s: +%.2f%%\n", quote.Symbol, quote.RegularMarketChangePercent)
}

func (*Screener) DayLosers

func (s *Screener) DayLosers(count int) (*models.ScreenerResult, error)

DayLosers returns stocks with the highest percentage loss today.

Example:

result, err := s.DayLosers(10)
for _, quote := range result.Quotes {
    fmt.Printf("%s: %.2f%%\n", quote.Symbol, quote.RegularMarketChangePercent)
}

func (*Screener) MostActives

func (s *Screener) MostActives(count int) (*models.ScreenerResult, error)

MostActives returns stocks with the highest trading volume today.

Example:

result, err := s.MostActives(10)
for _, quote := range result.Quotes {
    fmt.Printf("%s: %d shares\n", quote.Symbol, quote.RegularMarketVolume)
}

func (*Screener) Screen

func (s *Screener) Screen(screener models.PredefinedScreener, params *models.ScreenerParams) (*models.ScreenerResult, error)

Screen uses a predefined screener to find matching stocks.

Example:

result, err := s.Screen(models.ScreenerDayGainers, nil)
if err != nil {
    log.Fatal(err)
}
for _, quote := range result.Quotes {
    fmt.Printf("%s: %.2f%%\n", quote.Symbol, quote.RegularMarketChangePercent)
}

func (*Screener) ScreenWithQuery

func (s *Screener) ScreenWithQuery(query *models.ScreenerQuery, params *models.ScreenerParams) (*models.ScreenerResult, error)

ScreenWithQuery uses a custom query to find matching stocks.

Example:

// Find US stocks with market cap > $10B
query := models.NewEquityQuery(models.OpAND, []interface{}{
    models.NewEquityQuery(models.OpEQ, []interface{}{"region", "us"}),
    models.NewEquityQuery(models.OpGT, []interface{}{"intradaymarketcap", 10000000000}),
})
result, err := s.ScreenWithQuery(query, nil)

search

import "github.com/wnjoon/go-yfinance/pkg/search"

Package search provides Yahoo Finance search functionality.

Overview

The search package allows you to search for stock symbols, company names, and other financial assets on Yahoo Finance. It also retrieves related news articles, lists, and research reports.

Basic Usage

s, err := search.New()
if err != nil {
    log.Fatal(err)
}
defer s.Close()

result, err := s.Search("AAPL")
if err != nil {
    log.Fatal(err)
}
for _, quote := range result.Quotes {
    fmt.Printf("%s: %s (%s)\n", quote.Symbol, quote.ShortName, quote.Exchange)
}

Search Methods

The Search struct provides the following methods:

• Search.Search: Simple search with default parameters
• Search.SearchWithParams: Search with custom parameters
• Search.Quotes: Get only quote results
• Search.News: Get only news results

Search Parameters

Use [models.SearchParams] to customize your search:

params := models.SearchParams{
    Query:            "Apple",
    MaxResults:       10,
    NewsCount:        5,
    EnableFuzzyQuery: true,
}
result, err := s.SearchWithParams(params)

Thread Safety

All Search methods are safe for concurrent use from multiple goroutines.

Package search provides Yahoo Finance search functionality.

Overview

The search package allows you to search for stock symbols, company names, and other financial assets on Yahoo Finance. It also retrieves related news articles, lists, and research reports.

Basic Usage

s, err := search.New()
if err != nil {
    log.Fatal(err)
}
defer s.Close()

result, err := s.Search("AAPL")
if err != nil {
    log.Fatal(err)
}
for _, quote := range result.Quotes {
    fmt.Printf("%s: %s (%s)\n", quote.Symbol, quote.ShortName, quote.Exchange)
}

Search with Parameters

params := models.SearchParams{
    Query:            "Apple",
    MaxResults:       10,
    NewsCount:        5,
    EnableFuzzyQuery: true,
}
result, err := s.SearchWithParams(params)

Thread Safety

All Search methods are safe for concurrent use from multiple goroutines.

Index

• type Option
• func WithClient(c *client.Client) Option
• type Search
• func New(opts ...Option) (*Search, error)
• func (s *Search) Close()
• func (s *Search) News(query string, newsCount int) ([]models.SearchNews, error)
• func (s *Search) Quotes(query string, maxResults int) ([]models.SearchQuote, error)
• func (s *Search) Search(query string) (*models.SearchResult, error)
• func (s *Search) SearchWithParams(params models.SearchParams) (*models.SearchResult, error)

type Option

Option is a function that configures a Search instance.

type Option func(*Search)

func WithClient

func WithClient(c *client.Client) Option

WithClient sets a custom HTTP client.

type Search

Search provides Yahoo Finance search functionality.

type Search struct {
    // contains filtered or unexported fields
}

func New

func New(opts ...Option) (*Search, error)

New creates a new Search instance.

Example:

s, err := search.New()
if err != nil {
    log.Fatal(err)
}
defer s.Close()

func (*Search) Close

func (s *Search) Close()

Close releases resources used by the Search instance.

func (*Search) News

func (s *Search) News(query string, newsCount int) ([]models.SearchNews, error)

News returns only the news results for a search query.

Example:

news, err := s.News("Apple", 10)
for _, n := range news {
    fmt.Printf("%s: %s\n", n.Publisher, n.Title)
}

func (*Search) Quotes

func (s *Search) Quotes(query string, maxResults int) ([]models.SearchQuote, error)

Quotes returns only the quote results for a search query.

Example:

quotes, err := s.Quotes("Apple", 10)
for _, q := range quotes {
    fmt.Printf("%s: %s\n", q.Symbol, q.ShortName)
}

func (*Search) Search

func (s *Search) Search(query string) (*models.SearchResult, error)

Search searches for symbols and returns matching quotes.

This is a convenience method that uses default parameters.

Example:

result, err := s.Search("AAPL")
if err != nil {
    log.Fatal(err)
}
for _, quote := range result.Quotes {
    fmt.Printf("%s: %s\n", quote.Symbol, quote.ShortName)
}

func (*Search) SearchWithParams

func (s *Search) SearchWithParams(params models.SearchParams) (*models.SearchResult, error)

SearchWithParams searches with custom parameters.

Example:

params := models.SearchParams{
    Query:            "Apple",
    MaxResults:       10,
    NewsCount:        5,
    EnableFuzzyQuery: true,
}
result, err := s.SearchWithParams(params)

sector

import "github.com/wnjoon/go-yfinance/pkg/sector"

Package sector provides Yahoo Finance sector data functionality.

Overview

The sector package allows retrieving financial sector information including overview data, top companies, industries within the sector, top ETFs, and top mutual funds. This is useful for sector-based analysis and screening.

Basic Usage

s, err := sector.New("technology")
if err != nil {
    log.Fatal(err)
}
defer s.Close()

// Get sector overview
overview, err := s.Overview()
if err != nil {
    log.Fatal(err)
}
fmt.Printf("Companies: %d\n", overview.CompaniesCount)
fmt.Printf("Market Cap: $%.2f\n", overview.MarketCap)

Top Companies

Get the top companies within a sector:

companies, err := s.TopCompanies()
if err != nil {
    log.Fatal(err)
}
for _, c := range companies {
    fmt.Printf("%s: %s (Weight: %.4f)\n",
        c.Symbol, c.Name, c.MarketWeight)
}

Industries

Get industries within the sector:

industries, err := s.Industries()
if err != nil {
    log.Fatal(err)
}
for _, i := range industries {
    fmt.Printf("%s: %s\n", i.Key, i.Name)
}

Top ETFs and Mutual Funds

Get top ETFs and mutual funds for the sector:

etfs, err := s.TopETFs()
funds, err := s.TopMutualFunds()

Predefined Sectors

Common sector identifiers are available as constants:

s, _ := sector.NewWithPredefined(models.SectorTechnology)
s, _ := sector.NewWithPredefined(models.SectorHealthcare)
s, _ := sector.NewWithPredefined(models.SectorFinancialServices)

Available predefined sectors:

• SectorBasicMaterials: Basic Materials
• SectorCommunicationServices: Communication Services
• SectorConsumerCyclical: Consumer Cyclical
• SectorConsumerDefensive: Consumer Defensive
• SectorEnergy: Energy
• SectorFinancialServices: Financial Services
• SectorHealthcare: Healthcare
• SectorIndustrials: Industrials
• SectorRealEstate: Real Estate
• SectorTechnology: Technology
• SectorUtilities: Utilities

Caching

Sector data is cached after the first fetch. To refresh:

s.ClearCache()

Custom Client

Provide a custom HTTP client:

c, _ := client.New()
s, _ := sector.New("technology", sector.WithClient(c))

Thread Safety

All Sector methods are safe for concurrent use from multiple goroutines.

Python Compatibility

This package implements the same functionality as Python yfinance's Sector class:

Python                          | Go
--------------------------------|--------------------------------
yf.Sector("technology")         | sector.New("technology")
sector.key                      | s.Key()
sector.name                     | s.Name()
sector.symbol                   | s.Symbol()
sector.overview                 | s.Overview()
sector.top_companies            | s.TopCompanies()
sector.industries               | s.Industries()
sector.top_etfs                 | s.TopETFs()
sector.top_mutual_funds         | s.TopMutualFunds()
sector.research_reports         | s.ResearchReports()

Index

• type Option
• func WithClient(c *client.Client) Option
• type Sector
• func New(key string, opts ...Option) (*Sector, error)
• func NewWithPredefined(sector models.PredefinedSector, opts ...Option) (*Sector, error)
• func (s *Sector) ClearCache()
• func (s *Sector) Close()
• func (s *Sector) Data() (*models.SectorData, error)
• func (s *Sector) Industries() ([]models.SectorIndustry, error)
• func (s *Sector) Key() string
• func (s *Sector) Name() (string, error)
• func (s *Sector) Overview() (models.SectorOverview, error)
• func (s *Sector) ResearchReports() ([]models.ResearchReport, error)
• func (s *Sector) Symbol() (string, error)
• func (s *Sector) TopCompanies() ([]models.SectorTopCompany, error)
• func (s *Sector) TopETFs() (map[string]string, error)
• func (s *Sector) TopMutualFunds() (map[string]string, error)

type Option

Option is a function that configures a Sector instance.

type Option func(*Sector)

func WithClient

func WithClient(c *client.Client) Option

WithClient sets a custom HTTP client for the Sector instance.

type Sector

Sector provides access to financial sector data from Yahoo Finance.

Sector allows retrieving sector-related information such as overview, top companies, industries, top ETFs, and top mutual funds.

type Sector struct {
    // contains filtered or unexported fields
}

func New

func New(key string, opts ...Option) (*Sector, error)

New creates a new Sector instance for the given sector key.

Sector keys are lowercase with hyphens, e.g., "technology", "basic-materials". Use predefined constants from models package for convenience.

Example:

s, err := sector.New("technology")
if err != nil {
    log.Fatal(err)
}
defer s.Close()

overview, err := s.Overview()
fmt.Printf("Sector has %d companies\n", overview.CompaniesCount)

func NewWithPredefined

func NewWithPredefined(sector models.PredefinedSector, opts ...Option) (*Sector, error)

NewWithPredefined creates a new Sector instance using a predefined sector constant.

Example:

s, err := sector.NewWithPredefined(models.SectorTechnology)
if err != nil {
    log.Fatal(err)
}

func (*Sector) ClearCache

func (s *Sector) ClearCache()

ClearCache clears the cached sector data. The next call to any data method will fetch fresh data.

func (*Sector) Close

func (s *Sector) Close()

Close releases resources used by the Sector instance.

func (*Sector) Data

func (s *Sector) Data() (*models.SectorData, error)

Data returns all sector data.

This fetches and returns the complete sector information including overview, top companies, industries, top ETFs, and mutual funds.

Example:

data, err := s.Data()
if err != nil {
    log.Fatal(err)
}
fmt.Printf("Sector: %s\n", data.Name)
fmt.Printf("Companies: %d\n", data.Overview.CompaniesCount)

func (*Sector) Industries

func (s *Sector) Industries() ([]models.SectorIndustry, error)

Industries returns the industries within the sector.

Example:

industries, err := s.Industries()
if err != nil {
    log.Fatal(err)
}
for _, i := range industries {
    fmt.Printf("%s: %s\n", i.Key, i.Name)
}

func (*Sector) Key

func (s *Sector) Key() string

Key returns the sector key.

func (*Sector) Name

func (s *Sector) Name() (string, error)

Name returns the sector name.

Example:

name, err := s.Name()
fmt.Println(name) // "Technology"

func (*Sector) Overview

func (s *Sector) Overview() (models.SectorOverview, error)

Overview returns the sector overview information.

Example:

overview, err := s.Overview()
if err != nil {
    log.Fatal(err)
}
fmt.Printf("Companies: %d\n", overview.CompaniesCount)
fmt.Printf("Market Cap: $%.2f\n", overview.MarketCap)

func (*Sector) ResearchReports

func (s *Sector) ResearchReports() ([]models.ResearchReport, error)

ResearchReports returns research reports for the sector.

Example:

reports, err := s.ResearchReports()
if err != nil {
    log.Fatal(err)
}
for _, r := range reports {
    fmt.Printf("%s: %s\n", r.Provider, r.Title)
}

func (*Sector) Symbol

func (s *Sector) Symbol() (string, error)

Symbol returns the sector symbol.

func (*Sector) TopCompanies

func (s *Sector) TopCompanies() ([]models.SectorTopCompany, error)

TopCompanies returns the top companies in the sector.

Example:

companies, err := s.TopCompanies()
if err != nil {
    log.Fatal(err)
}
for _, c := range companies {
    fmt.Printf("%s: %s (Weight: %.2f%%)\n",
        c.Symbol, c.Name, c.MarketWeight*100)
}

func (*Sector) TopETFs

func (s *Sector) TopETFs() (map[string]string, error)

TopETFs returns the top ETFs for the sector.

Returns a map of ETF symbols to names.

Example:

etfs, err := s.TopETFs()
if err != nil {
    log.Fatal(err)
}
for symbol, name := range etfs {
    fmt.Printf("%s: %s\n", symbol, name)
}

func (*Sector) TopMutualFunds

func (s *Sector) TopMutualFunds() (map[string]string, error)

TopMutualFunds returns the top mutual funds for the sector.

Returns a map of mutual fund symbols to names.

Example:

funds, err := s.TopMutualFunds()
if err != nil {
    log.Fatal(err)
}
for symbol, name := range funds {
    fmt.Printf("%s: %s\n", symbol, name)
}

stats

import "github.com/wnjoon/go-yfinance/pkg/stats"

Package stats provides statistical utility functions for price repair operations.

This package includes functions for percentile calculations, z-score computations, median filtering, and outlier detection. These utilities are essential for detecting and correcting data quality issues in financial time series.

Percentile Functions

The package provides percentile calculation using linear interpolation:

p50 := stats.Percentile(data, 50.0)  // Median
q1, q3, iqr := stats.IQR(data)       // Interquartile range

Z\-Score Functions

Z-score calculations for standardization and outlier detection:

z := stats.ZScore(value, mean, std)
zScores := stats.ZScoreSlice(data)

Filtering Functions

Median filter and outlier detection for noise reduction:

filtered := stats.MedianFilter(data, windowSize)
mask := stats.OutlierMask(data, multiplier)

These functions are designed to match the behavior of numpy and scipy functions used in the Python yfinance implementation.

Index

• func Abs(data []float64) []float64
• func All(mask []bool) bool
• func Any(mask []bool) bool
• func ClipOutliers(data []float64, multiplier float64) []float64
• func CountTrue(mask []bool) int
• func DetectOutliersByZScore(data []float64, threshold float64) []bool
• func Diff(data []float64) []float64
• func FilterByMask(data []float64, mask []bool) []float64
• func FindBlocks(mask []bool) [][2]int
• func IQR(data []float64) (q1, q3, iqr float64)
• func InlierMask(data []float64, multiplier float64) []bool
• func Mean(data []float64) float64
• func Median(data []float64) float64
• func MedianFilter(data []float64, windowSize int) []float64
• func MedianFilter2D(data [][]float64, windowSize int) [][]float64
• func MedianOfSlice(data []float64) float64
• func OHLCMedian(open, high, low, close float64) float64
• func OutlierBounds(data []float64, multiplier float64) (lower, upper float64)
• func OutlierMask(data []float64, multiplier float64) []bool
• func PctChange(data []float64) []float64
• func Percentile(data []float64, p float64) float64
• func RemoveNaN(data []float64) []float64
• func RollingMean(data []float64, windowSize int) []float64
• func RollingStd(data []float64, windowSize int) []float64
• func Std(data []float64, ddof int) float64
• func WeightedMean(data, weights []float64) float64
• func ZScore(value, mean, std float64) float64
• func ZScoreSlice(data []float64) []float64
• func ZScoreWithParams(data []float64, mean, std float64) []float64

func Abs

func Abs(data []float64) []float64

Abs returns absolute values of the data.

func All

func All(mask []bool) bool

All returns true if all values in the mask are true.

func Any

func Any(mask []bool) bool

Any returns true if any value in the mask is true.

func ClipOutliers

func ClipOutliers(data []float64, multiplier float64) []float64

ClipOutliers replaces outliers with boundary values.

func CountTrue

func CountTrue(mask []bool) int

CountTrue counts the number of true values in a boolean slice.

func DetectOutliersByZScore

func DetectOutliersByZScore(data []float64, threshold float64) []bool

DetectOutliersByZScore identifies outliers based on z-score threshold. Returns a boolean mask where true indicates an outlier.

Parameters:

• data: slice of float64 values
• threshold: z-score threshold (typically 2.0 or 3.0)

func Diff

func Diff(data []float64) []float64

Diff calculates the difference between consecutive elements. Returns slice of length n-1.

func FilterByMask

func FilterByMask(data []float64, mask []bool) []float64

FilterByMask returns elements where mask is true.

func FindBlocks

func FindBlocks(mask []bool) [][2]int

FindBlocks identifies contiguous blocks of True values in a boolean mask. Returns slice of [start, end) pairs.

func IQR

func IQR(data []float64) (q1, q3, iqr float64)

IQR calculates the interquartile range (Q3 - Q1). Returns Q1, Q3, and IQR.

The interquartile range is used for outlier detection:

• Lower bound: Q1 - 1.5 * IQR
• Upper bound: Q3 + 1.5 * IQR

func InlierMask

func InlierMask(data []float64, multiplier float64) []bool

InlierMask creates a boolean mask for inliers (non-outliers). Returns true for values that are NOT outliers.

func Mean

func Mean(data []float64) float64

Mean calculates the arithmetic mean of the data. Returns NaN for empty data.

func Median

func Median(data []float64) float64

Median calculates the median (50th percentile) of the data.

func MedianFilter

func MedianFilter(data []float64, windowSize int) []float64

MedianFilter applies a 1D median filter to the data. This is similar to scipy.ndimage.median_filter for 1D arrays.

Parameters:

• data: input slice
• windowSize: filter window size (should be odd)

Returns filtered data with same length as input. Edge values use smaller windows.

func MedianFilter2D

func MedianFilter2D(data [][]float64, windowSize int) [][]float64

MedianFilter2D applies a 2D median filter to the data matrix. This is similar to scipy.ndimage.median_filter for 2D arrays.

Parameters:

• data: 2D slice [rows][cols]
• windowSize: filter window size for both dimensions

Returns filtered 2D data.

func MedianOfSlice

func MedianOfSlice(data []float64) float64

MedianOfSlice calculates the median without sorting the original slice.

func OHLCMedian

func OHLCMedian(open, high, low, close float64) float64

OHLC calculates the median of Open, High, Low, Close values. This provides a robust estimate of the "typical" price.

func OutlierBounds

func OutlierBounds(data []float64, multiplier float64) (lower, upper float64)

OutlierBounds calculates the lower and upper bounds for outlier detection using the IQR method with a configurable multiplier.

Parameters:

• data: slice of float64 values
• multiplier: IQR multiplier (typically 1.5 for outliers, 3.0 for extreme outliers)

Returns lower bound, upper bound.

func OutlierMask

func OutlierMask(data []float64, multiplier float64) []bool

OutlierMask creates a boolean mask for outliers using the IQR method. Returns true for values that are outliers.

Parameters:

• data: slice of float64 values
• multiplier: IQR multiplier (typically 1.5)

func PctChange

func PctChange(data []float64) []float64

PctChange calculates the percentage change between consecutive elements. Returns slice of length n-1.

func Percentile

func Percentile(data []float64, p float64) float64

Percentile calculates the p-th percentile of the given data using linear interpolation. This matches numpy.percentile with default interpolation method.

Parameters:

• data: slice of float64 values
• p: percentile to compute (0-100)

Returns the percentile value. Returns NaN for empty data.

func RemoveNaN

func RemoveNaN(data []float64) []float64

RemoveNaN returns a new slice with NaN values removed.

func RollingMean

func RollingMean(data []float64, windowSize int) []float64

RollingMean calculates a rolling (moving) mean with the specified window size. Uses center alignment. Returns NaN for positions where window is incomplete.

func RollingStd

func RollingStd(data []float64, windowSize int) []float64

RollingStd calculates a rolling (moving) standard deviation. Uses center alignment and sample std (ddof=1).

func Std

func Std(data []float64, ddof int) float64

Std calculates the standard deviation of the data. Uses n-1 denominator (sample standard deviation) by default.

Parameters:

• data: slice of float64 values
• ddof: delta degrees of freedom (0 for population, 1 for sample)

func WeightedMean

func WeightedMean(data, weights []float64) float64

WeightedMean calculates the weighted arithmetic mean. Returns NaN if weights sum to zero or if slices have different lengths.

func ZScore

func ZScore(value, mean, std float64) float64

ZScore calculates the z-score (standard score) for a single value.

Z-score = (value - mean) / std

Returns NaN if std is zero or NaN.

func ZScoreSlice

func ZScoreSlice(data []float64) []float64

ZScoreSlice calculates z-scores for all values in the data. Uses sample standard deviation (ddof=1).

func ZScoreWithParams

func ZScoreWithParams(data []float64, mean, std float64) []float64

ZScoreWithParams calculates z-scores using provided mean and std.

ticker

import "github.com/wnjoon/go-yfinance/pkg/ticker"

Package ticker provides the main interface for accessing Yahoo Finance data.

Overview

The ticker package is the primary entry point for go-yfinance. It provides a Ticker type that represents a single stock, ETF, or fund, and offers methods to fetch various types of financial data.

Quick Start

import "github.com/wnjoon/go-yfinance/pkg/ticker"

// Create a ticker
t, err := ticker.New("AAPL")
if err != nil {
    log.Fatal(err)
}
defer t.Close()

// Get current quote
quote, err := t.Quote()

// Get historical data
history, err := t.History(models.HistoryParams{
    Period:   "1mo",
    Interval: "1d",
})

Available Data

The Ticker type provides methods for:

• Ticker.Quote: Real-time quote data
• Ticker.History: Historical OHLCV data
• Ticker.Info: Company information and key statistics
• Ticker.FastInfo: Quick-access subset of info data
• Ticker.Dividends: Dividend history
• Ticker.Splits: Stock split history
• Ticker.Actions: Combined dividends and splits
• Ticker.Options: Available option expiration dates
• Ticker.OptionChain: Full option chain data
• Ticker.IncomeStatement: Income statement data
• Ticker.BalanceSheet: Balance sheet data
• Ticker.CashFlow: Cash flow statement data
• Ticker.Recommendations: Analyst recommendations
• Ticker.AnalystPriceTargets: Analyst price targets
• Ticker.EarningsEstimate: Earnings estimates
• Ticker.RevenueEstimate: Revenue estimates
• Ticker.EPSTrend: EPS trend data
• Ticker.EPSRevisions: EPS revision data
• Ticker.EarningsHistory: Historical earnings data
• Ticker.GrowthEstimates: Growth estimates
• Ticker.MajorHolders: Major shareholders breakdown
• Ticker.InstitutionalHolders: Institutional holder list
• Ticker.MutualFundHolders: Mutual fund holder list
• Ticker.InsiderTransactions: Insider transaction history
• Ticker.InsiderRosterHolders: Company insiders list
• Ticker.InsiderPurchases: Insider purchase activity summary
• Ticker.Calendar: Upcoming events (earnings, dividends)

Caching

The Ticker automatically caches API responses to minimize redundant requests. Use Ticker.ClearCache to force a refresh of cached data.

Thread Safety

All Ticker methods are safe for concurrent use from multiple goroutines.

Package ticker provides the main Ticker interface for accessing Yahoo Finance data.

Index

• type Option
• func WithClient(c *client.Client) Option
• type Ticker
• func New(symbol string, opts ...Option) (*Ticker, error)
• func (t *Ticker) Actions() (*models.Actions, error)
• func (t *Ticker) AnalystPriceTargets() (*models.PriceTarget, error)
• func (t *Ticker) BalanceSheet(freq string) (*models.FinancialStatement, error)
• func (t *Ticker) Calendar() (*models.Calendar, error)
• func (t *Ticker) CashFlow(freq string) (*models.FinancialStatement, error)
• func (t *Ticker) ClearCache()
• func (t *Ticker) Close()
• func (t *Ticker) Dividends() ([]models.Dividend, error)
• func (t *Ticker) EPSRevisions() ([]models.EPSRevision, error)
• func (t *Ticker) EPSTrend() ([]models.EPSTrend, error)
• func (t *Ticker) EarningsEstimate() ([]models.EarningsEstimate, error)
• func (t *Ticker) EarningsEstimates() ([]models.EarningsEstimate, error)
• func (t *Ticker) EarningsHistory() (*models.EarningsHistory, error)
• func (t *Ticker) FastInfo() (*models.FastInfo, error)
• func (t *Ticker) FinancialsJSON(statementType, freq string) ([]byte, error)
• func (t *Ticker) GetHistoryMetadata() *models.ChartMeta
• func (t *Ticker) GetNews() ([]models.NewsArticle, error)
• func (t *Ticker) GrowthEstimates() ([]models.GrowthEstimate, error)
• func (t *Ticker) History(params models.HistoryParams) ([]models.Bar, error)
• func (t *Ticker) HistoryPeriod(period string) ([]models.Bar, error)
• func (t *Ticker) HistoryRange(start, end time.Time, interval string) ([]models.Bar, error)
• func (t *Ticker) IncomeStatement(freq string) (*models.FinancialStatement, error)
• func (t *Ticker) Info() (*models.Info, error)
• func (t *Ticker) InsiderPurchases() (*models.InsiderPurchases, error)
• func (t *Ticker) InsiderRoster() ([]models.InsiderHolder, error)
• func (t *Ticker) InsiderRosterHolders() ([]models.InsiderHolder, error)
• func (t *Ticker) InsiderTransactions() ([]models.InsiderTransaction, error)
• func (t *Ticker) InstitutionalHolders() ([]models.Holder, error)
• func (t *Ticker) MajorHolders() (*models.MajorHolders, error)
• func (t *Ticker) MutualFundHolders() ([]models.Holder, error)
• func (t *Ticker) News(count int, tab models.NewsTab) ([]models.NewsArticle, error)
• func (t *Ticker) OptionChain(date string) (*models.OptionChain, error)
• func (t *Ticker) OptionChainAtExpiry(date time.Time) (*models.OptionChain, error)
• func (t *Ticker) Options() ([]time.Time, error)
• func (t *Ticker) OptionsJSON() ([]byte, error)
• func (t *Ticker) PriceTarget() (*models.PriceTarget, error)
• func (t *Ticker) Quote() (*models.Quote, error)
• func (t *Ticker) Recommendations() (*models.RecommendationTrend, error)
• func (t *Ticker) RevenueEstimate() ([]models.RevenueEstimate, error)
• func (t *Ticker) RevenueEstimates() ([]models.RevenueEstimate, error)
• func (t *Ticker) Splits() ([]models.Split, error)
• func (t *Ticker) Strikes() ([]float64, error)
• func (t *Ticker) Symbol() string

type Option

Option is a function that configures a Ticker.

type Option func(*Ticker)

func WithClient

func WithClient(c *client.Client) Option

WithClient sets a custom client for the Ticker.

type Ticker

Ticker represents a single stock/ETF/fund ticker.

type Ticker struct {
    // contains filtered or unexported fields
}

func New

func New(symbol string, opts ...Option) (*Ticker, error)

New creates a new Ticker for the given symbol.

func (*Ticker) Actions

func (t *Ticker) Actions() (*models.Actions, error)

Actions returns both dividends and splits for the ticker.

This is a convenience method that combines Ticker.Dividends and Ticker.Splits into a single response.

func (*Ticker) AnalystPriceTargets

func (t *Ticker) AnalystPriceTargets() (*models.PriceTarget, error)

AnalystPriceTargets returns analyst price targets. This method name matches Python yfinance's ticker.analyst_price_targets property.

func (*Ticker) BalanceSheet

func (t *Ticker) BalanceSheet(freq string) (*models.FinancialStatement, error)

BalanceSheet returns the balance sheet data.

Parameters:

• freq: "annual", "yearly", or "quarterly" (default: "annual")

Note: "yearly" is accepted as an alias for "annual" for Python yfinance compatibility.

The returned [models.FinancialStatement] contains fields like TotalAssets, TotalLiabilities, TotalEquity, CashAndCashEquivalents, TotalDebt, and WorkingCapital.

Example:

balance, err := ticker.BalanceSheet("quarterly")
if assets, ok := balance.GetLatest("TotalAssets"); ok {
    fmt.Printf("Total Assets: %.2f\n", assets)
}

func (*Ticker) Calendar

func (t *Ticker) Calendar() (*models.Calendar, error)

Calendar returns upcoming calendar events for the ticker.

This includes dividend dates, earnings dates, and earnings estimates.

Example:

calendar, err := ticker.Calendar()
if err != nil {
    log.Fatal(err)
}
if calendar.ExDividendDate != nil {
    fmt.Printf("Ex-Dividend: %s\n", calendar.ExDividendDate.Format("2006-01-02"))
}
for _, date := range calendar.EarningsDate {
    fmt.Printf("Earnings: %s\n", date.Format("2006-01-02"))
}

func (*Ticker) CashFlow

func (t *Ticker) CashFlow(freq string) (*models.FinancialStatement, error)

CashFlow returns the cash flow statement data.

Parameters:

• freq: "annual", "yearly", or "quarterly" (default: "annual")

Note: "yearly" is accepted as an alias for "annual" for Python yfinance compatibility.

The returned [models.FinancialStatement] contains fields like OperatingCashFlow, InvestingCashFlow, FinancingCashFlow, FreeCashFlow, and CapitalExpenditure.

Example:

cashFlow, err := ticker.CashFlow("annual")
if fcf, ok := cashFlow.GetLatest("FreeCashFlow"); ok {
    fmt.Printf("Free Cash Flow: %.2f\n", fcf)
}

func (*Ticker) ClearCache

func (t *Ticker) ClearCache()

ClearCache clears all cached data.

func (*Ticker) Close

func (t *Ticker) Close()

Close releases resources used by the Ticker. If the client was created by the Ticker, it will be closed.

func (*Ticker) Dividends

func (t *Ticker) Dividends() ([]models.Dividend, error)

Dividends returns the dividend history for the ticker.

Returns all historical dividend payments with dates and amounts.

func (*Ticker) EPSRevisions

func (t *Ticker) EPSRevisions() ([]models.EPSRevision, error)

EPSRevisions returns EPS revision data.

func (*Ticker) EPSTrend

func (t *Ticker) EPSTrend() ([]models.EPSTrend, error)

EPSTrend returns EPS trend data.

func (*Ticker) EarningsEstimate

func (t *Ticker) EarningsEstimate() ([]models.EarningsEstimate, error)

EarningsEstimate returns earnings estimates for upcoming periods. This method name matches Python yfinance's ticker.earnings_estimate property.

func (*Ticker) EarningsEstimates

func (t *Ticker) EarningsEstimates() ([]models.EarningsEstimate, error)

EarningsEstimates is a deprecated alias for EarningsEstimate. Deprecated: Use EarningsEstimate() instead for Python yfinance compatibility.

func (*Ticker) EarningsHistory

func (t *Ticker) EarningsHistory() (*models.EarningsHistory, error)

EarningsHistory returns historical earnings data.

func (*Ticker) FastInfo

func (t *Ticker) FastInfo() (*models.FastInfo, error)

FastInfo returns a FastInfo struct with commonly used data. This fetches data from the history endpoint which can be faster for some fields.

func (*Ticker) FinancialsJSON

func (t *Ticker) FinancialsJSON(statementType, freq string) ([]byte, error)

FinancialsJSON returns raw JSON for debugging.

func (*Ticker) GetHistoryMetadata

func (t *Ticker) GetHistoryMetadata() *models.ChartMeta

GetHistoryMetadata returns the cached history metadata.

func (*Ticker) GetNews

func (t *Ticker) GetNews() ([]models.NewsArticle, error)

GetNews is an alias for News with default parameters. It fetches 10 news articles of type "news".

Example:

news, err := ticker.GetNews()

func (*Ticker) GrowthEstimates

func (t *Ticker) GrowthEstimates() ([]models.GrowthEstimate, error)

GrowthEstimates returns growth estimates comparing stock to industry/sector/index.

func (*Ticker) History

func (t *Ticker) History(params models.HistoryParams) ([]models.Bar, error)

History fetches historical OHLCV data for the ticker.

The method returns a slice of [models.Bar] containing Open, High, Low, Close, Adjusted Close, and Volume data for each period.

Parameters can be configured via [models.HistoryParams]:

• Period: Time range (1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, 10y, ytd, max)
• Interval: Data granularity (1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo)
• Start/End: Specific date range (overrides Period)
• PrePost: Include pre/post market data
• AutoAdjust: Adjust prices for splits/dividends
• Actions: Include dividend and split data in bars

Example:

bars, err := ticker.History(models.HistoryParams{
    Period:   "1mo",
    Interval: "1d",
})

func (*Ticker) HistoryPeriod

func (t *Ticker) HistoryPeriod(period string) ([]models.Bar, error)

HistoryPeriod is a convenience method to fetch history with just a period string.

Valid periods: 1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, 10y, ytd, max

Uses daily interval with auto-adjustment enabled.

func (*Ticker) HistoryRange

func (t *Ticker) HistoryRange(start, end time.Time, interval string) ([]models.Bar, error)

HistoryRange fetches history for a specific date range.

Parameters:

• start: Start date (inclusive)
• end: End date (exclusive)
• interval: Data granularity (1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo)

Uses auto-adjustment enabled by default.

func (*Ticker) IncomeStatement

func (t *Ticker) IncomeStatement(freq string) (*models.FinancialStatement, error)

IncomeStatement returns the income statement data.

Parameters:

• freq: "annual", "yearly", or "quarterly" (default: "annual")

Note: "yearly" is accepted as an alias for "annual" for Python yfinance compatibility.

The returned [models.FinancialStatement] contains fields like TotalRevenue, GrossProfit, OperatingIncome, NetIncome, EBITDA, BasicEPS, and DilutedEPS.

Example:

income, err := ticker.IncomeStatement("annual")
if revenue, ok := income.GetLatest("TotalRevenue"); ok {
    fmt.Printf("Revenue: %.2f\n", revenue)
}

func (*Ticker) Info

func (t *Ticker) Info() (*models.Info, error)

Info fetches comprehensive company information for the ticker.

func (*Ticker) InsiderPurchases

func (t *Ticker) InsiderPurchases() (*models.InsiderPurchases, error)

InsiderPurchases returns insider purchase activity summary.

This summarizes net share purchases/sales by insiders over a period.

Example:

purchases, err := ticker.InsiderPurchases()
if err != nil {
    log.Fatal(err)
}
fmt.Printf("Net shares: %d (%s)\n", purchases.Net.Shares, purchases.Period)

func (*Ticker) InsiderRoster

func (t *Ticker) InsiderRoster() ([]models.InsiderHolder, error)

InsiderRoster returns the list of company insiders.

Deprecated: Use InsiderRosterHolders instead.

func (*Ticker) InsiderRosterHolders

func (t *Ticker) InsiderRosterHolders() ([]models.InsiderHolder, error)

InsiderRosterHolders returns the list of company insiders.

This includes insider names, positions, and their holdings.

Example:

roster, err := ticker.InsiderRosterHolders()
if err != nil {
    log.Fatal(err)
}
for _, insider := range roster {
    fmt.Printf("%s (%s): %d shares\n",
        insider.Name, insider.Position, insider.TotalShares())
}

func (*Ticker) InsiderTransactions

func (t *Ticker) InsiderTransactions() ([]models.InsiderTransaction, error)

InsiderTransactions returns the list of insider transactions.

This includes purchases, sales, and other transactions by company insiders.

Example:

transactions, err := ticker.InsiderTransactions()
if err != nil {
    log.Fatal(err)
}
for _, tx := range transactions {
    fmt.Printf("%s: %s %d shares on %s\n",
        tx.Insider, tx.Transaction, tx.Shares, tx.StartDate.Format("2006-01-02"))
}

func (*Ticker) InstitutionalHolders

func (t *Ticker) InstitutionalHolders() ([]models.Holder, error)

InstitutionalHolders returns the list of institutional holders.

Each holder includes the institution name, shares held, value, and percentage.

Example:

holders, err := ticker.InstitutionalHolders()
if err != nil {
    log.Fatal(err)
}
for _, h := range holders {
    fmt.Printf("%s: %d shares (%.2f%%)\n", h.Holder, h.Shares, h.PctHeld*100)
}

func (*Ticker) MajorHolders

func (t *Ticker) MajorHolders() (*models.MajorHolders, error)

MajorHolders returns the major holders breakdown.

This includes percentages held by insiders, institutions, and institutional count.

Example:

holders, err := ticker.MajorHolders()
if err != nil {
    log.Fatal(err)
}
fmt.Printf("Insiders: %.2f%%\n", holders.InsidersPercentHeld*100)
fmt.Printf("Institutions: %.2f%%\n", holders.InstitutionsPercentHeld*100)

func (*Ticker) MutualFundHolders

func (t *Ticker) MutualFundHolders() ([]models.Holder, error)

MutualFundHolders returns the list of mutual fund holders.

Each holder includes the fund name, shares held, value, and percentage.

Example:

holders, err := ticker.MutualFundHolders()
if err != nil {
    log.Fatal(err)
}
for _, h := range holders {
    fmt.Printf("%s: %d shares\n", h.Holder, h.Shares)
}

func (*Ticker) News

func (t *Ticker) News(count int, tab models.NewsTab) ([]models.NewsArticle, error)

News fetches news articles for the ticker.

Parameters:

• count: Number of articles to fetch (default: 10)
• tab: Type of news to fetch (default: NewsTabNews)

Example:

news, err := ticker.News(10, models.NewsTabNews)
if err != nil {
    log.Fatal(err)
}
for _, article := range news {
    fmt.Printf("%s: %s\n", article.Publisher, article.Title)
}

func (*Ticker) OptionChain

func (t *Ticker) OptionChain(date string) (*models.OptionChain, error)

OptionChain returns the option chain for a specific expiration date. If date is empty, returns the nearest expiration.

func (*Ticker) OptionChainAtExpiry

func (t *Ticker) OptionChainAtExpiry(date time.Time) (*models.OptionChain, error)

OptionChainAtExpiry is an alias for OptionChain with a specific date.

func (*Ticker) Options

func (t *Ticker) Options() ([]time.Time, error)

Options returns all available expiration dates for options.

func (*Ticker) OptionsJSON

func (t *Ticker) OptionsJSON() ([]byte, error)

OptionsJSON returns raw JSON response for debugging.

func (*Ticker) PriceTarget

func (t *Ticker) PriceTarget() (*models.PriceTarget, error)

PriceTarget is a deprecated alias for AnalystPriceTargets. Deprecated: Use AnalystPriceTargets() instead for Python yfinance compatibility.

func (*Ticker) Quote

func (t *Ticker) Quote() (*models.Quote, error)

Quote fetches the current quote for the ticker.

func (*Ticker) Recommendations

func (t *Ticker) Recommendations() (*models.RecommendationTrend, error)

Recommendations returns analyst recommendation trends.

func (*Ticker) RevenueEstimate

func (t *Ticker) RevenueEstimate() ([]models.RevenueEstimate, error)

RevenueEstimate returns revenue estimates for upcoming periods. This method name matches Python yfinance's ticker.revenue_estimate property.

func (*Ticker) RevenueEstimates

func (t *Ticker) RevenueEstimates() ([]models.RevenueEstimate, error)

RevenueEstimates is a deprecated alias for RevenueEstimate. Deprecated: Use RevenueEstimate() instead for Python yfinance compatibility.

func (*Ticker) Splits

func (t *Ticker) Splits() ([]models.Split, error)

Splits returns the stock split history for the ticker.

Returns all historical stock splits with dates and ratios.

func (*Ticker) Strikes

func (t *Ticker) Strikes() ([]float64, error)

Strikes returns available strike prices for options.

func (*Ticker) Symbol

func (t *Ticker) Symbol() string

Symbol returns the ticker symbol.

utils

import "github.com/wnjoon/go-yfinance/pkg/utils"

Package utils provides utility functions for go-yfinance.

Overview

The utils package contains helper functions for common operations such as timezone handling, MIC code mapping, and exchange-specific utilities.

MIC Code Mapping \(v1.1.0\)

ISO 10383 Market Identifier Code (MIC) to Yahoo Finance suffix mapping:

suffix := utils.GetYahooSuffix("XLON")     // Returns "L"
mic := utils.GetMIC("T")                   // Returns "XTKS"
ticker := utils.FormatYahooTicker("7203", "XTKS")  // Returns "7203.T"
base, suffix := utils.ParseYahooTicker("AAPL.L")   // Returns "AAPL", "L"

Check if an exchange is US-based:

if utils.IsUSExchange("XNYS") {
    // NYSE - no suffix needed
}

List all supported exchanges:

mics := utils.AllMICs()           // []string{"XNYS", "XNAS", "XLON", ...}
suffixes := utils.AllYahooSuffixes()  // []string{"", "L", "T", ...}

Timezone Functions

Exchange timezone lookup:

tz := utils.GetTimezone("NYQ")  // Returns "America/New_York"
tz := utils.GetTimezone("TYO")  // Returns "Asia/Tokyo"

Timezone validation and conversion:

if utils.IsValidTimezone("America/New_York") {
    loc := utils.LoadLocation("America/New_York")
    t := utils.ConvertToTimezone(time.Now(), "America/New_York")
}

Exchange Mappings

The package includes timezone mappings for major exchanges:

• US: NYSE (NYQ), NASDAQ (NMS, NGM, NCM), BATS, OTC
• Europe: London (LSE), Frankfurt (FRA), Paris (PAR), etc.
• Asia: Tokyo (TYO), Hong Kong (HKG), Shanghai (SHH), etc.
• Others: TSX (Toronto), ASX (Sydney), etc.

Market Hours

Basic market hours check (simplified, no holiday support):

if utils.MarketIsOpen("NYQ") {
    fmt.Println("NYSE is open")
}

Thread Safety

All utility functions are thread-safe.

Package utils provides utility functions for yfinance.

Package utils provides utility functions for go-yfinance.

Index

• Variables
• func AllMICs() []string
• func AllYahooSuffixes() []string
• func CacheTimezone(exchange, timezone string)
• func ConvertToTimezone(t time.Time, timezone string) time.Time
• func FormatYahooTicker(baseTicker, mic string) string
• func GetMIC(suffix string) string
• func GetTimezone(exchange string) string
• func GetYahooSuffix(mic string) string
• func IsUSExchange(mic string) bool
• func IsValidTimezone(name string) bool
• func LoadLocation(name string) *time.Location
• func MarketIsOpen(exchange string) bool
• func ParseTimestamp(timestamp int64, timezone string) time.Time
• func ParseYahooTicker(ticker string) (baseTicker, suffix string)

Variables

MICToYahooSuffix maps ISO 10383 Market Identifier Codes (MIC) to Yahoo Finance ticker suffixes. This allows converting standard exchange codes to the format used by Yahoo Finance.

Reference:

• Yahoo Finance suffixes: https://help.yahoo.com/kb/finance-for-web/SLN2310.html
• ISO 10383 MIC codes: https://www.iso20022.org/market-identifier-codes

Example: "XLON" (London Stock Exchange) maps to "L", so AAPL traded on LSE would be "AAPL.L"

var MICToYahooSuffix = map[string]string{

    "XCBT": "CBT",
    "XCME": "CME",
    "IFUS": "NYB",
    "CECS": "CMX",
    "XNYM": "NYM",
    "XNYS": "",
    "XNAS": "",

    "XBUE": "BA",

    "XVIE": "VI",

    "XASX": "AX",
    "XAUS": "XA",

    "XBRU": "BR",

    "BVMF": "SA",

    "CNSX": "CN",
    "NEOE": "NE",
    "XTSE": "TO",
    "XTSX": "V",

    "XSGO": "SN",

    "XSHG": "SS",
    "XSHE": "SZ",

    "XBOG": "CL",

    "XPRA": "PR",

    "XCSE": "CO",

    "XCAI": "CA",

    "XTAL": "TL",

    "CEUX": "XD",
    "XEUR": "NX",

    "XHEL": "HE",

    "XPAR": "PA",

    "XBER": "BE",
    "XBMS": "BM",
    "XDUS": "DU",
    "XFRA": "F",
    "XHAM": "HM",
    "XHAN": "HA",
    "XMUN": "MU",
    "XSTU": "SG",
    "XETR": "DE",

    "XATH": "AT",

    "XHKG": "HK",

    "XBUD": "BD",

    "XICE": "IC",

    "XBOM": "BO",
    "XNSE": "NS",

    "XIDX": "JK",

    "XDUB": "IR",

    "XTAE": "TA",

    "MTAA": "MI",
    "EUTL": "TI",

    "XTKS": "T",

    "XKFE": "KW",

    "XRIS": "RG",

    "XVIL": "VS",

    "XKLS": "KL",

    "XMEX": "MX",

    "XAMS": "AS",

    "XNZE": "NZ",

    "XOSL": "OL",

    "XPHS": "PS",

    "XWAR": "WA",

    "XLIS": "LS",

    "XQAT": "QA",

    "XBSE": "RO",

    "XSES": "SI",

    "XJSE": "JO",

    "XKRX": "KS",
    "KQKS": "KQ",

    "BMEX": "MC",

    "XSAU": "SR",

    "XSTO": "ST",

    "XSWX": "SW",

    "ROCO": "TWO",
    "XTAI": "TW",

    "XBKK": "BK",

    "XIST": "IS",

    "XDFM": "AE",

    "AQXE": "AQ",
    "XCHI": "XC",
    "XLON": "L",
    "ILSE": "IL",

    "XCAR": "CR",

    "XSTC": "VN",
}

YahooSuffixToMIC is the reverse mapping from Yahoo Finance suffix to MIC code. Note: Some Yahoo suffixes may map to multiple MIC codes. In such cases, the primary/most common exchange is used.

var YahooSuffixToMIC map[string]string

func AllMICs

func AllMICs() []string

AllMICs returns all supported MIC codes.

func AllYahooSuffixes

func AllYahooSuffixes() []string

AllYahooSuffixes returns all supported Yahoo Finance suffixes (excluding empty for US).

func CacheTimezone

func CacheTimezone(exchange, timezone string)

CacheTimezone stores a timezone for an exchange in the cache.

func ConvertToTimezone

func ConvertToTimezone(t time.Time, timezone string) time.Time

ConvertToTimezone converts a UTC time to the specified timezone.

func FormatYahooTicker

func FormatYahooTicker(baseTicker, mic string) string

FormatYahooTicker formats a base ticker symbol with the appropriate Yahoo Finance suffix for the given MIC code.

Example:

FormatYahooTicker("AAPL", "XLON") returns "AAPL.L"
FormatYahooTicker("AAPL", "XNYS") returns "AAPL" (no suffix for US)

func GetMIC

func GetMIC(suffix string) string

GetMIC returns the MIC code for a given Yahoo Finance ticker suffix. Returns an empty string if the suffix is not found.

func GetTimezone

func GetTimezone(exchange string) string

GetTimezone returns the timezone for a given exchange code. It first checks the cache, then falls back to the known exchange timezones. Returns "America/New_York" as default if exchange is unknown.

func GetYahooSuffix

func GetYahooSuffix(mic string) string

GetYahooSuffix returns the Yahoo Finance ticker suffix for a given MIC code. Returns an empty string if the MIC code is not found or maps to a US exchange.

func IsUSExchange

func IsUSExchange(mic string) bool

IsUSExchange returns true if the MIC code represents a US exchange.

func IsValidTimezone

func IsValidTimezone(name string) bool

IsValidTimezone checks if a timezone name is valid.

func LoadLocation

func LoadLocation(name string) *time.Location

LoadLocation loads a timezone location by name. Returns nil if the timezone is invalid.

func MarketIsOpen

func MarketIsOpen(exchange string) bool

MarketIsOpen checks if a market is currently open based on typical trading hours. This is a simplified check and doesn't account for holidays.

func ParseTimestamp

func ParseTimestamp(timestamp int64, timezone string) time.Time

ParseTimestamp parses a Unix timestamp and converts to the specified timezone.

func ParseYahooTicker

func ParseYahooTicker(ticker string) (baseTicker, suffix string)

ParseYahooTicker parses a Yahoo Finance ticker into base ticker and suffix.

Example:

ParseYahooTicker("AAPL.L") returns ("AAPL", "L")
ParseYahooTicker("AAPL") returns ("AAPL", "")

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