NjM tSSKJr SSKrSSKJrJrJrJrJr SSK r SSK r SSK J r JrJr SSKrSSKJrJrJr SSKJr SSKJrJrJr SS KJr SS KJr SS KJr "S S 5r \S3r!Sr"S/SQ/SQS/SSSSS.S.S/SQ/SQ/SQSSS0S.S/S Q/S!QS"/S#S$S%S&S'S(.S.S/S)Q/S*/SS+S,0S.S-.r#"S.S/5r$g)0) annotationsN)AnyOptionalListUnionDict)SessionResponse exceptions)datetimedate timedelta) _QUERY1_URL_)log_indent_decorator get_yf_logger_parse_user_dt)screen)YfData) YFExceptioncJ\rSrSrSrS SjrS Sjr\S Sj5rS Sjr Sr g) CalendarQuerya Simple CalendarQuery class for calendar queries, similar to yf.screener.query.QueryBase. Simple operand accepted by YF is of the form: `{ "operator": operator, "operands": [field, ...values] }` Nested operand accepted by YF: `{ "operator": operator, "operands": [ ...CalendarQuery ] }` ### Simple example: ```python op = CalendarQuery('eq', ['ticker', 'AAPL']) print(op.to_dict()) ``` c<UR5nXlX lg)z :param operator: Operator string, e.g., 'eq', 'gte', 'and', 'or'. :param operand: List of operands: can be values (str, int), or other Operands instances (nested). N)upperoperatoroperands)selfroperands c/root/GenerationalWealth/GenerationalWealth/venv/lib/python3.13/site-packages/yfinance/calendars.py__init__CalendarQuery.__init__"s >>#  c:URRU5 g)z| Append an operand to the operands list. :param operand: CalendarQuery to append (can be value or CalendarQuery instance). N)rappend)rrs r r%CalendarQuery.append+s W%r#c2[UR5S:H$)za Check if the operands list is empty. :return: True if operands list is empty, False otherwise. r)lenrrs r is_emptyCalendarQuery.is_empty3s4==!Q&&r#cURnURnUUVs/sH*n[U[5(aUR 5OUPM, snS.$s snf)z Query-ready dict for YF. Simple operand accepted by YF is of the form: `{ "operator": operator, "operands": [field, ...values] }` Nested operand accepted by YF: `{ "operator": operator, "operands": [ ...CalendarQuery ] }` )rr)rr isinstancerto_dict)ropopsos r r.CalendarQuery.to_dict<sR]]mmUXYUXPQ 1m(D(D!KUXY  Ys1A)rrN)rstrrz'Union[List[Any], List['CalendarQuery']])rrreturnNone)r4bool)r4dict) __name__ __module__ __qualname____firstlineno____doc__r!r%propertyr*r.__static_attributes__r#r rrs*  &'' r#rz/v1/finance/visualizationz%Y-%m-%dintradaymarketcap) tickercompanyshortnamer@ eventname startdatetimestartdatetimetype epsestimate epsactualepssurprisepct) Surprise (%)z EPS Estimatez Reported EPSEvent Start DateSymbolz Surprise(%)Company Marketcap)rIz Company NamezMarket Cap (Intraday)) sortField includeFieldsnan_cols datetime_colsdf_indexrenamesrD) rArBexchange_short_name filingdaterD amendeddate pricefrompriceto offerprice currencynamesharesdealtype)z Price FromzPrice ToPriceShares)z Filing DateDatez Amended DatezExchange Short NameExchange) econ_release country_coderDperiodafter_release_actualconsensus_estimateprior_release_actualoriginally_reported_actual)ActualMarket Expectation Prior to This Revised fromz Event TimeEventRegionExpectedLastRevised)z Country Coderirjrk)rArBrD optionableold_share_worth share_worthz Payable Onz Optionable? Optionable) sp_earningsipo_infoeconomic_eventsplitscp\rSrSrSrSSSjjrSSjrSSSjjrSSjrSSjr \ SSS jj5r SSS jjr \ SS S jj5r \ S!S"S jj5r\ S!S"S jj5r\ S!S"Sjj5r\S"Sj5r\S"Sj5r\S"Sj5r\S"Sj5rSrg)# Calendarsa Get economic calendars, for example, Earnings, IPO, Economic Events, Splits ### Simple example default params: ```python import yfinance as yf calendars = yf.Calendars() earnings_calendar = calendars.get_earnings_calendar(limit=50) print(earnings_calendar) ```Nc[5UlU=(d [5Ul[ US9UlUR U5nUR U5nU=(d( [R"5R[5Ul U=(dB [R"UR[5[SS9-R[5UlU(d?U(a8URRSUR<SUR<35 OFU(a?U(d8URRSUR<SUR<S35 [!S/5Ul0Ul0Ulg ) z :param str | datetime | date start: start date (default today) eg. start="2025-11-08" :param str | datetime | date end: end date (default `start + 7 days`) eg. end="2025-11-08" :param session: requests.Session object, optional )session)dayszFIncomplete boundary: did not provide `start`, using today self._start=z to self._end=z>Incomplete boundary: did not provide `end`, using self._start=z: +7 days from self._startorN)r_loggerr r}r_data_parse_date_paramr nowstrftimeDATE_STR_FORMAT_startstrptimer_enddebugr_most_active_qy_cache_request_body calendars)rstartendr}rrs r r!Calendars.__init__s/% +') #G4 ''.%%c*H  7 7 H {X..t{{OLy^_O``jjkz{  LL  !h\`\g\g[iixnrnwnwmyz { 3 LL  !`TXT_T_SaapfjfofoeqrL M N.;D".E#% 24r#cNU(dg[U5R[5$)N)rrr)r_dates r rCalendars._parse_date_params!%(11/B Br#cU[;a[SU35eSSS.nSU[US[US[US5UUR5S .nURR US5(aYU(dRURUnX:Xa>XR ;a/URRS U<S 35 UR U$XpRU'URRS U<S U<35 URR[XgS9n U R5n U R S05R S05(a+[U R S05R S055eURU 5UR U'UR!U5$![Ra# URRUS35 0n Nf=f)NzUnknown calendar type: zen-USUS)langregionDESCrNrOd)sortType entityIdTyperNrOsizeoffsetqueryzGetting calendar_type=z from local cachezFetching calendar_type=z with limit=)paramsbodyz: Failed to retrieve calendar.financeerror)PREDEFINED_CALENDARSrminr.rgetrrrrpost_CALENDAR_URL_jsonJSONDecodeErrorr _create_df _cleanup_df) r calendar_typerlimitrforcerr cache_bodyresponse json_datas r _get_dataCalendars._get_datas  4 4 7 GH H!T2)-m<[I1-@QsO]]_   # # ' ' t < >wKL L(, (B}% ..##  LL  -0NO PI sF//4G&%G&c/nUSSSSSSH2nURUS5 USS:XdM"USS :XdM-S US 'M4 USSSSSS n[R"XBS 9$)Nrresultr documentscolumnslabelrJtypeSTRINGTimingrows)r)r%pd DataFrame)rrrcolrs r rCalendars._create_dfsY'1!4[A!DYOC NN3w< (7|11c&kX6M& P#H-a0=a@H||D22r#c[UnURUnUR(aU$USnU(a3X4RS5R S[ R 5X4'URUSSS9 USR5HupVURXV0SS9 M US Hn[R"X75X7'M U$) NrPfloat64grRT)inplacerS)rrrQ) rremptyastypereplacenpnan set_indexitemsrenamer to_datetime)rr predef_caldfrP rename_from rename_to datetime_cols r rCalendars._cleanup_dfs/ > >>-8 88I$J/ <..y9AA#rvvNBL Z +T :&0&;&A&A&C "K II{6I E'D'7L!~~b.>?B 8 r#cURR(dU(d UR$URRS5 [ SSS9nURS0/5n[S/5UlUHun[U5[LaMURSS 5nURS S 5nU(dMDUbXq:dMNURR[S S U/55 Mw UR$![ R a* URRS5 URs$f=f)a@ Retrieve tickers from YF, converts them into operands accepted by YF. Saves the operands in self._most_active_qy. Will not re-query if already populated. Used for earnings calendar optional filter. :param force: if True, will re-query even if operands already exist :return: list of operands for active traded stocks z.Fetching 200 most_active for earnings calendar MOST_ACTIVES)rcountz&Failed to retrieve most active stocks.quotesrsymbolr marketCapreqrA) rr*rrrr HTTPErrorrrrrr7r%)r _market_caprjson_rawrawstockrA t_market_caps r _get_most_active_operands#Calendars._get_most_active_operands&s##,,U'' ' KL (#.DH ll8bT*,T26EE{$&YYx,F 99[!4Lv;.,2M$$++M$6@R,ST###### ( LL  G H'' ' (s D;D>=D>c JURU5nURU5nU(aU(aU(a!U(d[R"S[SS9 [ S[ SSU=(d UR /5[ SSU=(d UR /5/5$)zv Get startdatetime operands for start/end dates. If no dates passed, defaults to internal date set on initialization. pWhen prividing custom `start` and `end` parameters, you may want to specify both, to avoid unexpected behaviour. stacklevelandgterDlte)rwarningswarn UserWarningrrr)rrrrrs r _get_startdatetime_operators&Calendars._get_startdatetime_operatorsNs ''.%%c* #3u MMC   eov7L%MNeot7Htyy%IJ   r#c URU5nURU5n U(aU(aU(a!U(d[R"S[SS9 [ S[ SSS/5[ S[ SS S /5[ SS S /5/5[ S S U=(d UR /5[ SS U =(d UR /5/5n UbAUS:a[R"SUS3[SS9 U R[ S SU/55 U(a'U(d U RURU55 URSU UUUS9$)a Retrieve earnings calendar from YF as a DataFrame. Will re-query every time it is called, overwriting previous data. :param market_cap: market cap cutoff in USD, default None :param filter_most_active: will filter for actively traded stocks (default True) :param str | datetime | date start: overwrite start date (default set by __init__) eg. start="2025-11-08" :param str | datetime | date end: overwrite end date (default set by __init__) eg. end="2025-11-08" :param limit: maximum number of results to return (YF caps at 100) :param offset: offsets the results for pagination. YF default 0 :param force: if True, will re-query even if cache already exists :return: DataFrame with earnings calendar rrrrrrusr eventtypeEADERArrDriz market_cap z, is very low, did you mean to set it higher?r@rurrrrr) rrrrrrrr%rr) r market_capfilter_most_activerrrrrrrrs r get_earnings_calendarCalendars.get_earnings_calendarfsS4''.%%c* #3u MMC   dXt$45%d[%,@A%d[%,@Aeov7L%MNeot7Htyy%IJ    !J& !*-YZ  LLu/BJ.OP Q f LL77 C D~~'   r#c (URU5nURU5nU(aU(aU(a!U(d[R"S[SS9 [ S[ SSU=(d UR U=(d UR /5[ SSU=(d UR U=(d UR /5[ SSU=(d UR U=(d UR /5/5nURS UUUUS 9$) a Retrieve IPOs calendar from YF as a Dataframe. :param str | datetime | date start: overwrite start date (default set by __init__) eg. start="2025-11-08" :param str | datetime | date end: overwrite end date (default set by __init__) eg. end="2025-11-08" :param limit: maximum number of results to return (YF caps at 100) :param offset: offsets the results for pagination. YF default 0 :param force: if True, will re-query even if cache already exists :return: DataFrame with IPOs calendar rrrrgteltrDrUrVrvr)rrrrrrrr) rrrrrrrrrs r get_ipo_info_calendarCalendars.get_ipo_info_calendars ''.%%c* #3u MMC   g9N4;;PTPaX\XaXa'bcg f6K TM^UYU^U^'_`g v7LdN_VZV_V_'`a  ~~$   r#cFURSURX5UUUS9$)a Retrieve Economic Events calendar from YF as a DataFrame. :param str | datetime | date start: overwrite start date (default set by __init__) eg. start="2025-11-08" :param str | datetime | date end: overwrite end date (default set by __init__) eg. end="2025-11-08" :param limit: maximum number of results to return (YF caps at 100) :param offset: offsets the results for pagination. YF default 0 :param force: if True, will re-query even if cache already exists :return: DataFrame with Economic Events calendar rwrrrrrrrrrs r get_economic_events_calendar&Calendars.get_economic_events_calendars4 ~~*33E?   r#cFURSURX5UUUS9$)a Retrieve Splits calendar from YF as a DataFrame. :param str | datetime | date start: overwrite start date (default set by __init__) eg. start="2025-11-08" :param str | datetime | date end: overwrite end date (default set by __init__) eg. end="2025-11-08" :param limit: maximum number of results to return (YF caps at 100) :param offset: offsets the results for pagination. YF default 0 :param force: if True, will re-query even if cache already exists :return: DataFrame with Splits calendar rxrrrs r get_splits_calendarCalendars.get_splits_calendars4 ~~"33E?   r#c`SUR;aURS$UR5$)z(Earnings calendar with default settings.ru)rrr)s r earnings_calendarCalendars.earnings_calendar s. DNN *>>-0 0))++r#c`SUR;aURS$UR5$)z$IPOs calendar with default settings.rv)rrr)s r ipo_info_calendarCalendars.ipo_info_calendars.  '>>*- -))++r#c`SUR;aURS$UR5$)z/Economic events calendar with default settings.rw)rrr)s r economic_events_calendar"Calendars.economic_events_calendars/ t~~ ->>"23 30022r#c`SUR;aURS$UR5$)z&Splits calendar with default settings.rx)rrr)s r splits_calendarCalendars.splits_calendars. t~~ %>>(+ +''))r#)rrrrrrrr})NNN)r$Optional[Union[str, datetime, date]]rrr}zOptional[Session])rz)Optional[Union[str, datetime, date, int]]r4r3) rF)rr3rrr4 pd.DataFrame)rr7r4r)rr3r4r)F)rOptional[float]r4r)NN)r4r)NTNNrrF)rrrr6r4r)NNrrF)r4r)r8r9r:r;r<r!rrrrrrrrrrrr=r r rrr>r?r#r rzrzs  7;48%) 53525# 5BCSX'/ '/)6'/ '/R 3*27%$*%$ %$%$N 0'+#' D #D !D  D D L>C' ' ' R>C   .>C   2,, ,, 33 **r#rz)% __future__rrtypingrrrrrrnumpyrrequestsr r r pandasrr r rconstrutilsrrrscreenerrdatarrrrrrrzr?r#r r!s" 3322..FF#: : z!>!:;)  E,-)%%0 !.%  B@ !: '0%  V&$",#%  .% & < IUpz*z*r#