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DownloadModule — Financial Data Download Module

The DownloadModule provides a flexible and configurable way to download and cache historical market data using the Yahoo Finance API via the yfinance library. It supports both time-window (start_date to end_date) and period-based downloads and ensures data is reused from disk when available.

Class: DownloadModule

Constructor

DownloadModule(
    start_date: datetime = datetime(2024, 1, 1),
    end_date: datetime = datetime.today(),
    interval: Interval = Interval.ONE_DAY,
    period: Period = Period.NOT_PASSED
)

Parameters: - start_date: Start date for data download (used if period is NOT_PASSED) - end_date: End date for data download - interval: Granularity of data. Supported intervals are linked here. - period: Predefined period. Period has higher priority than start_date and end_date. So if not NOT_PASSED, it will be used for the download. Supported periods are linked here.

Methods

download_save_and_return_ticker(ticker: str, filepath: str, datetime_type: str) -> pd.DataFrame

Downloads market data for the given ticker using the specified date method, saves it as a CSV, and returns it as a DataFrame.

return_cached_or_download_date(ticker: str) -> pd.DataFrame

Returns cached data if exists, otherwise downloads it using the date range from start_date to end_date.

File is cached at:

_data/{ticker}_{start_date}_{end_date}_{interval}.csv

return_cached_or_download_period(ticker: str) -> pd.DataFrame

Returns cached data if available or downloads data using the predefined period.

File is cached at:

_data/{ticker}_{period}_{interval}.csv

download_ticker(ticker: str) -> pd.DataFrame

High-level function that automatically determines whether to download by period or by date, based on the period setting.

Caching Behavior

  • Cached files are stored under a _data/ directory inside the module path
  • Prevents redundant downloads for the same ticker during a strategy execution run
  • Uses descriptive filenames based on ticker and parameters