Add option to extract trailing data out of yahoo finance.

tests/ticker.py

@@ -75,11 +75,13 @@ def test_badTicker(self):
 
         dat.income_stmt
         dat.quarterly_income_stmt
+        dat.ttm_income_stmt
+        dat.ttm_incomestmt
         dat.balance_sheet
         dat.quarterly_balance_sheet
         dat.cashflow
         dat.quarterly_cashflow
-
+        dat.ttm_cashflow
         # These haven't been ported Yahoo API
         # dat.shares
         # dat.info
@@ -127,11 +129,13 @@ def test_goodTicker(self):
 
             dat.income_stmt
             dat.quarterly_income_stmt
+            dat.ttm_income_stmt
+            dat.ttm_incomestmt
             dat.balance_sheet
             dat.quarterly_balance_sheet
             dat.cashflow
             dat.quarterly_cashflow
-
+            dat.ttm_cashflow
             # These require decryption which is broken:
             # dat.shares
             # dat.info
@@ -224,6 +228,10 @@ def test_goodTicker_withProxy(self):
         self.assertIsNotNone(v)
         self.assertFalse(v.empty)
 
+        v = dat.get_income_stmt(proxy=self.proxy, freq="trailing")
+        self.assertIsNotNone(v)
+        self.assertFalse(v.empty)
+
         v = dat.get_financials(proxy=self.proxy)
         self.assertIsNotNone(v)
         self.assertFalse(v.empty)
@@ -244,6 +252,10 @@ def test_goodTicker_withProxy(self):
         self.assertIsNotNone(v)
         self.assertFalse(v.empty)
 
+        v = dat.get_cashflow(proxy=self.proxy, freq="trailing")
+        self.assertIsNotNone(v)
+        self.assertFalse(v.empty)
+
         v = dat.get_shares(proxy=self.proxy)
         self.assertIsNotNone(v)
         self.assertFalse(v.empty)
@@ -523,6 +535,35 @@ def test_income_statement(self):
         data = self.ticker.get_income_stmt(as_dict=True)
         self.assertIsInstance(data, dict, "data has wrong type")
 
+    def test_ttm_income_statement(self):
+        expected_keys = ["Total Revenue", "Pretax Income", "Normalized EBITDA"]
+        expected_periods_days = 365
+
+        # Test contents of table
+        data = self.ticker.get_income_stmt(pretty=True, freq='trailing')
+        self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
+        self.assertFalse(data.empty, "data is empty")
+        for k in expected_keys:
+            self.assertIn(k, data.index, "Did not find expected row in index")
+        period = abs((data.columns[0]-data.columns[1]).days)
+        self.assertLess(abs(period-expected_periods_days), 366, "Difference between TTM calculations should be less than a year.")
+
+        # Test property defaults
+        data2 = self.ticker.ttm_income_stmt
+        self.assertTrue(data.equals(data2), "property not defaulting to 'pretty=True'")
+
+        # Test pretty=False
+        expected_keys = [k.replace(' ', '') for k in expected_keys]
+        data = self.ticker.get_income_stmt(pretty=False)
+        self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
+        self.assertFalse(data.empty, "data is empty")
+        for k in expected_keys:
+            self.assertIn(k, data.index, "Did not find expected row in index")
+
+        # Test to_dict
+        data = self.ticker.get_income_stmt(as_dict=True, freq='trailing')
+        self.assertIsInstance(data, dict, "data has wrong type")
+
     def test_quarterly_income_statement(self):
         expected_keys = ["Total Revenue", "Basic EPS"]
         expected_periods_days = 365//4
@@ -639,6 +680,35 @@ def test_cash_flow(self):
         data = self.ticker.get_cashflow(as_dict=True)
         self.assertIsInstance(data, dict, "data has wrong type")
 
+    def test_ttm_cash_flow(self):
+        expected_keys = ["Operating Cash Flow", "Net PPE Purchase And Sale"]
+        expected_periods_days = 365
+
+        # Test contents of table
+        data = self.ticker.get_cashflow(pretty=True, freq='trailing')
+        self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
+        self.assertFalse(data.empty, "data is empty")
+        for k in expected_keys:
+            self.assertIn(k, data.index, "Did not find expected row in index")
+        period = abs((data.columns[0]-data.columns[1]).days)
+        self.assertLess(abs(period-expected_periods_days), 366, "Difference between TTM calculations should be less than a year.")
+
+        # Test property defaults
+        data2 = self.ticker.ttm_cashflow
+        self.assertTrue(data.equals(data2), "property not defaulting to 'pretty=True'")
+
+        # Test pretty=False
+        expected_keys = [k.replace(' ', '') for k in expected_keys]
+        data = self.ticker.get_cashflow(pretty=False, freq='trailing')
+        self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
+        self.assertFalse(data.empty, "data is empty")
+        for k in expected_keys:
+            self.assertIn(k, data.index, "Did not find expected row in index")
+
+        # Test to_dict
+        data = self.ticker.get_cashflow(as_dict=True, freq='trailing')
+        self.assertIsInstance(data, dict, "data has wrong type")
+
     def test_quarterly_cash_flow(self):
         expected_keys = ["Operating Cash Flow", "Net PPE Purchase And Sale"]
         expected_periods_days = 365//4

yfinance/base.py

@@ -1588,7 +1588,7 @@ def get_income_stmt(self, proxy=None, as_dict=False, pretty=False, freq="yearly"
                 Format row names nicely for readability
                 Default is False
             freq: str
-                "yearly" or "quarterly"
+                "yearly" or "quarterly" or "trailing"
                 Default is "yearly"
             proxy: str
                 Optional. Proxy server URL scheme
@@ -1651,7 +1651,7 @@ def get_cash_flow(self, proxy=None, as_dict=False, pretty=False, freq="yearly"):
                 Format row names nicely for readability
                 Default is False
             freq: str
-                "yearly" or "quarterly"
+                "yearly" or "quarterly" or "trailing"
                 Default is "yearly"
             proxy: str
                 Optional. Proxy server URL scheme

yfinance/scrapers/fundamentals.py

@@ -73,13 +73,16 @@ def _fetch_time_series(self, name, timescale, proxy=None):
         # despite 'QuoteSummaryStore' containing valid data.
 
         allowed_names = ["income", "balance-sheet", "cash-flow"]
-        allowed_timescales = ["yearly", "quarterly"]
+        allowed_timescales = ["yearly", "quarterly", "trailing"]
 
         if name not in allowed_names:
             raise ValueError("Illegal argument: name must be one of: {}".format(allowed_names))
         if timescale not in allowed_timescales:
             raise ValueError("Illegal argument: timescale must be one of: {}".format(allowed_names))
 
+        if timescale == "trailing" and name not in ('income', 'cash-flow'):
+            raise ValueError("Illegal argument: frequency 'trailing'" +
+                             " only available for cash-flow or income data.")
         try:
             statement = self._create_financials_table(name, timescale, proxy)
 
@@ -102,7 +105,11 @@ def _create_financials_table(self, name, timescale, proxy):
             pass
 
     def get_financials_time_series(self, timescale, keys: list, proxy=None) -> pd.DataFrame:
-        timescale_translation = {"yearly": "annual", "quarterly": "quarterly"}
+        timescale_translation = {
+            "yearly": "annual",
+            "quarterly": "quarterly",
+            "trailing": "trailing"
+        }
         timescale = timescale_translation[timescale]
 
         # Step 2: construct url:

yfinance/ticker.py

@@ -161,6 +161,10 @@ def quarterly_earnings(self) -> _pd.DataFrame:
     def income_stmt(self) -> _pd.DataFrame:
         return self.get_income_stmt(pretty=True)
 
+    @property
+    def ttm_income_stmt(self) -> _pd.DataFrame:
+        return self.get_income_stmt(pretty=True, freq='trailing')
+
     @property
     def quarterly_income_stmt(self) -> _pd.DataFrame:
         return self.get_income_stmt(pretty=True, freq='quarterly')
@@ -169,6 +173,10 @@ def quarterly_income_stmt(self) -> _pd.DataFrame:
     def incomestmt(self) -> _pd.DataFrame:
         return self.income_stmt
 
+    @property
+    def ttm_incomestmt(self) -> _pd.DataFrame:
+        return self.ttm_income_stmt
+
     @property
     def quarterly_incomestmt(self) -> _pd.DataFrame:
         return self.quarterly_income_stmt
@@ -209,6 +217,10 @@ def quarterly_cash_flow(self) -> _pd.DataFrame:
     def cashflow(self) -> _pd.DataFrame:
         return self.cash_flow
 
+    @property
+    def ttm_cashflow(self) -> _pd.DataFrame:
+        return self.get_cash_flow(pretty=True, freq='trailing')
+
     @property
     def quarterly_cashflow(self) -> _pd.DataFrame:
         return self.quarterly_cash_flow

yfinance/version.py

@@ -1 +1 @@
-version = "0.2.26"
+version = "0.2.27"