data.py

"""Market data acquisition.

Thin wrapper over yfinance that returns a normalised OHLCV frame. Isolating it
here means the rest of the system depends on a shape, not on a vendor --
swapping in a paid feed only requires reimplementing `get_data`.
"""

import datetime

import pandas as pd
import yfinance as yf

from config import LOOKBACK_CALENDAR_DAYS, MIN_BARS_REQUIRED

OHLCV_COLUMNS = ["open", "high", "low", "close", "volume"]


def get_data(ticker: str) -> pd.DataFrame:
    """Fetch daily bars for `ticker`, indexed by date.

    Prices are split- and dividend-adjusted so that returns computed across a
    corporate action are not spurious. Returns an empty frame when the ticker
    is unavailable or has too little history to screen, letting the caller skip
    it without special-casing exceptions.
    """
    end_date = datetime.date.today()
    start_date = end_date - datetime.timedelta(days=LOOKBACK_CALENDAR_DAYS)

    try:
        df = yf.download(
            ticker,
            start=start_date,
            end=end_date,
            progress=False,
            auto_adjust=True,
            actions=False,
        )
    except Exception as exc:
        print(f"Error fetching {ticker}: {exc}")
        return pd.DataFrame()

    if df.empty or len(df) < MIN_BARS_REQUIRED:
        return pd.DataFrame()

    # A single-ticker download can still come back with (field, ticker) columns.
    if isinstance(df.columns, pd.MultiIndex):
        df.columns = df.columns.get_level_values(0)

    df.columns = [str(c).lower() for c in df.columns]

    missing = set(OHLCV_COLUMNS) - set(df.columns)
    if missing:
        print(f"Error fetching {ticker}: missing columns {sorted(missing)}")
        return pd.DataFrame()

    return df.loc[:, OHLCV_COLUMNS].sort_index()