@livefolio/yfinance

Yahoo Finance DataFeed adapter for @livefolio/sdk v0.4. Wraps yahoo-finance2 to implement the SDK's DataFeed.bars interface — resolves an Asset to a Yahoo symbol, calls the chart endpoint, normalizes the response to v0.4 Bar[] (UTC-midnight timestamps, OHLCV from Yahoo's adjusted-close path), and applies a structural completeness filter that drops in-progress today bars without hardcoding US-market hours. A range-aware in-memory cache deduplicates fetches inside a single backtest.

Pre-1.0 — expect breaking changes. Tracks the SDK's v0.4 surface (@livefolio/sdk@^0.4.0).

Install

npm install @livefolio/yfinance

@livefolio/sdk@^0.4.0 is a peer dependency — install it alongside.

Usage

import { YfinanceDataFeed } from '@livefolio/yfinance';
import { FeatureRuntime, MemoryFeatureCache } from '@livefolio/sdk';

const dataFeed = new YfinanceDataFeed();
const runtime = new FeatureRuntime({
  dataFeed,
  featureCache: new MemoryFeatureCache(),
  range: { from: new Date('2024-01-01'), to: new Date('2024-12-31') },
  freq: '1d',
});

Pass runtime into tactical.fromSpec (or any v0.4 strategy) and the SDK's runBacktest does the rest.

Capabilities

| Capability | Status | Notes | |---|---|---| | bars | OK | Daily (1d) only | | fundamentals | not implemented | Optional on the interface; absent on the instance | | events | not implemented | Optional on the interface; absent on the instance | | Frequencies | 1d only | Other frequencies throw |

Bars are total-return-adjusted. Yahoo's adjclose / close ratio is applied uniformly to OHL on each bar so splits and dividends are baked in across all four price fields (volume stays raw). This keeps high ≥ close ≥ low consistent across corporate-action days and matches the v0.4 spec's accepted fidelity bar. Pairing this adapter with a live broker executor isn't a supported configuration — for live trading, use the broker's own data feed (e.g. a future @livefolio/alpaca exporting both DataFeed and Executor).

Stability

Pre-1.0. The class shape (YfinanceDataFeed) is stable; constructor options may grow additively. Any breaking change to the Bar shape would come from the SDK's Bar type, not from this package.

License

MIT