ranaroussi/yfinance

Dataframe with incorrect index type returned when combining two tickers (one without data)

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#1,382 opened on Jan 30, 2023

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 (6 comments) (0 reactions) (0 assignees)Python (3,396 forks)batch import
Help wanted

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Description

import yfinance as yf
df = yf.download( tickers = ["^NDX", "^TWII"],       
                  start="2023-01-22", end="2023-01-29",
                  interval = "1m",
                  group_by = 'column',
                  auto_adjust = False,
                  prepost = True,
                  threads = True,
                  proxy = None
                  )
[*********************100%***********************]  2 of 2 completed

1 Failed download:
- ^TWII: No data found for this date range, symbol may be delisted

It's not delisted, it's just there as there is no data due to the lunar new year. The problem is the returned dataframe index is not a datetime index, but has type object)

yfinace version 0.2.9, python 3.10.8 on Linux ubuntu

Contributor guide

Research direction
Examine the data concatenation logic in yfinance's download function, specifically how it handles tickers with no data and ensures the index is datetime.
Tech stack
python
Domain
backend
Issue type
Bug
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
2
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-3 hours
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
Pythonpandas
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
60