""" Yahoo Equity Daily Bars (PIT) — collection recipe. Contract (ziplime PIT recipe, design doc §9): async def fetch(since: datetime) -> pl.DataFrame Returns rows in the PIT schema for `finance-yahoo-data`: system: entity_id, event_date, knowledge_date, knowledge_estimated values: open, high, low, close, volume, price The shared harness (ingest.py) stamps `ingested_at`, dedups against existing rows and appends to the Delta bundle. This recipe only fetches and shapes. """ from __future__ import annotations from datetime import datetime, timezone async def fetch(since: datetime): import polars as pl # noqa: F401 import yfinance as yf import polars as pl universe = ["META", "AAPL", "AMZN", "NFLX", "GOOGL"] raw = yf.download( tickers=universe, interval="1d", start=since, threads=1, group_by="Ticker", auto_adjust=True, multi_level_index=False, progress=False, ) frames = [] for sym in universe: d = pl.from_pandas(raw[sym], include_index=True).rename({ "Date": "event_date", "Open": "open", "High": "high", "Low": "low", "Close": "close", "Volume": "volume", }) d = d.with_columns( pl.lit(sym).alias("entity_id"), # a daily bar is known at its own session close pl.col("event_date").alias("knowledge_date"), pl.lit(False).alias("knowledge_estimated"), pl.col("close").alias("price"), ) frames.append(d) return pl.concat(frames) if __name__ == "__main__": import asyncio, polars as pl df = asyncio.run(fetch(datetime(2025, 1, 1, tzinfo=timezone.utc))) print(df.head())