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@ -46,23 +46,6 @@ class ScreenerService:
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"price_to_book": "pricebook",
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}
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# Maps API sort_by names to keys on the parsed-stock dict. Used only in
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# min_dollar_volume mode, where results are assembled across multiple
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# Yahoo pages and must be re-sorted server-side.
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POST_SORT_KEY = {
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"market_cap": "market_cap",
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"volume": "volume",
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"avg_volume": "avg_volume_3m",
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"price": "price",
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"pe_ratio": "pe_ratio",
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"change_percent": "change_percent",
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"name": "name",
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"eps": "eps_ttm",
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"dividend_yield": "dividend_yield",
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"forward_pe": "forward_pe",
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"price_to_book": "price_to_book",
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}
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def _build_query(
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self,
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market_cap_min: Optional[float],
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@ -177,47 +160,6 @@ class ScreenerService:
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import yfinance_plus as yf
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return yf.screen(preset, offset=offset, count=count)
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# Yahoo's screen() max page is 250; cap total internal fetch depth so a
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# broad query (e.g. low market_cap_min) can't issue unbounded requests.
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_COLLECT_PAGE = 250
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_COLLECT_MAX_PAGES = 24 # up to 6000 rows
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async def _collect_all_quotes(self, query, sort_field: str, sort_asc: bool):
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"""Page through Yahoo screen() until the full match set is collected.
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Returns (quotes, yahoo_total, truncated). Used only by the
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min_dollar_volume path, which must post-filter the complete set.
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"""
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loop = asyncio.get_event_loop()
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seen: dict = {}
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offset = 0
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yahoo_total = None
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pages = 0
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while pages < self._COLLECT_MAX_PAGES:
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raw = await loop.run_in_executor(
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None, self._screen_sync, query, offset,
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self._COLLECT_PAGE, sort_field, sort_asc,
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)
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qs = raw.get('quotes', []) or []
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if yahoo_total is None:
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yahoo_total = raw.get('total') or raw.get('count') or 0
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for q in qs:
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sym = q.get('symbol')
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if sym and sym not in seen:
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seen[sym] = q
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pages += 1
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offset += self._COLLECT_PAGE
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if not qs or len(qs) < self._COLLECT_PAGE:
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break
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if yahoo_total and offset >= yahoo_total:
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break
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truncated = bool(
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pages >= self._COLLECT_MAX_PAGES
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and yahoo_total
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and offset < yahoo_total
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)
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return list(seen.values()), (yahoo_total or len(seen)), truncated
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async def screen_preset(self, preset: str, page: int = 1, page_size: int = 25) -> dict:
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"""Fetch a Yahoo Finance predefined screener (e.g. day_gainers)."""
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start_time = time.time()
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@ -231,10 +173,7 @@ class ScreenerService:
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)
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quotes = raw.get('quotes', [])
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# Yahoo returns the full match count under 'total'; 'count' is only the
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# number of rows in THIS page (== size). Prefer 'total' so total_pages
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# reflects the real result set, not a single page.
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total_available = raw.get('total') or raw.get('count') or len(quotes)
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total_available = raw.get('count') or raw.get('total') or len(quotes)
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total_pages = max(1, (total_available + page_size - 1) // page_size)
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return {
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@ -257,7 +196,6 @@ class ScreenerService:
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market_cap_max: Optional[float] = None,
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exchange: Optional[str] = None,
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min_avg_volume: Optional[int] = None,
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min_dollar_volume: Optional[float] = None,
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exclude_types: Optional[str] = None,
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sector: Optional[str] = None,
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pe_min: Optional[float] = None,
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@ -269,31 +207,17 @@ class ScreenerService:
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sort_by: str = "market_cap",
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sort_ascending: bool = False,
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) -> dict:
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"""Screen stocks with the given filters and return paginated results.
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``min_dollar_volume`` is opt-in. When it is None the behaviour is
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byte-for-byte identical to before this parameter existed (single Yahoo
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page, Yahoo applies ``min_avg_volume``). When set, the share-count
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``min_avg_volume`` filter is intentionally NOT pushed to Yahoo — that
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would drop high-priced, low-share-volume names (BLK, KLAC, …) at the
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source before dollar volume can be evaluated — and the complete match
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set is fetched and post-filtered on price × averageDailyVolume3Month.
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"""
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"""Screen stocks with the given filters and return paginated results."""
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start_time = time.time()
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page_size = max(1, min(page_size, 250))
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page = max(1, page)
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dollar_mode = min_dollar_volume is not None
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# In dollar-volume mode the share-count avg-volume gate is replaced by
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# the dollar-volume gate, so it must not be sent to Yahoo.
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effective_min_avg_volume = None if dollar_mode else min_avg_volume
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query = self._build_query(
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market_cap_min=market_cap_min,
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market_cap_max=market_cap_max,
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exchange=exchange,
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min_avg_volume=effective_min_avg_volume,
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min_avg_volume=min_avg_volume,
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sector=sector,
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pe_min=pe_min,
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pe_max=pe_max,
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@ -302,17 +226,8 @@ class ScreenerService:
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)
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sort_field = self.SORT_FIELD_MAP.get(sort_by, "intradaymarketcap")
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# Post-filter: remove non-equity types if requested
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exclude_type_set = set()
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if exclude_types:
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exclude_type_set = {t.strip().upper() for t in exclude_types.split(',')}
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extra_meta: dict = {}
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if not dollar_mode:
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# ---- Unchanged legacy path (zero regression when opt-in is off) ----
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offset = (page - 1) * page_size
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loop = asyncio.get_event_loop()
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raw = await loop.run_in_executor(
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None,
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@ -325,10 +240,13 @@ class ScreenerService:
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)
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quotes = raw.get('quotes', [])
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# Yahoo's 'total' is the full match count; 'count' is only this
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# page's row count. Prefer 'total' so total_pages is correct and
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# clients that paginate by total_pages don't stop after page 1.
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total_available = raw.get('total') or raw.get('count') or len(quotes)
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# yfinance may return total count under 'count' or 'total'
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total_available = raw.get('count') or raw.get('total') or len(quotes)
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# Post-filter: remove non-equity types if requested
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exclude_type_set = set()
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if exclude_types:
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exclude_type_set = {t.strip().upper() for t in exclude_types.split(',')}
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stocks = []
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for quote in quotes:
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@ -337,51 +255,6 @@ class ScreenerService:
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if qt in exclude_type_set:
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continue
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stocks.append(self._parse_quote(quote))
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else:
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# ---- Opt-in dollar-volume path: fetch full set, post-filter ----
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all_quotes, _yahoo_total, truncated = await self._collect_all_quotes(
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query, sort_field, sort_ascending
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)
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filtered = []
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for quote in all_quotes:
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if exclude_type_set:
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qt = (quote.get('quoteType') or '').upper()
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if qt in exclude_type_set:
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continue
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price = quote.get('regularMarketPrice')
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avg_vol = quote.get('averageDailyVolume3Month')
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if price is None or avg_vol is None:
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continue
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if price * avg_vol < min_dollar_volume:
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continue
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filtered.append(self._parse_quote(quote))
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sort_key = self.POST_SORT_KEY.get(sort_by, "market_cap")
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# Partition so rows missing the sort field are always last,
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# regardless of sort direction, and so str/num keys never mix.
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present = [s for s in filtered if s.get(sort_key) is not None]
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missing = [s for s in filtered if s.get(sort_key) is None]
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present.sort(key=lambda s: s.get(sort_key), reverse=not sort_ascending)
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filtered = present + missing
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total_available = len(filtered)
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start = (page - 1) * page_size
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stocks = filtered[start:start + page_size]
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extra_meta['dollar_volume_mode'] = True
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extra_meta['fetched_universe'] = len(all_quotes)
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if min_avg_volume is not None:
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extra_meta['note_min_avg_volume'] = (
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'min_avg_volume ignored because min_dollar_volume is set '
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'(dollar volume replaces the share-count liquidity gate)'
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)
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if truncated:
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extra_meta['truncated'] = True
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extra_meta['note_truncated'] = (
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'Yahoo result set exceeded internal fetch cap; widen '
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'market_cap_min to narrow the universe for completeness'
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)
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query_time = time.time() - start_time
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total_pages = max(1, (total_available + page_size - 1) // page_size)
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@ -393,10 +266,8 @@ class ScreenerService:
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filters_applied['market_cap_max'] = market_cap_max
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if exchange:
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filters_applied['exchange'] = exchange
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if min_avg_volume is not None and not dollar_mode:
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if min_avg_volume is not None:
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filters_applied['min_avg_volume'] = min_avg_volume
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if min_dollar_volume is not None:
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filters_applied['min_dollar_volume'] = min_dollar_volume
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if exclude_types:
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filters_applied['exclude_types'] = exclude_types
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if sector:
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@ -424,7 +295,6 @@ class ScreenerService:
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'sort_ascending': sort_ascending,
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'source': 'yfinance_screen',
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'note': 'sector/industry not included in per-stock response (Yahoo API limitation)',
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**extra_meta,
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},
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}
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