code snippet:

def daily_ohlcv_to_month_end_ohlcv(daily):
    monthly = daily.resample("ME").agg(
        {
            "Open": "first",
            "High": "max",
            "Low": "min",
            "Close": "last",
            "Adj Close": "last",
            "Volume": "sum",
        }
    )
    return monthly

used it in https://github.com/KamarajuKusumanchi/market_data_processor/blob/master/tests/src/utils/test_yfinance_utils.py → test_daily_ohlc_to_month_end_ohlc()

See also:

• https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.resample.html - documentation on pandas.DataFrame.resample
• http://pandas.pydata.org/pandas-docs/stable/timeseries.html
  • https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#offset-aliases - Offset aliases
  • https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#anchored-offsets - Anchored offsets
  • https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#resampling - Resampling
  • https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#dateoffset-objects - DateOffset objects
    • tags | “Frequency String”
• https://stackoverflow.com/questions/17001389/pandas-resample-documentation
• ISO8601 has a way to represent durations - https://en.wikipedia.org/wiki/ISO_8601#Durations
• https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.tseries.offsets.MonthEnd.html
  • used it in https://github.com/KamarajuKusumanchi/market_data_processor/blob/master/tests/src/utils/test_yfinance_utils.py → test_daily_ohlc_to_month_end_ohlc()

• repo of yfinance - https://github.com/ranaroussi/yfinance

• yahooquery
• yahoofinancials - the biggest difference from yfinance is that all the downloaded data is returned as JSON
• yahoo_earnings_calendar - a small library to download the earnings calendar.