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Temporary fix for Pandas Datareader's get_data_yahoo()

Project description

Yahoo! Finance Fix for Pandas Datareader

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fix-yahoo-finance offers a temporary fix to the problem by using Selenium to scrape the data from Yahoo! finance and return a Pandas DataFrame/Panel in the same format as the original get_data_yahoo() method.

Yahoo! finance has decommissioned their historical data API, causing many programs that relied on the get_data_yahoo() to stop working.

By basically “hijacking” method, fix-yahoo-finance’s implantation is easy and only requires to import fix_yahoo_finance into your code.

Changelog »

Quick Start

from pandas_datareader import data as pdr
import fix_yahoo_finance  # <== that's all it takes :-)

# download dataframe
data = pdr.get_data_yahoo("SPY", start="2017-01-01", end="2017-04-30")

# download Panel
data = pdr.get_data_yahoo(["SPY", "IWM"], start="2017-01-01", end="2017-04-30")

I’ve also added some options to make life easier :)

Below is the full list of acceptable parameters:

data = pdr.get_data_yahoo(
            # tickers list (single tickers accepts a string as well)
            tickers = ["SPY", "IWM", "..."],

            # start date (YYYY-MM-DD / datetime.datetime object)
            # (optional, defaults is 1950-01-01)
            start = "2017-01-01",

            # end date (YYYY-MM-DD / datetime.datetime object)
            # (optional, defaults is Today)
            end = "2017-04-30",

            # return a multi-index dataframe
            # (optional, default is Panel, which is deprecated)
            as_panel = False,

            # group by ticker (to access via data['SPY'])
            # (optional, default is 'column')
            group_by = 'ticker',

            # adjust all OHLC automatically
            # (optional, default is False)
            auto_adjust = True


  1. Install fix_yahoo_finance using pip:
$ pip install fix_yahoo_finance --upgrade --no-cache-dir
  1. Install Chrome Driver
$ wget
$ unzip
$ mv chromedriver /usr/local/sbin/chromedriver

* The above code is for Linux 64bit. Other OS version are listed here.

Setting Chrome Driver Location

If you can’t / won’t install the Chrome driver in your system’s $PATH, you can explicitly tell fix-yahoo-finance the location of the Chrome driver executable:

import fix_yahoo_finance

Then, simply continue normally.



Please drop me an note with any feedback you have.

Ran Aroussi

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