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

fix-yahoo-finance offers a temporary fix to the problem by scraping the data from Yahoo! finance using and return a Pandas DataFrame/Panel in the same format as pandas_datareader’s get_data_yahoo().

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

It can also be used as a stand-alone library (without pandas_datareader) if you want:

import fix_yahoo_finance as yf
data ="SPY", start="2017-01-01", end="2017-04-30")


Install fix_yahoo_finance using pip:

$ pip install fix_yahoo_finance --upgrade --no-cache-dir


Optional (if you want to use pandas_datareader)


Please drop me an note with any feedback you have.

Ran Aroussi

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