fix-yahoo-finance 0.1.27

Yahoo! Finance market data downloader +fix for Pandas Datareader's get_data_yahoo()

Yahoo! Finance Fix for Pandas Datareader

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

fix-yahoo-finance fixes the problem by scraping the data from Yahoo! finance and returning a Pandas DataFrame in the same format as pandas_datareader’s get_data_yahoo().

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

Changelog »

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==> Check out this Blog post for a detailed tutorial with code examples.

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Quick Start

The Ticker module

The Ticker module, which allows you to access ticker data in amore Pythonic way:

import fix_yahoo_finance as yf

msft = yf.Ticker("MSFT")

# get stock info
msft.info

# get historical market data
hist = msft.history(period="max")

# show actions (dividends, splits)
msft.actions

# show dividends
msft.dividends

# show splits
msft.splits

Fetching data for multiple tickers

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

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

data = yf.download(  # or pdr.get_data_yahoo(...
        # tickers list or string as well
        tickers = "SPY IWM TLT",

        # use "period" instead of start/end
        # valid periods: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max
        # (optional, default is '1mo')
        period = "mtd",

        # fetch data by interval (including intraday if period < 60 days)
        # valid intervals: 1m,2m,5m,15m,30m,60m,90m,1h,1d,5d,1wk,1mo,3mo
        # (optional, default is '1d')
        interval = "1m",

        # 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,

        # download pre/post regular market hours data
        # (optional, default is False)
        prepost = True
    )

pandas_datareader override

from pandas_datareader import data as pdr

import fix_yahoo_finance as yf
yf.pdr_override() # <== that's all it takes :-)

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

Installation

Install fix_yahoo_finance using pip:

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

Requirements

• Python >= 2.7, 3.4+

• Pandas (tested to work with >=0.23.1)

• Numpy >= 1.11.1

• requests >= 2.14.2

Optional (if you want to use pandas_datareader)

• pandas_datareader >= 0.4.0

Legal Stuff

fix-yahoo-finance is distributed under the Apache Software License. See the LICENSE.txt file in the release for details.

P.S.

Please drop me an note with any feedback you have.

Ran Aroussi