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Download historical financial data from yahoo finance

Project description

Yahoo Finance Historical Data Downloader

Download historical price, dividends and stock splits data from yahoo finance in python.

Installation

  • This module runs on python >= 3.3. It might run on other version, but has not been tested.
  • Dependencies: numpy, pandas, requests, pandas_market_calendars.
  1. Installation using pip:
    $ pip install yahoo_finance_hdd
    
  2. Installation using github:
    $ git clone https://github.com/sdiz/yahoo_finance_hdd.git
    $ cd yahoo_finance_hdd
    $ python setup.py install
    

Usage

  • The data from all methods is returned as a pandas dataframe.
  • Create a parameters object to define all necessary input parameters
    • start : the start date of the data series ('yyyy-mm-dd').
    • end : the end date of the data series ('yyyy-mm-dd').
    • tickers : single tickers can be passed as a string. Multiple tickers have to be passed as a list e.g ['IBM', 'AAPL'].
    • interval : specify the frequency of the data series.
      • 'd' = daily
      • 'w' = weekly
      • 'm' = monthly
    • exchange : the exchange to obtain the dates for the data series (default NYSE)
      • available exchanges are: ['BMF', 'CFE', 'CME', 'CBOT', 'COMEX', 'NYMEX', 'EUREX', 'ICE', 'ICEUS', 'NYFE', 'JPX', 'LSE', 'NYSE', 'stock', 'NASDAQ', 'BATS', 'OSE', 'SIX', 'TSX', 'TSXV', 'SSE', 'HKEX']
    • columns : a list of strings specifying the data columns to be returned.
      • ['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume']
  • Available methods
    • get_history(params) : download historical financial price data from yahoo finance.
    • get_dividends(params) : download historical dividend data from yahoo finance.
    • get_splits(params) : download historical data for stock splits from yahoo finance.

Examples

from yahoo_finance_hdd import YahooFinance, Parameters

# create parameter object
params = Parameters(
            start = '2010-12-01',
            end = '2019-08-20',
            tickers = ['AAPL', 'VZ', 'JPM'],
            interval = 'w',
            exchange = 'NYSE',
            columns = ['Open', 'Close']
        )

# e.g change interval to daily
params.interval = 'd'

# create new yahoo finance instance
yf = YahooFinance()

# download historical financial price data
price_df = yf.get_history(params)

# download historical dividends data
dividends_df = yf.get_dividends(params)

# download historical stock splits data
splits_df = yf.get_splits(params)

Returned Data

alt text

Authors

License

This project is licensed under the MIT License - see the LICENSE.txt file for details

Project details


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