yahoo-finance-hdd 0.2.1

Download historical financial data from yahoo finance

Yahoo Finance Historical Data Downloader

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

• Current Version: v_0.2.1
• Version Released: 2019-08-17
• Report any bugs by opening an issue here: https://github.com/sdiz/yahoo_finance_hdd/issues

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

Authors

• Serkan Dizbay - https://github.com/sdiz

License

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