Yahoo! Finance Fix for Pandas Datareader
========================================
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`Yahoo! finance <https://ichart.finance.yahoo.com>`_ 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 » <./CHANGELOG.rst>`__
-----
Quick Start
===========
The Ticker module
~~~~~~~~~~~~~~~~~
The ``Ticker`` module, which allows you to access
ticker data in amore Pythonic way:
.. code:: python
import fix_yahoo_finance as yf
msft = yf.Ticker("MSFT")
# get stock info
msft.info
# get historical market data
hist = msft.history(period="max", auto_adjust=True)
# show actions (dividends, splits)
msft.actions
# show dividends
msft.dividends
# show splits
msft.splits
Fetching data for multiple tickers
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
.. code:: python
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 :)
.. code:: python
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
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
.. code:: python
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``:
.. code:: bash
$ pip install fix_yahoo_finance --upgrade --no-cache-dir
Requirements
------------
* `Python <https://www.python.org>`_ >= 2.7, 3.4+
* `Pandas <https://github.com/pydata/pandas>`_ (tested to work with >=0.23.1)
* `Numpy <http://www.numpy.org>`_ >= 1.11.1
* `requests <http://docs.python-requests.org/en/master/>`_ >= 2.14.2
Optional (if you want to use ``pandas_datareader``)
---------------------------------------------------
* `pandas_datareader <https://github.com/pydata/pandas-datareader>`_ >= 0.4.0
Legal Stuff
------------
**fix-yahoo-finance** is distributed under the **Apache Software License**. See the `LICENSE.txt <./LICENSE.txt>`_ file in the release for details.
P.S.
------------
Please drop me an note with any feedback you have.
**Ran Aroussi**