Yahoo! Finance Fix for Pandas Datareader
========================================
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\
**fix-yahoo-finance** offers a **temporary fix** to the problem
by using `Selenium <http://www.seleniumhq.org>`_ to scrape the data
from Yahoo! finance and return a Pandas DataFrame/Panel in the same
format as the original ``get_data_yahoo()`` method.
`Yahoo! finance <https://ichart.finance.yahoo.com>`_ has decommissioned their historical data API,
causing many programs that relied on the ``get_data_yahoo()``
to stop working.
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
===========
.. code:: python
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:
.. code:: python
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)
# defaults to 1950-01-01
start = "2017-01-01",
# end date (YYYY-MM-DD / datetime.datetime object)
# defaults to Today
end = "2017-04-30",
# return a multi-index dataframe
# (default is Panel, which is deprecated)
as_panel = False,
# group by ticker (to access via data['SPY'])
# default is 'column'
group_by = 'ticker',
# adjust all OHLC automatically
# (default is False)
auto_adjust = True
)
Installation
------------
Install ``fix_yahoo_finance`` using ``pip``:
.. code:: bash
$ pip install fix_yahoo_finance --upgrade --no-cache-dir
Requirements
------------
* `Python <https://www.python.org>`_ >=3.4
* `Pandas <https://github.com/pydata/pandas>`_ (tested to work with >=0.18.1)
* `Numpy <http://www.numpy.org>`_ >= 1.11.1
* `Selenium <http://www.seleniumhq.org>`_ >= 3.0.2
* `PyVirtualDisplay <https://github.com/ponty/pyvirtualdisplay>`_ >= 0.2.1 (optional, to)
Legal Stuff
------------
**fix-yahoo-finance** is distributed under the **GNU Lesser General Public License v3.0**. 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**