ran
126 lines
3.8 KiB
ReStructuredText
126 lines
3.8 KiB
ReStructuredText
Yahoo! Finance Fix for Pandas Datareader
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========================================
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.. image:: https://img.shields.io/pypi/pyversions/fix-yahoo-finance.svg?maxAge=60
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:target: https://pypi.python.org/pypi/fix-yahoo-finance
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:alt: Python version
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.. image:: https://img.shields.io/travis/ranaroussi/fix-yahoo-finance/master.svg?
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:target: https://travis-ci.org/ranaroussi/fix-yahoo-finance
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:alt: Travis-CI build status
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.. image:: https://img.shields.io/pypi/v/fix-yahoo-finance.svg?maxAge=60
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:target: https://pypi.python.org/pypi/fix-yahoo-finance
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:alt: PyPi version
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.. image:: https://img.shields.io/pypi/status/fix-yahoo-finance.svg?maxAge=60
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:target: https://pypi.python.org/pypi/fix-yahoo-finance
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:alt: PyPi status
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.. image:: https://img.shields.io/github/stars/ranaroussi/fix-yahoo-finance.svg?style=social&label=Star&maxAge=60
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:target: https://github.com/ranaroussi/fix-yahoo-finance
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:alt: Star this repo
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.. image:: https://img.shields.io/twitter/follow/aroussi.svg?style=social&label=Follow%20Me&maxAge=60
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:target: https://twitter.com/aroussi
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:alt: Follow me on twitter
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\
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**fix-yahoo-finance** offers a **temporary fix** to the problem
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by using `Selenium <http://www.seleniumhq.org>`_ to scrape the data
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from Yahoo! finance and return a Pandas DataFrame/Panel in the same
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format as the original ``get_data_yahoo()`` method.
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`Yahoo! finance <https://ichart.finance.yahoo.com>`_ has decommissioned their historical data API,
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causing many programs that relied on the ``get_data_yahoo()``
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to stop working.
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By basically "hijacking" ``pandas_datareader.data.get_data_yahoo()`` method,
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**fix-yahoo-finance**'s implantation is easy and only requires to import
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``fix_yahoo_finance`` into your code.
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`Changelog » <./CHANGELOG.rst>`__
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-----
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Quick Start
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===========
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.. code:: python
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from pandas_datareader import data as pdr
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import fix_yahoo_finance # <== that's all it takes :-)
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# download dataframe
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data = pdr.get_data_yahoo("SPY", start="2017-01-01", end="2017-04-30")
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# download Panel
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data = pdr.get_data_yahoo(["SPY", "IWM"], start="2017-01-01", end="2017-04-30")
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I've also added some options to make life easier :)
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Below is the full list of acceptable parameters:
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.. code:: python
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data = pdr.get_data_yahoo(
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# tickers list (single tickers accepts a string as well)
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tickers = ["SPY", "IWM", "..."],
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# start date (YYYY-MM-DD / datetime.datetime object)
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# defaults to 1950-01-01
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start = "2017-01-01",
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# end date (YYYY-MM-DD / datetime.datetime object)
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# defaults to Today
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end = "2017-04-30",
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# return a multi-index dataframe
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# (default is Panel, which is deprecated)
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as_panel = False,
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# group by ticker (to access via data['SPY'])
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# default is 'column'
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group_by = 'ticker',
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# adjust all OHLC automatically
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# (default is False)
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auto_adjust = True
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)
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Installation
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------------
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Install ``fix_yahoo_finance`` using ``pip``:
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.. code:: bash
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$ pip install fix_yahoo_finance --upgrade --no-cache-dir
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Requirements
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------------
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* `Python <https://www.python.org>`_ >=3.4
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* `Pandas <https://github.com/pydata/pandas>`_ (tested to work with >=0.18.1)
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* `Numpy <http://www.numpy.org>`_ >= 1.11.1
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* `Selenium <http://www.seleniumhq.org>`_ >= 3.0.2
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* `PyVirtualDisplay <https://github.com/ponty/pyvirtualdisplay>`_ >= 0.2.1 (optional, to)
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Legal Stuff
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------------
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**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.
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P.S.
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------------
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Please drop me an note with any feedback you have.
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**Ran Aroussi**
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