BUG: Fix backwards compatibility in get_data_yahoo · pandas-dev/pandas@b921d1a (original) (raw)

`@@ -132,23 +132,23 @@ def get_quote_yahoo(symbols):

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`return DataFrame(data, index=idx)

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def _get_hist_yahoo(name=None, start=None, end=None, retry_count=3,

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def _get_hist_yahoo(sym=None, start=None, end=None, retry_count=3,

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`pause=0):

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`"""

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` Get historical data for the given name from yahoo.

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` Date format is datetime

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` Returns a DataFrame.

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` """

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if(name is None):

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if(sym is None):

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`warnings.warn("Need to provide a name.")

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`return None

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`start, end = _sanitize_dates(start, end)

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`yahoo_URL = 'http://ichart.yahoo.com/table.csv?'

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url = yahoo_URL + 's=%s' % name + \

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url = yahoo_URL + 's=%s' % sym + \

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`'&a=%s' % (start.month - 1) + \

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`'&b=%s' % start.day + \

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`'&c=%s' % start.year + \

`@@ -203,17 +203,18 @@ def _calc_return_index(price_df):

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`return ret_index

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def get_components_yahoo(idx_sym='^DJI'):

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def get_components_yahoo(idx_sym):

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`"""

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Returns DataFrame containing list of component information for index

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represented in idx_sym from yahoo. Includes component symbol

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Returns DataFrame containing list of component information for

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index represented in idx_sym from yahoo. Includes component symbol

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` (ticker), exchange, and name.

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` Parameters

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` ----------

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` idx_sym : str

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Index symbol, default '^DJI' (Dow Jones Industrial Average)

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Stock index symbol

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` Examples:

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'^DJI' (Dow Jones Industrial Average)

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` '^NYA' (NYSE Composite)

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` '^IXIC' (NASDAQ Composite)

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`@@ -256,44 +257,48 @@ def get_components_yahoo(idx_sym='^DJI'):

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`return idx_df

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def get_data_yahoo(symbols=None, start=None, end=None, adjust_price=False,

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ret_index=False, chunk=25, pause=0, **kwargs):

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def get_data_yahoo(symbols=None, start=None, end=None, retry_count=3, pause=0,

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adjust_price=False, ret_index=False, chunksize=25, **kwargs):

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`"""

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` Returns DataFrame/Panel of historical stock prices from symbols, over date

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` range, start to end. To avoid being penalized by Yahoo! Finance servers,

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` pauses between downloading 'chunks' of symbols can be specified.

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` Parameters

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` ----------

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symbols : string, list-like object (list, tupel, Series), DataFrame

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symbols : string, list-like object (list, tupel, Series), or DataFrame

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` Single stock symbol (ticker), list-like object of symbols or

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DataFrame with index containing of stock symbols

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DataFrame with index containing stock symbols.

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` start : string, (defaults to '1/1/2010')

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` Starting date, timestamp. Parses many different kind of date

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` representations (e.g., 'JAN-01-2010', '1/1/10', 'Jan, 1, 1980')

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end : string, (defaults to today)

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end : string, (defaults to today)

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` Ending date, timestamp. Same format as starting date.

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retry_count : int, default 3

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Number of times to retry query request.

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pause : int, default 0

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Time, in seconds, to pause between consecutive queries of chunks. If

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single value given for symbol, represents the pause between retries.

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` adjust_price : bool, default False

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Adjust all prices in hist_data ('Open', 'High', 'Low', 'Close') via

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'Adj Close' price. Adds 'Adj_Ratio' column and drops 'Adj Close'.

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ret_index: bool, default False

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Include a simple return index 'Ret_Index' in hist_data.

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chunk : int, default 25

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If True, adjusts all prices in hist_data ('Open', 'High', 'Low', 'Close')

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based on 'Adj Close' price. Adds 'Adj_Ratio' column and drops

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'Adj Close'.

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ret_index : bool, default False

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If True, includes a simple return index 'Ret_Index' in hist_data.

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chunksize : int, default 25

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` Number of symbols to download consecutively before intiating pause.

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pause : int, default 0

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Time, in seconds, to pause between consecutive chunks.

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**kwargs: additional arguments to pass to _get_hist_yahoo

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` Returns

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` -------

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` hist_data : DataFrame (str) or Panel (list-like object, DataFrame)

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` """

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+

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`def dl_mult_symbols(symbols):

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`stocks = {}

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for sym_group in _in_chunks(symbols, chunk):

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for sym_group in _in_chunks(symbols, chunksize):

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`for sym in sym_group:

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`try:

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stocks[sym] = _get_hist_yahoo(name=sym, start=start,

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stocks[sym] = _get_hist_yahoo(sym, start=start,

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`end=end, **kwargs)

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`except:

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`warnings.warn('Error with sym: ' + sym + '... skipping.')

`@@ -302,11 +307,16 @@ def dl_mult_symbols(symbols):

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`return Panel(stocks).swapaxes('items', 'minor')

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#If a scalar (single symbol, e.g. 'GOOG')

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if 'name' in kwargs:

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warnings.warn("Arg 'name' is deprecated, please use 'symbols' instead.",

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FutureWarning)

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symbols = kwargs['name']

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+

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#If a single symbol, (e.g., 'GOOG')

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`if isinstance(symbols, (str, int)):

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`sym = symbols

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hist_data = _get_hist_yahoo(sym, start=start, end=end, **kwargs)

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#Multiple symbols

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hist_data = _get_hist_yahoo(sym, start=start, end=end)

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#Or multiple symbols, (e.g., ['GOOG', 'AAPL', 'MSFT'])

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`elif isinstance(symbols, DataFrame):

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`try:

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`hist_data = dl_mult_symbols(Series(symbols.index))