ENH: Add splits to api

davidastephens · Dec 17, 2019 · bc2134c · bc2134c
1 parent 1cc5939
commit bc2134c
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Showing 2 changed files with 17 additions and 3 deletions.
diff --git a/pandas_finance/api.py b/pandas_finance/api.py
@@ -52,14 +52,25 @@ def trading_data(self):
         return pdr.get_data_yahoo(self.ticker, session=self._session,
                                   start=START_DATE)
 
+    @property
+    def actions(self):
+        return pdr.get_data_yahoo_actions(self.ticker, session=self._session,
+                                          start=START_DATE)
+
     @property
     def dividends(self):
-        actions = pdr.get_data_yahoo_actions(self.ticker, session=self._session,
-                                             start=START_DATE)
+        actions = self.actions
         dividends = actions[actions['action'] == 'DIVIDEND']['value']
         dividends.name = 'Dividends'
         return dividends
 
+    @property
+    def splits(self):
+        actions = self.actions
+        splits = actions[actions['action'] == 'SPLIT']['value']
+        splits.name = 'Splits'
+        return splits
+
     @property
     def annual_dividend(self):
         if 'forwardAnnualDividendRate' in self.quotes.index:

diff --git a/pandas_finance/tests/test_api.py b/pandas_finance/tests/test_api.py
@@ -19,7 +19,7 @@ def test_equity_price(self):
     def test_historical_vol(self):
         vol = self.aapl.hist_vol(30, end_date=self.date)
         self.assertAlmostEqual(vol, 0.484, 3)
-    
+
     @unittest.skip('Yahoo options api broken')
     def test_options(self):
         self.assertIsInstance(self.aapl.options, OptionChain)
@@ -31,6 +31,9 @@ def test_annual_dividend(self):
     def test_dividends(self):
         self.assertEqual(self.aapl.dividends[datetime.date(2015, 11, 5)], 0.52)
 
+    def test_splits(self):
+        self.assertAlmostEqual(self.aapl.splits[datetime.date(2014, 6, 9)], 0.142857, 5)
+
     def test_dividends_no_data(self):
         self.assertEqual(len(self.tsla.dividends), 0)