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Extended DataReader to fetch Dividends and Stock Splits from Yahoo! #45

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merged 1 commit into from Jun 10, 2015

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brotchie commented May 9, 2015

  • Added yahoo-actions data_source to DataReader;
  • Added get_data_yahoo_actions that returns a DataFrame containing
    DIVIDEND and SPLIT corporate actions fetched from Yahoo! Finance;
  • Added unit tests;
  • Added documentation example.
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davidastephens commented May 15, 2015

Thanks. Could you add that to the docs? I assume that would be a common question.

Only other thing I could think of would be to have a convenient way to get only the splits or only the dividends (understanding that anyone could filter the resulting dataframe). Could be next version..

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davidastephens commented Jun 9, 2015

@brotchie Can you add the note to the docs about the date being the ex-date? Then I'm good to merge.

Thanks!

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brotchie commented Jun 10, 2015

@davidastephens I've updated the appropriate docstrings and Sphinx documentation with details of ex-dates.

Cheers!

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davidastephens commented Jun 10, 2015

Great. Thanks! Can you squash and I'll merge when green?

Extended DataReader to fetch Dividends and Stock Splits from Yahoo!
 - Added yahoo-actions data_source to DataReader;
 - Added get_data_yahoo_actions that returns a DataFrame containing
   DIVIDEND and SPLIT corporate actions fetched from Yahoo! Finance;
 - Added unit tests;
 - Added documentation example.

@brotchie brotchie force-pushed the brotchie:master branch from 8fb3df4 to 0d69076 Jun 10, 2015

davidastephens added a commit that referenced this pull request Jun 10, 2015

Merge pull request #45 from brotchie/master
ENH: Extended DataReader to fetch Dividends and Stock Splits from Yahoo!

@davidastephens davidastephens merged commit 5979a6c into pydata:master Jun 10, 2015

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