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Remove yahoo finance #65

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twiecki opened this issue Nov 16, 2017 · 8 comments
Open

Remove yahoo finance #65

twiecki opened this issue Nov 16, 2017 · 8 comments

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@twiecki
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twiecki commented Nov 16, 2017

Yahoo finance has been discontinued for good. Google is a fallback (albeit a bad one) but there's no reason to display a warning and confuse users: quantopian/pyfolio#478 (comment)

@eigenfoo
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eigenfoo commented Nov 17, 2017

Would it be correct to say that all that needs rewriting is this function in utils.py (and any other docstrings here and there)?

That sounds straightforward; would you like me to put together a PR?

@twiecki
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twiecki commented Nov 17, 2017

@eigenfoo Correct.

@twiecki
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twiecki commented Nov 17, 2017

It would be great to have an alternative that goes back further in time. We can probably use the yahoo SPY returns for the past, and then forward-fill with the ones from google.

@appletonwebb
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There's the IEX exchange API if it helps, and it requires no registration:

https://iextrading.com/developer/docs/#stocks

@jaycode
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jaycode commented Mar 25, 2018

@twiecki I replaced Yahoo Finance with Quandl as shown here. Would you like me to update the default to use Quandl instead?

@twiecki
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twiecki commented Mar 25, 2018

@jaycode Yes, that seems like a more stable source!

@jaycode
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jaycode commented Mar 26, 2018

@twiecki Done, please resolve conflicts here: #89

@jaycode
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jaycode commented Mar 26, 2018

There is also some minimal updates for Pyfolio module for this to work. See here: jaycode/pyfolio@7ef8d27

A working example can be seen here: https://github.com/jaycode/pyfolio/blob/master/pyfolio/examples/single_stock_example.ipynb

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