Add README section on tz-cache ; Add set_tz_cache_location()

README.md

@@ -48,8 +48,6 @@ Yahoo! finance API is intended for personal use only.**
 
 The `Ticker` module, which allows you to access ticker data in a more Pythonic way:
 
-Note: yahoo finance datetimes are received as UTC.
-
 ```python
 import yfinance as yf
 
@@ -214,6 +212,18 @@ data = yf.download(  # or pdr.get_data_yahoo(...
     )
 ```
 
+### Timezone cache store
+
+When fetching price data, all dates are localized to stock exchange timezone. 
+But timezone retrieval is relatively slow, so yfinance attemps to cache them 
+in your users cache folder. 
+You can direct cache to use a different location with `set_tz_cache_location()`:
+```python
+import yfinance as yf
+yf.set_tz_cache_location("custom/cache/location")
+...
+```
+
 ### Managing Multi-Level Columns
 
 The following answer on Stack Overflow is for [How to deal with

yfinance/__init__.py

@@ -23,6 +23,7 @@
 from .ticker import Ticker
 from .tickers import Tickers
 from .multi import download
+from .utils import set_tz_cache_location
 
 __version__ = version.version
 __author__ = "Ran Aroussi"
@@ -42,4 +43,4 @@ def pdr_override():
         pass
 
 
-__all__ = ['download', 'Ticker', 'Tickers', 'pdr_override']
+__all__ = ['download', 'Ticker', 'Tickers', 'pdr_override', 'set_tz_cache_location']

yfinance/utils.py

@@ -316,8 +316,16 @@ def __str__(self):
 
 
 # Simple file cache of ticker->timezone:
+_cache_dp = None
 def get_cache_dirpath():
-    return _os.path.join(_ad.user_cache_dir(), "py-yfinance")
+    if _cache_dp is None:
+        dp = _os.path.join(_ad.user_cache_dir(), "py-yfinance")
+    else:
+        dp = _os.path.join(_cache_dp, "py-yfinance")
+def set_tz_cache_location(dp):
+    global _cache_dp
+    _cache_dp = dp
+
 def cache_lookup_tkr_tz(tkr):
     fp = _os.path.join(get_cache_dirpath(), "tkr-tz.csv")
     if not _os.path.isfile(fp):