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Remove yahoo finance about empyrical HOT 8 OPEN

quantopian avatar quantopian commented on July 21, 2024
Remove yahoo finance

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Comments (8)

eigenfoo avatar eigenfoo commented on July 21, 2024

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?

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twiecki avatar twiecki commented on July 21, 2024

@eigenfoo Correct.

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twiecki avatar twiecki commented on July 21, 2024

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.

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appletonwebb avatar appletonwebb commented on July 21, 2024

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

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

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jaycode avatar jaycode commented on July 21, 2024

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

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twiecki avatar twiecki commented on July 21, 2024

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

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jaycode avatar jaycode commented on July 21, 2024

@twiecki Done, please resolve conflicts here: #89

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jaycode avatar jaycode commented on July 21, 2024

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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