Removed Oanda as it became subscription only (#366)

Author: gliptak

docs/source/remote_data.rst

@@ -33,7 +33,6 @@ Currently the following sources are supported:
     - :ref:`OECD<remote_data.oecd>`
     - :ref:`Eurostat<remote_data.eurostat>`
     - :ref:`Thrift Savings Plan<remote_data.tsp>`
-    - :ref:`Oanda currency historical rate<remote_data.oanda_curr_hist>`
     - :ref:`Nasdaq Trader symbol definitions<remote_data.nasdaq_symbols>`
 
 It should be noted, that various sources support different kinds of data, so not all sources implement the same methods and the data elements returned might also differ.
@@ -537,42 +536,6 @@ Download mutual fund index prices for the TSP.
     tspreader.read()
 
 
-.. _remote_data.oanda_curr_hist:
-
-Oanda currency historical rate
-==============================
-
-Download currency historical rate from `Oanda <https://www.oanda.com/>`__.
-
-.. code-block:: python
-
-    In [1]: from pandas_datareader.oanda import get_oanda_currency_historical_rates
-    In [2]: start, end = "2016-01-01", "2016-06-01"
-    In [3]: quote_currency = "USD"
-    In [4]: base_currency = ["EUR", "GBP", "JPY"]
-    In [5]: df_rates = get_oanda_currency_historical_rates(
-                start, end,
-                quote_currency=quote_currency,
-                base_currency=base_currency
-            )
-    In [6]: print(df_rates)
-
-                   EUR/USD   GBP/USD   JPY/USD
-      Date
-      2016-01-01  1.087090  1.473989  0.008320
-      2016-01-02  1.087090  1.473989  0.008320
-      2016-01-03  1.087090  1.473989  0.008320
-      2016-01-04  1.086730  1.473481  0.008370
-      2016-01-05  1.078760  1.469430  0.008388
-      ...              ...       ...       ...
-      2016-05-28  1.111669  1.462630  0.009072
-      2016-05-29  1.111669  1.462630  0.009072
-      2016-05-30  1.112479  1.461999  0.009006
-      2016-05-31  1.114269  1.461021  0.009010
-      2016-06-01  1.115170  1.445410  0.009095
-
-      [153 rows x 3 columns]
-
 .. _remote_data.nasdaq_symbols:
 
 Nasdaq Trader Symbol Definitions

docs/source/whatsnew/v0.5.0.txt

@@ -20,6 +20,13 @@ Enhancements
 
 - ``DataReader`` now supports Quandl, see :ref:`here<remote_data.quandl>` (:issue:`361`).
 
+.. _whatsnew_050.api_breaking:
+
+Backwards incompatible API changes
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+- Removed Oanda as it became subscription only (:issue:`296`).
+
 .. _whatsnew_050.bug_fixes:
 
 Bug Fixes

pandas_datareader/data.py

@@ -20,7 +20,6 @@
 from pandas_datareader.oecd import OECDReader
 from pandas_datareader.edgar import EdgarIndexReader
 from pandas_datareader.enigma import EnigmaReader
-from pandas_datareader.oanda import get_oanda_currency_historical_rates
 from pandas_datareader.nasdaq_trader import get_nasdaq_symbols
 from pandas_datareader.quandl import QuandlReader
 
@@ -162,12 +161,6 @@ def DataReader(name, data_source=None, start=None, end=None,
         return EdgarIndexReader(symbols=name, start=start, end=end,
                                 retry_count=retry_count, pause=pause,
                                 session=session).read()
-    elif data_source == "oanda":
-        return get_oanda_currency_historical_rates(
-            start, end,
-            quote_currency="USD", base_currency=name,
-            reversed=True, session=session
-        )
     elif data_source == 'nasdaq':
         if name != 'symbols':
             raise ValueError("Only the string 'symbols' is supported for "