Merge pull request #756 from pydata/yahoosplitsfix

BUG: Fix Yahoo Splits for change in format

Author: bashtage

docs/source/whatsnew.rst

@@ -18,6 +18,7 @@ What's New
 
 These are new features and improvements of note in each release.
 
+.. include:: whatsnew/v0.9.0.txt
 .. include:: whatsnew/v0.8.0.txt
 .. include:: whatsnew/v0.7.0.txt
 .. include:: whatsnew/v0.6.0.txt

docs/source/whatsnew/v0.9.0.txt

@@ -0,0 +1,35 @@
+.. _whatsnew_090:
+
+v0.9.0 (TBD)
+---------------------------
+
+Highlights include:
+
+
+.. contents:: What's new in v0.9.0
+    :local:
+    :backlinks: none
+
+
+.. _whatsnew_090.enhancements:
+
+Enhancements
+~~~~~~~~~~~~
+
+
+.. _whatsnew_090.api_breaking:
+
+Backwards incompatible API changes
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+
+.. _whatsnew_090.bug_fixes:
+
+Bug Fixes
+~~~~~~~~~
+
+- Fix Yahoo! actions bug due to change in split format. (:issue: `755`)
+
+Contributors
+~~~~~~~~~~~~
+- David Stephens

pandas_datareader/tests/yahoo/test_yahoo.py

@@ -224,7 +224,7 @@ def test_get_data_yahoo_actions_invalid_symbol(self):
 
     @skip_on_exception(RemoteDataError)
     def test_yahoo_reader_class(self):
-        r = YahooDailyReader("GOOG")
+        r = YahooDailyReader("GOOG", start="JAN-01-2015")
         df = r.read()
 
         assert df.Volume.loc["JAN-02-2015"] == 1447500

pandas_datareader/yahoo/daily.py

@@ -198,7 +198,11 @@ def _read_one_data(self, url, params):
 
                 def split_ratio(row):
                     if float(row["Numerator"]) > 0:
-                        return eval(row["Splitratio"])
+                        if ":" in row["Splitratio"]:
+                            n, m = row["Splitratio"].split(':')
+                            return float(m) / float(n)
+                        else:
+                            return eval(row["Splitratio"])
                     else:
                         return 1