Pandas DataReader start date always begins at the first data point available on yahoo despite user specified start date
s
import datetime
import matplotlib.pyplot as plt
sp500 = DataReader("SPY", "yahoo", start=datetime.datetime(2005, 1, 1))
sp500.info()
sp500["Adj Close"].plot()
plt.show()
<class 'pandas.core.frame.DataFrame'>
Index: 4744 entries, 1993-01-29 00:00:00 to 2011-11-25 00:00:00
Data columns:
Open 4744 non-null values
High 4744 non-null values
Low 4744 non-null values
Close 4744 non-null values
Volume 4744 non-null values
Adj Close 4744 non-null values
dtypes: int64(1), float64(5)
As you can see the index begins at 1993-01-29 despite a user specified
start date of 2005-1-1. You can specify any ticker and the start date
specified in the DataReader function seems to be ignored.
I welcome your thoughts. Appreciate it greatly.
Sp
Wes McKinney
The Yahoo API is very unreliable in my experience-- the code currently
returns whatever data is returned by the query, so something must have
changed recently there. I guess it should truncate to the passed date
range regardless of what is returned.
- Wes
s
tmp = sp500.truncate(datetime.datetime(2005,1,1), datetime.datetime(2011,11,25)).copy()
tmp.info()
tmp["Adj Close"].plot()
plt.show()
<class 'pandas.core.frame.DataFrame'>
Index: 1739 entries, 2005-01-03 00:00:00 to 2011-11-25 00:00:00
Data columns:
Open 1739 non-null values
High 1739 non-null values
Low 1739 non-null values
Close 1739 non-null values
Volume 1739 non-null values
Adj Close 1739 non-null values
dtypes: int64(1), float64(5)
Process finished with exit code 0
Although its strange that it wasn't truncated in the initial call.
Wes McKinney
s
> Like I said the function returns exactly the results of the query to Yahoo.
> If you create a GitHub issue or make a pull request to insert the explicit
> truncation, that'd be great.