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Fixed two dividend related issues #602

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Merged
merged 3 commits into from
Mar 13, 2019
Merged

Fixed two dividend related issues #602

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0402108
fix dividend issues
peijiche Dec 26, 2018
3099248
clean up the code on fixing dividend issues
peijiche Dec 26, 2018
ac49e27
add test cases for fixing splitratio divided by zero error
peijiche Dec 31, 2018
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18 changes: 18 additions & 0 deletions pandas_datareader/tests/yahoo/test_yahoo.py
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Original file line number Diff line number Diff line change
Expand Up @@ -278,6 +278,24 @@ def test_yahoo_DataReader(self):
exp.index.name = 'Date'
tm.assert_frame_equal(result.reindex_like(exp).round(5), exp.round(5))


# test cases with "1/0" split ratio in actions- no split, just chnage symbol from POT to NTR
start = datetime(2017, 12, 30)
end = datetime(2018, 12, 30)

result = web.DataReader('NTR', 'yahoo-actions', start, end)

exp_idx = pd.DatetimeIndex(['2018-12-28', '2018-09-27',
'2018-06-28', '2018-03-28',
'2018-01-02'])

exp = pd.DataFrame({'action': ['DIVIDEND', 'DIVIDEND', 'DIVIDEND',
'DIVIDEND', 'SPLIT'],
'value': [0.43, 0.40, 0.40, 0.40, 1.00]},
index=exp_idx)
exp.index.name = 'Date'
tm.assert_frame_equal(result.reindex_like(exp).round(2), exp.round(2))

@skip_on_exception(RemoteDataError)
def test_yahoo_DataReader_multi(self):
start = datetime(2010, 1, 1)
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6 changes: 3 additions & 3 deletions pandas_datareader/yahoo/daily.py
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Expand Up @@ -174,11 +174,11 @@ def _read_one_data(self, url, params):

if 'SPLIT' in types:
splits = actions[actions.Type == 'SPLIT'].copy()
splits['SplitRatio'] = splits['Splitratio'].apply(
lambda x: eval(x))
splits['SplitRatio'] = splits.apply(
lambda row: eval(row['Splitratio']) if float(row['Numerator'])>0 else 1, axis = 1 )
splits = splits.reset_index(drop=True)
splits = splits.set_index('Date')
splits['Splits'] = 1.0 / splits['SplitRatio']
splits['Splits'] = splits['SplitRatio']
prices = prices.join(splits['Splits'], how='outer')

if 'DIVIDEND' in types and self.adjust_dividends:
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