Downloading splits and dividends from yahoo

yahoo

#!/usr/bin/env python

import dateutil
from datetime import date, datetime
import numpy as np
import pandas as pd
import requests


class YahooException(Exception):
    pass


def get_dividends_splits(sym, start, end):
    """
    Returns a tuple of 2 pandas series representing dividends and
    splits for the given symbol

    Yahoo API:
    http://ichart.finance.yahoo.com/x?a=0&b=1&c=2000&d=11&e=31&f=2013&s=NVDA&y=0&g=v
    4:1 split = 4 shares for 1 share
    This function will report that as .25

    Params:
    sym: str, yahoo sym
    start: datetime.date
    end: datetime.date  """
    if not isinstance(start, (datetime, date)):
        start = dateutil.parser.parse(str(start))

    if not isinstance(end, (datetime, date)):
        end = dateutil.parser.parse(str(end))

    payload = {'a':start.month, 'b': start.day, 'c': start.year,
               'd':end.month, 'e':end.day, 'f':end.year, 's':sym,
               'g':'v'}

    r = requests.get('http://ichart.finance.yahoo.com/x', params=payload)

    if r.status_code != requests.codes.ok:
        raise YahooException('Could not get data for %s' % (sym,))

    data = r.text.split('\n')[1:-5]

    if len(data) == 0:
        return pd.DataFrame(),  pd.DataFrame()

    cols = ['action', 'date', 'rate']
    df = pd.DataFrame([i.split(',') for i in data ], columns=cols)
    df['date'] = df.date.apply(lambda x : dateutil.parser.parse(x).date())

    div = df.ix[df['action'] == 'DIVIDEND', ['date', 'rate']].set_index('date')
    div.rate = div.rate.astype(np.float)

    spl = df.ix[df['action'] == 'SPLIT', ['date', 'rate']].set_index('date')
    spl.rate = spl.rate.apply(lambda x : np.divide(*map(float, x.split(':'))))
    spl.rate  = 1 / spl.rate
    return div.reset_index(), spl.reset_index()


def get_dividends(sym, start, end):
    return get_dividends_splits(sym, start, end)[0]


def get_splits(sym, start, end):
    return get_dividends_splits(sym, start, end)[-1]