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BUG: Fix dividend adjustment #584

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Oct 20, 2018
Merged

BUG: Fix dividend adjustment #584

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31 changes: 31 additions & 0 deletions docs/source/whatsnew/v0.8.0.txt
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Original file line number Diff line number Diff line change
@@ -0,0 +1,31 @@
.. _whatsnew_080:

v0.8.0 (TBD)
---------------------------

Highlights include:

.. contents:: What's new in v0.8.0
:local:
:backlinks: none

.. _whatsnew_080.enhancements:

Enhancements
~~~~~~~~~~~~


.. _whatsnew_080.api_breaking:

Backwards incompatible API changes
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~



.. _whatsnew_080.bug_fixes:

Bug Fixes
~~~~~~~~~

- Fix Yahoo! actions issue where dividends are adjusted twice as a result of a
change to the Yahoo! API. (:issue: `583`)
3 changes: 1 addition & 2 deletions pandas_datareader/yahoo/daily.py
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Expand Up @@ -181,11 +181,10 @@ def _read_one_data(self, url, params):
splits['Splits'] = 1.0 / splits['SplitRatio']
prices = prices.join(splits['Splits'], how='outer')

if 'DIVIDEND' in types and not self.adjust_dividends:
if 'DIVIDEND' in types and self.adjust_dividends:
# Adjust dividends to deal with splits
adj = prices['Splits'].sort_index(ascending=False).fillna(
1).cumprod()
adj = 1.0 / adj
prices['Dividends'] = prices['Dividends'] * adj

return prices
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