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Fix for Yahoo downloader

I have a working build that alters the previously defunct Lean Yahoo downloader to work with a different API endpoint. This is based on the code provided here:

https://github.com/dennislwy/YahooFinanceAPI

I'm currently ridiculously busy, so am unlikely to polish this sufficiently for a pull request with adequate testing anytime soon.

The changes are avilable in this commit:

https://github.com/jameschch/Lean/commit/8d8752ef3a7251eb971cf0c83a202cf37b4efb88

Currenlty only price data is working so no splits and dividends. Sorry about that. I know some people rely on this data, so I guess this is better than nothing.

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Awesome thank you James Smith I'll make sure we pull in the changes in the next week or so.

I wonder if they'll leave this API online... :)

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They have added an anonymous auth layer, but there's no practical way they can differentiate a service client from a browser. They may still add a paywall or just go belly up, but I expect the current endpoint will last for a little while.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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