MAINT: Add attribution for IEX

Author: Freddie Vargus

zipline/data/benchmarks.py

@@ -17,30 +17,18 @@
 import requests
 
 
-def get_benchmark_returns(symbol, first_date, last_date):
+def get_benchmark_returns(symbol):
     """
-    Get a Series of benchmark returns from Google associated with `symbol`.
+    Get a Series of benchmark returns from IEX associated with `symbol`.
     Default is `SPY`.
 
     Parameters
     ----------
     symbol : str
         Benchmark symbol for which we're getting the returns.
-    first_date : pd.Timestamp
-        First date for which we want to get data.
-    last_date : pd.Timestamp
-        Last date for which we want to get data.
 
-    The furthest date that Google goes back to is 1993-02-01. It has missing
-    data for 2008-12-15, 2009-08-11, and 2012-02-02, so we add data for the
-    dates for which Google is missing data.
-
-    We're also limited to 4000 days worth of data per request. If we make a
-    request for data that extends past 4000 trading days, we'll still only
-    receive 4000 days of data.
-
-    first_date is **not** included because we need the close from day N - 1 to
-    compute the returns for day N.
+    The data is provided by IEX (https://iextrading.com/), and we can
+    get up to 5 years worth of data.
     """
     r = requests.get(
         'https://api.iextrading.com/1.0/stock/{}/chart/5y'.format(symbol)

zipline/data/loader.py

@@ -224,11 +224,7 @@ def ensure_benchmark_data(symbol, first_date, last_date, now, trading_day,
     )
 
     try:
-        data = get_benchmark_returns(
-            symbol,
-            first_date - trading_day,
-            last_date,
-        )
+        data = get_benchmark_returns(symbol)
         data.to_csv(get_data_filepath(filename, environ))
     except (OSError, IOError, HTTPError):
         logger.exception('Failed to cache the new benchmark returns')