quantopian/zipline — pull request #80 by twiecki (2013-02-12 18:28:34+00:00)
Title: ENH: load_bars_from_yahoo provides OHLC. Based on Brian Cappello's code.

This adds more complete loading from yahoo. The new function returns OHLC alongside volume.

This can be plugged into the algorithm.

Context: This is for the path to ta-lib integration:
https://github.com/mrjbq7/ta-lib/issues/10

Based on code by https://github.com/briancappello uploaded here:
https://gist.github.com/briancappello/4770687#file-ohlcv-py