Merge pull request #3028 from ryanduguid/ryan/fx-dividend-history-tz

Pass tz and session to FX PriceHistory in dividend conversion

Author: ValueRaider

tests/test_price_repair.py

@@ -823,6 +823,24 @@ def fake_history(ph, *args, **kwargs):
                 self.assertAlmostEqual(divs["Dividends"].iloc[0], expected_div)
                 self.assertEqual(divs["currency"].iloc[0], price_ccy)
 
+    def test_dividends_convert_fx_passes_tz_and_session(self):
+        # The FX PriceHistory needs a real timezone: with repair=True its
+        # history() can call itself with start/end, which parses dates in self.tz.
+        session = object()
+        created = []
+
+        def fake_history(ph, *args, **kwargs):
+            created.append((ph.ticker, ph.tz, ph.session))
+            return _pd.DataFrame({"Close": [0.5]})
+
+        idx = _pd.DatetimeIndex([_pd.Timestamp("2025-01-10", tz="Europe/London")])
+        ph = yf.scrapers.history.PriceHistory(None, "TEST", "Europe/London", session=session)
+        # USD converts in one step; ZAR goes through USD in two.
+        divs = _pd.DataFrame({"Dividends": [1.0, 1.0], "currency": ["USD", "ZAR"]}, index=idx.repeat(2))
+        with mock.patch.object(yf.scrapers.history.PriceHistory, "history", fake_history):
+            ph._dividends_convert_fx(divs, "GBP", repair=True)
+        self.assertEqual(created, [(t, "Europe/London", session) for t in ("GBP=X", "ZAR=X", "GBP=X")])
+
 
 class TestPriceRepairLevelShift(unittest.TestCase):
     # Offline: the 1h data used for calibration is read from CSV, not fetched.

yfinance/scrapers/history.py

@@ -1332,13 +1332,15 @@ def _dividends_convert_fx(self, dividends, fx, repair=False):
                 # - step 2: USD -> FX
                 fx2_tkr = f'{fx}=X'
 
-            fx_dat = PriceHistory(self._data, fx_tkr, self.session)
+            # The FX ticker takes this ticker's timezone. Only the last close of a
+            # 1-month fetch is used, so a day-boundary difference does not change the rate.
+            fx_dat = PriceHistory(self._data, fx_tkr, self.tz, self.session)
             fx_rate = fx_dat.history(period='1mo', repair=repair)['Close'].iloc[-1]
             if reverse:
                 fx_rate = 1/fx_rate
             dividends.loc[dividends['currency']==c, 'Dividends'] *= fx_rate
             if fx2_tkr is not None:
-                fx2_dat = PriceHistory(self._data, fx2_tkr, self.session)
+                fx2_dat = PriceHistory(self._data, fx2_tkr, self.tz, self.session)
                 fx2_rate = fx2_dat.history(period='1mo', repair=repair)['Close'].iloc[-1]
                 dividends.loc[dividends['currency']==c, 'Dividends'] *= fx2_rate