Merge pull request #129 from davidastephens/doc_cache

DOC: Add cache documentation

Author: davidastephens

docs/source/cache.rst

@@ -0,0 +1,45 @@
+.. _cache:
+
+.. currentmodule:: pandas-datareader
+
+.. ipython:: python
+   :suppress:
+
+   import numpy as np
+   from pandas import *
+   import pandas as pd
+   import requests_cache
+   randn = np.random.randn
+   np.set_printoptions(precision=4, suppress=True)
+   options.display.max_rows = 15
+
+***************
+Caching queries
+***************
+
+Making the same request repeatedly can use a lot of bandwidth, slow down your
+code and may result in your IP being banned.
+
+``pandas-datareader`` allows you to cache queries using ``requests_cache`` by
+passing a ``requests_cache.Session`` to ``DataReader`` or ``Options`` using the
+``session`` parameter.
+
+Below is an example with Yahoo! Finance. The session parameter is implemented for all datareaders.
+
+.. ipython:: python
+
+    import pandas_datareader.data as web
+    import datetime
+    import requests_cache
+    expire_after = datetime.timedelta(days=3)
+    session = requests_cache.CachedSession(cache_name='cache', backend='sqlite', expire_after=expire_after)
+    start = datetime.datetime(2010, 1, 1)
+    end = datetime.datetime(2013, 1, 27)
+    f = web.DataReader("F", 'yahoo', start, end, session=session)
+    f.ix['2010-01-04']
+
+A `SQLite <https://www.sqlite.org/>`_ file named ``cache.sqlite`` will be created in the working
+directory, storing the request until the expiry date.
+
+For additional information on using requests-cache, see the
+`documentation <http://requests-cache.readthedocs.org/>`_.

docs/source/index.rst

@@ -16,7 +16,7 @@ Contents:
 
    whatsnew.rst
    remote_data.rst
-
+   cache.rst
 
 
 Indices and tables

docs/source/whatsnew/v0.2.1.txt

@@ -3,7 +3,7 @@
 v0.2.1 (XXX)
 ----------------------------
 
-This is a minor release from 0.2.0 and includes new features and a number of bug fixes.
+This is a minor release from 0.2.0 and includes new features and bug fixes.
 
 
 Highlights include:
@@ -20,16 +20,11 @@ New features
 
 - ``DataReader`` now supports Eurostat data sources, see :ref:`here<remote_data.eurostat>` (:issue:`101`).
 - ``Options`` downloading is approximately 4x faster as a result of a rewrite of the parsing function. (:issue: `122`)
+- ``DataReader`` and ``Options`` now support caching, see :ref:`here<cache>` (:issue:`110`),(:issue:`116`),(:issue:`121`), (:issue:`122`).
 
 .. _whatsnew_021.api_breaking:
 
 Backwards incompatible API changes
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 - ``Options`` columns ``PctChg`` and ``IV`` (Implied Volatility) are now type float
   rather than string. (:issue: `122`)
-
-.. _whatsnew_021.bug_fixes:
-
-Bug Fixes
-~~~~~~~~~
-