aperiodic-factors 0.1.1

Client for the Aperiodic Factors API (factors.aperiodic.io): cross-sectional crypto factors, portfolios and risk signals

Aperiodic Factors Client

A Python client library for the Aperiodic Factors API, providing convenient wrappers for cross-sectional crypto factor data, portfolio weights/returns and risk signals.

Installation

pip install aperiodic-factors

Features

• Portfolio Data: Access historical and live portfolio weights
• Cross-section Factors: Access cross-sectional factors as raw data
• Risk Signals: Retrieve normalized risk factor series for cryptocurrencies
• Easy Integration: Simple API calls with pandas DataFrame/Series returns

Quick Start

import aperiodic_factors

# Set your API key
api_key = "your-api-key-here"

# Get historical portfolio weights
historical_weights = aperiodic_factors.get_portfolio_historical_weights(
    id="your-portfolio-id",
    api_key=api_key,
    start_date="2024-01-01",
    end_date="2024-12-31",
)

# Get current portfolio weights
live_weights = aperiodic_factors.get_live_weights(
    id="your-portfolio-id",
    api_key=api_key,
)

# Get portfolio returns
returns = aperiodic_factors.get_portfolio_returns(
    id="your-portfolio-id",
    api_key=api_key,
    start_date="2024-01-01",
)

# Get portfolio tickers
tickers = aperiodic_factors.get_tickers(
    id="momentum",  # Portfolio factor identifier without universe specifier
    api_key=api_key,
    universe_size="full",
)

# Get historical factors
factors = aperiodic_factors.get_portfolio_factors_historical(
    id="momentum",
    tickers=["BTC", "ETH"],
    api_key=api_key,
)

# Get live factors (latest factor data)
live_factors = aperiodic_factors.get_portfolio_factors_live(
    id="momentum",
    tickers=["BTC", "ETH"],
    api_key=api_key,
)

# Get historical universe
universe = aperiodic_factors.get_historical_universe(
    size="full",
    start_date="2024-01-01",
    end_date="2024-12-31",
    api_key=api_key,
)

Configuration

Variable	Required	Default	Description
APERIODIC_API_KEY	yes	—	Your Aperiodic Factors API key
APERIODIC_BASE_URL	no	https://factors.aperiodic.io	Override the API base URL
CF_ACCESS_CLIENT_ID	no	—	Cloudflare Access service-token id (protected environments)
CF_ACCESS_CLIENT_SECRET	no	—	Cloudflare Access service-token secret

Requirements

• Python 3.9+
• pandas >= 2.0.0
• numpy >= 1.3.0
• requests >= 2.25.0

Testing

The test suite exercises the live API, so it needs a valid API key. Tests that require it are skipped automatically when APERIODIC_API_KEY is not set.

# Install with test dependencies
pip install -e ".[tests]"

# Run all tests
export APERIODIC_API_KEY="your_api_key_here"
pytest tests/ -v

License

MIT License