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Bar data manipulation utilities

Project description

Bar data utilities in Python

This package includes utilities and a plugin model to fetch and manipulate bar data for stocks and other financial series. This is work in progress.

Bar data is represented as a datafrane with a date timestamp index and open, high, low, close, volume columns all in lower case. Data for stocks prices is always assumed adjusted.

The main conventions are:

  • data sources are referenced by an opaque source parameter
  • flexible definition of frequencies with the freq parameter
  • maximum number of bars is indicated with the max_bars parameter
  • date range is optional with start_date and end_date parameters

Typical Usage

from bardata import get_tickers, get_prices

SOURCE = 'sample'
FREQ = 'daily'

tickers = get_tickers(source=SOURCE)

for ticker in tickers:
    prices = get_prices(ticker, freq=FREQ, source=SOURCE)

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