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A package to download Vietnam stock market data

Project description

Introduction

batquant is a package that helps developers, researchers to quickly get Vietnam financial data. Since Vietnam is not well-supported by famous platform like Bloomberg, Reuters, Yahoo, Google, we were inspired to develop our own data package that serves Vietnam data.

Recent changes

v0.1.0 - 20190215:

  • First version
  • Data available: trading data only

Incoming: v0.2.0:

Add more data:
  • reference prices (ceiling, floor, ref price...)
  • stock info (company name, shareout, list of stocks)
Exception handler
Reference object to lookup for fields

Installation

pip install batdata

Usage

Init data object

import batdata
vnd = batdata.Vnd() # Data from VND api

Getting data

# historical data of HPG from 2018-01-01 to 2018-12-31
data = vnd.hist("HPG","close","20180101","20181231")

jsonData = data.json # getting data as json
dfData = data.df # getting data as pandas DataFrame

# fromTime and toTime can also be python datetime objects
fromTime = datetime.datetime(2018,01,01)
toTime = datetime.datetime(2018,12,31)
hpgHist = vnd.hist("HPG","close",fromTime,toTime)

# historical OHLC data of HPG, MSN
hpgHistWeekly = vnd.hist(["HPG","MSN"],["open","high","low","close"],"20180101","20181231",interval="w")

# last price
hpgLast = vnd.curr("HPG","last")


TODO

Financial fields reference

More data

Project details


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