etfpy 1.0.5

ETF screening tool

etfpy

etfpy is a Python library for dealing with extraction ETF data from etfdb.com.

Installation

• Install with pip as a package pip

pip install etfpy

from etfpy import ETF, load_etf

• Clone repostiory

# clone repository
git clone https://github.com/JakubPluta/pyetf.git

# navigate to cloned project and create virtual environment
python -m venv env

# activate virtual environment
source env/Scripts/activate

# install poetry
pip install poetry

# install packages
poetry install

Usage

from etfpy import ETF, load_etf, get_available_etfs_list
import pprint
# returns list of available ETFs.
etfs = get_available_etfs_list()

# load etf
vwo = load_etf('VWO')
spy = ETF("SPY")

# get basic ETF information
pprint.pprint(vwo.info)

{
     '52 Week Hi': '$55.78',
     '52 Week Lo': '$47.65',
     'AUM': '$80,421.8 M',
     'Asset Class': 'Equity',
     'Asset Class Size': 'Large-Cap',
     'Asset Class Style': 'Blend',
     'Brand': 'https://etfdb.com/issuer/vanguard/',
     'Category': 'Size and Style',
     'Category:': 'Emerging Markets Equities',
     'Change:': '$0.25 (-0.0%)',
     'ETF Home Page': 'https://advisors.vanguard.com/investments/products/bnd/vanguard-total-bond-market-etf',
     'Expense Ratio': '0.10%',
     'Focus': 'Total Market',
     'Inception': 'Mar 04, 2005',
     'Index Tracked': 'https://etfdb.com/index/ftse-custom-emerging-markets-all-cap-china-a-inclusion-net-tax-us-ric-index/',
     'Issuer': 'https://etfdb.com/issuer/vanguard/',
     'Last Updated:': 'Dec 09, 2021',
     'Niche': 'Broad-based',
     'P/E Ratio': '7.00',
     'Price:': '$50.14',
     'Region (General)': 'Emerging Markets',
     'Region (Specific)': 'Broad',
     'Segment': 'Equity: Emerging Markets  -  Total Market',
     'Shares': '1,603.3 M',
     'Strategy': 'Vanilla',
     'Structure': 'ETF',
     'Weighting Scheme': 'Market Cap'
 }

# technical analysis metrics
import pprint

pprint.pprint(vwo.technicals)

{
     '20 Day MA': '$50.45',
     '60 Day MA': '$50.74',
     'Average Spread ($)': '1.00',
     'Average Spread (%)': '1.00',
     'Lower Bollinger (10 Day)': '$48.64',
     'Lower Bollinger (20 Day)': '$48.33',
     'Lower Bollinger (30 Day)': '$48.81',
     'MACD 100 Period': '-0.74',
     'MACD 15 Period': '0.20',
     'Maximum Premium Discount (%)': '0.82',
     'Median Premium Discount (%)': '0.27',
     'RSI 10 Day': '49',
     'RSI 20 Day': '47',
     'RSI 30 Day': '47',
     'Resistance Level 1': 'n/a',
     'Resistance Level 2': '$50.53',
     'Stochastic Oscillator %D (1 Day)': '53.54',
     'Stochastic Oscillator %D (5 Day)': '73.08',
     'Stochastic Oscillator %K (1 Day)': '55.09',
     'Stochastic Oscillator %K (5 Day)': '57.68',
     'Support Level 1': 'n/a',
     'Support Level 2': '$49.86',
     'Tracking Difference Max Downside (%)': '-0.87',
     'Tracking Difference Max Upside (%)': '0.16',
     'Tracking Difference Median (%)': '-0.36',
     'Ultimate Oscillator': '47',
     'Upper Bollinger (10 Day)': '$50.47',
     'Upper Bollinger (20 Day)': '$52.61',
     'Upper Bollinger (30 Day)': '$52.50',
     'Williams % Range 10 Day': '19.32',
     'Williams % Range 20 Day': '59.31'
}

# additional script to scrape all etfs from etfdb
from etfpy.client.etfdb_scraper import get_all_etfs

etfs = get_all_etfs(page_size=250)

Contributing

Pull requests are welcome.

License

MIT