etfpy 1.0.9

ETF screening tool

ETFpy

ETFpy is a Python library that allows users to scrape data from etfdb.com, a website that provides comprehensive information on ETFs, including trading data, performance metrics, assets allocations end more.

Installation

Install with pip as a package pip

pip install etfpy

or

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 # or source env/bin/activate

# install poetry
pip install poetry

# install packages
poetry install

Usage

>> from etfpy import ETF, load_etf, get_available_etfs_list

# returns list of available ETFs.
>> etfs = get_available_etfs_list()
>> etfs
>> ['SPY', 'IVV', 'VOO', 'VTI', 'QQQ', 'VEA', 'VTV', 'IEFA', 'BND', 'AGG', 'VUG', 'IJH', ... ]

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

# get basic ETF information
>> spy.info
>> {
    '52 Week Hi': '$457.83',
    '52 Week Lo': '$342.72',
    'AUM': '$402,034.0 M',
    'Asset Class': 'Equity',
    'Asset Class Size': 'Large-Cap',
    'Asset Class Style': 'Blend',
    'Brand': 'https://etfdb.com/issuer/spdr/',
    'Category': 'Size and Style',
    'Category:': 'Large Cap Growth Equities',
    'Change:': '$1.04 (-0.0%)',
    'ETF Home Page': 'https://www.spdrs.com/product/fund.seam?ticker=SPY',
    'Expense Ratio': '0.09%',
    'Focus': 'Large Cap',
    'Inception': 'Jan 22, 1993',
    'Index Tracked': 'https://etfdb.com/index/sp-500-index/',
    'Issuer': 'https://etfdb.com/issuer/state-street/',
    'Last Updated:': 'Sep 30, 2023',
    'Niche': 'Broad-based',
    'P/E Ratio': {'ETF Database Category Average': '15.15',
               'FactSet Segment Average': '5.84',
               'SPY': '17.86'},
    'Price:': '$427.48',
    'Region (General)': 'North America',
    'Region (Specific)': 'U.S.',
    'Segment': 'Equity: U.S.  -  Large Cap',
    'Shares': '938.3 M',
    'Strategy': 'Vanilla',
    'Structure': 'UIT',
    'Symbol': 'SPY',
    'Url': 'https://etfdb.com/etf/SPY',
    'Weighting Scheme': 'Market Cap'
}

# technical analysis metrics
>> spy.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'
    }

# dividends metrics
>> spy.dividends
>> {
    'Annual Dividend Rate': {'ETF Database Category Average': '$ 0.95',
                      'FactSet Segment Average': '$ 0.63',
                      'SPY': '$ 6.51'},
    'Annual Dividend Yield': {'ETF Database Category Average': '1.37%',
                       'FactSet Segment Average': '1.41%',
                       'SPY': '1.52%'},
    'Dividend': {'ETF Database Category Average': '$ 0.33',
                        'FactSet Segment Average': '$ 0.16',
                        'SPY': '$ 1.58'},
    'Dividend Date': {'ETF Database Category Average': 'N/A',
                       'FactSet Segment Average': 'N/A',
                       'SPY': '2023-09-15'}
        }


# performance metrics
>> spy.performance
>> {
    '1 Month Return': {'ETF Database Category Average': '-2.89%',
                'Factset Segment Average': '-2.07%',
                'SPY': '-3.11%'},
    '1 Year Return': {'ETF Database Category Average': '19.00%',
               'Factset Segment Average': '10.82%',
               'SPY': '19.69%'},
    '3 Month Return': {'ETF Database Category Average': '-2.10%',
                'Factset Segment Average': '-1.07%',
                'SPY': '-1.70%'},
    '3 Year Return': {'ETF Database Category Average': '5.55%',
               'Factset Segment Average': '4.06%',
               'SPY': '10.18%'},
    '5 Year Return': {'ETF Database Category Average': '5.33%',
               'Factset Segment Average': '2.06%',
               'SPY': '9.83%'},
    'YTD Return': {'ETF Database Category Average': '14.37%',
            'Factset Segment Average': '6.70%',
            'SPY': '13.02%'}
}

# volatility metrics
>> spy.volatility
>>  {
     '20 Day Volatility': '10.61%',
     '200 Day Volatility': '10.91%',
     '5 Day Volatility': '200.37%',
     '50 Day Volatility': '11.16%',
     'Beta': '1.0',
     'Standard Deviation': '26.89%'
}

If you want to scrape list of all etfs with some basic information in terminal use:

python etfpy/scripts/scrape_etfs.py
or 
bash jobs/run_scrape_etfs.sh
or
make scrape

Output data will be stored in .\etfpy\data\etfs\etfs_list.json

Run tests & check coverage

# run all tests
make test

# pytest cov
make cov

To lint

make pretty

Contributing

Pull requests are welcome.

License

MIT