ETL library to download and pre-process financial data.
This tools process and enrichs data screpped from Yahoo Finance into a sets of CSV files. It was conceived as a CI component to generate static data for testing purposes.
Installation
Requirements
clickblessedpandas-datareader
PIP
pip install exploratium-quant
Usage
Usage: quant-cli [OPTIONS]
Options:
-t, --tickers TEXT Tickers to analyse.
-o, --out-dir PATH Path to save results.
--verbose / --quiet Verbosity on/off.
--help Show this message and exit.
Example
By calling:
quant-cli -t "BTC-USD,SPY,ETH-USD,GME"
The tool will save a daily OHLC timeseries for the ticker along the following generated metrics:
- ma7: 7 days moving average
- ma30: 30 days moving average
- ma90: 90 days moving average
- upper_bollinger_band: Upper Bollinger Band
- lower_bollinger_band: Lower Bollinger Band
- daily_returns: Daily returns
- sharpe: Sharpe ratio
1 maintainer
Release files for exploratium-quant 0.0.3
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| exploratium-quant-0.0.3.tar.gz | 4.2 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| exploratium_quant-0.0.3-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 9.9 kB
Release files / exploratium-quant-0.0.3.tar.gz
| Download URL | exploratium-quant-0.0.3.tar.gz |
|---|---|
| Size | 4.2 kB |
| Tags | Source |
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SHA-256 checksum How to use checksums |
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Release files / exploratium_quant-0.0.3-py3-none-any.whl
| Download URL | exploratium_quant-0.0.3-py3-none-any.whl |
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| Size | 5.6 kB |
| Tags | Python 3 |
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twine/3.4.1 importlib_metadata/3.7.3 pkginfo/1.7.0 requests/2.25.1 requests-toolbelt/0.9.1 tqdm/4.59.0 CPython/3.9.2
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