ETL library to download and pre-process financial data.
Project description
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
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