ffn - Financial Functions for Python
If you are looking for a full backtesting framework, please check out bt. bt is built atop ffn and makes it easy and fast to backtest quantitative strategies.
Overview
ffn is a library that contains many useful functions for those who work in quantitative finance. It stands on the shoulders of giants (Pandas, Numpy, Scipy, etc.) and provides a vast array of utilities, from performance measurement and evaluation to graphing and common data transformations.
import ffn
returns = ffn.get('aapl,msft,c,gs,ge', provider='yahoo', start='2010-01-01').to_returns().dropna()
print(returns.calc_mean_var_weights().as_format('.2%'))
Example output:
aapl 62.54%
c -0.00%
ge 36.19%
gs -0.00%
msft 1.26%
dtype: object
Installation
The easiest way to install ffn is from the Python Package Index
using pip.
pip install ffn
The Yahoo examples require the optional provider dependency:
pip install 'ffn[yahoo]'
Other providers can be passed as callables or installed as plugins. See how to use a data provider.
Since ffn has many dependencies, we strongly recommend installing the Anaconda Scientific Python Distribution. This distribution comes with many of the required packages pre-installed, including pip. Once Anaconda is installed, the above command should complete the installation.
Documentation
Read the docs at https://pmorissette.github.io/ffn/.
Contribute
See the development guide for setup, tests, documentation builds, and Copier template updates.
2 maintainers
Metadata
2 maintainers
Release files for ffn 1.4.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| ffn-1.4.0.tar.gz | 43.6 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| ffn-1.4.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 88.5 kB
Release files / ffn-1.4.0.tar.gz
| Download URL | ffn-1.4.0.tar.gz |
|---|---|
| Size | 43.6 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
75644045790d3b76d9a50efcc15728f8110598155e3ac1be8f0274688074b67c
|
|
BLAKE2b-256 checksum How to use checksums |
e53e1970ebccc0c92bd50d9f3f430ce68564daa9997bb4666a9d620922f44acd
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/7.0.0 CPython/3.12.14
|
Release files / ffn-1.4.0-py3-none-any.whl
| Download URL | ffn-1.4.0-py3-none-any.whl |
|---|---|
| Size | 44.9 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
1307b85ae816c60209331a4139f9c138e4d961ddfd9232b49e0569c33ce784c9
|
|
BLAKE2b-256 checksum How to use checksums |
6e67750e96ebc5ef448e35effa9d4fba4269210ed62d4a2ff845c9a00037dc61
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/7.0.0 CPython/3.12.14
|
