finalytics 0.2.5

This is a python binding for Finalytics Rust Library designed for retrieving financial data and performing security analysis and portfolio optimization.

Installation

pip install finalytics

Documentation

View Library documentation on readthedocs here

Symbol Search

from finalytics import get_symbols

print(get_symbols(query="Apple", asset_class="Equity"))
print(get_symbols(query="Bitcoin", asset_class="Crypto"))
print(get_symbols(query="S&P 500", asset_class="Index"))
print(get_symbols(query="EURUSD", asset_class="Currency"))
print(get_symbols(query="SPY", asset_class="ETF"))

Security Analysis

from finalytics import Ticker

ticker = Ticker(symbol="AAPL")
print(ticker.get_current_price())
print(ticker.get_summary_stats())
print(ticker.get_price_history(start="2023-01-01", end="2023-10-31", interval="1d"))
print(ticker.get_options_chain())
print(ticker.get_news(start="2023-11-01", end="2023-11-10", compute_sentiment=False))
print(ticker.get_income_statement())
print(ticker.get_balance_sheet())
print(ticker.get_cashflow_statement())
print(ticker.get_financial_ratios())
print(ticker.compute_performance_stats(start="2023-01-01", end="2023-10-31", interval="1d", benchmark="^GSPC", 
                                       confidence_level=0.95, risk_free_rate=0.02))
ticker.display_performance_chart(start="2023-01-01", end="2023-10-31", interval="1d", benchmark="^GSPC", 
                                 confidence_level=0.95, risk_free_rate=0.02, display_format="notebook")
ticker.display_candlestick_chart(start="2023-01-01", end="2023-10-31", interval="1d", display_format="html")
ticker.display_options_chart(risk_free_rate=0.02, chart_type="surface", display_format="png")

Portfolio Optimization

from finalytics import Portfolio

portfolio = Portfolio(ticker_symbols=["AAPL", "GOOG", "MSFT", "BTC-USD"], 
                      benchmark_symbol="^GSPC", start_date="2020-01-01", end_date="2022-01-01", interval="1d", 
                      confidence_level=0.95, risk_free_rate=0.02, max_iterations=1000, 
                      objective_function="max_sharpe")
print(portfolio.get_optimization_results())
portfolio.display_portfolio_charts("performance", "html")

DeFi Liquidity Pools

from finalytics import DefiPools

defi_pools = DefiPools()
print(f"Total Value Locked: ${defi_pools.total_value_locked:,.0f}")
defi_pools.display_top_protocols_by_tvl(pool_symbol="USDC-USDT", num_protocols=20, display_format="html")
defi_pools.display_top_protocols_by_apy(pool_symbol="USDC-USDT", num_protocols=20, display_format="html")
defi_pools.display_pool_tvl_history(pool_symbol="USDC-USDT", protocol="uniswap-v3", chain="ethereum", display_format="html")
defi_pools.display_pool_apy_history(pool_symbol="USDC-USDT", protocol="uniswap-v3", chain="ethereum", display_format="html")

DeFi User Balances

from finalytics import DefiBalances
from finalytics import get_supported_protocols

supported_protocols = get_supported_protocols()
print(supported_protocols)

# This function requires node.js and pnpm to be installed on the system
# for macos: brew install node && npm install -g pnpm
# for ubuntu: sudo apt install nodejs && npm install -g pnpm
# for windows: https://nodejs.org/en/download/ && npm install -g pnpm

defi_balances = DefiBalances(protocols=["wallet", "eigenlayer", "blast", "ether.fi"],
                             chains=["ethereum", "arbitrum"],
                             address="0x7ac34681f6aaeb691e150c43ee494177c0e2c183",
                             display_format="html")
print(defi_balances.balances)