Financial Dataset Loader

A Python module for efficiently loading financial datasets from various sources including local storage and AWS S3. Designed for streamlined data management in quantitative finance applications.

Features

• Multiple data source support:
  • AWS S3 storage (dataset_loader_s3)
  • Local filesystem (dataset_loader_local)
• Flexible data source configuration and path management
• Standardized file name formatting
• Configurable dataset loading parameters

Project Structure

financial_dataset_loader/
├── data_source.py          # Data source configuration
├── dataset_loader_config.py # Loader configurations
├── dataset_loader_local.py  # Local filesystem loader
├── dataset_loader_s3.py     # AWS S3 loader
├── file_name_formatter.py   # File naming utilities
└── path_director.py         # Path management

Installation

pip install financial-dataset-loader

Usage

Loading Financial Data

from financial_dataset_loader import dataset_loader_s3

# Load menu snapshot data
df = dataset_loader_s3.load_menu2205_snapshot(date_ref='2025-02-12')

# Load specific fund data
df = dataset_loader_s3.load_menu2205(fund_code='000123', date_ref='2025-02-12')

# Load market data
df = dataset_loader_s3.load_market(market_name='KOSPI', date_ref='2025-02-12')

# Load index data
df = dataset_loader_s3.load_index(ticker_bbg_index='KOSPI Index')

# Load currency data
df = dataset_loader_s3.load_currency(ticker_bbg_currency='USDKRW Curncy')

Available Loading Functions

• load_menu2160(fund_code): Load timeseries data for menu 2160
• load_menu2160_snapshot(date_ref): Load snapshot data for menu 2160
• load_menu2205(fund_code, date_ref): Load fund-specific data for menu 2205
• load_menu2205_snapshot(date_ref): Load snapshot data for menu 2205
• load_menu8186_snapshot(date_ref): Load snapshot data for menu 8186
• load_menu4165(fund_code, date_ref): Load period data for menu 4165
• load_menu4165_snapshot(fund_code, date_ref): Load snapshot data for menu 4165
• load_index(ticker_bbg_index): Load Bloomberg index data
• load_currency(ticker_bbg_currency): Load Bloomberg currency data
• load_market(market_name, date_ref): Load market data

Requirements

• Python >= 3.11
• aws-s3-controller (for S3 functionality)
• string-date-controller (for date conversion functionality)
• shining_pebbles (for pseudo database functionality)

License

MIT License

Author

June Young Park
AI Management Development Team Lead & Quant Strategist at LIFE Asset Management

LIFE Asset Management is a hedge fund management firm that integrates value investing and engagement strategies with quantitative approaches and financial technology, headquartered in Seoul, South Korea.

Contact

• Email: juneyoungpaak@gmail.com
• Location: TWO IFC, Yeouido, Seoul