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A package for preprocessing financial datasets

Project description

Financial Dataset Preprocessor

A Python package for preprocessing financial datasets from various sources. This package provides tools and utilities for cleaning, transforming, and preparing financial data for analysis.

Features

  • Menu 2205 Preprocessor
    • Corporation Name Finder
    • Domestic Beneficiary Certificates Processing
    • Domestic Bonds Analysis
    • Repo Agreement Processing
    • Borrowings Management
  • Additional preprocessors for other financial datasets (coming soon)

Installation

You can install the package using pip:

pip install financial_dataset_preprocessor

Requirements

  • Python >= 3.11
  • Dependencies are listed in requirements.txt

Usage Examples

1. Search for Funds with Bonds

from financial_dataset_preprocessor.menu2205_preprocessor.menu2205_applications.domestic_bonds import (
    search_funds_having_domestic_bonds,
    get_domestic_bonds_by_fund
)

# Get all funds that have domestic bonds
fund_bonds = search_funds_having_domestic_bonds(date_ref='2025-02-21')

# Get bond details for a specific fund
fund_code = '100075'
bond_details = get_domestic_bonds_by_fund(fund_code=fund_code, date_ref='2025-02-21')

2. Analyze Fund Borrowings

from financial_dataset_preprocessor.menu2205_preprocessor.menu2205_applications.borrowings import (
    search_funds_having_borrowings,
    get_borriwings_by_fund
)

# Find funds with borrowings
funds_with_borrowings = search_funds_having_borrowings(date_ref='2025-02-21')

# Get borrowing details
fund_code = '100075'
borrowing_details = get_borriwings_by_fund(fund_code=fund_code, date_ref='2025-02-21')

3. Check Repo Agreements

from financial_dataset_preprocessor.menu2205_preprocessor.menu2205_applications.repos import (
    search_funds_having_repos,
    get_repos_by_fund
)

# Find funds with repos
funds_with_repos = search_funds_having_repos(date_ref='2025-02-21')

# Get repo details for a specific fund
fund_code = '100075'
repo_details = get_repos_by_fund(fund_code=fund_code, date_ref='2025-02-21')

Development

To set up the development environment:

  1. Clone the repository
  2. Create a virtual environment
  3. Install dependencies:
pip install -r requirements.txt

License

This project is licensed under a proprietary license. All rights reserved.

Terms of Use

  • Source code viewing and forking is allowed
  • Commercial use is prohibited without explicit permission
  • Redistribution or modification of the code is prohibited
  • Academic and research use is allowed with proper attribution

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

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