A Python package to retrieve financial data from official sources.
Project description
FinDrum
FinDrum is a modular Python package for collecting, processing, and storing financial data from sources like the SEC and Yahoo Finance. It is designed with extensibility, testability, and backend independence in mind — ideal for building robust local or cloud-based data pipelines.
🚀 Features
- 🧾 Fetch structured financial data from SEC EDGAR company facts
- 📊 Historical market data via Yahoo Finance
- 💾 Read/write Parquet files through an abstracted
DataClient - 📦 Built-in clients for local storage and MinIO (S3-compatible) object storage
- 🧪 Fully typed and tested with
pytestandpytest-cov
📦 Installation
pip install . # for regular use
pip install .[dev] # for development with tests and coverage
📂 Project Structure
findrum/
├── clients/ # Abstract DataClient + Local and MinIO implementations
├── crawlers/ # Abstract Crawler + SEC and Yahoo Finance crawlers
├── readers/ # ParquetReader
├── writers/ # ParquetWriter
🔍 Example: Full Workflow — SEC Crawler + Local Parquet Writer
from findrum.crawlers.sec_crawler import SecCrawler
from findrum.clients.local_client import LocalDataClient
from findrum.writers.parquet_writer import ParquetWriter
client = LocalDataClient()
writer = ParquetWriter(client)
crawler = SecCrawler(email="oscar.rico101@alu.ulpgc.es")
for raw_data in crawler.fetch():
if raw_data.empty:
continue
cik = raw_data.iloc[0]["cik"]
object_path = f"./datalake/{cik}/company_facts.parquet"
writer.write(object_path, raw_data)
✨ Other Examples
Yahoo Finance Crawler
from findrum import YahooCrawler
crawler = YahooCrawler(period="1mo")
for df in crawler.fetch(["AAPL", "GOOGL"]):
print(df.head())
Parquet Reader
from findrum.clients.local_client import LocalDataClient
from findrum.readers.parquet_reader import ParquetWriter
client = LocalDataClient()
reader = ParquetReader(client)
df = reader.read("./datalake/0000320193/company_facts.parquet")
print(df.head())
🧪 Running Tests
python -m pytest --cov=findrum --cov-report=term-missing
📄 License and Attribution
This project includes components licensed under the Apache License 2.0 and other permissive open source licenses.
Portions of this software incorporate third-party libraries, including:
These libraries are licensed under the Apache License, Version 2.0.
See the LICENSE file for full license texts and additional legal information.
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