finutils 0.0.2

Finutils is a collection of some finance related python utilities.

finutils

Finutils is a collection of some finance related python utilities.

Installation

python3 -m pip install finutils

Requirements

• python>=(tested to work with 3.7)
• pandas>=(tested to work with 1.1.0)
• pandas_datareader>=(tested to work with 0.9.0)
• importlib-metadata>=1.7.0 (needed for intel python distributions only)
• readme-renderer>=26.0 (needed for intel python distributions only)

CachedReader (finutils.CachedReader)

This is a wrapper around pandas_datareader.data.DataReader. The module provides local persistent caching (as csv files) and only downloads the incremental change (online - local) and stores it. As a result, the number of api calls are decreased and also the data is available locally (after the first download).

Example Code

Preferred way :

Below code updates local copy of data (if outdated) and gives data in date range.

import datetime
import requests_cache
from finutils import CachedReader

expire_after = datetime.timedelta(days=3)
session = requests_cache.CachedSession(cache_name='cache', backend='sqlite', expire_after=expire_after)
cr = CachedReader('./data', 'yahoo', session)

df = cr.get_data('RELIANCE.NS', datetime.date(2010, 1, 1), datetime.date(2020, 1, 1))

Optional Way :

Below code gets data from local copy without update check

import datetime
import requests_cache
from finutils import CachedReader

cr = CachedReader('./data', 'yahoo')
df = cr.filter_df_by_date(cr.get_scrip_data_local('RELIANCE.NS'), datetime.date(2010, 1, 1), datetime.date(2020, 1, 1))

print(df)

Changelog