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Tool for retrieving and combining financial and related data for informing security investments

Reason this release was yanked:

detected issue with entry script template

Project description

KaxaNuk Data Curator

Python

Build Status

Tool for building a structured database for market, fundamental and alternative data obtained from different financial data provider web services.

Allows for easy creation of additional calculated column functions.

Requirements

  • Python 3.12 or 3.13
  • All the dependency library versions specified in pyproject.toml under the [project].dependencies section (see the installation guide)

Supported Data Providers

  • Financial Modeling Prep
  • Yahoo Finance (requires installing a separate extension package, and doesn't support most data types)

Installation

  1. Make sure you're running the required version of Python, preferably in its own virtual environment.

  2. Open a terminal and run:

    pip install --upgrade pip
    pip install kaxanuk.data_curator
    
  3. If you want to use the Yahoo Finance data provider, install the extension package:

    pip install kaxanuk.data_curator_extensions.yahoo_finance
    

Configuration

  1. Open a terminal in any directory and run the following command:
    kaxanuk.data_curator init excel
    
    This should create 2 subdirectories, Config and Output, as well as the entry script __main__.py in the current directory.
  2. Open the Config/parameters_datacurator.xlsx file in Excel, fill out the fields in all the sheets, save the file and close it.
  3. If your data provider requires an API key, open the Config/.env file in a text editor, and paste the key after the = sign of the provider's corresponding API_KEY variable. Don't add any quotes or spaces before or after the key.

Usage

Now you can run the entry script with either: kaxanuk.data_curator run or by executing the __main__.py script directly with Python: python __main__.py The system will download the data for the tickers configured in the file, and save the data to the Output folder.

Customization

The __main__.py entry script is customizable, so you can implement your own data providers and configuration and output handlers, and inject them from there.

You can also create your own calculated feature functions by adding them to the Config/custom_calculations.py file, and adding the function's name (which start with the c_ prefix) to the Columns sheet in the Config/parameters_datacurator.xlsx file.

Check the API Reference to learn how to easily implement your own calculated features.

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