onefinance 0.1.16

One finance data client to rule them all — unified API across multiple financial data providers

one-finance-data

Unified financial data client for Python. Abstracts FMP, Finnhub, Twelve Data, Yahoo Finance, Alpha Vantage, and Massive (formerly Polygon.io) behind a single interface with transparent disk-based caching and a CLI designed for agents and automation.

Installation

pip install onefinance

The ofclient CLI is included. If you're on a system with an externally-managed Python (e.g. Homebrew), install as a tool instead:

uv tool install onefinance   # installs ofclient on your PATH
uv tool upgrade onefinance   # upgrade later

Development install

git clone https://github.com/yishanhe/one-finance-data
cd one-finance-data
uv sync --all-extras

Setup

API keys

Each provider requires its own API key. Set the relevant variables in your environment before running the client or CLI. Providers whose key is absent are skipped automatically — YFinanceProvider (no key needed) is always available as a fallback.

export FMP_API_KEY="your_key"           # https://financialmodelingprep.com/developer
export FINNHUB_API_KEY="your_key"       # https://finnhub.io
export TWELVE_DATA_API_KEY="your_key"   # https://twelvedata.com
export ALPHAVANTAGE_API_KEY="your_key"  # https://www.alphavantage.co
export MASSIVE_API_KEY="your_key"       # https://massive.com (formerly Polygon.io)
export TRADIER_TOKEN="your_token"       # https://developer.tradier.com (free Sandbox)

Persist them in your shell profile (~/.zshrc, ~/.bashrc) or use a .env file with a tool like direnv.

Variable	Provider	Free tier
FMP_API_KEY	Financial Modeling Prep	250 req/day
FINNHUB_API_KEY	Finnhub	60 req/min
TWELVE_DATA_API_KEY	Twelve Data	800 req/day
ALPHAVANTAGE_API_KEY	Alpha Vantage	25 req/day
MASSIVE_API_KEY	Massive (formerly Polygon.io)	Unlimited calls; 15-min delayed data. Legacy POLYGON_API_KEY still honored
TRADIER_TOKEN	Tradier	Free Sandbox: option chains with ORATS greeks; 15-min delayed. TRADIER_SANDBOX=0 for prod
(none)	SEC EDGAR	No key; free. Optional EDGAR_USER_AGENT contact string; 10 req/s

CLI environment overrides

Variable	Effect
OFCLIENT_OUTPUT	Default output format (json, table, csv)
OFCLIENT_NO_CACHE	Set 1 to bypass cache on all calls
OFCLIENT_DRY_RUN	Set 1 to dry-run all calls
OFCLIENT_CONFIG	Path to a custom config YAML file

Python usage

from onefinance.core.client import OneFinanceClient
from datetime import date

# Reads API keys from environment; builds all available providers automatically
with OneFinanceClient() as client:
    # Price history — cached 30 days (historical) or 6 h (after market close)
    bars = client.get_price_history("AAPL", date(2024, 1, 1), date(2024, 12, 31))

    # Live quote — cached 30 seconds
    quote = client.get_quote("AAPL")

    # Batch quotes for multiple symbols — uses native batch endpoints where available
    quotes = client.get_quotes(["AAPL", "MSFT", "GOOG"])

    # Company info — cached 30 days
    info = client.get_info("AAPL")

    # Financial statements
    income = client.get_financials("AAPL", statement="income", period="annual")

    # Ratios — cached once per trading day (date-keyed); use fresh=True for intraday refresh
    ratios = client.get_ratios("AAPL", period="annual", fresh=True)

    # Earnings history
    earnings = client.get_earnings("AAPL")

    # Insider trades
    trades = client.get_insider_trades("AAPL")

    # News
    articles = client.get_news("AAPL")

    # Options chain
    expirations = client.get_options_expirations("AAPL")
    chain = client.get_option_chain("AAPL", expiration=expirations[0])

    # Analyst data
    analyst = client.get_analyst_data("AAPL")

    # Earnings calendar
    calendar = client.get_earnings_calendar(start=date(2026, 7, 1), end=date(2026, 7, 31))

    # DCF valuation
    dcf = client.get_dcf("AAPL")

    # Options analytics (put/call ratio, open interest aggregates)
    analytics = client.get_options_analytics("AAPL")

    # Short interest and days-to-cover
    short = client.get_short_interest("AAPL")

    # Market-wide sentiment (put/call ratio)
    market_sentiment = client.get_market_sentiment()

Per-call overrides

bars = client.get_price_history(
    "AAPL",
    date(2024, 1, 1), date(2024, 12, 31),
    no_cache=True,          # bypass cache for this call
    provider="finnhub",     # force a specific provider
    ttl=3600,               # custom TTL in seconds
)

CLI usage

# Discovery
ofclient capabilities         # machine-readable command manifest (JSON)
ofclient version              # package + schema version

# Market data
ofclient price AAPL --range 1y
ofclient price AAPL --start 2024-01-01 --end 2024-12-31
ofclient quote AAPL
ofclient quotes AAPL MSFT GOOG              # batch quotes for multiple symbols

# Fundamentals
ofclient financials AAPL --statement income --period annual
ofclient info AAPL
ofclient insiders AAPL --since 2024-01-01
ofclient ratios AAPL --period annual --fresh
ofclient earnings AAPL
ofclient estimates AAPL                     # forward-looking analyst estimates

# Technical analysis
ofclient indicators AAPL                    # MA, MACD, RSI, ATR, bias, trend
ofclient indicators AAPL --range 1y

# Alternative data
ofclient news AAPL
ofclient actions AAPL                       # dividends and splits
ofclient holders AAPL                       # institutional holders
ofclient analyst AAPL                       # price targets and ratings
ofclient options-analytics AAPL            # put/call ratio, open interest aggregates
ofclient short-interest AAPL               # short interest and days-to-cover
ofclient sentiment                          # market-wide put/call ratio

# Options
ofclient options AAPL                       # list available expiration dates
ofclient options AAPL --expiration 2026-06-20   # full options chain

# Market-wide
ofclient screen "sector=Technology"
ofclient sector technology
ofclient calendar                           # upcoming earnings releases
ofclient calendar --start 2026-07-01 --end 2026-07-31

# Output formats
ofclient price AAPL --range 1m --format table
ofclient price AAPL --range 1m --format csv

# Dry-run: see cache key and whether a fetch would happen, without fetching
ofclient price AAPL --range 1y --dry-run

# Force a provider or bypass cache
ofclient quote AAPL --provider finnhub --no-cache

# Introspection
ofclient cache stats
ofclient providers status
ofclient providers check                    # validate API keys, instantiation, tier refs
ofclient providers check --ping             # also ping each provider and report latency
ofclient config show
ofclient config init --output ./config.yaml

# Audit log
ofclient audit stats
ofclient audit recent --limit 20 --format table
ofclient audit path
ofclient audit follow                       # tail live entries (Ctrl-C to stop)
ofclient audit follow --status error        # stream errors only
ofclient audit truncate --confirm           # permanently clear all entries

Exit codes

Code	Meaning
0	Success
1	Invalid argument (bad range, unknown statement, etc.)
2	Provider error or rate limit
3	Endpoint not supported by any configured provider
4	Configuration error (missing API key, bad config file)

Provider coverage

Endpoint	FMP	Finnhub	Twelve Data	YFinance	Alpha Vantage	Massive	EDGAR	Tradier
get_price_history	✓	✓*	✓	✓	✓	✓	—	—
get_quote	✓	✓	✓	✓	✓	✓	—	—
get_quotes (native batch)	—	—	✓	—	—	—	—	—
get_info	✓	✓	—	✓	✓	✓	—	—
get_financials	✓	✓	—	✓	✓	—	✓	—
get_ratios	✓	✓	—	✓	✓	—	—	—
get_earnings	✓	✓	—	✓	✓	—	—	—
get_insider_trades	✓	✓	—	✓	—	—	—	—
get_dcf	✓	—	—	—	—	—	—	—
get_news	—	✓	—	✓	✓	✓	—	—
get_corporate_actions	✓	✓	—	✓	—	✓	—	—
get_institutional_holders	✓	—	—	✓	—	—	—	—
get_analyst_data	✓	✓	—	✓	—	—	—	—
get_options_expirations	—	—	—	✓	—	—	—	✓
get_option_chain	—	—	—	✓	—	—	—	✓
get_sector_overview	—	—	—	✓	—	—	—	—
get_earnings_calendar	✓	✓	—	—	—	—	—	—
get_forward_estimates	✓	✓	—	✓	—	—	—	—
get_options_analytics	—	—	—	✓ (derived)	—	—	—	—
get_short_interest	✓	—	—	✓	—	—	—	—
get_market_sentiment	✓	—	—	—	—	—	—	—

Note on batch quotes: get_quotes uses Twelve Data's native multi-symbol endpoint when available. For other providers, it fans out concurrent single get_quote calls automatically.

* Finnhub free-tier returns HTTP 403 for price history; treated as plan restriction (NotSupportedError). Paid plans may work.

Running tests

# Unit tests only (no network)
uv run pytest tests/ -m "not integration"

# All tests including live API calls (requires API keys in env)
uv run pytest tests/ -m integration

# Single test file
uv run pytest tests/unit/test_client.py -v