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Tools for analyzing financial timeseries.

Project description

Captor Fund Management AB



openseries

PyPI version Conda Version Platform Python version GitHub Action Test Suite codecov Documentation Status Poetry Ruff GitHub License Code Sample

Tools for analyzing financial timeseries of a single asset or a group of assets. Designed for daily or less frequent data.

Documentation

Complete documentation is available at: https://captorab.github.io/openseries/

The documentation includes:

  • Quick start guide
  • API reference
  • Tutorials and examples
  • Installation instructions

Installation

pip install openseries

or:

conda install -c conda-forge openseries

Quick Start

from openseries import OpenTimeSeries
import yfinance as yf

move=yf.Ticker(ticker="^MOVE")
history=move.history(period="max")
series=OpenTimeSeries.from_df(dframe=history.loc[:, "Close"])
_=series.set_new_label(lvl_zero="ICE BofAML MOVE Index")
_,_=series.plot_series()

Sample output using the report_html() function

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