Pandas ML Quant Data Provider
An independent module used to fetch time series data for quant finance studies.
Example:
# monkey patch pandas
from pandas_ml_quant_data_provider import pd, YAHOO, INVESTING, CRYPTO_COMPARE
# fetch data from various data sources
# * fetches all available dates
# * caches data for 10 minutes
df = pd.fetch_timeseries({
YAHOO: ["SPY", "DIA"],
INVESTING: ["index::NYSE Tick Index::united states", "bond::U.S. 30Y::united states"],
CRYPTO_COMPARE: ["BTC"]
})
df.tail()
PS If you are not familiar with pandas MultiIndex, you can watch this video: How do I use the MultiIndex in pandas?
Installation
Follow the instructions on https://github.com/KIC/pandas-ml-quant
Documentation
Check out the notebooks at https://github.com/KIC/pandas-ml-quant/blob/master/notebooks
1 maintainer
Metadata
1 maintainer
Release files for pandas-ml-quant-data-provider 0.1.15
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