pandas-ml-quant-data-provider 0.1.15

Augment pandas DataFrame with methods to fetch time series data for quant finance

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