pricehist 0.1.0

Fetch and format historical price data

pricehist

A command-line tool for fetching and formatting historical price data, with support for multiple data sources and output formats.

Installation

Install via pip:

pip install pricehist

Sources

• alphavantage: Alpha Vantage
• coindesk: CoinDesk Bitcoin Price Index
• coinmarketcap: CoinMarketCap
• ecb: European Central Bank Euro foreign exchange reference rates
• yahoo: Yahoo! Finance

Output formats

• beancount: Beancount
• csv: Comma-separated values
• gnucash-sql: GnuCash SQL
• ledger: Ledger and hledger

Examples

Show usage information:

pricehist -h

usage: pricehist [-h] [--version] [--verbose | --debug]
                 {sources,source,fetch} ...

Fetch historical price data

optional arguments:
  -h, --help              show this help message and exit
  --version               show version information
  --verbose               show all log messages

commands:
  {sources,source,fetch}
    sources               list sources
    source                show source details
    fetch                 fetch prices

Fetch prices after 2021-01-04, ending 2020-01-15, as CSV:

pricehist fetch ecb EUR/AUD -sx 2021-01-04 -e 2021-01-15 -o csv

date,base,quote,amount,source,type
2021-01-05,EUR,AUD,1.5927,ecb,reference
2021-01-06,EUR,AUD,1.5824,ecb,reference
2021-01-07,EUR,AUD,1.5836,ecb,reference
2021-01-08,EUR,AUD,1.5758,ecb,reference
2021-01-11,EUR,AUD,1.5783,ecb,reference
2021-01-12,EUR,AUD,1.5742,ecb,reference
2021-01-13,EUR,AUD,1.5734,ecb,reference
2021-01-14,EUR,AUD,1.5642,ecb,reference
2021-01-15,EUR,AUD,1.568,ecb,reference

In Ledger format:

pricehist fetch ecb EUR/AUD -s 2021-01-01 -o ledger

P 2021-01-04 00:00:00 EUR 1.5928 AUD
P 2021-01-05 00:00:00 EUR 1.5927 AUD
P 2021-01-06 00:00:00 EUR 1.5824 AUD
P 2021-01-07 00:00:00 EUR 1.5836 AUD
P 2021-01-08 00:00:00 EUR 1.5758 AUD
P 2021-01-11 00:00:00 EUR 1.5783 AUD
P 2021-01-12 00:00:00 EUR 1.5742 AUD
P 2021-01-13 00:00:00 EUR 1.5734 AUD
P 2021-01-14 00:00:00 EUR 1.5642 AUD
P 2021-01-15 00:00:00 EUR 1.568 AUD

Generate SQL for a GnuCash database and apply it immediately:

pricehist fetch ecb EUR/AUD -s 2021-01-01 -o gnucash-sql | sqlite3 Accounts.gnucash
pricehist fetch ecb EUR/AUD -s 2021-01-01 -o gnucash-sql | mysql -u username -p -D databasename
pricehist fetch ecb EUR/AUD -s 2021-01-01 -o gnucash-sql | psql -U username -d databasename -v ON_ERROR_STOP=1

Design choices

To keep things simple, at least for now, pricehist provides only univariate time series of daily historical prices. It doesn't provide other types of market, financial or economic data, real-time prices, or other temporal resolutions. Multiple or multivariate series require multiple invocations.

Alternatives

Beancount's bean-price tool fetches historical prices and addresses other workflow concerns in a Beancount-specific manner.

The GnuCash wiki documents wrapper scripts for the Finance::QuoteHist Perl module.

Some other projects with related goals include:

• hledger-stockquotes: Generate an HLedger journal containing daily stock quotes for your commodities.
• ledger_get_prices: Uses Yahoo finance to intelligently generate a ledger price database based on your current ledger commodities and time period.
• LedgerStockUpdate: Locates any stocks you have in your ledger-cli file, then generates a price database of those stocks.
• market-prices: Downloads market values of commodities from a few different sources.
• price-database: A Python library and a CLI for storage of prices.