pricehist 0.1.6

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 or pipx:

pipx 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] [-vvv] {sources,source,fetch} ...

Fetch historical price data

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

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

Show usage information for the fetch command:

pricehist fetch -h

usage: pricehist fetch SOURCE PAIR [-h] [-vvv] [-t TYPE] [-s DATE | -sx DATE] [-e DATE | -ex DATE]
[-o beancount|csv|gnucash-sql|ledger] [--invert] [--quantize INT]
[--fmt-base SYM] [--fmt-quote SYM] [--fmt-time TIME] [--fmt-decimal CHAR] [--fmt-thousands CHAR]
[--fmt-symbol rightspace|right|leftspace|left] [--fmt-datesep CHAR] [--fmt-csvdelim CHAR]

positional arguments:
  SOURCE                   the source identifier
  PAIR                     pair, usually BASE/QUOTE, e.g. BTC/USD

optional arguments:
  -h, --help               show this help message and exit
  -vvv, --verbose          show all log messages
  -t TYPE, --type TYPE     price type, e.g. close
  -s DATE, --start DATE    start date, inclusive (default: source start)
  -sx DATE, --startx DATE  start date, exclusive
  -e DATE, --end DATE      end date, inclusive (default: today)
  -ex DATE, --endx DATE    end date, exclusive
  -o FMT, --output FMT     output format (default: csv)
  --invert                 invert the price, swapping base and quote
  --quantize INT           round to the given number of decimal places
  --fmt-base SYM           rename the base symbol in output
  --fmt-quote SYM          rename the quote symbol in output
  --fmt-time TIME          set a particular time of day in output (default: 00:00:00)
  --fmt-decimal CHAR       decimal point in output (default: '.')
  --fmt-thousands CHAR     thousands separator in output (default: '')
  --fmt-symbol LOCATION    commodity symbol placement in output (default: rightspace)
  --fmt-datesep CHAR       date separator in output (default: '-')
  --fmt-csvdelim CHAR      field delimiter for CSV output (default: ',')

Fetch prices after 2021-01-04, ending 2021-01-15, 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 | head

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 prices and addresses other workflow concerns in a Beancount-specific manner, generally requiring a Beancount file as input.

The Piecash library is a pythonic interface to GnuCash files stored in SQL which has a Commodity.update_prices method for fetching historical prices. The GnuCash wiki documents wrapper scripts for the Finance::QuoteHist Perl module.

Other projects with related goals include:

• hledger-stockquotes: A CLI addon for hledger that reads a journal file and pulls the historical prices for commodities.
• ledger_get_prices: Uses Yahoo Finance to generate a 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.