pyalloq-data-connector
pyalloq-data-connector provides vendor-agnostic data adapters for PyAlloq. It handles fetching raw market data from various third-party APIs and automatically standardizes them into pure, time-aligned MarketData objects.
Supported Adapters
YahooFinanceClient: Free adapter using Yahoo Finance (yfinance). No API key required.AlphaVantageClient: Adapter for Alpha Vantage Time Series Daily API.FinnhubClient: Adapter for Finnhub's stock candle endpoint.EODHistoricalDataClient: Adapter for EOD Historical Data API.
Features
- Standardized Output: Automatically converts heterogeneous JSON/DataFrame vendor payloads into
T x Naligned price matrices (MarketData). - Missing Value Handling: Implements forward filling (
ffill) for prices and zero-filling for volume data. - Time Alignment: Constructs unified datetime indices across all requested ticker symbols.
Quick Example
import datetime as dt
from pyalloq_data_connector.yahoo_finance import YahooFinanceClient
client = YahooFinanceClient()
start = dt.datetime(2023, 1, 1)
end = dt.datetime(2024, 1, 1)
# Fetch standardized MarketData object
market_data = client.get_market_data(
tickers=["AAPL", "MSFT", "GOOGL"],
start=start,
end=end
)
print(market_data.prices.head())
print(market_data.features["volume"].head())
1 maintainer
Metadata
1 maintainer
Release files for pyalloq-data-connector 0.1.19
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