equity

Python library for quantitative methods used in equity investing. Part of the QFIN workspace alongside datasets, derivatives, fixed-income, and risk.

equity builds on the datasets package for market data ingestion and adds equity-focused helpers such as cached index loading and return analytics.

Install

Install datasets first, then equity:

cd ../datasets
python3 -m pip install -e '.[data]'

cd ../equity
python3 -m pip install -e .

Optional extras:

python3 -m pip install -e '.[data]'   # datasets[data] (pandas, pyarrow, yfinance, ...)
python3 -m pip install -e '.[dev]'      # pytest, ruff, build

Quickstart

cd equity
python3 -m pip install -e '.[data]'
python3 examples/quickstart.py

import equity
from equity.data import project_data_dir, sector_index_slugs, load_sector_return_panel

print(equity.__version__, project_data_dir())
print(sector_index_slugs())

# Requires cached Yahoo parquet files from datasets download script
returns = load_sector_return_panel()

Populate cached index history with the datasets downloader:

cd ../datasets
python3 scripts/download_sector_index_history.py --lookback-years 10

Project layout

equity/
├── equity/               # Python package
│   └── data/             # Paths, indices, history loaders, returns
├── examples/             # Runnable example scripts
├── scripts/              # Build and CI helpers
└── tests/

Market data is stored under the datasets package at datasets/data/processed/.

Development

bash scripts/build_test.sh