Class for Black-Scholes option pricing and Greeks calculation with real-time data integration.
Project description
Simplifi
A comprehensive Python library for financial analysis and stock market data visualization. This library combines data from multiple sources including Yahoo Finance and Finviz to provide a rich set of financial analysis tools.
Features
-
Historical Data Analysis
- Fetch and process 30-day historical data
- Calculate average prices and logarithmic returns
- Generate OHLC (Open-High-Low-Close) candlestick charts with volume
-
Options Analysis
- Black-Scholes option pricing model implementation
- Options chain analysis
-
Dividend Discount Model
- Fetch stock valuation based on DDM calculations
- Cost of Equity calculations
- Risk-free rate analysis based on 10yr Treasury
Installation
pip install simplifi
Usage
Basic Usage
from simplifi import Simplifi
# Create an instance for a specific stock
stock = Simplifi('AAPL')
# Get historical data
historical_data_df = stock.get_historical_data()
# Get Black-Scholes option valuations
options_analysis_df = stock.blackscholes()
Advanced Features
OHLC Chart Generation
# Get historical data with OHLC chart
historical_data_df = stock.get_historical_data(make_ohlc=True)
Example OHLC chart output:
Dividend Discount Model Valuation
# Calculate stock valuation using DDM
ddm_valuation = stock.ddm_valuation()
Dependencies
- numpy
- pandas
- plotly
- yahooquery
- beautifulsoup4
- requests
- scipy
Data Sources
- Yahoo Finance (via yahooquery)
Notes
- Features require internet connection for real-time data
- OHLC charts include 50-day and 200-day moving averages
- Black-Scholes calculations use the current 10-year Treasury rate as the risk-free rate
License
See the LICENSE file for details.
Contributing
Contributions are welcome! Please feel free to submit a Pull Request.
Project details
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