stpstone 1.0.1

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• Stylized name, shortened spelling of stepping stone;
• A Python framework for ingesting and interpreting structured and unstructured financial data, designed to optimize quantitative methods in financial markets.

Key Features

• Data Extraction: Retrieve market data from various sources such as B3, CVM, and BACEN (Olinda);
• Quantitative Methods: Supports a range of quantitative techniques, including portfolio optimization, risk management, and financial modeling;
• Derivatives Pricing: Implements both closed-form solutions (e.g., Black-Scholes model) and open-form, iterative methods (e.g., Binomial Tree model) for pricing derivatives;
• Data Treatment: Tools for cleaning, structuring, and transforming raw financial data into usable formats for analysis;
• Data Loading: Seamlessly integrates with databases such as PostgreSQL, MySQL, and SQLite.

Project Structure

stpstone
├── airflow
│   └── plugins.py
├── cals
│   ├── br_bzdays.py
│   ├── handling_dates.py
│   └── usa_bzdays.py
├── charts
│   ├── general_funcs.py
│   ├── prob_and_stats.py
│   ├── risk_management.py
│   ├── stock_market.py
│   └── tsir.py
├── cloud_clients
│   └── aws_s3.py
├── document_numbers
│   └── br.py
├── dsa
│   └── trees
│       └── b_tree.py
├── equity_consolidation
│   └── banks.py
├── finance
│   ├── anbima
│   │   ├── abimadata_api.py
│   │   ├── anbima_mtm.py
│   │   ├── anbima_stats.py
│   │   └── anbimadev.py
│   ├── auditing
│   │   └── earnings_manipulation.py
│   ├── b3
│   │   ├── cei.py
│   │   ├── core.py
│   │   ├── inoa.py
│   │   ├── line.py
│   │   ├── margin_simulator.py
│   │   ├── market_data.py
│   │   ├── search_by_trading.py
│   │   └── up2data_web.py
│   ├── comdinheiro
│   │   └── api_request.py
│   ├── cvm
│   │   ├── cvm_data.py
│   │   └── cvm_web.py
│   ├── dadosdemercado_site
│   │   └── api_request.py
│   ├── debentures
│   │   └── pricing.py
│   ├── derivatives
│   │   ├── forward.py
│   │   ├── futures.py
│   │   └── options
│   │       ├── american.py
│   │       └── european.py
│   ├── financial_risk
│   │   ├── capital_risk.py
│   │   ├── liquidity_risk.py
│   │   ├── market_risk.py
│   │   └── yield_risk.py
│   ├── macroeconomics
│   │   ├── br_macro.py
│   │   ├── global_rates.py
│   │   ├── usa_macro.py
│   │   └── world_gov_bonds.py
│   ├── performance_apprraisal
│   │   ├── company_return.py
│   │   └── financial_math.py
│   ├── reuters
│   │   └── api_request.py
│   ├── spot
│   │   └── stocks.py
│   └── tesouro_direto
│       ├── calculadora.py
│       └── consulta_dados.py
├── geography
│   └── br.py
├── handling_data
│   ├── dicts.py
│   ├── folders.py
│   ├── html.py
│   ├── img.py
│   ├── json.py
│   ├── lists.py
│   ├── lxml.py
│   ├── numbers.py
│   ├── object.py
│   ├── pd.py
│   ├── pdf.py
│   ├── pickle.py
│   ├── str.py
│   ├── tgz.py
│   ├── txt.py
│   └── xml.py
├── llms
│   └── gpt.py
├── loggs
│   ├── create_logs.py
│   └── db_logs.py
├── meta
│   └── validate_pm.py
├── microsoft_apps
│   ├── cmd.py
│   ├── excel.py
│   ├── onedrive.py
│   ├── outlook.py
│   └── windows_os.py
├── multithreading
│   └── mp_helper.py
├── opening_config
│   └── setup.py
├── pool_conn
│   ├── dabricksCLI.py
│   ├── databricks.py
│   ├── generic.py
│   ├── mongodb.py
│   ├── mysql.py
│   ├── postgresql.py
│   ├── redis.py
│   ├── session.py
│   ├── sqlite.py
│   └── sqlserver.py
├── quantitative_methods
│   ├── calculus.py
│   ├── classification.py
│   ├── data_cleaning.py
│   ├── eda.py
│   ├── features_selecting.py
│   ├── fit_assessment.py
│   ├── interpolation.py
│   ├── linear_algebra.py
│   ├── prob_distributions.py
│   ├── regression.py
│   ├── root.py
│   ├── sequences.py
│   ├── statistical_description.py
│   └── statistical_inference.py
├── sendgrid
│   └── handling_sendgrid.py
├── settings
│   ├── _global_slots.py
│   ├── anbima.yaml
│   ├── b3.yaml
│   ├── br_macro.yaml
│   ├── br_treasury.yaml
│   ├── comdinheiro.yaml
│   ├── generic.yaml
│   ├── global_rates.yaml
│   ├── inoa.yaml
│   ├── llms.yaml
│   ├── microsoft_apps.yaml
│   ├── session.yaml
│   ├── usa_macro.yaml
│   └── world_gov_bonds.yaml
├── trading_platforms
│   └── mt5.py
├── typeform_sdk_master
│   ├── CHANGELOG.md
│   ├── CONTRIBUTING.md
│   ├── LICENSE
│   ├── MANIFEST.in
│   ├── README.md
│   ├── requirements-dev.txt
│   ├── setup.cfg
│   ├── setup.py
│   └── typeform
│       ├── __init__.py
│       ├── client.py
│       ├── constants.py
│       ├── dealing_tf.py
│       ├── forms.py
│       ├── responses.py
│       ├── test
│       │   ├── __init__.py
│       │   ├── fixtures.py
│       │   ├── suite.py
│       │   ├── test_client.py
│       │   ├── test_forms.py
│       │   └── test_responses.py
│       └── utils.py
└── webhooks
    ├── slack.py
    └── teams.py

Getting Started

These instructions will get you a copy of the project running on your local machine for development and testing purposes.

Prerequisites

• Python ^3.12

Installing

PyPi.org

(bash)

# latest version
pip install stpstone
# optional: versioning
pip install stpstone==0.1.0

• Available at: https://pypi.org/project/stpstone/0.1.0/

Local Machine Version

• Git clone

• Pyenv for Python ^3.12.8 local installation:

(PowerShell)

Invoke-WebRequest -UseBasicParsing -Uri "https://raw.githubusercontent.com/pyenv-win/pyenv-win/master/pyenv-win/install-pyenv-win.ps1" -OutFile "./install-pyenv-win.ps1"; &"./install-pyenv-win.ps1"

(bash)

echo installing local version of python within project
cd "complete/path/to/project"
pyenv install 3.12.8
pyenv versions
pyenv global 3.12.8
pyenv local 3.12.8

• Activate poetry .venv

(bash)

echo defining local pyenv version
pyenv global 3.12.8
pyenv which python
poetry env use "COMPLETE_PATH_PY_3.12.8"
echo check python version running locally
poetry run py --version

echo installing poetry .venv
poetry init
poery install --no-root

echo running current .venv
poetry shell
poetry add <package name, optionally version>
poetry run <module.py>

Running the Tests

• EDA - Exploratory Data Analysis:

(bash)

cd "complete/path/to/project"
poetry run python stpstone.tests.eda.py

• European / American Options:

(bash)

cd "complete/path/to/project"
poetry run python tests.european-american-options.py

• Markowitz Portfolios:

(bash)

cd "complete/path/to/project"
poetry run python tests.markowitz-portfolios.py

Authors

Guilherme Rodrigues

• GitHub
• LinkedIn

License

Acknowledgments

• Hat tip to anyone whose code was used
• Inspiration
• etc

Inspirations

• Gist