swiss-finance-data 0.3.0

Python package for Swiss financial data

swiss-finance-data

Python package for Swiss financial data — official sources, clean API

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Why swiss-finance-data?

Accessing Swiss financial data in Python is fragmented. Existing tools focus on US/global markets and provide limited support for Swiss-specific datasets.

swiss-finance-data aims to provide:

• A unified, clean API for Swiss financial data
• Official government data sources — no scraping
• Extensible provider architecture
• Long-term maintainability

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Scope

swiss-finance-data focuses on:

• Official and legally reusable data sources
• Clean abstraction over data providers
• Stability and long-term maintainability
• Swiss-specific financial datasets

It does not aim to replace global data providers such as yfinance, but to complement them for Swiss markets.

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Features

v0.2.0 — Available now:

• SNB Policy Rate — Current and historical Swiss National Bank policy rates
• SARON — Swiss Average Rate Overnight, the CHF risk-free reference rate (replaces LIBOR)
• CHF FX Rates — EUR, USD, GBP, JPY, CAD, AUD, SEK, NOK, DKK vs CHF
• Provider Architecture — Extensible system for multiple data sources
• Tested & documented — 86% unit test coverage
• Reliable — Official Swiss government data sources, no scraping
• Robust error handling — Clear messages for invalid date ranges and future dates

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Installation

pip install swiss-finance-data

Requirements: Python 3.10+

Requires internet access — data is fetched live from the official SNB API.

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Quick Start

from swiss_finance import SNB, FX

# SNB Policy Rate
rate = SNB.get_policy_rate()
print(f"SNB Policy Rate: {rate}%")

# SARON — CHF risk-free rate (use in Sharpe ratio calculations)
saron = SNB.get_saron()
rf = saron / 100
print(f"SARON: {saron}%")

# CHF Exchange Rates
eur_chf = FX.get_rate("EUR")
usd_chf = FX.get_rate("USD")
print(f"EUR/CHF: {eur_chf}")
print(f"USD/CHF: {usd_chf}")

# Historical data
rates = SNB.get_historical_rates(start="2022-01")
saron_hist = SNB.get_historical_saron(start="2022-01")
fx_hist = FX.get_historical_rates("EUR", start="2022-01")
print(fx_hist.tail())
#                  rate
# date
# 2025-12-01  0.93313
# 2026-01-01  0.92732
# 2026-02-01  0.91406

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API Documentation

SNB Policy Rate

# Current rate
SNB.get_policy_rate(provider='snb_official') -> float

# Historical rates
SNB.get_historical_rates(
    start='YYYY-MM',  # optional
    end='YYYY-MM',    # optional
    provider='snb_official'
) -> pd.DataFrame

# List providers
SNB.list_providers() -> list

SARON

# Current SARON rate
SNB.get_saron() -> float

# Historical SARON rates
SNB.get_historical_saron(
    start='YYYY-MM',  # optional
    end='YYYY-MM'     # optional
) -> pd.DataFrame

FX — CHF Exchange Rates

Supported currencies: EUR, USD, GBP, JPY, CAD, AUD, SEK, NOK, DKK

# Current rate
FX.get_rate(currency='EUR') -> float

# Historical rates
FX.get_historical_rates(
    currency='EUR',
    start='YYYY-MM',  # optional
    end='YYYY-MM'     # optional
) -> pd.DataFrame

# List supported currencies
FX.list_currencies() -> list

Error handling

from swiss_finance import SNB, FX, SNBAPIError, DataValidationError

try:
    rate = SNB.get_policy_rate()
except SNBAPIError as e:
    print(f"Failed to fetch data: {e}")

try:
    rates = SNB.get_historical_rates(start='2030-01')
except DataValidationError as e:
    print(f"Invalid date range: {e}")

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Data Sources

All data sources are documented in docs/DATA_SOURCES.md.

Source	Dataset	License
Swiss National Bank	SNB Policy Rate	SNB Open Data terms
Swiss National Bank	SARON (monthly avg, 2009+)	SNB Open Data terms
Swiss National Bank	CHF FX Rates (monthly avg, 1999+)	SNB Open Data terms

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Development

Setup

git clone https://github.com/EMen11/swiss-finance-data.git
cd swiss-finance-data
pip install -e .[dev]

Run tests

pytest --cov=swiss_finance tests/

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API Stability

• v0.x — API may evolve based on feedback
• v1.0+ — Stable public API with backward compatibility guaranteed
• Versioning follows Semantic Versioning (SemVer).

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Roadmap

• v0.1.0 — SNB policy rates
• v0.1.1 — Improved error handling and date validation
• v0.2.0 — SARON + CHF FX rates
• v0.3.0 — SMI equities + Swiss government bonds
• v0.4.0 — Real estate indices (SWIIT)
• v1.0.0 — Stable API, full documentation

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License

MIT License — see LICENSE for details.

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Author

Elie Menassa

• GitHub: @EMen11
• Email: [e-mail]