tensorfi-sharpe 0.1.0

Financial data access and analysis library with market data, options calculations, and database integration

Sharpe - Financial Data & Analysis Library

A Python library for financial data access, market analysis, and options calculations.

Wrappers around Polygon and Financial Modeling Prep.

Features

• Market Data: Stock prices, options data, and historical information
• Alternative Data: News, earnings, and company profiles
• Options Calculations: Black-Scholes pricing and Greeks
• Database Integration: PostgreSQL with async support
• AWS Integration: Cloud data retrieval

Installation

# From source
git clone https://github.com/wang-sanity/sharpe.git
cd sharpe
pip install -e .

# Using conda
conda env create -f environment.yml
conda activate tensorfi-sharpe

Quick Start

from sharpe.data import mkt
from sharpe.utils import options, time

# Get stock data
stock_data = mkt.get_stock_price("AAPL")

# Calculate option price
option_price = options.black_scholes(100, 105, 0.25, 0.05, 0.2)

# Market calendar
trading_day = time.closest_trading_day_now()

Package Structure

• sharpe/data/ - Market and alternative data access, database operations
• sharpe/utils/ - Options calculations, time utilities, universe management

Requirements

• Python 3.11+
• Core: pandas, numpy, scipy, sqlalchemy
• Optional: PostgreSQL, AWS credentials

Development

# Setup
conda env create -f environment.yml
conda activate tensorfi-sharpe
pip install -e .[dev]

# Test
pytest

License

CC BY-NC 4.0 License - see LICENSE file for details.

---

Disclaimer: For educational and research purposes only. Consult qualified professionals before making investment decisions.