unravel-client 2.1.0

Client API for unravel.finance, multi-factor, market-neutral crypto portfolios and cross-sectional factors

Unravel Client

A Python client library for accessing the Unravel Finance API, providing convenient wrappers for multi-factor, market-neutral crypto portfolio data and risk signals.

Installation

pip install unravel-client

Features

• Portfolio Data: Access historical and live portfolio weights
• Cross-section Factors: Access cross-sectional factors as raw data
• Risk Signals: Retrieve normalized risk factor series for cryptocurrencies
• Easy Integration: Simple API calls with pandas DataFrame/Series returns

Quick Start

import unravel_client

# Set your API key
api_key = "your-api-key-here"

# Get historical portfolio weights
historical_weights = unravel_client.get_portfolio_historical_weights(
    id="your-portfolio-id",
    api_key=api_key,
    start_date="2024-01-01",
    end_date="2024-12-31"
)

# Get current portfolio weights
live_weights = unravel_client.get_live_weights(
    id="your-portfolio-id",
    api_key=api_key
)

# Get normalized risk signals
risk_signal = unravel_client.get_normalized_series(
    ticker="BTC",
    series="meta_risk",
    api_key=api_key,
    start_date="2024-01-01"
)

# Get portfolio returns
returns = unravel_client.get_portfolio_returns(
    id="your-portfolio-id",
    api_key=api_key,
    start_date="2024-01-01"
)

# Get portfolio tickers
tickers = unravel_client.get_tickers(
    id="momentum",  # Portfolio factor identifier without universe specifier
    api_key=api_key,
    universe_size="full"
)

# Get historical factors
factors = unravel_client.get_portfolio_factors_historical(
    id="momentum",  # Portfolio factor identifier without universe specifier
    tickers=["BTC", "ETH"],
    api_key=api_key
)

# Get live factors (latest factor data)
live_factors = unravel_client.get_portfolio_factors_live(
    id="momentum",
    tickers=["BTC", "ETH"],
    api_key=api_key
)

# Get price data (deprecated endpoint)
price = unravel_client.get_price(
    ticker="BTC",
    api_key=api_key,
    start_date="2024-01-01"
)

# Get historical universe
universe = unravel_client.get_historical_universe(
    size="full",
    start_date="2024-01-01",
    end_date="2024-12-31",
    api_key=api_key
)

Requirements

• Python 3.11+
• pandas >= 2.0.0
• numpy >= 1.3.0
• requests >= 2.25.0
• tqdm >= 4.66.4

License

MIT License

Authors

Unravel Finance

Testing

The test suite uses real API endpoints to ensure the library works correctly with the actual Unravel API.

Setting up Environment Variables

You need to set up environment variables for testing:

# Required: Your Unravel API key
export UNRAVEL_API_KEY="your_api_key_here"

Running Tests

# Install with test dependencies
pip install -e ".[tests]"

# Run all tests
pytest tests/ -v

# Run specific test categories
pytest tests/test_unravel_client.py::TestRiskSignalFunctions -v
pytest tests/test_unravel_client.py::TestErrorHandling -v

Test Categories

• Portfolio Functions: Tests portfolio-related API calls using momentum_enhanced.40 portfolio
• Cross-Sectional Factors: Tests factor API calls
• Error Handling: Tests error handling for invalid requests
• Data Types: Tests data type conversion and validation

CI/CD

The GitHub Actions workflow automatically runs tests using secrets:

• UNRAVEL_API_KEY: Your API key

Support

For issues and questions, please visit our GitHub repository.