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A Django-based Foreign Exchange data toolkit. Part of the Valuehorizon application ecosystem.

Project description

A Django-based Foreign Exchange data toolkit. It provides time-series functionality with built-in statistical plugins such as volatility and returns. You can also write your own statistical plugins. It also includes documentation, test coverage and a good amount of sample data to play around with. This app is a part of the Valuehorizon application ecosystem.


Start by creating a new virtualenv for your project

mkvirtualenv myproject

Next install numpy and pandas and optionally scipy

pip install numpy==1.1.0
pip install pandas==0.13.0

Finally, install valuehorizon-forex using pip:

pip install valuehorizon-forex


Let’s start by loading some sample data.:

python load_fixtures --settings=my_settings_file

This dataset contains the exchange rate data for the US Dollar to Euro (USD/EUR) from 2013-01-01 to 2015-12-31. In a django shell, we can try the following:

euro = Currency.objects.get(symbol="EUR")


Please file bugs and send pull requests to the GitHub repository and issue tracker.

Commercial Support

This project is sponsored by Valuehorizon. If you require assistance on your project(s), please contact us:

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