financial data analysis utilities
Project description
x1
Frequently used functions for financial data analysis
Installation:
From pypi:
pip install xone
From github (recommended):
pip install git+https://github.com/alpha-xone/xone.git -U
Description:
- Common Utilities
- Files
- Calendar
- Logs
- Cache
- Plots
- Multiprocessing
- Bloomberg (TODO)
Common Utilities
Files
import pandas as pd
from xone import files
DATA_PATH = '/data/Bloomberg'
ticker = 'BHP AU Equity'
data_file = f'{DATA_PATH}/{ticker.split()[-1]}/{ticker}/2018-09-10.parq'
sample = pd.DataFrame(
data=dict(
price=[31.08, 31.10, 31.11, 31.07, 31.04, 31.04],
volume=[10166, 69981, 14343, 10096, 11506, 9718],
),
index=pd.DatetimeIndex(
start='2018-09-10T10:10:00', periods=6, freq='min'
).tz_localize('Australia/Sydney'),
)
files.create_folder(data_file, is_file=True)
sample.to_parquet(data_file)
Calendar
Logs
Cache
Plots
Multiprocessing
Bloomberg (TODO)
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