jquants-api is a Clojure/JVM Wrapper around the jquants api.
The http based jquants-api propose a diverse set of daily financial data, like:
- Listed Issue Information
- Stock Price Information
- Market Information
To use the jquants api, You first need to register and create an account.
Once you are registered, to setup your credentials for API access, you either need to:
- use the login function with your username and password, or
- create a login file as shown below:
; In $HOME/.config/digima/login.edn
{:mailaddress "youremail@address.com" :password "yourpassword"}Note that the login function simply outputs a file at the needed location.
The jquants-api specifies a refresh token and an id token to get and refresh but this wrapper will refresh those tokens as needed without the user having to do anything.
For each function call, the returned data structure is according the jquants api, turned into Clojure data structures / maps with keywords as keys based on the json data.
(daily {:code 86970 :date 20220118})
;; {:daily_quotes [{:AdjustmentVolume 498800.0
;; :TurnoverValue 1.2302805E9
;; :AdjustmentOpen 2482.0
;; :Low 2440.5
;; :AdjustmentClose 2465.0
;; :Volume 498800.0
;; :High 2489.0
;; :Date "20220118"
;; :AdjustmentHigh 2489.0
;; :Code "86970"
;; :Close 2465.0
;; :AdjustmentFactor 1.0
;; :AdjustmentLow 2440.5
;; :Open 2482.0}]}(statements {:code 869701 :date 20220727})
;; {:statements [{:ForecastDividendPerShareAnnual "52.0"
;; :ForecastOperatingProfit "65500000000"
;; :ForecastDividendPerShare2ndQuarter "26.0"
;; :ForecastOrdinaryProfit "65500000000"
;; :Profit "12089000000"
;; :TypeOfDocument "1QFinancialStatements_Consolidated_IFRS"
;; :ResultDividendPerShareFiscalYearEnd ""
;; :DisclosedUnixTime "1658923200.0"
;; :ChangesInAccountingEstimates "false"
;; :DisclosureNumber "20220726504583"
;; :ResultDividendPerShare3rdQuarter ""
;; :MaterialChangesInSubsidiaries "false"
;; :ApplyingOfSpecificAccountingOfTheQuarterlyFinancialStatements ""
;; :NumberOfTreasuryStockAtTheEndOfFiscalYear "1938843"
;; :EarningsPerShare "22.93"
;; :OperatingProfit "17777000000"
;; :NetSales "33576000000"
;; :LocalCode "86970"
;; :DisclosedDate "2022-07-27"
;; :ResultDividendPerShare1stQuarter "－"
;; :Equity "310098000000"
;; :BookValuePerShare ""
;; :CurrentPeriodEndDate "2022-06-30"
;; :DisclosedTime "12:00:00"
;; :ResultDividendPerShareAnnual ""
;; :ChangesOtherThanOnesBasedOnRevisionsOfAccountingStandard "false"
;; :OrdinaryProfit "17790000000"
;; :RetrospectiveRestatement ""
;; :ForecastProfit "45000000000"
;; :EquityToAssetRatio "0.004"
;; :AverageNumberOfShares "527204054"
;; :CurrentFiscalYearEndDate "2023-03-31"
;; :ForecastNetSales "132500000000"
;; :TotalAssets "76048180000000"
;; :ResultDividendPerShare2ndQuarter ""
;; :ChangesBasedOnRevisionsOfAccountingStandard "false"
;; :CurrentFiscalYearStartDate "2022-04-01"
;; :ForecastDividendPerShare1stQuarter ""
;; :ForecastEarningsPerShare "85.42"
;; :ForecastDividendPerShareFiscalYearEnd "26.0"
;; :ForecastDividendPerShare3rdQuarter "－"
;; :NumberOfIssuedAndOutstandingSharesAtTheEndOfFiscalYearIncludingTreasuryStock "528578441"
;; :TypeOfCurrentPeriod "1Q"}]}(listed-info {:code 10000})
;; {:info [{:Code "86970"
;; :UpdateDate "20220927"
;; :CompanyNameFull "（株）日本取引所グループ"
;; :MarketCode "A"
;; :CompanyName "ＪＰＸ"
;; :CompanyNameEnglish "Japan Exchange Group,Inc."
;; :SectorCode "7200"}]}The wrapper can also create a local cache to get daily quotes based on fuzzy search for the name of the entity to get the quotes from.
Meaning, instead of :
(daily {:Code 86970 :date 20220118})
;; {:daily_quotes [{:AdjustmentVolume 498800.0
;; :TurnoverValue 1.2302805E9
;; :AdjustmentOpen 2482.0
;; :Low 2440.5
;; :AdjustmentClose 2465.0
;; :Volume 498800.0
;; :High 2489.0
;; :Date "20220118"
;; :AdjustmentHigh 2489.0
;; :Code "86970"
;; :Close 2465.0
;; :AdjustmentFactor 1.0
;; :AdjustmentLow 2440.5
;; :Open 2482.0}]}You can do:
(daily-fuzzy {:CompanyNameEnglish "Japan Exchange" :date 20220118})
;; Same as above
;; {:daily_quotes [{:AdjustmentVolume 498800.0
;; :TurnoverValue 1.2302805E9
;; :AdjustmentOpen 2482.0
;; :Low 2440.5
;; :AdjustmentClose 2465.0
;; :Volume 498800.0
;; :High 2489.0
;; :Date "20220118"
;; :AdjustmentHigh 2489.0
;; :Code "86970"
;; :Close 2465.0
;; :AdjustmentFactor 1.0
;; :AdjustmentLow 2440.5
;; :Open 2482.0}]}There is a charting example based on the Ox
Which would open a browser window and show the following graph:
There is a notebook example for usage with Clojure within Jupyter and Charting jquants data with oz.
This JQuants wrapper can also be called natively from Java code, with Maps as returned object from API calls. Maps in Java can be accessed using query using JXPath, as shown in the java example below:
Map<?,?> result = api.daily("24130", "20220301");
JXPathContext context = JXPathContext.newContext(result);
Double open = (Double) context.getValue("/daily_quotes[1]/Open");
System.out.printf("Quote for %s on day %s is %f\n", code, date, open);
// Outputs:
// Quote for 24130 on day 20220301 is 4315.000000Another example shows how to chart using quickchart.io:
String from = "20220301", to = "20220505";
Map<?,?> result = api.daily(code, from, to);
JXPathContext context = JXPathContext.newContext(result);
QuickChart chart = new QuickChart();
chart.setWidth(500);
chart.setHeight(300);
String config =
format("{type: 'line',data: {labels: %s , datasets: [{label: 'Open', data:%s ,fill: false}, {label: 'Close', data:%s ,fill: false}]}}",
context.selectNodes("//Date"),
context.selectNodes("//Open"),
context.selectNodes("//Close"));
chart.setConfig(config);
System.out.println(chart.getUrl());Which outputs the following graph:
Copyright © 2022 hellonico
Distributed under the Eclipse Public License version 1.0.