ETL library to download and pre-process financial data.

This tools process and enrichs data screpped from Yahoo Finance into a sets of CSV files. It was conceived as a CI component to generate static data for testing purposes.

Installation

Requirements

• click
• blessed
• pandas-datareader

PIP

pip install exploratium-quant

Usage

Usage: quant-cli [OPTIONS]

Options:
  -t, --tickers TEXT   Tickers to analyse.
  -o, --out-dir PATH   Path to save results.
  --verbose / --quiet  Verbosity on/off.
  --help               Show this message and exit.

Example

By calling:

quant-cli -t "BTC-USD,SPY,ETH-USD,GME"

The tool will save a daily OHLC timeseries for the ticker along the following generated metrics:

• ma7: 7 days moving average
• ma30: 30 days moving average
• ma90: 90 days moving average
• upper_bollinger_band: Upper Bollinger Band
• lower_bollinger_band: Lower Bollinger Band
• daily_returns: Daily returns
• sharpe: Sharpe ratio