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A Julia package for fetching financial data as vectors, matrices, or DataFrames with customizable date handling.

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shayandavoodii/MFF.jl

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MFF.jl

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This tiny package provides a simple framework for fetching data from the Yahoo Finance API. It is designed to be used with DataFrames.jl and YFinance.jl. However, the DataFrames.jl dependency is shipped as an extension to the package. The package is designed for my personal use and is not intended to be used by others. However, if you find it useful, feel free to use it.

⚙️Installation

The package can be installed using the Julia package manager. From the Julia REPL, type ] to enter the Pkg REPL mode and run:

pkg> add https://github.com/shayandavoodii/MFF.jl.git

Usage

The package provides a single function get_data which takes a Val object as the first argument that specifies the type of output. The other arguments can be found in the documentation. The following example shows how to use the package to fetch data from the Yahoo Finance API and store it in a DataFrame:

julia> using MFF, DataFrames

julia> get_data(Val(:df), "AAPL", "2020-01-10", "2020-01-15", fixdt=true)
3×2 DataFrame
 Row │ date        AAPL
     │ Date        Float64
─────┼─────────────────────
   12020-01-10  75.89
   22020-01-11  77.5113
   32020-01-12  76.4646

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A Julia package for fetching financial data as vectors, matrices, or DataFrames with customizable date handling.

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