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Description:

pandasquantdataprovider 0.2.7

Pandas ML Quant Data Provider
An independent module used to fetch time series and other data used for quant finance studies.
Installation
Data can always be fetched instant without any local data base. However if you need to screen across assets
for matching criteria then a local database is needed. Developing models often depend on some premise. Like
for a crash detection model you would want to use instruments which indeed suffered a crash. Therefore some
data is stored into a data base using dolthub. Querying this data requires you to install dolt by
following their installation instructions.
pip install pandas-quant-data-provider

!! NOTE !!
We need to keep data libraries like yfincance up do date alsmost every minute. Whenever there is a change in the api
the library has to react. This happens more often as we whish, especially with yahoo finance. This is why this library
gets pip installed -U on every import. This means for server based solutions on every restart. Make sure you use
all pandas-ml* libraries inside a virtual env.
Example:
# monkey patch pandas
from pandas_quant_data_provider import pd, YAHOO, INVESTING, CRYPTO_COMPARE

# fetch data from various data sources
# * fetches all available dates
# * caches data for 10 minutes
df = pd.fetch_timeseries({
YAHOO: ["SPY", "DIA"],
INVESTING: ["index::NYSE Tick Index::united states", "bond::U.S. 30Y::united states"],
CRYPTO_COMPARE: ["BTC"]
})

df.tail()

PS If you are not familiar with pandas MultiIndex, you can watch this video:
How do I use the MultiIndex in pandas?
Installation
Follow the instructions on https://github.com/KIC/pandas-ml-quant
Documentation
Check out the notebooks at https://github.com/KIC/pandas-ml-quant/blob/master/notebooks