[ English | 中文 ]
libfinance is python library for accessing financial data easily. The goal of libfinance is to provide HIGH quality financial data for scholars, researchers and developers in research and production environment.
Method1: Install libfinance by pip
$ pip install libfinance
Method2: Install from source with a develop mode
git clone https://github.com/StateOfTheArt-quant/libfinance.git
cd libfinance
python -m pip install --editable .
from libfinance import get_trading_dates, get_price
trading_dates = get_trading_dates(start_date="2023-12-25", end_date="2024-01-11")
print(trading_dates)
DatetimeIndex(['2023-12-25', '2023-12-26', '2023-12-27', '2023-12-28',
'2023-12-29', '2024-01-02', '2024-01-03', '2024-01-04',
'2024-01-05', '2024-01-08', '2024-01-09', '2024-01-10',
'2024-01-11'],
dtype='datetime64[ns]', freq=None)
data = get_price(order_book_ids=["000001.XSHE","600000.XSHG"], start_date="2024-03-01", end_date="2024-03-11")
print(data)
open high low close volume
order_book_id datetime
000001.XSHE 2024-03-01 10.59 10.60 10.43 10.49 182810290.0
2024-03-04 10.45 10.50 10.32 10.33 165592954.0
2024-03-05 10.30 10.47 10.26 10.43 181731907.0
2024-03-06 10.40 10.45 10.33 10.33 134564016.0
2024-03-07 10.33 10.64 10.33 10.38 201616589.0
2024-03-08 10.35 10.44 10.30 10.38 111397428.0
2024-03-11 10.38 10.47 10.34 10.47 121067298.0
600000.XSHG 2024-03-01 7.13 7.16 7.10 7.11 29431801.0
2024-03-04 7.12 7.12 7.05 7.07 27855963.0
2024-03-05 7.05 7.18 7.04 7.16 41756232.0
2024-03-06 7.17 7.22 7.12 7.12 25918749.0
2024-03-07 7.12 7.20 7.11 7.14 24690348.0
2024-03-08 7.12 7.17 7.11 7.12 19861794.0
2024-03-11 7.13 7.17 7.06 7.11 26195498.0
More info for Documentation
Join us WeChat Official Accounts to get the libfinance updated info:
FAQs
libfinance is a modern finance API
We found that libfinance demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 1 open source maintainer collaborating on the project.
Did you know?
Socket for GitHub automatically highlights issues in each pull request and monitors the health of all your open source dependencies. Discover the contents of your packages and block harmful activity before you install or update your dependencies.
Research
Security News
Malicious Koishi plugin silently exfiltrates messages with hex strings to a hardcoded QQ account, exposing secrets in chatbots across platforms.
Research
Security News
Malicious PyPI checkers validate stolen emails against TikTok and Instagram APIs, enabling targeted account attacks and dark web credential sales.
Security News
The Node.js TSC opted not to endorse a feature bounty program, citing concerns about incentives, governance, and project neutrality.