libfinance

libfinance

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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.

install

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 .

quick-start

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

Documentation

More info for Documentation

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