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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.
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
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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.
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