Metadata-Version: 2.1
Name: pandas-quant-data-provider
Version: 0.2.6
Summary: Augment pandas DataFrame with methods to fetch time series data for quant finance
Home-page: https://github.com/KIC/pandas-ml-quant/pandas-quant-data-provider
Author: KIC
Author-email: 
License: MIT
Description: # 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][dolt] by
        following their [installation instructions][dolt].  
        
        ```shell script
        pip install pandas-quant-data-provider
         
        ```
           
        
        
         
        Example:
        
        ```python
        # 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?](https://www.youtube.com/watch?v=tcRGa2soc-c)
        
         
        ## Installation
        Follow the instructions on [https://github.com/KIC/pandas-ml-quant](https://github.com/KIC/pandas-ml-quant)
        
        ## Documentation
        Check out the notebooks at [https://github.com/KIC/pandas-ml-quant/blob/master/notebooks](https://github.com/KIC/pandas-ml-quant/blob/master/notebooks)
        
        
        [dolt]: https://www.dolthub.com/blog/2020-02-03-dolt-and-dolthub-getting-started/
Keywords: pandas,ml,util,quant
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Developers
Classifier: Topic :: Software Development :: Build Tools
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.8
Description-Content-Type: text/markdown
Provides-Extra: dev
