Python OHLC financial time series data mining library.
PythonApache-2.0
Tools for brute force and k-th fold optimization, technical analysis, strategy development, hedging, HTML scraping, task automation, supervised learning, model evaluation, data visualization, directory creation and maintenance.
People involved in time series and risk analysis - traders, risk managers, finance students, etc. may find useful tools here.
Most apps are built around Yahoo! time series style dataframes; however, the addition of feature columns to the time series are helpful for machine learning.
To install, download MasterLibrary to working directory. Most apps will run without any configuration - any apps using pandas_datareader should be modified to use YahooGrabberII.py. You may choose to run EntityCreation.py to set up a folder heirarcy (input directory location), and then reference directory location and run YahooDataScraper.py - this will populate a local folder directory - use UniverseList.csv and NASDAQData.csv in YahooDataScraper.py. You may chose to quickstart and just pull data into apps with YahooGrabberII.py.
HTTP requests from YahooGrabberII.py feed most of the apps data for calculation.