Random stock market quotes
# Set up a virtualenv.
python3 -m venv venv
source venv/bin/activate
# Install from PyPI...
pip install --upgrade pip
pip install -U rndqts
# ...or, install from updated source code.
pip install git+https://github.com/davips/rndqtscd your-project
source venv/bin/activate
git clone https://github.com/davips/rndqts ../rndqts
pip install --upgrade pip
pip install -e ../rndqtsFetching from Yahoo
from rndqts import Real
print(Real("VALE3.sa").data)
"""
Open High Low Close Volume
Date
2021-01-06 94.980003 96.349998 94.400002 96.050003 53722500
2021-01-07 96.610001 102.529999 96.610001 102.320000 74541400
2021-01-08 103.010002 103.349998 98.199997 101.260002 43879400
2021-01-11 100.250000 101.980003 99.699997 101.980003 29267000
2021-01-12 102.500000 102.620003 99.180000 99.190002 28598500
2021-01-13 98.870003 98.919998 95.739998 96.220001 31658800
2021-01-14 97.220001 98.860001 96.699997 97.800003 20809900
2021-01-15 96.580002 97.199997 93.510002 93.849998 20161700
2021-01-18 93.900002 95.639999 93.550003 94.309998 22667600
2021-01-19 0.000000 0.000000 0.000000 94.059998 0
"""Random stock quotes
from rndqts import Realistic
from rndqts import Real
# Real quotes to fetch from Yahoo.
r1 = Real("PETR4.sa")
r2 = Real("CSNA3.sa")
r3 = Real("VALE3.sa")
r4 = Real("USIM5.sa")
# Generating random quotes.
print(Realistic([r1, r2, r3, r4]).data)
"""
Open High Low Close Volume
Date
0 0.00 0.00 0.00 94.29 10000
1 93.16 93.52 88.73 88.73 9644
2 88.28 91.23 88.18 91.23 9870
3 91.40 91.54 86.85 86.85 9542
4 86.10 87.08 83.08 86.46 7633
... ... ... ... ... ...
67 93.95 95.23 92.59 93.23 478
68 93.46 99.70 93.46 99.25 330
69 98.13 102.27 96.40 101.02 387
70 102.04 102.60 100.31 100.31 484
71 0.00 0.00 0.00 100.04 484
[72 rows x 5 columns]
"""Synthetic (non-realistic) quotes
from rndqts import Synthetic
print(Synthetic()[:5].data)
"""
Open High Low Close Volume
Date
0 112.22 117.64 104.00 111.43 11868
1 121.24 122.02 100.54 108.78 11689
2 118.44 124.60 110.35 123.54 12208
3 129.35 141.99 127.66 136.83 11958
4 114.05 145.78 102.64 136.04 14673
"""Saving as a CSV file
from rndqts import Real
Real("VALE3.sa").data.to_csv("/tmp/myfile.csv")
Plotting
from rndqts import Real
Real("VALE3.sa").plot()
"""
Fetching VALE3.sa ...
[*********************100%***********************] 1 of 1 completed
"""
-
Fetch from yahoo
-
Automatic local caching
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Slicing
-
Plot candle sticks
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Cacheable and identified by hash id
-
Distinct kinds of quotes
- Real
- market quotes
- Realistic
- random, based on real quotes
- Synthetic
- entirely based on Gaussian distributions from a pseudo random number generator
- good for software test
- lazy / infinite
- Holding
- combination of real quotes, without randomness
- useful for dataset augmentation with fictional tickers
- Real
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News fetching