Python 各种数据源和数据分析工具

Python 各种数据源和数据分析工具

原文项目链接：
https://github.com/wilsonfreitas/awesome-quant#data-sources

Python

Numerical Libraries & Data Structures

• numpy - NumPy is the fundamental package for scientific computing with Python.
• scipy - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering.
• pandas - pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language.
• quantdsl - Domain specific language for quantitative analytics in finance and trading.
• statistics - Builtin Python library for all basic statistical calculations.
• sympy - SymPy is a Python library for symbolic mathematics.
• pymc3 - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.

Financial Instruments and Pricing

• PyQL - QuantLib's Python port.
• pyfin - Basic options pricing in Python. [ARCHIVED]
• vollib - vollib is a python library for calculating option prices, implied volatility and greeks.
• QuantPy - A framework for quantitative finance In python.
• Finance-Python - Python tools for Finance.
• ffn - A financial function library for Python.
• pynance - PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets.
• tia - Toolkit for integration and analysis.
• hasura/base-python-dash - Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python.
• hasura/base-python-bokeh - Hasura quickstart to visualize data with bokeh library.
• pysabr - SABR model Python implementation.

Indicators

• pandas_talib - A Python Pandas implementation of technical analysis indicators.
• Tulipy - Financial Technical Analysis Indicator Library (Python bindings for tulipindicators)

Trading & Backtesting

• TA-Lib - perform technical analysis of financial market data.
• trade - trade is a Python framework for the development of financial applications.
• zipline - Pythonic algorithmic trading library.
• QuantSoftware Toolkit - Python-based open source software framework designed to support portfolio construction and management.
• quantitative - Quantitative finance, and backtesting library.
• analyzer - Python framework for real-time financial and backtesting trading strategies.
• bt - Flexible Backtesting for Python.
• backtrader - Python Backtesting library for trading strategies.
• pythalesians - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.
• pybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.
• pyalgotrade - Python Algorithmic Trading Library.
• tradingWithPython - A collection of functions and classes for Quantitative trading.
• pandas-ta - An easy to use Python 3 Pandas Extension with 80+Technical Analysis Indicators
• ta - Technical Analysis Library using Pandas (Python)
• algobroker - This is an execution engine for algo trading.
• pysentosa - Python API for sentosa trading system.
• finmarketpy - Python library for backtesting trading strategies and analyzing financial markets.
• binary-martingale - Computer program to automatically trade binary options martingale style.
• fooltrader - the project using big-data technology to provide an uniform way to analyze the whole market.
• zvt - the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime.
• pylivetrader - zipline-compatible live trading library.
• pipeline-live - zipline's pipeline capability with IEX for live trading.
• zipline-extensions - Zipline extensions and adapters for QuantRocket.
• moonshot - Vectorized backtester and trading engine for QuantRocket based on Pandas.
• PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
• riskparity.py - fast and scalable design of risk parity portfolios with TensorFlow 2.0
• mlfinlab - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)
• pyqstrat - A fast, extensible, transparent python library for backtesting quantitative strategies.
• NowTrade - Python library for backtesting technical/mechanical strategies in the stock and currency markets.
• pinkfish - A backtester and spreadsheet library for security analysis.
• aat - Async Algorithmic Trading Engine
• Backtesting.py - Backtest trading strategies in Python
• catalyst - An Algorithmic Trading Library for Crypto-Assets in Python
• quantstats - Portfolio analytics for quants, written in Python
• qtpylib - QTPyLib, Pythonic Algorithmic Trading http://qtpylib.io
• Quantdom - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]
• freqtrade - Free, open source crypto trading bot
• algorithmic-trading-with-python - Free pandas and scikit-learn resources for trading simulation, backtesting, and machine learning on financial data.
• DeepDow - Portfolio optimization with deep learning

Risk Analysis

• pyfolio - Portfolio and risk analytics in Python.
• empyrical - Common financial risk and performance metrics.
• fecon235 - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.
• finance - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.
• qfrm - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.
• visualize-wealth - Portfolio construction and quantitative analysis.
• VisualPortfolio - This tool is used to visualize the perfomance of a portfolio.

Factor Analysis

• alphalens - Performance analysis of predictive alpha factors.

Time Series

• ARCH - ARCH models in Python.
• statsmodels - Python module that allows users to explore data, estimate statistical models, and perform statistical tests.
• dynts - Python package for timeseries analysis and manipulation.
• PyFlux - Python library for timeseries modelling and inference (frequentist and Bayesian) on models.
• tsfresh - Automatic extraction of relevant features from time series.
• hasura/quandl-metabase - Hasura quickstart to visualize Quandl's timeseries datasets with Metabase.

Calendars

• trading_calendars - Stock Exchange Trading Calendars.
• bizdays - Business days calculations and utilities.
• pandas_market_calendars - Exchange calendars to use with pandas for trading applications.

Data Sources

• findatapy - Python library to download market data via Bloomberg, Quandl, Yahoo etc.
• googlefinance - Python module to get real-time stock data from Google Finance API.
• yahoo-finance - Python module to get stock data from Yahoo! Finance.
• pandas-datareader - Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism.
• pandas-finance - High level API for access to and analysis of financial data.
• pyhoofinance - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis.
• yfinanceapi - Finance API for Python.
• yql-finance - yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).
• ystockquote - Retrieve stock quote data from Yahoo Finance.
• wallstreet - Real time stock and option data.
• stock_extractor - General Purpose Stock Extractors from Online Resources.
• Stockex - Python wrapper for Yahoo! Finance API.
• finsymbols - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.
• FRB - Python Client for FRED® API.
• inquisitor - Python Interface to Econdb.com API.
• yfi - Yahoo! YQL library.
• chinesestockapi - Python API to get Chinese stock price.
• exchange - Get current exchange rate.
• ticks - Simple command line tool to get stock ticker data.
• pybbg - Python interface to Bloomberg COM APIs.
• ccy - Python module for currencies.
• tushare - A utility for crawling historical and Real-time Quotes data of China stocks.
• jsm - Get the japanese stock market data.
• cn_stock_src - Utility for retrieving basic China stock data from different sources.
• coinmarketcap - Python API for coinmarketcap.
• after-hours - Obtain pre market and after hours stock prices for a given symbol.
• bronto-python - Bronto API Integration for Python.
• pytdx - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes.
• pdblp - A simple interface to integrate pandas and the Bloomberg Open API.
• tiingo - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.
• IEX - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange.
• alpaca-trade-api - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.
• metatrader5 - API Connector to MetaTrader 5 Terminal
• akshare - AkShare is an elegant and simple financial data interface library for Python, built for human beings! https://akshare.readthedocs.io
• yahooquery - Python interface for retrieving data through unofficial Yahoo Finance API.
• investpy - Financial Data Extraction from Investing.com with Python! https://investpy.readthedocs.io/
• yliveticker - Live stream of market data from Yahoo Finance websocket.

Excel Integration

• xlwings - Make Excel fly with Python.
• openpyxl - Read/Write Excel 2007 xlsx/xlsm files.
• xlrd - Library for developers to extract data from Microsoft Excel spreadsheet files.
• xlsxwriter - Write files in the Excel 2007+ XLSX file format.
• xlwt - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.
• DataNitro - DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license.
• xlloop - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).
• expy - The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions.
• pyxll - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.

Visualization

• D-Tale - Visualizer for pandas dataframes and xarray datasets.