Welcome to the Finalytics Documentation

This is a python binding for Finalytics Rust Library designed for retrieving financial data and performing security analysis and portfolio optimization.

Installation

pip install finalytics

Documentation

• Ticker Module
• Tickers Module
• Portfolio Module
• Screener Module
• DataFrame Interface

Example

from finalytics import Tickers

# Screen for the top 10 stocks by market cap on the NASDAQ exchange
screener = Screener(
        quote_type="EQUITY",
        filters=[
            '{"operator": "eq", "operands": ["exchange", "NMS"]}'
        ],
        sort_field="intradaymarketcap",
        sort_descending=True,
        offset=0,
        size=10
    )

# Instantiate a Multiple Ticker Object
symbols = screener.symbols()
tickers = Tickers(symbols=symbols,
                  start_date="2023-01-01",
                  end_date="2024-12-31",
                  interval="1d",
                  confidence_level=0.95,
                  risk_free_rate=0.02)

# Generate a Single Ticker Report
ticker = tickers.get_ticker(symbols[0])
ticker.report("performance")
ticker.report("financials")
ticker.report("options")
ticker.report("news")

# Generate a Multiple Ticker Report
tickers.report("performance")

# Perform a Portfolio Optimization
portfolio = tickers.optimize(objective_function="max_sharpe")

# Generate a Portfolio Report
portfolio.report("performance")