DataFrame Input Guide

Using Polars DataFrames

finalytics allows you to bypass online data fetching by passing your own Polars DataFrames for use with the Ticker, Tickers, and Portfolio modules.

This is especially useful when: - You already have historical data from another source. - You want to use cleaned or adjusted data. - You need offline or reproducible analysis.

---

1. Single Ticker

import polars as pl
from finalytics import Ticker

aapl = pl.read_csv("aapl.csv")
gspc = pl.read_csv("gspc.csv")

ticker = Ticker(
    symbol="AAPL",
    ticker_data=aapl,
    benchmark_data=gspc,
    confidence_level=0.95,
    risk_free_rate=0.02
)

ticker.report("performance")

---

2. Multiple Tickers

nvda = pl.read_csv("nvda.csv")
goog = pl.read_csv("goog.csv")
aapl = pl.read_csv("aapl.csv")
msft = pl.read_csv("msft.csv")
btcusd = pl.read_csv("btcusd.csv")
gspc = pl.read_csv("gspc.csv")

tickers_data = [nvda, goog, aapl, msft, btcusd]

from finalytics import Tickers

tickers = Tickers(
    symbols=["NVDA", "GOOG", "AAPL", "MSFT", "BTC-USD"],
    tickers_data=tickers_data,
    benchmark_data=gspc,
    benchmark_symbol="^GSPC",
    confidence_level=0.95,
    risk_free_rate=0.02
)

tickers.report("performance")

---

3. Portfolio Optimization

from finalytics import Portfolio

portfolio = Portfolio(
    ticker_symbols=["NVDA", "GOOG", "AAPL", "MSFT", "BTC-USD"],
    tickers_data=tickers_data,
    benchmark_data=gspc,
    benchmark_symbol="^GSPC",
    confidence_level=0.95,
    risk_free_rate=0.02,
    objective_function="max_sharpe"
)

portfolio.report("performance")

---

📘 DataFrame Format

import polars as pl

df = pl.DataFrame({
    "timestamp": [1672704000, 1672790400],
    "open": [130.28, 126.89],
    "high": [130.90, 128.66],
    "low": [124.17, 125.08],
    "close": [125.07, 126.36],
    "volume": [112117500.0, 89113600.0],
    "adjclose": [124.82, 126.11],
})

📘 Important Notes

• The DataFrame must include at least the timestamp and close columns
• Column names are case-sensitive and must match exactly
• timestamp must be in UNIX time format (seconds since epoch)
• Any missing columns will be automatically filled with None
• You can find the example CSV files at this link