19 releases (4 breaking)
0.6.0 | Aug 11, 2024 |
---|---|
0.5.3 | Jul 6, 2024 |
0.5.0 | Jun 17, 2024 |
0.3.6 | Jan 15, 2024 |
0.2.9 | Nov 26, 2023 |
#62 in Finance
235KB
4K
SLoC
Finalytics is a Rust library designed for retrieving financial data and performing security analysis and portfolio optimization.
Installation
Add the following to your Cargo.toml
file:
[dependencies]
finalytics = "*"
Or run the following command:
cargo install finalytics
Example
View the documentation for more information.
use std::error::Error;
use finalytics::prelude::*;
#[tokio::main]
async fn main() -> Result<(), Box<dyn Error>> {
// Instantiate a Multiple Ticker Object
let ticker_symbols = Vec::from(["NVDA", "GOOG", "AAPL", "MSFT", "BTC-USD"]);
let tickers = TickersBuilder::new()
.tickers(ticker_symbols)
.start_date("2020-01-01")
.end_date("2024-01-01")
.interval(Interval::OneDay)
.benchmark_symbol("^GSPC")
.confidence_level(0.95)
.risk_free_rate(0.02)
.build();
// Calculate the Performance Statistics of all the Tickers
let performance_stats = tickers.performance_stats().await?;
println!("{:?}", performance_stats);
// Display the Security Analysis Charts
tickers.returns_chart(None, None).await?.show();
tickers.returns_matrix(None, None).await?.show();
// Perform a Portfolio Optimization
let portfolio = tickers.optimize_portfolio(ObjectiveFunction::MaxSharpe).await?;
println!("{:?}", portfolio.performance_stats);
// Display the Portfolio Optimization Charts
portfolio.performance_stats_table(None, None)?.show();
portfolio.optimization_chart(None, None)?.show();
portfolio.performance_chart(None, None)?.show();
portfolio.asset_returns_chart(None, None)?.show();
Ok(())
}
Python Binding
Installation
pip install finalytics
Example
View the documentation for more information.
from finalytics import Tickers
# Instantiate a Multiple Ticker Object
tickers = Tickers(symbols=["NVDA", "GOOG", "AAPL", "MSFT", "BTC-USD"],
start_date="2020-01-01",
end_date="2024-01-01",
interval="1d",
confidence_level=0.95,
risk_free_rate=0.02)
# Calculate the Performance Statistics of all the Tickers
print(tickers.performance_stats())
# Display the Security Analysis Charts
tickers.returns_chart().show()
tickers.returns_matrix().show()
# Perform Portfolio Optimization
portfolio = tickers.optimize()
print(portfolio.optimization_results())
# Display the Portfolio Optimization Charts
portfolio.optimization_chart().show()
portfolio.performance_chart().show()
portfolio.asset_returns_chart().show()
portfolio.performance_stats_table().show()
Sample Applications
Ticker Charts Viewer
This sample application allows you to perform security analysis based on the Finalytics Library.
Portfolio Charts Viewer
This sample application enables you to perform portfolio optimization based on the Finalytics Library.
Dependencies
~49–66MB
~1M SLoC