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alphalib's Introduction

alphalib

A financial investment app and library.

Features

  • Sentiment score with news sources.
  • Technical analysis charts.
  • Generate stock dataset.
  • Automated stock selection
  • Algorithm for target buy price.
  • Screen to update target buy price.
  • Automated stock tracker.

Financial Information

Fundamental Indicators

  • Earnings Per Share (EPS)
  • Price To Earnings Ratio (P/E)
  • Projected Earnings Growth (PEG)
  • Free Cash Flow (FCF)
  • Price to Book Ratio (P/B)
  • Return on Equity (ROE)
  • Dividend Payout Ratio (DPR)
  • Price to Sales Ratio (P/S)
  • Dividend Yield Ratio
  • Debt To Equity Ratio (D/E)

Stock

  • country
  • name
  • full_name
  • isin
  • currency
  • symbol

Stock Info

Available fields

  • 52WeekChange
  • SandP52WeekChange
  • address1
  • address2
  • algorithm
  • annualHoldingsTurnover
  • annualReportExpenseRatio
  • ask
  • askSize
  • averageDailyVolume10Day
  • averageVolume
  • averageVolume10days
  • beta
  • beta3Year
  • bid
  • bidSize
  • bookValue
  • category
  • circulatingSupply
  • city
  • coinMarketCapLink
  • companyOfficers
  • country
  • currency
  • currentPrice
  • currentRatio
  • dateShortInterest
  • dayHigh
  • dayLow
  • debtToEquity
  • dividendRate
  • dividendYield
  • earningsGrowth
  • earningsQuarterlyGrowth
  • ebitda
  • ebitdaMargins
  • enterpriseToEbitda
  • enterpriseToRevenue
  • enterpriseValue
  • exDividendDate
  • exchange
  • exchangeTimezoneName
  • exchangeTimezoneShortName
  • expireDate
  • fiftyDayAverage
  • fiftyTwoWeekHigh
  • fiftyTwoWeekLow
  • financialCurrency
  • fiveYearAverageReturn
  • fiveYearAvgDividendYield
  • floatShares
  • forwardEps
  • forwardPE
  • freeCashflow
  • fromCurrency
  • fullTimeEmployees
  • fundFamily
  • fundInceptionDate
  • gmtOffSetMilliseconds
  • grossMargins
  • grossProfits
  • heldPercentInsiders
  • heldPercentInstitutions
  • impliedSharesOutstanding
  • industry
  • isEsgPopulated
  • lastCapGain
  • lastDividendDate
  • lastDividendValue
  • lastFiscalYearEnd
  • lastMarket
  • lastSplitDate
  • lastSplitFactor
  • legalType
  • logo_url
  • longBusinessSummary
  • longName
  • market
  • marketCap
  • maxAge
  • maxSupply
  • messageBoardId
  • morningStarOverallRating
  • morningStarRiskRating
  • mostRecentQuarter
  • navPrice
  • netIncomeToCommon
  • nextFiscalYearEnd
  • numberOfAnalystOpinions
  • open
  • openInterest
  • operatingCashflow
  • operatingMargins
  • payoutRatio
  • pegRatio
  • phone
  • preMarketPrice
  • previousClose
  • priceHint
  • priceToBook
  • priceToSalesTrailing12Months
  • profitMargins
  • quickRatio
  • quoteType
  • recommendationKey
  • recommendationMean
  • regularMarketDayHigh
  • regularMarketDayLow
  • regularMarketOpen
  • regularMarketPreviousClose
  • regularMarketPrice
  • regularMarketVolume
  • returnOnAssets
  • returnOnEquity
  • revenueGrowth
  • revenuePerShare
  • revenueQuarterlyGrowth
  • sector
  • sharesOutstanding
  • sharesPercentSharesOut
  • sharesShort
  • sharesShortPreviousMonthDate
  • sharesShortPriorMonth
  • shortName
  • shortPercentOfFloat
  • shortRatio
  • startDate
  • state
  • strikePrice
  • symbol
  • targetHighPrice
  • targetLowPrice
  • targetMeanPrice
  • targetMedianPrice
  • threeYearAverageReturn
  • toCurrency
  • totalAssets
  • totalCash
  • totalCashPerShare
  • totalDebt
  • totalRevenue
  • tradeable
  • trailingAnnualDividendRate
  • trailingAnnualDividendYield
  • trailingEps
  • trailingPE
  • trailingPegRatio
  • twoHundredDayAverage
  • volume
  • volume24Hr
  • volumeAllCurrencies
  • website
  • yield
  • ytdReturn
  • zip

Yahoo Finance Screener

Libraries

Data Processing & Manipulation

  • numpy
  • pandas

Web Scraping & Data Extraction

  • BeautifulSoup
  • httpx
  • Requests
  • Scrapy
  • Selenium
  • Playwright
  • Urllib
  • selectolax

Price, Company Info & Fundamental Data Import

  • coingecko
  • data-link
  • eod-data
  • finviz
  • norgatedata
  • tiingo
  • simfin
  • ultrafinance
  • tia
  • yahoo_fin
  • yfinance

News & Social Media & News Sentiment

  • Facebook SDK
  • flair
  • keybert
  • praw
  • pygooglenews
  • textblob
  • tiingo
  • tweepy

Data Analysis & Statistics

  • numpy
  • pandas
  • scipy
  • statistics
  • statsmodels

Technical Indicators & Candlestick Patterns

  • finta
  • pandas-ta
  • TA-Lib
  • ta

Data Visualization & Price Charts

  • matplotlib
  • ploty
  • seaborn

Performance & Risk Analysis

  • ffn
  • finmarketpy
  • pyfin
  • pyfolio
  • QuantPy
  • QuantStats
  • thepassiveinvestor
  • vollib

Artificial Intelligence

  • keras
  • prophet
  • pytorch
  • Scikit Learn
  • tensorflow
  • TensorTrade

Backtesting

  • backtesting.py - to try
  • backtrader
  • bt
  • lean
  • pybacktest
  • QuantRocket
  • zipline

Live Trading

  • cctx
  • cex-io-api-python
  • FreqTrade
  • HummingBot
  • Pyalgotrade
  • QuantRocket
  • Tradelogics

Months

May - Buy June - Sell July - Sell August - Buy Sept - Buy (worst month) Oct - Volatile

Lotto

Time series dataset with the following fields and descriptions

DrawDate - Date with yyyymmdd format DrawnNo1 - Number between 1 and 55 DrawnNo2 - Number between 1 and 55 DrawnNo3 - Number between 1 and 55
DrawnNo4 - Number between 1 and 55 DrawnNo5 - Number between 1 and 55 DrawnNo6 - Number between 1 and 55

Samples of the dataset,

DrawDate,DrawnNo1,DrawnNo2,DrawnNo3,DrawnNo4,DrawnNo5,DrawnNo6 20091031,17,20,24,30,49,50 20091101,01,05,18,23,50,51 20091103,05,09,13,15,48,55 20091104,09,28,36,41,47,50 20091107,17,19,24,27,33,38 20091108,17,22,30,32,38,54 20091111,02,18,25,32,37,54 20091114,06,13,21,38,41,45 20091115,01,02,32,36,45,51

Use machine leearning to predict DrawNo1, DrawNo2, DrawnNo3, DrawnNo4, DrawnNo5, DrawnNo6 for a future draw date

Hints

  • Slow and steady. Less trading is better than frequent trading
  • Buy late and low rather than buy early and high
  • In Bull, reserve 60%, in Bear, reserve 20%

Algorithm Trading

alphalib's People

Contributors

mengwangk avatar

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