andreihod / axl Goto Github PK

Axl is a data aggregator for the Brazilian financial market. Built for quantitative analisys.

Make sure you have the latest Rust stable version installed before proceeding.

1. Configure your PostgreSQL database using the .env file, you can start from the sample:

cp .env.sample .env

2. Install the diesel-cli and create the database:

cargo install diesel_cli
diesel setup
diesel migrate

3. Start the server

cargo run --release

The server will automatically start to update the historical prices, it can take some hours in the first start because there's a lot to download.

This example retrieves the historical prices of two investment funds and creates a pandas dataframe:

import pandas as pd

cnpjs = ['29.177.013/0001-12', '33.270.025/0001-64']

df = pd.read_json('http://localhost:8000/api/fund/prices?cnpj='+'&cnpj='.join(cnpjs))
df = df.pivot(index='date', columns='cnpj', values='price')