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:bar_chart: Financial markets data library implemented in go.

Home Page: https://piquette.io/projects/finance-go

License: MIT License

Makefile 0.56% Go 99.16% Shell 0.28%

finance financial-data financial-markets go-library stock-market stock-data options pandas golang stock-trading

finance-go's Introduction

finance-go

Summary

This go package aims to provide a go application with access to current and historical financial markets data in streamlined, well-formatted structures.

Check out the qtrn cli application, which is intended as a living example of this package. It prints quotes/options info in your favorite command-line in a few keystrokes!

Features

Description	Source
Quote(s)	Yahoo finance
Equity quote(s)	Yahoo finance
Index quote(s)	Yahoo finance
Option quote(s)	Yahoo finance
Forex pair quote(s)	Yahoo finance
Cryptocurrency pair quote(s)	Yahoo finance
Futures quote(s)	Yahoo finance
ETF quote(s)	Yahoo finance
Mutual fund quote(s)	Yahoo finance
Historical quotes	Yahoo finance
Options straddles	Yahoo finance

Documentation

A neatly formatted detailed list of implementation instructions and examples will be available on the piquette website.

For now, for details on all the functionality in this library, see the GoDoc documentation.

Installation

This project supports modules and Go 1.13+. Add finance-go to your own project the usual way -

go get github.com/piquette/finance-go

Usage example

Library usage is meant to be very specific about the user's intentions.

Quote

q, err := quote.Get("AAPL")
if err != nil {
  // Uh-oh.  
  panic(err)
}

// Success!
fmt.Println(q)

Equity quote (more fields)

q, err := equity.Get("AAPL")
if err != nil {
  // Uh-oh.  
  panic(err)
}

// Success!
fmt.Println(q)

Historical quotes (OHLCV)

params := &chart.Params{
  Symbol:   "TWTR",
  Interval: datetime.OneHour,
}
iter := chart.Get(params)

for iter.Next() {
  fmt.Println(iter.Bar())
}
if err := iter.Err(); err != nil {
  fmt.Println(err)
}

Development

Pull requests from the community are welcome. If you submit one, please keep the following guidelines in mind:

All types, structs and funcs should be documented.
Ensure that make test succeeds.

Test

The test suite needs testify's require package to run:

github.com/stretchr/testify/require

It also depends on a running instance of a test server finance-mock, so make sure to fetch that project and run the application from another terminal session (finance-mock's README contains more information).

Docker

  docker run -p 12111:12111 piquette/finance-mock:latest

Brew

brew tap piquette/finance-mock
brew install finance-mock
finance-mock

Go

go get -u github.com/piquette/finance-mock
finance-mock

Run all tests:

go test ./...

Run tests for one package:

go test ./equity

Run a single test:

go test ./equity -run TestGet

For any requests, bug or comments, please open an issue or submit a pull request. Also please email or tweet me as needed.

Notes

Yahoo changes their finance APIs without warning, which is their right to do so. However, its annoying and leads to some instability in this project..
Big shoutout to Stripe and the team working on the stripe-go project, I took a lot of library design / implementation hints from them.

finance-go's People

Contributors

Stargazers

Watchers

Forkers

ianmadlenya kingpro caplu chanyk-joseph linmingren softprojectsgroup timoyuen mfrigillana yssource zzmjohn woo2 jacks821 frankiegu darrynza oliveo kaponocloud kkkmmu zofuthan kylelix7 antigoogle sunhaibo2004 huangzhangfeng backwardn sudarsan-sridharan waghts95 robertomalatesta kkc-krish awesomegolang mwnaumann awesomedatatool ackleyd1 jpoley fnlbdev laranea chrisge4 vishalbelsare viniscoelho yohanneshl gnagel greg2013 zyhong forkkit kenzyapp jonfriesen valmac sysu-yunz mynick777 littlecuke kindlychung rafaelescrich vildzi pkaeding rodneystar macleanpinto danielorf pallotron relaxart sbnair huangyingting go-numb cyansilver zvoid-stocks fenggehu lukasfrank omer-akbas pzzy2000 drewstinnett fish2016 ovace musasianturi sunglim ktpx psanford alai04 mcartmell iq-scm mma-github essbeegoog landrover joce michelgb rosimildo akselsledins swaplandexchange felipedavid florspag c0r3xxx iandd0824 h2-etc siddharth9890 saritht layzhi mathvaillant

finance-go's Issues

API rate limiting for forex?

Hi,

Are you aware of any kind of API rate limiting for forex and Yahoo API v7?
I want to retrieve every second the rates of several currency pairs.

Thanks,

Use Finnhub stock api as the new data source

Hi guys,

Big fan of Go and great project here. Just wondering if you guys are open to add https://finnhub.io/ as the new data source. Beside real-time market price (websocket supported), they also support a lot of other fundamental and alternative data for FREE.

I think this would benefit the community tremendously. With a free account, you can make 60 API requests/minute. Their documentation can be found here: https://finnhub.io/docs/api

Only 1 candle for day interval

Hello,

I noticed when I'm asking for chart with Interval: datetime.OneDay I always got only 1 candle which is strange... :(

I tried this:
params := &chart.Params{
Symbol: "AAPL",
Interval: datetime.OneDay,
}
iter := chart.Get(params)
for iter.Next() {
b := iter.Bar()
fmt.Printf("%+v %s\n", b, datetime.FromUnix(b.Timestamp).Time().Format("02.01.2006 15:04:05"))
}

What I do wrong, please?

Regards,
Max

error response recieved from upstream api

I'm getting error response recieved from upstream api on all requests. In the log, it says {"code":"Unauthorized","description":"Invalid Cookie"}.

Getting a list of all stock tickers from a particular market

Hi,

Can this tool be used to get a list of all the currently listed stock tickers on a particular market? If so, how?

Thanks!

Rounding in History

Here's a feature request:

Can we get a rounding capability when we pull history? I.e. if I pull symbol "MCD", I only need a quote like Open: 159.62 instead of 159.6200051825049032. Maybe "significance" variable in history.Params with constant similar to how you've done history.Interval ?

Docs don't show how to use the forex.Quote

I can't get the forex.Quote("EURUSD") function to work. Am I not specifying the symbol correctly?

Clean up formatting

Remove stutter from GetHistoricalQuote
Run go fmt where needed
Ensure func comments are in golang canonical format

feature: quote for date

It seems history is highly tied to the concept of a chart. It would be helpful to support fetching a Quote for a specific historical date (or time.Time or whatever...). Is this already supported in someway I can't see?

edit: for clarity, i'm just after market close price for a specific date, which seems like it /can/ be gleaned from chart.Get(), but not without a lot of rigamarole with Params & dates.

YFinance changed their api's (or their security)

Hi.
There seams to be an issue with the finance-go, since yFinance changed its encryption keys.
Apparantly they change their encryption keys every day or even sometimes more than once a day.
This has lead to finance-go not working for a while.
yFinance has the same issue:
ranaroussi/yfinance#1407

I just wanted to bring it to your attention. I have been very happy with this library, so thank you very much for your work.

Is there a way to subscribe to websocket?

Hello. First I want to say about the greatness of this library.

And the second: is there some way to get real-time updates of all stocks in the market ? Through websocket.

Thank you.

Missing some key statistics for Equities

There are some key statistics that are missing from the stocks/equities dataset:

Forward Annual Dividend Rate
Forward Annual Dividend Yield (can be calculated based on the rate above and the price, so this one is an optional nice to have)
5 Year Average Dividend Yield
Payout Ratio
Ex-Dividend Date
Last Split Factor
Last Split Date

Any chance these missing statistics can be added?

P/E Ratio

Thanks for the library. This works like Charm.
Is there a way to pull the P/E ratio for the stock symbol?

query all interface is error

q, err := quote.Get("AAPL")
if err != nil {
	// Uh-oh.
	panic(err)
}

// Success!
fmt.Println(q)

panic: Can't find quote for symbol: AAPL

goroutine 1 [running]:

Support Yahoo Finance API Key

Yahoo finance API is rate limited, with higher limits available if you use an API key. Would be cool to be able to plug that in when querying.

Thanks for the great library!

PrevBar PrevBars methods?

Thank you for providing such great package!

When I try to use this package, it's very convenient to fetch data, and iterate data,
however, the Next() method in iter will drop all previous values. And mosts of TAs are based on previous values.

I think it will be more convenient to change Next() (or add NextBar, NextBars method) and keep values.
Also add PrevBar, PrevBars methods to get previous candle bars for technical analysis.

What do you think?
Thanks!

quote.Get nil pointer dereferencing when asking quote of a inexistent symbol

Hi,

quote.Get of an inexistent symbol should return a non nil error.
This does not happen....
To repro ask for a quote from a un-existant symbol:

package main

import (
	"fmt"

	"github.com/piquette/finance-go/quote"
)

func main() {
	q, err := quote.Get("FOOAASDADSAS")
	if err != nil {
		panic(err)
	}
	fmt.Printf("RegulardMarketPrice: %# +v", q.RegularMarketPrice)
}

This will panic:

$ go run .
panic: runtime error: invalid memory address or nil pointer dereference
[signal SIGSEGV: segmentation violation code=0x1 addr=0x50 pc=0x620b2e]

goroutine 1 [running]:
main.main()
        /home/pallotron/projects/example/ticker-quote.go:14 +0x2e
exit status 2
[Exit code 1 @ 10:12:01]

get.Quote should return an error in this case.