tensorfi-sharpe


Nametensorfi-sharpe JSON
Version 0.1.7 PyPI version JSON
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home_pagehttps://github.com/wang-sanity/sharpe
SummaryFinancial data access and analysis library with market data, options calculations, and database integration
upload_time2025-07-20 23:15:53
maintainerNone
docs_urlNone
authorrwang
requires_python>=3.11
licenseCC BY-NC 4.0
keywords finance markets data options database analysis
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requirements No requirements were recorded.
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            # Sharpe - Financial Data & Analysis Library

A Python library for financial data access, market analysis, and options calculations.

Wrappers around Polygon and Financial Modeling Prep.

## Features

- **Market Data**: Stock prices, options data, and historical information
- **Alternative Data**: News, earnings, and company profiles
- **Options Calculations**: Black-Scholes pricing and Greeks
- **Database Integration**: PostgreSQL with async support
- **AWS Integration**: Cloud data retrieval

## Installation

```bash
# From source
git clone https://github.com/wang-sanity/sharpe.git
cd sharpe
pip install -e .

# Using conda
conda env create -f environment.yml
conda activate tensorfi-sharpe
```

## Quick Start

```python
from sharpe.data import mkt, alt
from sharpe.utils import options, time, universe

# Get market data using aggregates
data = mkt.aggregates(
    ticker="AAPL",
    multiplier=1,
    timespan="day",
    from="2024-01-01",
    to="2024-01-31"
)

# Get options chain for a ticker
options_data = mkt.options_chain("SPY")

# Work with time utilities
trading_day = time.closest_trading_day_now()
is_trading = time.is_trading_day("2024-01-15")

# Get universe of stocks
top_stocks = universe.get_top_n_traded_stock(n=50)
```

## Package Structure

- `sharpe/data/` - Market and alternative data access, database operations
- `sharpe/utils/` - Options calculations, time utilities, universe management

## Requirements

- Python 3.11+
- Core: pandas, numpy, scipy, sqlalchemy
- Optional: PostgreSQL, AWS credentials

## Development

```bash
# Setup
conda env create -f environment.yml
conda activate tensorfi-sharpe
pip install -e .[dev]

# Test
pytest
```

## License

CC BY-NC 4.0 License - see [LICENSE](LICENSE) file for details.

---

**Disclaimer**: For educational and research purposes only. Consult qualified professionals before making investment decisions.

            

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