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some more examples in readme
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eohne committed Aug 8, 2024
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Expand Up @@ -80,64 +80,151 @@ DataFrame(get_prices("BTC-USD",range="1d",interval="5m",exchange_local_time=true
## Sink to TimeArray
TSLA daily stock price between 2020-01-01 and 2020-05-30 without adjustments for dividends and splits
Rolls-Royce daily stock price between 2020-01-01 and 2020-05-30
```julia
using TimeSeries
get_prices(TimeArray,"TSLA",startdt="2020-01-01",enddt="2020-05-30")
get_prices(TimeArray,"RR.L",startdt="2020-01-01",enddt="2020-05-30")
```
```julia
103×6 TimeArray{Float64, 2, DateTime, Matrix{Float64}} 2020-01-02T14:30:00 to 2020-05-29T13:30:00
103×6 TimeArray{Float64, 2, DateTime, Matrix{Float64}} 2020-01-02T08:00:00 to 2020-05-29T07:00:00
┌─────────────────────┬─────────┬─────────┬─────────┬─────────┬──────────┬───────────┐
│ │ open │ high │ low │ close │ adjclose │ vol │
├─────────────────────┼─────────┼─────────┼─────────┼─────────┼──────────┼───────────┤
│ 2020-01-02T14:30:00 │ 28.3 │ 28.7133 │ 28.114 │ 28.684 │ 28.684 │ 1.42982e8 │
│ 2020-01-03T14:30:00 │ 29.3667 │ 30.2667 │ 29.128 │ 29.534 │ 29.534 │ 2.66678e8 │
│ 2020-01-06T14:30:00 │ 29.3647 │ 30.104 │ 29.3333 │ 30.1027 │ 30.1027 │ 1.51995e8 │
│ 2020-01-07T14:30:00 │ 30.76 │ 31.442 │ 30.224 │ 31.2707 │ 31.2707 │ 2.68232e8 │
│ 2020-01-02T08:00:00 │ 236.374 │ 238.845 │ 232.874 │ 233.766 │ 233.766 │ 1.12197e7 │
│ 2020-01-03T08:00:00 │ 232.668 │ 233.629 │ 229.03 │ 232.599 │ 232.599 │ 1.2363e7 │
│ 2020-01-06T08:00:00 │ 231.295 │ 233.766 │ 228.932 │ 232.325 │ 232.325 │ 1.13855e7 │
│ 2020-01-07T08:00:00 │ 234.041 │ 234.26 │ 227.658 │ 229.305 │ 229.305 │ 9.56679e6 │
│ ⋮ │ ⋮ │ ⋮ │ ⋮ │ ⋮ │ ⋮ │ ⋮ │
│ 2020-05-27T13:30:00 │ 54.724 │ 55.1807 │ 52.3333 │ 54.682 │ 54.682 │ 1.73242e8 │
│ 2020-05-28T13:30:00 │ 54.234 │ 54.9833 │ 53.446 │ 53.7207 │ 53.7207 │ 1.08834e8 │
│ 2020-05-29T13:30:00 │ 53.9167 │ 55.6667 │ 53.614 │ 55.6667 │ 55.6667 │ 1.76468e8 │
│ 2020-05-27T07:00:00 │ 110.5 │ 126.904 │ 110.06 │ 118.771 │ 118.771 │ 7.7212e7 │
│ 2020-05-28T07:00:00 │ 109.814 │ 114.035 │ 104.049 │ 109.471 │ 109.471 │ 1.33343e8 │
│ 2020-05-29T07:00:00 │ 103.294 │ 103.946 │ 93.2044 │ 93.2044 │ 93.2044 │ 1.60135e8 │
└─────────────────────┴─────────┴─────────┴─────────┴─────────┴──────────┴───────────┘
96 rows omitted
```
## Sink to TSFrame
S&P500 (^GSPC) daily price since start of data
EURO-USD (EURUSD=X) daily price since start of data
```julia
using TSFrames
tsf = get_prices(TSFrame,"^GSPC",startdt=Date(1900,1,1),enddt=today())
tsf = get_prices(TSFrame,"EURUSD=X",startdt=Date(1900,1,1),enddt=today())
```
```julia
24266×7 TSFrame with DateTime Index
Index open high low close adjclose vol ticker
DateTime Float64 Float64 Float64 Float64 Float64 Float64 String
5399×7 TSFrame with DateTime Index
Index open high low close adjclose vol ticker
DateTime Float64 Float64 Float64 Float64 Float64 Float64 String
──────────────────────────────────────────────────────────────────────────────────────
1927-12-30T14:30:00 17.66 17.66 17.66 17.66 17.66 0.0 ^GSPC
1928-01-03T14:30:00 17.76 17.76 17.76 17.76 17.76 0.0 ^GSPC
1928-01-04T14:30:00 17.72 17.72 17.72 17.72 17.72 0.0 ^GSPC
1928-01-05T14:30:00 17.55 17.55 17.55 17.55 17.55 0.0 ^GSPC
⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮
2024-08-05T13:30:00 5151.14 5250.89 5119.26 5186.33 5186.33 5.33325e9 ^GSPC
2024-08-06T13:30:00 5206.42 5312.34 5193.56 5240.03 5240.03 4.69019e9 ^GSPC
2024-08-07T13:30:00 5293.13 5330.64 5195.54 5199.5 5199.5 4.55826e9 ^GSPC
24259 rows omitted
2003-12-01T00:00:00 1.2034 1.20401 1.1944 1.1965 1.1965 0.0 EURUSD=X
2003-12-02T00:00:00 1.1961 1.2109 1.1946 1.2089 1.2089 0.0 EURUSD=X
2003-12-03T00:00:00 1.209 1.213 1.2077 1.2123 1.2123 0.0 EURUSD=X
2003-12-04T00:00:00 1.212 1.2144 1.2044 1.20809 1.20809 0.0 EURUSD=X
⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮
2024-08-05T23:00:00 1.0951 1.09631 1.09046 1.0951 1.0951 0.0 EURUSD=X
2024-08-06T23:00:00 1.09262 1.09364 1.09069 1.09262 1.09262 0.0 EURUSD=X
2024-08-08T12:41:04 1.09266 1.09481 1.09039 1.09039 1.09039 0.0 EURUSD=X
5392 rows omitted
```
### Plot this:
```julia
using Plots
plot(tsf[:,[:Index,:adjclose]])
```
![S&P500](docs/src/assets/snp500.svg)
![EURUSD](docs/src/assets/snp500.svg)
[docs-stable-img]: https://img.shields.io/badge/docs-stable-blue.svg
[docs-stable-url]: https://eohne.github.io/YFinance.jl/stable/
[docs-dev-img]: https://img.shields.io/badge/docs-dev-blue.svg
[docs-dev-url]: https://eohne.github.io/YFinance.jl/dev/
## Other Data:
### ESG
```julia
get_ESG("NFLX")["score"] |> DataFrame |> dropmissing
```
```julia
79×6 DataFrame
Row │ symbol timestamp esgScore governanceScore environmentScore socialScore
│ String DateTime Real Real Real Real
─────┼───────────────────────────────────────────────────────────────────────────────────────
1 │ NFLX 2014-09-01T00:00:00 43 57 37 39
2 │ NFLX 2014-10-01T00:00:00 43 57 37 39
3 │ NFLX 2014-11-01T00:00:00 43 57 37 39
4 │ NFLX 2014-12-01T00:00:00 43 57 37 39
⋮ │ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮
77 │ NFLX 2022-05-01T00:00:00 15.78 8.87 0.09 6.83
78 │ NFLX 2022-08-01T00:00:00 16.25 9.34 0.09 6.83
79 │ NFLX 2023-09-01T00:00:00 16.41 9.01 0.09 7.31
72 rows omitted
```
### Get Valuations of NFLX
```julia
get_Fundamental("NFLX", "valuation","annual",today()-Year(3) , today()) |> DataFrame
```
```julia
3×10 DataFrame
Row │ timestamp PegRatio ForwardPeRatio MarketCap PeRatio EnterprisesValueRevenueRatio PbRatio EnterprisesValueEBITDARatio PsRatio EnterpriseValue
│ DateTime Any Any Any Any Any Any Any Any Any
─────┼────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
1 │ 2021-12-31T00:00:00 1.4751 46.5116 267461134181 54.3228 9.6192 17.4644 14.914 9.57841 275427617181
2 │ 2022-12-31T00:00:00 2.1982 27.027 131227643270 26.3993 4.4166 6.39726 6.7377 4.238 139002027270
3 │ 2023-12-31T00:00:00 1.951 30.6748 213097477242 48.5908 6.7047 9.53074 10.686 6.71235 219530399242
```
### Get Income Statement:
```julia
is=get_Fundamental("AMD", "income_statement","annual",today()-Year(1) , today()) |> DataFrame
stack(is, Not(:timestamp))
```
```julia
49×3 DataFrame
Row │ timestamp variable value
│ DateTime String Any
─────┼─────────────────────────────────────────────────────────────────────
1 │ 2023-12-31T00:00:00 InterestExpenseNonOperating 106000000
2 │ 2023-12-31T00:00:00 CostOfRevenue 12220000000
3 │ 2023-12-31T00:00:00 TotalRevenue 22680000000
4 │ 2023-12-31T00:00:00 EarningsFromEquityInterestNetOfT… 16000000
⋮ │ ⋮ ⋮ ⋮
47 │ 2023-12-31T00:00:00 NormalizedIncome 854000000
48 │ 2023-12-31T00:00:00 EBIT 598000000
49 │ 2023-12-31T00:00:00 TotalUnusualItems 0
42 rows omitted
```
### Options
```julia
op = get_Options("AMD")
```
```julia
OrderedCollections.OrderedDict{String, OrderedCollections.OrderedDict{String, Vector{Any}}} with 2 entries:
"calls" => OrderedDict("contractSymbol"=>["AMD240809C00075000", "AMD240809C00080000", "AMD240809C00085000", "AMD240809C0…
"puts" => OrderedDict("contractSymbol"=>["AMD240809P00075000", "AMD240809P00080000", "AMD240809P00085000", "AMD240809P0…
```
```julia
DataFrame(op["calls"])
```
```julia
65×16 DataFrame
Row │ contractSymbol strike currency lastPrice change percentChange volume openInterest bid ask contractSi ⋯
│ Any Any Any Any Any Any Any Any Any Any Any ⋯
─────┼─────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
1 │ AMD240809C00075000 75 USD 59.65 0 0 1 26 0 0 REGULAR ⋯
2 │ AMD240809C00080000 80 USD 52.61 0 0 1 11 0 0 REGULAR
3 │ AMD240809C00085000 85 USD 49.69 0 0 2 0 0 0 REGULAR
4 │ AMD240809C00090000 90 USD 44.54 0 0 3 12 0 0 REGULAR
⋮ │ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋱
63 │ AMD240809C00285000 285 USD 0.01 0 0 15 16 0 0 REGULAR ⋯
64 │ AMD240809C00290000 290 USD 0.08 0 0 7 10 0 0 REGULAR
65 │ AMD240809C00295000 295 USD 0.01 0 0 1 19 0 0 REGULAR
6 columns and 58 rows omitted
```
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