https://github.com/pmorissette/ffn

ffn - a financial function library for Python
https://github.com/pmorissette/ffn

Last synced: 4 days ago
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ffn - a financial function library for Python

• Host: GitHub
• URL: https://github.com/pmorissette/ffn
• Owner: pmorissette
• License: mit
• Created: 2014-06-19T15:54:09.000Z (over 10 years ago)
• Default Branch: master
• Last Pushed: 2024-12-01T14:51:14.000Z (20 days ago)
• Last Synced: 2024-12-15T18:05:32.677Z (6 days ago)
• Language: Python
• Homepage: pmorissette.github.io/ffn
• Size: 9.24 MB
• Stars: 2,060
• Watchers: 68
• Forks: 303
• Open Issues: 22
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
![](http://pmorissette.github.io/ffn/_static/logo.png)

[![Build Status](https://github.com/pmorissette/ffn/workflows/Build%20Status/badge.svg)](https://github.com/pmorissette/ffn/actions/)

[![PyPI Version](https://img.shields.io/pypi/v/ffn)](https://pypi.org/project/ffn/)

[![PyPI License](https://img.shields.io/pypi/l/ffn)](https://pypi.org/project/ffn/)

# ffn - Financial Functions for Python

Alpha release - please let me know if you find any bugs!

If you are looking for a full backtesting framework, please check out [bt](https://github.com/pmorissette/bt).

bt is built atop ffn and makes it easy and fast to backtest quantitative strategies.

## Overview

ffn is a library that contains many useful functions for those who work in **quantitative

finance**. It stands on the shoulders of giants (Pandas, Numpy, Scipy, etc.) and provides

a vast array of utilities, from performance measurement and evaluation to

graphing and common data transformations.

```python

import ffn

returns = ffn.get('aapl,msft,c,gs,ge', start='2010-01-01').to_returns().dropna()

returns.calc_mean_var_weights().as_format('.2%')

    aapl    62.54%

    c       -0.00%

    ge      36.19%

    gs      -0.00%

    msft     1.26%

    dtype: object

```

## Installation

The easiest way to install `ffn` is from the [Python Package Index](https://pypi.python.org/pypi/ffn/)

using `pip`.

```bash

pip install ffn

```

Since ffn has many dependencies, we strongly recommend installing the [Anaconda Scientific Python Distribution](https://store.continuum.io/cshop/anaconda/). This distribution comes with many of the required packages pre-installed, including pip. Once Anaconda is installed, the above command should complete the installation.

## Documentation

Read the docs at http://pmorissette.github.io/ffn

- [Quickstart](http://pmorissette.github.io/ffn/quick.html)

- [Full API](http://pmorissette.github.io/ffn/ffn.html)