https://github.com/samarkanov/valenoq
Python package to interact with valenoq.com RESTful API
https://github.com/samarkanov/valenoq
backtesting historical-data intraday nasdaq
Last synced: 5 months ago
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Python package to interact with valenoq.com RESTful API
- Host: GitHub
- URL: https://github.com/samarkanov/valenoq
- Owner: samarkanov
- Created: 2020-08-20T12:35:48.000Z (almost 6 years ago)
- Default Branch: master
- Last Pushed: 2020-09-22T15:15:55.000Z (over 5 years ago)
- Last Synced: 2025-11-28T11:09:28.355Z (7 months ago)
- Topics: backtesting, historical-data, intraday, nasdaq
- Language: Python
- Homepage: https://valenoq.com
- Size: 258 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# Valenoq Python Library
[](https://valenoq.com)
[](https://travis-ci.org/samarkanov/valenoq)
Python package to interact with valenoq.com RESTful API
## Installation
```sh
$ pip3 install valenoq
```
## Configuration
```python
from valenoq.api import config
config.set(api_key="yourApiKey") # the key is available upon registration at https://valenoq.com
```
## Current limitations
* **List of supported tickers:** https://valenoq.com/static/files/list_available_tickers_valenoqcom.txt
* **Supported historical dates**: 01/01/2015 - 31/07/2020
## API documentation
http://data.samarkanov.info/valenoq-python/
## Getting historical intraday data
**Basic functionality**:
```python
from valenoq.api import config, request
config.set(api_key="yourApiKey")
# End-of-the-day OHCLV bars for a ticker
data = request.get("AAPL", date="2018-05-01", frequency="day")
# Intraday 1-hour bars for a ticker
data = request.get("AAPL", date="2018-05-01")
# or
data = request.get("AAPL", date="2018-05-01", frequency="hour")
# Intraday x-minute bars for a ticker
data = request.get("AAPL", date="2018-05-01", frequency="minute", collapse=1) # 1-minute bars
data = request.get("AAPL", date="2018-05-01", frequency="minute", collapse=5) # 5-minutes bars
data = request.get("AAPL", date="2018-05-01", frequency="minute", collapse=10) # 10-minute bars
data = request.get("AAPL", date="2018-05-01", frequency="minute", collapse=15) # 15-minute bars
data = request.get("AAPL", date="2018-05-01", frequency="minute", collapse=5) # 30-minute bars
# Interval of dates is supported:
data = request.get("AAPL", start="2018-05-01", end="2018-05-05", frequency="minute", collapse=15)
```
**Getting historical data for a list of tickers:**
```python
# 1-minute bars for AAPL, MU and INTC:
data = request.get(["AAPL", "MU", "INTC"], date="2018-05-01", frequency="minute", collapse=1)
# 15-minute bars between {01/May/2018 - 05/May/2018} for AAPL and INTC
request.get(["AAPL", "INTC"], start="2018-05-01", end="2018-05-05", frequency="minute", collapse=15)
```
## Getting balance sheet data
```python
# Last quarter data for a ticker:
data = request.balance_sheet("AAPL")
# Last quarter data for a list of tickers:
data = request.balance_sheet(["AAPL", "INTC"])
# Five last balance sheets:
data = request.balance_sheet("AAPL", nr_quarters=5)
```