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Hands-On Financial Trading with Python

You're reading from   Hands-On Financial Trading with Python A practical guide to using Zipline and other Python libraries for backtesting trading strategies

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Product type Paperback
Published in Apr 2021
Publisher Packt
ISBN-13 9781838982881
Length 360 pages
Edition 1st Edition
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Authors (2):
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Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
Jiri Pik Jiri Pik
Author Profile Icon Jiri Pik
Jiri Pik
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Toc

Table of Contents (15) Chapters Close

Preface 1. Section 1: Introduction to Algorithmic Trading
2. Chapter 1: Introduction to Algorithmic Trading FREE CHAPTER 3. Section 2: In-Depth Look at Python Libraries for the Analysis of Financial Datasets
4. Chapter 2: Exploratory Data Analysis in Python 5. Chapter 3: High-Speed Scientific Computing Using NumPy 6. Chapter 4: Data Manipulation and Analysis with pandas 7. Chapter 5: Data Visualization Using Matplotlib 8. Chapter 6: Statistical Estimation, Inference, and Prediction 9. Section 3: Algorithmic Trading in Python
10. Chapter 7: Financial Market Data Access in Python 11. Chapter 8: Introduction to Zipline and PyFolio 12. Chapter 9: Fundamental Algorithmic Trading Strategies 13. Other Books You May Enjoy Appendix A: How to Setup a Python Environment

Exploring the yahoofinancials Python library

The yahoofinancials Python library provides free access to the market data available from Yahoo Finance, whose provider is ICE Data Services. The library repository is available at https://github.com/JECSand/yahoofinancials.

It provides access to historical and, for most assets, also real-time pricing data for the following:

  • Currencies
  • Indexes
  • Stocks
  • Commodities
  • ETFs
  • Mutual funds
  • US Treasuries
  • Cryptocurrencies

To find the right ticker, use the lookup at https://finance.yahoo.com/.

There is a very strict limit on the number of calls per hour per IP address (about 1,000-2,000 requests per hour per IP address) and once you reach it, your IP address gets blocked for an extensive period of time. In addition, the functionality provided constantly changes.

Installation of the library is standard:

pip install yahoofinancials

Access to the data is very straightforward, as follows:

from...
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