aldegoeij / pyfin

PyFin

Python module(s) for Financial Calculations. With this repo I aim to collect, combine and extend python libraries that allow you to perform financial calculations 'easily' (focus on capital markets), for use in websites, scripting, etc.

The intention is to build a Python3, PEP8 and PEP257 (among others) compliant package that can be freely and widely used in the Capital Markets, and can be ammended by the community to provide 'standard' code for calculating; valuations, prices, profit and loss, variances, greeks, etc, for use in a professional environment

Initially I'll start by collecting exisiting libraries, before redoing work of others. The intention is to only have open source packages listed here!

Todo list:

• py-fi - very basic financial functions
• Finance-Py - financial analysis for stocks and derivatives (early development)
• Numpy/Scipy - covers all of the statistics basics
• Matplotlib - plotting financial functions
• RPy - a Python interface to R allowing use of R libraries
• ystockquote - Python API for Yahoo! Stock Data
• QuantLib - Open source library (supposedly has Python Bindings)
• PyFinancial - Docs in Spanish
• PyMacLab - "Series of classes useful for conducting research in dynamic macroeconomics"
• TSDB - for storing large volumes of time series data
• PyVol - volatility estimation of financial time series

(Thanks to: Arboc7 http://stackoverflow.com/questions/4406481/technical-analysis-in-python)

• TA-Lib - Library of indicators

(Thanks to: Christo http://stackoverflow.com/questions/4406481/technical-analysis-in-python)

• PyMC - PyMC implements the Metropolis-Hastings algorithm as a Python class, providing flexibility when building your model. PyMC is also highly extensible, and well supported by the community.
• SimPy - Short for “Simulation in Python”, an object-oriented, process-based discrete-event simulation language, making it a wholesale agent-based modeling environment written entirely in Python.

(Thanks to: Diane Mueller http://www.activestate.com/blog/2010/06/must-have-python-packages-finance)

Remember, work in progress, feel free to comment, suggest & participate!