Python Finance

Open-source Python projects categorized as Finance

Top 23 Python Finance Projects

  • GitHub repo dash

    Analytical Web Apps for Python, R, Julia, and Jupyter. No JavaScript Required.

    Project mention: What tools are available for personal use? | reddit.com/r/datascience | 2021-06-07

    Plotly-Dash

  • GitHub repo zipline

    Zipline, a Pythonic Algorithmic Trading Library

    Project mention: Best Backtesting software? | reddit.com/r/algotrading | 2021-05-04

    Some of the notable libraries in Python are backtesting.py, bt and zipline. Personally I like bt the most, as its tree model makes the most intuitive sense.

  • GitHub repo awesome-quant

    A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

    Project mention: What is the best programming language to use to create a high performance backtesting framework? | reddit.com/r/algotrading | 2021-06-15
  • GitHub repo ta-lib

    Python wrapper for TA-Lib (http://ta-lib.org/).

    Project mention: Is it possible o get MACD, Stochastic, and EMA chart data from binance? | reddit.com/r/algotrading | 2021-06-13

    There are many great tools to do so - e.g. https://github.com/mrjbq7/ta-lib

  • GitHub repo qlib

    Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

    Project mention: Anyone have a project, that could benefit from a 12 GPU rtx 3080 rig. I don’t know how to program or code, but interested in the community. Not looking for compensation | reddit.com/r/MLQuestions | 2021-02-28

    try AI quant investment bro here https://github.com/microsoft/qlib

  • GitHub repo akshare

    AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

  • GitHub repo alpha_vantage

    A python wrapper for Alpha Vantage API for financial data.

    Project mention: Yesterday I came across Awesome-Quant repository and it was great. I went ahead and dig through all the backtesting & AI repos from Python and created a list of repo which are most updated & maintained. Let me know if I missed your favorite. | reddit.com/r/algotrading | 2021-05-27
  • GitHub repo tf-quant-finance

    High-performance TensorFlow library for quantitative finance.

    Project mention: Swap Curve Fitting | news.ycombinator.com | 2021-03-15
  • GitHub repo PyThalesians

    Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

  • GitHub repo mplfinance

    Financial Markets Data Visualization using Matplotlib

    Project mention: Python for Finance [Part 1: Stock Data Charting] | reddit.com/r/thetagang | 2021-03-05

    If you want to create your own custom styles, check out this part of the documentation: https://github.com/matplotlib/mplfinance/blob/master/examples/styles.ipynb

  • GitHub repo pandas-ta

    Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators

    Project mention: Best API for trading indicators? | reddit.com/r/algotrading | 2021-05-19
  • GitHub repo tda-api

    A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.

    Project mention: How do I get my first token (TD Ameritrade) after getting my consumer key? | reddit.com/r/algotrading | 2021-06-10
  • GitHub repo FinanceDatabase

    This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.

    Project mention: What are good sources for historical fundamental data? | reddit.com/r/algotrading | 2021-03-28
  • GitHub repo wallstreet

    Real time stock and option data.

    Project mention: Python for Finance [Part 1: Stock Data Charting] | reddit.com/r/thetagang | 2021-03-05
  • GitHub repo secedgar

    Download all companies periodic reports, filings and forms from EDGAR database.

  • GitHub repo Riskfolio-Lib

    Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

    Project mention: Entropic Portfolio Optimization: a Disciplined Convex Programming Framework | reddit.com/r/quant | 2021-02-24

    Python implementation is available in Riskfolio-Lib package

  • GitHub repo td-ameritrade-python-api

    Unofficial Python API client library for TD Ameritrade. This library allows for easy access of the Standard API and allows users to build data pipelines for the Streaming API.

    Project mention: Algol trading? | reddit.com/r/tdameritrade | 2021-06-06
  • GitHub repo tdameritrade

    Python interface to TD Ameritrade (https://developer.tdameritrade.com)

    Project mention: Best way to get EOD volume data just before market close? | reddit.com/r/algotrading | 2021-03-27

    TD Ameritrade's API provides a cumulative volume if you query for the daily historical price. There's libraries for both python (td-api or tdameritrade) and nodejs (@knicola/tdameritrade). To get the most up to date historical prices + volume, you should specify an end date in the future (ie. today's date + 1 day.)

  • GitHub repo maro

    Multi-Agent Resource Optimization (MARO) platform is an instance of Reinforcement Learning as a Service (RaaS) for real-world resource optimization problems.

    Project mention: What's the outlook of Reinforcement Learning? | reddit.com/r/reinforcementlearning | 2021-01-19

    As far as current SOTA applications, you can just Google it and find plenty of examples of RL being used outside the realm of games. Video/board games offer a nice domain for research in RL, but the underlying algorithms can be (and have been) applied to plenty of domains outside of this. A big one, currently, is robotics. Another example is resource optimization, which is probably currently being developed, if not used, in a lot of technical domains. As u/daddabarba pointed out, RL can also be used in other areas of AI, like text generation.

  • GitHub repo atspy

    AtsPy: Automated Time Series Models in Python (by @firmai)

    Project mention: Financial time-series data forecasting - any other tools besides Prophet? | reddit.com/r/datascience | 2021-02-02
  • GitHub repo pyEX

    Python interface to IEX and IEX cloud APIs (by iexcloud)

    Project mention: Can you find the error? Python and IEX Cloud | reddit.com/r/learnprogramming | 2021-04-15
  • GitHub repo Yahooquery

    Python wrapper for an unofficial Yahoo Finance API

  • GitHub repo SilverStrike

    Finance Management Made Easy

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020). The latest post mention was on 2021-06-15.

Index

What are some of the best open-source Finance projects in Python? This list will help you:

Project Stars
1 dash 14,679
2 zipline 14,041
3 awesome-quant 7,108
4 ta-lib 5,340
5 qlib 5,105
6 akshare 3,629
7 alpha_vantage 3,375
8 tf-quant-finance 2,668
9 PyThalesians 2,581
10 mplfinance 1,281
11 pandas-ta 1,279
12 tda-api 727
13 FinanceDatabase 681
14 wallstreet 587
15 secedgar 548
16 Riskfolio-Lib 487
17 td-ameritrade-python-api 451
18 tdameritrade 445
19 maro 429
20 atspy 356
21 pyEX 335
22 Yahooquery 327
23 SilverStrike 242