Awesome

Finalytics is a Rust library designed for retrieving financial data and performing security analysis and portfolio optimization.

Installation

Add the following to your Cargo.toml file:

[dependencies]
finalytics = "*"

Or run the following command:

cargo install finalytics

Example

View the documentation for more information.

use std::error::Error;
use finalytics::prelude::*;

#[tokio::main]
async fn main() -> Result<(), Box<dyn Error>> {

    // Instantiate a Multiple Ticker Object
    let ticker_symbols = Vec::from(["NVDA", "GOOG", "AAPL", "MSFT", "BTC-USD"]);

    let tickers = TickersBuilder::new()
        .tickers(ticker_symbols)
        .start_date("2020-01-01")
        .end_date("2024-01-01")
        .interval(Interval::OneDay)
        .benchmark_symbol("^GSPC")
        .confidence_level(0.95)
        .risk_free_rate(0.02)
        .build();

    // Calculate the Performance Statistics of all the Tickers
    let performance_stats = tickers.performance_stats().await?;
    println!("{:?}", performance_stats);

    // Display the Security Analysis Charts
    tickers.returns_chart(None, None).await?.show();
    tickers.returns_matrix(None, None).await?.show();
    
    // Perform a Portfolio Optimization
    let portfolio = tickers.optimize_portfolio(ObjectiveFunction::MaxSharpe).await?;
    println!("{:?}", portfolio.performance_stats);

    // Display the Portfolio Optimization Charts
    portfolio.performance_stats_table(None, None)?.show();
    portfolio.optimization_chart(None, None)?.show();
    portfolio.performance_chart(None, None)?.show();
    portfolio.asset_returns_chart(None, None)?.show();

    Ok(())
}

Python Binding

Installation

pip install finalytics

Example

View the documentation for more information.

from finalytics import Tickers

# Instantiate a Multiple Ticker Object
tickers = Tickers(symbols=["NVDA", "GOOG", "AAPL", "MSFT", "BTC-USD"],
                  start_date="2020-01-01",
                  end_date="2024-01-01",
                  interval="1d",
                  confidence_level=0.95,
                  risk_free_rate=0.02)

# Calculate the Performance Statistics of all the Tickers
print(tickers.performance_stats())

# Display the Security Analysis Charts
tickers.returns_chart().show()
tickers.returns_matrix().show()

# Perform Portfolio Optimization
portfolio = tickers.optimize()
print(portfolio.optimization_results())

# Display the Portfolio Optimization Charts
portfolio.optimization_chart().show()
portfolio.performance_chart().show()
portfolio.asset_returns_chart().show()
portfolio.performance_stats_table().show()

Sample Applications

This sample application allows you to perform security analysis based on the Finalytics Library.

This sample application enables you to perform portfolio optimization based on the Finalytics Library.