Module Information

Description: Bonds Assets class for QuantJourney Framework

The Bonds module is a component of the Quant Journey Framework, specifically tailored for handling and managing Bonds data for quantitative analysis and algorithmic trading. This module emphasizes the importance of accessing a wide range of Bonds data, including historical and intraday market data, through various data sources like EOD Historical Data, Yahoo Finance, and OANDA.

Author: jpolec

Date: 27-02-2024 and 18-03-2024

Class: Bonds()

Method: get_bond_ohlcv

def get_bond_ohlcv(
            tickers: List[str],
            exchanges: List[str],
            granularity: str,
            period_starts: List[str],
            period_ends: List[str],
            source: str
        ) -> pd.DataFrame

Get bond OHLCV data Parameters:

Name	Type	Description
tickers	List[str]	List of bond tickers
exchanges	List[str]	List of bond exchanges
granularity	str	Granularity of the data
period_starts	List[str]	List of start dates
period_ends	List[str]	List of end dates
source	str	Source of the data

Returns:

Type	Description
pd.DataFrame	OHLCV data for the specified bonds

Method: get_bond_info

def get_bond_info(
            tickers: List[str],
            exchanges: List[str],
            source: str
        ) -> pd.DataFrame

Get bond info Parameters:

Name	Type	Description
tickers	List[str]	List of bond tickers
exchanges	List[str]	List of bond exchanges
source	str	Source of the data

Returns:

Type	Description
pd.DataFrame	Information about the specified bonds