Module Information

Description: Commodities Assets class for QuantJourney Framework

The Commodities module is an essential part of the QuantJourney Framework, crafted to cater specifically to the complexities of managing and analyzing commodities data for quantitative finance applications. This module leverages the power of multiple data connectors, including EOD Historical Data, Yahoo Finance, and OANDA, to provide comprehensive access to a wide array of commodities data, crucial for conducting robust market analysis and developing effective trading strategies in hedge funds.

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Author: jpolec

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

Class: Commodities()

Method: async_get_commodities_yf

def async_get_commodities_yf(
            read_from_db=False,
            write_to_db=False
        ) -> pd.DataFrame

Get commodities data from Yahoo Finance. Parameters:

Name	Type	Description
read_from_db	bool	Read data from database.
write_to_db	bool	Write data to database.

Returns:

Type	Description
pd.DataFrame	Commodities data.

Method: async_get_ohlcv

def async_get_ohlcv(
            tickers,
            exchanges,
            source,
            granularity,
            period_starts=None,
            period_ends=None,
            db_name=None,
            read_from_db=False,
            write_to_db=False
        ) -> pd.DataFrame

Async get historical OHLCV data for a commodity tickers Parameters:

Name	Type	Description
tickers	List[str]	List of stock tickers.
exchanges	List[str]	List of stock exchanges.
source	str	Data source for connectors (yf, eod, oanda, etc.).
granularity	str	Time period (5m, 15m, 30m, 1h, 1d).
period_starts	List[str]	Start date.
period_ends	List[str]	End date.
db_name	str	Database to read from/write to (e.g. Mongo).
read_from_db	bool	Read from database.
write_to_db	bool	Write to database.

Returns:

Type	Description
pd.DataFrame	OHLCV data.