Module Information

Description: CNN Fear and Greed Index Connector for QuantJourney Framework

This connector facilitates the downloading and parsing of the CNN Fear and Greed Index and its components. The index provides insight into the market's mood, contributing to financial market analysis in the QuantJourney Framework.

date: 2024-03-18

Author: jpolec

Class: CnnfConnector:()

Method: get_cnnfg_index_for_day

def get_cnnfg_index_for_day(
            day
        ) -> pd.DataFrame

Fetches the Fear and Greed Index for a specific day.

Examples:

data = await cnnfg.get_cnnfg_index_for_day('2024-03-18')

x   fg_value fg_rating
date
2024-03-18  1.710720e+12  71.085714     greed
2024-03-19  1.710806e+12  69.114286     greed
2024-03-20  1.710893e+12  73.171429     greed
2024-03-21  1.710979e+12  73.142857     greed
2024-03-22  1.711066e+12  68.771429     greed
2024-03-25  1.711325e+12  69.600000     greed
2024-03-26  1.711411e+12  67.828571     greed
2024-03-27  1.711498e+12  69.257143     greed
2024-03-28  1.711584e+12  71.028571     greed
2024-03-29  1.711670e+12  69.485714     greed
2024-04-01  1.711930e+12  67.371429     greed
2024-04-02  1.712016e+12  62.393822     greed
2024-04-03  1.712102e+12  63.428571     greed
2024-04-04  1.712189e+12  58.428571     greed
2024-04-05  1.712275e+12  62.321805     greed
2024-04-08  1.712534e+12  62.371429     greed
2024-04-09  1.712621e+12  54.769925   neutral
2024-04-10  1.712707e+12  51.988868   neutral

Parameters:

Name	Type	Description
day	str	The day for which to fetch the index in 'YYYY-MM-DD' format.

Returns:

Type	Description
pd.DataFrame	DataFrame containing the index and its components for the specified day.

Method: parse_cnnfg_index_data

def parse_cnnfg_index_data(
            data
        ) -> pd.DataFrame

Parses the Fear and Greed Index data from the CNN API response. Parameters:

Name	Type	Description
data	dict	The raw data from the CNN API.

Returns:

Type	Description
pd.DataFrame	DataFrame containing the index and its components.

Method: get_cnnfg_index_range

def get_cnnfg_index_range(
            start_date,
            end_date
        ) -> pd.DataFrame

Fetches the Fear and Greed Index for a range of dates. Parameters:

Name	Type	Description
start_date	str	The start date in 'YYYY-MM-DD' format.
end_date	str	The end date in 'YYYY-MM-DD'

Returns:

Type	Description
pd.DataFrame	DataFrame containing the index and its components for the specified date range.