Module Information

Description: Eodhistorical Data Connector of QuantJourney Framework

This module provides a class for fetching financial and economic data from the Eodhistorical Data API. It supports the retrieval of OHLCV data, fundamental data, and other financial metrics for a wide range of stocks and indices.

Author: jpolec

Date: 18-03-2024

Class: EodConnector()

Method: async_get_ohlcv

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

Asynchronously fetches OHLCV data for a given list of tickers and exchanges. Parameters:

Name	Type	Description
tickers	list of str	List of stock tickers.
exchanges	list of str	List of stock exchanges corresponding to tickers.
granularity	str	Time period ('5m', '15m', '30m', '1h', '1d').
period_starts	list of str	List of start dates for each ticker's data retrieval period.
period_ends	list of str	List of end dates for each ticker's data retrieval period.

Returns:

Type	Description
List[pd.DataFrame]	List of DataFrames containing OHLCV data for each ticker.

Method: async_get_live_lagged_prices

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

Asynchronously fetches live and lagged prices for the given tickers and exchanges. Parameters:

Name	Type	Description
tickers	list of str	List of stock tickers.
exchanges	list of str	List of stock exchanges corresponding to tickers.

Returns:

Type	Description
List[pd.DataFrame]	Dictionary containing live and lagged prices for each ticker.

Method: async_get_intraday_data

def async_get_intraday_data(
            pairs,
            interval,
            to_utc,
            period_days
        ) -> Dict

Fetches intraday data for the given forex pairs Parameters:

Name	Type	Description
pairs	list of str	List of forex pairs.
interval	str	Interval for the intraday data ('1m', '5m', '15m', '30m', '1h').
to_utc	datetime	End date and time in UTC.
period_days	int	Number of days for the data period.

Returns:

Type	Description
Dict	Dictionary containing intraday data DataFrames for each pair.

Method: async_get_fundamental_data

def async_get_fundamental_data(
            ticker: str,
            exchange: str ="US"
        ) -> Dict

Get fundamental data for a given stock ticker or Index. Available data:: https://eodhistoricaldata.com/financial-apis/stock-etfs-fundamental-data-feeds/ Parameters:

Name	Type	Description
ticker	str	Stock ticker or Index.
exchange	str	Stock exchange. Default is 'US'.

Returns:

Type	Description
Dict	Dictionary containing fundamental data.

Method: async_get_income_statement

def async_get_income_statement(
            ticker: str,
            exchange: str,
            option: str ="q"
        ) -> pd.DataFrame

Get income statement data for a given stock ticker and exchange.

Examples:

income_statement = await async_get_income_statement("AAPL", "US", "q")

Income Statement (Quarterly):
date filing_date currency_symbol researchDevelopment  \
1985-09-30  1985-09-30  1985-09-30             USD                None
1985-12-31  1985-12-31  1985-12-31             USD                None
1986-03-31  1986-03-31  1986-03-31             USD                None
1986-06-30  1986-06-30  1986-06-30             USD                None
1986-09-30  1986-09-30  1986-09-30             USD                None
...                ...         ...             ...                 ...
2022-12-31  2022-12-31  2023-02-03             USD       7709000000.00
2023-03-31  2023-03-31  2023-05-05             USD       7457000000.00
2023-06-30  2023-06-30  2023-08-04             USD       7442000000.00
2023-09-30  2023-09-30  2023-11-03             USD       7307000000.00
2023-12-31  2023-12-31  2024-02-02             USD       7696000000.00

Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
option	str	Option for quarterly ('q') or yearly ('y') data.

Returns:

Type	Description
pd.DataFrame	DataFrame containing income statement data.

Method: async_get_balance_sheet

def async_get_balance_sheet(
            ticker,
            exchange,
            option="q"
        ) -> pd.DataFrame

Get balance sheet data for a given stock ticker and exchange.

Examples:

balance_sheet = await async_get_balance_sheet("AAPL", "US", "q")

Balance Sheet (Quarterly):
date filing_date currency_symbol      totalAssets  \
1985-09-30  1985-09-30  1985-09-30             USD     936200000.00
1985-12-31  1985-12-31  1985-12-31             USD             None
1986-03-31  1986-03-31  1986-03-31             USD             None
1986-06-30  1986-06-30  1986-06-30             USD             None
1986-09-30  1986-09-30  1986-09-30             USD    1160100000.00
...                ...         ...             ...              ...
2022-12-31  2022-12-31  2023-02-03             USD  346747000000.00
2023-03-31  2023-03-31  2023-05-05             USD  332160000000.00
2023-06-30  2023-06-30  2023-08-04             USD  335038000000.00
2023-09-30  2023-09-30  2023-11-03             USD  352583000000.00
2023-12-31  2023-12-31  2024-02-02             USD  353514000000.00

Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
option	str	Option for quarterly ('q') or yearly ('y') data.

Returns:

Type	Description
pd.DataFrame	DataFrame containing balance sheet data.

Method: async_get_cash_flow

def async_get_cash_flow(
            ticker,
            exchange,
            option="q"
        )

Get cash flow data for a given stock ticker and exchange.

Examples:

cash_flow = await async_get_cash_flow("AAPL", "US", "q")

Cash Flow (Quarterly):
date filing_date currency_symbol     investments  \
1989-12-31  1989-12-31  1989-12-31             USD            None
1990-03-31  1990-03-31  1990-03-31             USD            None
1990-06-30  1990-06-30  1990-06-30             USD            None
1990-09-30  1990-09-30  1990-09-30             USD            None
1990-12-31  1990-12-31  1990-12-31             USD            None
...                ...         ...             ...             ...
2022-12-31  2022-12-31  2023-02-03             USD  -1445000000.00
2023-03-31  2023-03-31  2023-05-05             USD   2319000000.00
2023-06-30  2023-06-30  2023-08-04             USD    437000000.00
2023-09-30  2023-09-30  2023-11-03             USD   2394000000.00
2023-12-31  2023-12-31  2024-02-02             USD   1927000000.00

Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
option	str	Option for quarterly ('q') or yearly ('y') data.

Method: get_ticker_highlights

def get_ticker_highlights(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[Dict]

Get highlights data for a given stock ticker and exchange. If fundamental data is pre-fetched, it can be passed directly to avoid fetching it again.

Examples:

{'MarketCapitalization': 2614313615360, 'MarketCapitalizationMln': 2614313.6154, 'EBITDA': 130108997632, 'PERatio': 26.3297,
'PEGRatio': 2.112, 'WallStreetTargetPrice': 198.9, 'BookValue': 4.793, 'DividendShare': 0.95, 'DividendYield': 0.0057,
'EarningsShare': 6.43, 'EPSEstimateCurrentYear': 6.53, 'EPSEstimateNextYear': 7.13, 'EPSEstimateNextQuarter': 1.57,
'EPSEstimateCurrentQuarter': 2.1, 'MostRecentQuarter': '2023-12-31', 'ProfitMargin': 0.2616, 'OperatingMarginTTM': 0.3376,
'ReturnOnAssetsTTM': 0.2118, 'ReturnOnEquityTTM': 1.5427, 'RevenueTTM': 385706000384, 'RevenuePerShareTTM': 24.648,
'QuarterlyRevenueGrowthYOY': 0.021, 'GrossProfitTTM': 170782000000, 'DilutedEpsTTM': 6.43, 'QuarterlyEarningsGrowthYOY': 0.16}

Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Pre-fetched fundamental data for the ticker.

Returns:

Type	Description
Optional[Dict]	Dictionary containing highlights data if found, otherwise None.

Method: get_financial_metric

def get_financial_metric(
            ticker: str,
            exchange: str,
            metric_key: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[Union[str, float]]

Fetch a specific financial metric from the highlights data for a given stock ticker and exchange, using either pre-fetched fundamental data or by fetching it anew. This method ensures that the data is handled efficiently and errors are logged properly. Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
metric_key	str	The key of the financial metric in the highlights.
fundamental_data	Optional[Dict]	Optionally pre-fetched fundamental data containing the 'Highlights' key.

Returns:

Type	Description
Optional[Union[str, float]]	The requested financial metric in its original format if available, otherwise None.

Method: get_ticker_mcap

def get_ticker_mcap(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_ebitda

def get_ticker_ebitda(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_pe

def get_ticker_pe(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_peg

def get_ticker_peg(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_book

def get_ticker_book(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_div_ps

def get_ticker_div_ps(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_div_yield

def get_ticker_div_yield(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_eps

def get_ticker_eps(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_last_quarter_date

def get_ticker_last_quarter_date(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_profit_margin

def get_ticker_profit_margin(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_op_marginTTM

def get_ticker_op_marginTTM(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_roaTTM

def get_ticker_roaTTM(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_roeTTM

def get_ticker_roeTTM(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_revenueTTM

def get_ticker_revenueTTM(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_revenue_psTTM

def get_ticker_revenue_psTTM(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_qoq_rev_growth

def get_ticker_qoq_rev_growth(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_qoq_earnings_growth

def get_ticker_qoq_earnings_growth(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_gross_profitTTM

def get_ticker_gross_profitTTM(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_diluted_epsTTM

def get_ticker_diluted_epsTTM(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_analyst_target

def get_ticker_analyst_target(
            ticker,
            exchange,
            fundamental_data=None
        )

Method: get_ticker_sharestats

def get_ticker_sharestats(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[Dict]

Fetch ShareStats data for a given stock ticker and exchange. Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Optionally pre-fetched fundamental data.

Returns:

Type	Description
Optional[Dict]	Dictionary containing ShareStats data if found, otherwise None.

Method: get_ticker_shortratio

def get_ticker_shortratio(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[float]

Get the short ratio from ShareStats for a given ticker and exchange. Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Pre-fetched ShareStats or fundamental data.

Returns:

Type	Description
Optional[float]	Short ratio if available, otherwise None.

Method: get_ticker_percentinsiders

def get_ticker_percentinsiders(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[float]

Get the percentage of insiders from ShareStats for a given ticker and exchange. Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Pre-fetched ShareStats or fundamental data.

Returns:

Type	Description
Optional[float]	Percent of insiders if available, otherwise None.

Method: get_ticker_valuation

def get_ticker_valuation(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[Dict]

Fetch valuation data for a given stock ticker and exchange.

Examples:

ticker_val = await get_ticker_valuation("AAPL", "US")

{'TrailingPE': 26.3297, 'ForwardPE': 26.3158, 'PriceSalesTTM': 6.778, 'PriceBookMRQ': 35.4267, 'EnterpriseValue': 2649250332672,
'EnterpriseValueRevenue': 6.8966, 'EnterpriseValueEbitda': 19.929}

Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Optionally pre-fetched fundamental data.

Returns:

Type	Description
Optional[Dict]	Valuation data if found, otherwise None.

Method: get_ticker_trailing_pe

def get_ticker_trailing_pe(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[float]

Get the trailing PE ratio from the valuation data for a given ticker and exchange. Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Optionally pre-fetched fundamental or valuation data.

Returns:

Type	Description
Optional[float]	Trailing PE ratio if available, otherwise None.

Method: get_ticker_forward_pe

def get_ticker_forward_pe(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[float]

Get the forward PE ratio from the valuation data for a given ticker and exchange. Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Optionally pre-fetched fundamental or valuation data.

Returns:

Type	Description
Optional[float]	Forward PE ratio if available, otherwise None.

Method: get_ticker_price_to_sales

def get_ticker_price_to_sales(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[float]

Get the price-to-sales ratio from the valuation data for a given ticker and exchange. Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Optionally pre-fetched fundamental or valuation data.

Returns:

Type	Description
Optional[float]	Price-to-sales ratio if available, otherwise None.

Method: get_ticker_price_to_book

def get_ticker_price_to_book(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[float]

Get the price-to-book ratio from the valuation data for a given ticker and exchange. Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Optionally pre-fetched fundamental or valuation data.

Returns:

Type	Description
Optional[float]	Price-to-book ratio if available, otherwise None.

Method: get_ticker_ev

def get_ticker_ev(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[float]

Get the enterprise value from the valuation data for a given ticker and exchange. Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Optionally pre-fetched fundamental or valuation data.

Returns:

Type	Description
Optional[float]	Enterprise value if available, otherwise None.

Method: get_ticker_ev_revenue

def get_ticker_ev_revenue(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[float]

Get the enterprise value to revenue ratio from the valuation data for a given ticker and exchange. Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Optionally pre-fetched fundamental or valuation data.

Returns:

Type	Description
Optional[float]	Enterprise value to revenue ratio if available, otherwise None.

Method: get_ticker_ev_ebitda

def get_ticker_ev_ebitda(
            ticker: str,
            exchange: str,
            fundamental_data: Optional[Dict] = None
        ) -> Optional[float]

Get the enterprise value to EBITDA ratio from the valuation data for a given ticker and exchange. Parameters:

Name	Type	Description
ticker	str	Stock ticker.
exchange	str	Stock exchange.
fundamental_data	Optional[Dict]	Optionally pre-fetched fundamental or valuation data.

Returns:

Type	Description
Optional[float]	Enterprise value to EBITDA ratio if available, otherwise None.

Method: get_exchange_symbols

def get_exchange_symbols(
            exchange="US"
        ) -> List[str]

Get all symbols for a given exchange. Parameters:

Name	Type	Description
exchange	str	Stock exchange. Default is 'US'.

Returns:

Type	Description
List[str]	List of symbols for the exchange.

Method: get_exchange_list

def get_exchange_list() -> List[str]

Get a list of all exchanges.

Returns:

Type	Description
List[str]	List of all exchanges.

Method: get_index_list

def get_index_list() -> List[str]

Get a list of all indices.

Supported indices: https://eodhistoricaldata.com/financial-apis/list-supported-indices/

Returns:

Type	Description
List[str]	List

Method: async_get_intraday_forex_data

def async_get_intraday_forex_data(
            pairs: List[str],
            interval: str = "5m",
            to_utc: datetime = None,
            period_days: int = 120
        ) -> List[pd.DataFrame]

Asynchronously fetches intraday data for the given forex pairs. Parameters:

Name	Type	Description
pairs	list of str	List of forex pairs.
interval	str	Interval for the intraday data ('1m', '5m', '15m', '30m', '1h').
to_utc	datetime	End date and time in UTC. Defaults to current UTC time.
period_days	int	Number of days for the data period.

Returns:

Type	Description
List[pd.DataFrame]	Dictionary containing intraday data DataFrames for each pair.