This project provide the financial information and useful visualization instrument about Vietnam stock market to researcher. Particularly, there are many aspect of data relating to any stock being able to store and clone. The official version are built on both machine learning language Python and R.
This project is in developing process, So it is only distributed on github channel. To install requiring you open the command line and type the below commands:
git clone https://github.com/phamdinhkhanh/vnquant
cd vnquant
python setup.py install
you must install git command line in your computer to run above command.
You can load the prices of one or more stocks in specific time interval according to syntax as below.
DataLoader(symbols="VND",
start="2018-01-10",
end="2018-02-15",
minimal=True,
data_source="vnd")
Arguments
symbols: a string or list of strings indicate the stock names. The stock symbols in regular include 3 upper case letters except several special index such as:VN30INDEX, VN100-INDEX, HNX-INDEX, HNX30-INDEX, UPCOM-INDEXin case yourdata_source = "cafe"andVN30, HNX30, UPCOMin case yourdata_source = "vnd".start: start date time with formatyyyy-mm-dd.end: end date time with formatyyyy-mm-dd.minimal: default is True, we only clonehigh, low, open, close, adjust price, volumeof stocks. In contrast, more information is added, for examplevolumn_reconcile, volumn_match,...data_source: the source to clone the stock prices. Currently, there two main resources areVndirectandCafefshowed bydata_source = vndandcafe, respectively. The default isvnd.
import vnquant.DataLoader as web
loader = web.DataLoader('VND', '2018-02-02','2018-04-02')
data = loader.download()
data.head()
| Attributes | high | low | open | close | avg | volume |
|---|---|---|---|---|---|---|
| Symbols | VND | VND | VND | VND | VND | VND |
| date | ||||||
| 2018-02-02 | 28.95 | 27.60 | 28.5 | 28.95 | 28.28 | 1700670.0 |
| 2018-02-05 | 28.45 | 26.95 | 28.1 | 26.95 | 27.68 | 2150120.0 |
| 2018-02-06 | 26.95 | 25.10 | 25.1 | 26.40 | 25.25 | 3129690.0 |
| 2018-02-07 | 28.20 | 27.50 | 27.5 | 28.20 | 27.99 | 1985120.0 |
| 2018-02-08 | 29.20 | 27.70 | 28.0 | 28.00 | 28.47 | 943260.0 |
We need to set up symbols as a list.
loader = web.DataLoader(symbols=["VND", "VCB"], start="2018-01-10", end="2018-02-15", minimal=True, data_source="vnd")
data = loader.download()
data.head()
| Attributes | high | low | open | close | avg | volume | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Symbols | VND | VCB | VND | VCB | VND | VCB | VND | VCB | VND | VCB | VND | VCB |
| date | ||||||||||||
| 2018-01-10 | 27.75 | 59.2 | 27.10 | 57.3 | 27.55 | 58.3 | 27.50 | 58.0 | 27.52 | 58.08 | 1466780.0 | 2842830.0 |
| 2018-01-11 | 27.50 | 58.8 | 26.80 | 57.2 | 27.30 | 57.5 | 27.20 | 58.8 | 27.21 | 58.04 | 1260720.0 | 1766240.0 |
| 2018-01-12 | 28.20 | 59.4 | 27.35 | 58.0 | 27.45 | 58.8 | 27.60 | 58.0 | 27.76 | 58.63 | 1730170.0 | 2525840.0 |
| 2018-01-15 | 28.40 | 60.0 | 27.35 | 57.0 | 27.60 | 58.0 | 28.25 | 60.0 | 28.11 | 58.76 | 1273740.0 | 2217420.0 |
| 2018-01-16 | 28.40 | 60.3 | 27.90 | 58.8 | 28.10 | 59.3 | 28.25 | 60.0 | 28.14 | 59.64 | 1163350.0 | 2218380.0 |
To get more the others information about volume and value beside basical fields, we need to declare minimal=False (default True).
loader = web.DataLoader(symbols=["VND"], start="2018-01-10", end="2018-02-15", minimal=False)
data = loader.download()
data.head()
| Attributes | change_perc1 | change_perc2 | open | high | low | close | avg | volume_match | volume_reconcile | volume |
|---|---|---|---|---|---|---|---|---|---|---|
| Symbols | VND | VND | VND | VND | VND | VND | VND | VND | VND | VND |
| date | ||||||||||
| 2018-01-10 | 0.00 | 0.000000 | 27.55 | 27.75 | 27.10 | 27.50 | 27.52 | 1382780.0 | 84000.0 | 1466780.0 |
| 2018-01-11 | -0.30 | 0.010909 | 27.30 | 27.50 | 26.80 | 27.20 | 27.21 | 1260720.0 | 0.0 | 1260720.0 |
| 2018-01-12 | 0.40 | 0.014706 | 27.45 | 28.20 | 27.35 | 27.60 | 27.76 | 1730170.0 | 0.0 | 1730170.0 |
| 2018-01-15 | 0.65 | 0.023551 | 27.60 | 28.40 | 27.35 | 28.25 | 28.11 | 1273740.0 | 0.0 | 1273740.0 |
| 2018-01-16 | 0.00 | 0.000000 | 28.10 | 28.40 | 27.90 | 28.25 | 28.14 | 1077350.0 | 86000.0 | 1163350.0 |
Through this project, i hope you make your work being more covinient and easy by applying them. Though try hard, but there are many drawback, kindly comment and send me feed back to implement my project.