FinMind/FinMind

Open Data, more than 50 financial data. 50


repo name	FinMind/FinMind
repo link	https://github.com/FinMind/FinMind
homepage	http://finmindtrade.com/
language	Python
size (curr.)	1035 kB
stars (curr.)	804
created	2018-12-16
license	Apache License 2.0

這是什麼?

FinMind 是超過 50 種金融開源數據 50 datasets。包含

台股股價 daily、台股5秒交易資料 ( 2019-05-29 ~ now, 共超過 3 千萬筆 )、財報、資產負債表、股利配息、現金流量表、月營收、外資持股、股權分散表、融資融券、三大法人買賣，台股期貨、選擇權交易明細、還原股價。

美股股價 daily、minute ( 2019-06-01 ~ now, 共超過 8 千萬筆 )，G7 匯率、利率。國際原油價格、黃金價格，美債殖利率。

資料每天更新。你不需收集資料，就可進行分析。

What is it?

FinMind is open source of more than 50 datasets , contain

Taiwan stock trade data daily, Taiwan stock trade data (5 seconds) ( 2019-05-29 ~ now, total more than 30 million data ), Financial Statements, Balance Sheet, Cash Flows Statement, Month Revenue, Holding Shares Per, Institutional Investors Buy Sell. Taiwan Futures Trade Detail, Taiwan Option Trade Detail.

US stock price daily, minute ( 2019-06-01 ~ now, total more than 80 million data ), oil price, gold price, G7 exchange rate, interest rate. US Government Bonds Yield.

The datasets are automatically updated daily. You can analyze financial data without having to collect the data by yourself.

 pip3 install FinMind

Solicit partners who are interested in joint development. 徵求有興趣共同開發的夥伴。 email : FinMind.TW@gmail.com

License

License Detail

Project of Contents

Website
- Backtesting (回測)
- 個股分析
Dataset
Other
- The full version of documentation
- Median Sharing
- HistoryUpdate
- Open UP Summit Slide(PPT)

Backtesting 回測

上傳自己設計的策略，進行線上模擬
券商交易功能(開發中)，未來，使用者只需專注在策略開發上，即可利用選定策略、個股，進行自動化交易

Dataset Api

import requests
import pandas as pd
url = 'http://finmindapi.servebeer.com/api/data'
form_data = {'dataset':'TaiwanStockInfo'}
res = requests.post(url,verify = True,data = form_data)

url = 'http://finmindapi.servebeer.com/api/data'
form_data = {'dataset':'TaiwanStockPrice','stock_id':'2317','date':'2019-06-01'}
res = requests.post(url,verify = True,data = form_data)

temp = res.json()
data = pd.DataFrame(temp['data'])
data.head()

R dataset api document

library(httr)
library(jsonlite)
library('data.table')
library(dplyr)

url = 'http://finmindapi.servebeer.com/api/data'

# TaiwanStockInfo
payload<-list( 'dataset' = 'TaiwanStockInfo')

response = POST(url,body = payload,encode="form")
data = response %>% content
data = do.call('cbind',data$data) %>%data.table
head(data)

note : 限制 request 上限 : 600 / hour。Limit amount of request, 600 / hour. 至FinMind官網註冊後，request api 帶 user_id, password 參數，使用上限可提高到 1500/hr。 user_id, password 參數使用方法，可參考線上 api。

translation 中英對照

中英對照 Document(不再維護)
中英對照 api

import requests
url = 'http://finmindapi.servebeer.com/api/translation'
dataset = 'RawMaterialFuturesPrices'
# or
# dataset = 'FinancialStatements'
# dataset = 'BalanceSheet'
# dataset = 'StockDividend'
# dataset = 'TaiwanStockMarginPurchaseShortSale'
# dataset = 'InstitutionalInvestorsBuySell'
parameter = {'dataset':dataset}

res = requests.post(url,verify = True,data = parameter)
#res.text
data = res.json()
data = pd.DataFrame( data['data'] )