Metadata-Version: 2.4
Name: tensorfi-sharpe
Version: 0.1.0
Summary: Financial data access and analysis library with market data, options calculations, and database integration
Home-page: https://github.com/wang-sanity/sharpe
Author: rwang
Author-email: 
License: CC BY-NC 4.0
Project-URL: Homepage, https://github.com/wang-sanity/sharpe
Project-URL: Documentation, https://github.com/wang-sanity/sharpe/docs
Project-URL: Repository, https://github.com/wang-sanity/sharpe
Project-URL: Bug Tracker, https://github.com/wang-sanity/sharpe/issues
Keywords: finance,markets,data,options,database,analysis
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Developers
Classifier: License :: Other/Proprietary License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Requires-Python: >=3.11
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: pandas>=1.5.0
Requires-Dist: numpy>=1.24.0
Requires-Dist: scipy>=1.6.0
Requires-Dist: sqlalchemy>=2.0.0
Requires-Dist: asyncpg>=0.28.0
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Requires-Dist: aiohttp>=3.8.0
Requires-Dist: beautifulsoup4>=4.11.0
Requires-Dist: boto3>=1.26.0
Requires-Dist: pandas_market_calendars>=4.0.0
Requires-Dist: pytz>=2022.7
Requires-Dist: python-dotenv>=1.0.0
Requires-Dist: pyyaml>=6.0
Requires-Dist: tqdm>=4.64.0
Provides-Extra: dev
Requires-Dist: pytest>=7.0.0; extra == "dev"
Requires-Dist: pytest-cov>=4.0.0; extra == "dev"
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Dynamic: home-page
Dynamic: license-file
Dynamic: requires-python

# Sharpe - Financial Data & Analysis Library

A Python library for financial data access, market analysis, and options calculations.

Wrappers around Polygon and Financial Modeling Prep.

## Features

- **Market Data**: Stock prices, options data, and historical information
- **Alternative Data**: News, earnings, and company profiles
- **Options Calculations**: Black-Scholes pricing and Greeks
- **Database Integration**: PostgreSQL with async support
- **AWS Integration**: Cloud data retrieval

## Installation

```bash
# From source
git clone https://github.com/wang-sanity/sharpe.git
cd sharpe
pip install -e .

# Using conda
conda env create -f environment.yml
conda activate tensorfi-sharpe
```

## Quick Start

```python
from sharpe.data import mkt
from sharpe.utils import options, time

# Get stock data
stock_data = mkt.get_stock_price("AAPL")

# Calculate option price
option_price = options.black_scholes(100, 105, 0.25, 0.05, 0.2)

# Market calendar
trading_day = time.closest_trading_day_now()
```

## Package Structure

- `sharpe/data/` - Market and alternative data access, database operations
- `sharpe/utils/` - Options calculations, time utilities, universe management

## Requirements

- Python 3.11+
- Core: pandas, numpy, scipy, sqlalchemy
- Optional: PostgreSQL, AWS credentials

## Development

```bash
# Setup
conda env create -f environment.yml
conda activate tensorfi-sharpe
pip install -e .[dev]

# Test
pytest
```

## License

CC BY-NC 4.0 License - see [LICENSE](LICENSE) file for details.

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**Disclaimer**: For educational and research purposes only. Consult qualified professionals before making investment decisions.
