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Project description

korquanttools is an on-going project to make quantitative analysis on Korean stock market easier.

Features

• Scrape KOSPI, KOSDAQ stock universe price-volume data by given period directly from KRX
• Load KOSPI, KOSDAQ stock universe without survivorship bias (delisted stocks are included)
• Cache the downloaded data for faster access later on.
• More coming soon

Installation

Not yet deployed to pypi.

Either clone the repository or download the repository to use the package.

Quickstart

# Import data library
from korquanttools.pricevolume.loader import KRXPriceDM

# Set start date and end date 
START = 20140101
END = 20220520

# Make a data instance
pricevolume = KRXPriceDM(START, END)

# See available data and data module information
pricevolume.get_info()

# Download and load the data you want.
close_df = pricevolume.get_data("close")
close_df

Wiki

Contribution Guidlines

Credit

This project is directly affected by a popular library, FinanceDataReader and marcap, both of which are from FinanceData.KR repo.

License

The MIT License (MIT)