pomelo-fmp

Bring-your-own-key FMP (Financial Modeling Prep) data sync + snapshot-factor formulas for the yuzu backtest engine — part of citrusquant.

Direct HTTP, no third-party FMP SDK. Given your own API key, fetch adjusted daily bars (and optionally annual fundamentals, a symbol → sector industry map, and snapshot-factor panels) and write a data-layout tree:

<out>/prices/{SYM}.csv.gz        adjusted OHLCV                 (always)
<out>/fundamentals/{SYM}.csv.gz  dense forward-filled factors   (--include-fundamentals)
<out>/tracked/universe.csv.gz    symbol,sector,market_cap       (--include-industry)
<out>/panels/{name}.csv.gz       snapshot-factor panels         (--include-snapshot-factors)

sync writes to a local path; sync_into is the storage-agnostic core over any ObjectSink + ObjectSource, so the CLI and a backend service produce byte-identical trees on local disk or an S3/R2 bucket (via pomelo-s3). The key never leaves the machine; we neither host nor redistribute FMP data.

See the FMP data source docs.

License

MIT