Expand description
§Finalytics
Welcome to finalytics
, financial analytics in Rust!
finalytics
is a Rust library designed for retrieving financial data and performing security analysis and portfolio optimization.
§Installation
Add the following to your Cargo.toml
file:
[dependencies]
finalytics = "*"
Or run the following command:
cargo install finalytics
§Models
These are the main Interfaces for accessing the finalytics
library methods
§Ticker - Retrieve and analyze ticker data
§Tickers - Retrieve and analyze multiple tickers
§Portfolio - Optimize a portfolio of tickers
§Example
use finalytics::prelude::*;
use std::error::Error;
#[tokio::main]
async fn main() -> Result<(), Box<dyn Error>> {
// Instantiate a Multiple Ticker Object
let ticker_symbols = Vec::from(["NVDA", "GOOG", "AAPL", "MSFT","BTC-USD"]);
let tickers = TickersBuilder::new()
.tickers(ticker_symbols)
.start_date("2023-01-01")
.end_date("2024-12-31")
.interval(Interval::OneDay)
.benchmark_symbol("^GSPC")
.confidence_level(0.95)
.risk_free_rate(0.02)
.build();
// Generate a Single Ticker Report
let ticker = tickers.clone().get_ticker("AAPL").await?;
ticker.report(Some(ReportType::Performance)).await?.show()?;
ticker.report(Some(ReportType::Financials)).await?.show()?;
ticker.report(Some(ReportType::Options)).await?.show()?;
// Generate a Multiple Ticker Report
tickers.report(Some(ReportType::Performance)).await?.show()?;
// Perform a Portfolio Optimization
let portfolio = tickers.optimize(Some(ObjectiveFunction::MaxSharpe), None).await?;
// Generate a Portfolio Report
portfolio.report(Some(ReportType::Performance)).await?.show()?;
Ok(())
}