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 add finalytics

Example

View the documentation for more information.

use std::error::Error;
use finalytics::prelude::*;

#[tokio::main]
async fn main() -> Result<(), Box<dyn Error>> {

    // Screen for Large-Cap NASDAQ Stocks
    let screener = Screener::builder()
        .quote_type(QuoteType::Equity)
        .add_filter(ScreenerFilter::EqStr(
            ScreenerMetric::Equity(EquityScreener::Exchange),
            Exchange::NASDAQ.as_ref()
        ))
        .sort_by(
            ScreenerMetric::Equity(EquityScreener::MarketCapIntraday),
            true
        )
        .size(10)
        .build()
        .await?;

    screener.overview().show()?;
    screener.metrics().await?.show()?;

    // Instantiate a Multiple Ticker Object
    let ticker_symbols = screener.symbols.iter()
        .map(|x| x.as_str()).collect::<Vec<&str>>();

    let tickers = TickersBuilder::new()
        .tickers(ticker_symbols.clone())
        .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 symbol = ticker_symbols.first().unwrap();
    let ticker = tickers.clone().get_ticker(symbol).await?;
    ticker.report(Some(ReportType::Performance)).await?.show()?;
    ticker.report(Some(ReportType::Financials)).await?.show()?;
    ticker.report(Some(ReportType::Options)).await?.show()?;
    ticker.report(Some(ReportType::News)).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(())
}

Python Binding

Installation

pip install finalytics

Example

View the documentation for more information.

from finalytics import Screener, Tickers

# Screen for Large Cap NASDAQ Stocks
screener = Screener(
    quote_type="EQUITY",
    filters=[
        '{"operator": "eq", "operands": ["exchange", "NMS"]}'
    ],
    sort_field="intradaymarketcap",
    sort_descending=True,
    offset=0,
    size=10
)
screener.display()


# Instantiate a Multiple Ticker Object
symbols = screener.symbols()
tickers = Tickers(symbols=symbols,
                  start_date="2023-01-01",
                  end_date="2024-12-31",
                  interval="1d",
                  confidence_level=0.95,
                  risk_free_rate=0.02)

# Generate a Single Ticker Report
ticker = tickers.get_ticker(symbols[0])
ticker.report("performance")
ticker.report("financials")
ticker.report("options")
ticker.report("news")

# Generate a Multiple Ticker Report
tickers.report("performance")

# Perform a Portfolio Optimization
portfolio = tickers.optimize(objective_function="max_sharpe")

# Generate a Portfolio Report
portfolio.report("performance")

Web Application

The Finalytics web application integrates the Ticker, Portfolio, and Screener dashboards, built with the Finalytics Rust Library using the Dioxus Web Framework. It allows users to perform security analysis, portfolio optimization, and screen for securities, all accessible at finalytics.rs.

Running Locally

To run the web application locally, follow these steps:

# Install the Dioxus CLI
cargo install dioxus-cli

# Clone the repository
git clone https://github.com/Nnamdi-sys/finalytics.git

# Navigate to the web directory
cd finalytics/web

# Serve the application
dx serve --platform web