nathanramoscfa / yieldquery

Python library for retrieving bond ETF yield data from each ETF issuer's website using a collection of bots for automated data collection.

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YieldQuery

YieldQuery is a Python library for retrieving bond ETF yield data from each ETF issuer's website using a collection of bots for automated data collection. This data is then processed and stored as a dataframe and CSV file for further analysis or usage in portfolio optimization algorithms as an expected return for a given bond ETF.

Features

  • Automated Data Collection: Utilizes a collection of bots to retrieve bond ETF yield data from various ETF issuers' websites.
  • Data Processing: Processes the collected data and stores it as a CSV file.
  • Portfolio Optimization Integration: Allows for the integration of this data into portfolio optimization algorithms, providing expected returns for bond ETFs.

Installation

Clone the repository and navigate into the directory:

git clone https://github.com/nathanramoscfa/yieldquery.git
cd yieldquery

Install the required dependencies:

pip install -r requirements.txt

Usage

Retrieving Bond ETF Yield Data

To retrieve bond ETF yield data, run the following command from the root directory:

python main.py

This will run the collection of bots and store the data as a CSV file in the data directory.

You can also run each bot individually by running the Jupyter Notebook file for each bot in the dev directory. This will allow you to see the data as it is being collected and processed. The bots may break if the ETF issuer changes the format of their website. Running the bot individually can help development and troubleshooting. If this happens, please open an issue or submit a pull request.

Documentation

Complete documentation is available on Read the Docs.

Contributing

If you'd like to contribute to YieldQuery, please fork the repository and use a feature branch. Pull requests are warmly welcome.

License

Distributed under the MIT License.

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Python library for retrieving bond ETF yield data from each ETF issuer's website using a collection of bots for automated data collection.

License:MIT License


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