Subcategories
Packages
statsmodels provides statistical models, inference methods, and descriptive statistics for Python, complementing scipy with regression, time series, discrete choice, survival analysis, and multivariate methods.
Install it if you need publication-quality statistical models, hypothesis tests, or time series analysis beyond what scipy or pandas provide.
Generates country- and subdivision-specific government holiday calendars on demand, supporting 250 country codes with optional language localization and holiday categories.
Fetches financial and market data from Yahoo Finance's public APIs, including ticker information, historical prices, and live streaming data.
However, do not use it for commercial applications or high-volume data collection without confirming compliance with Yahoo's terms of service.
Bokeh is an interactive visualization library that creates browser-based plots, dashboards, and data applications from Python code, with support for large and streaming datasets.
Install it if you need browser-based interactivity.
Parses, validates, and reformats standard numbers and codes across many countries and industries—tax IDs, bank accounts, identity numbers, VAT codes, and financial identifiers.
Install it if you validate or reformat standardized numbers.
Provides elementary financial functions (IRR, NPV, PMT, and others) that were deprecated and removed from NumPy, offering a dedicated replacement for financial calculations.
However, given the aging status (no releases since 2019) and unclear compatibility with modern Python and recent numpy versions, verify that it works with your target…
Panel is a Python framework for building interactive data applications, dashboards, and web apps with widgets, plots, and tables that can be deployed as web services, notebooks, or static exports.
Install it if you need to turn Python data work into interactive web apps or dashboards without learning JavaScript or web frameworks.
Official Python client for accessing live and historical market data from Databento, supporting multiple asset classes, schemas, and data formats with normalized message structures.
Install it if you need programmatic access to Databento's historical or live market data; skip it if you don't have a Databento account or need data from a different…
SDK for integrating WeChat Pay API v3 into Python applications, handling payment processing, certificate management, encryption, and callback verification.
Provides Money and Currency classes for representing monetary values in Python with proper arithmetic and currency handling, avoiding pitfalls of using floats or raw Decimal objects.
PyXIRR is a Rust-backed library that computes financial functions including XIRR, IRR, NPV, and FV with support for multiple day-count conventions and vectorized operations on dates and cash flows.
Python wrapper for the TA-Lib C library providing technical analysis indicators and candlestick pattern recognition for financial market data.
However, you must pre-install the underlying C library on your system—this is non-trivial on some platforms.
EdgarTools parses SEC EDGAR filings into typed Python objects and pandas DataFrames, extracting financial statements, insider trades, fund holdings, and other filing types with a consistent API.
The main gotcha is that you must provide an email to the SEC with every request, but that is a documented requirement.
Provides over 150 technical analysis indicators and 60 candlestick patterns for financial data, optimized with numba and numpy, and integrated as a pandas DataFrame extension.
However, the Beta status, 334-day maintenance gap, and unclear license terms warrant caution—verify the license for your use case and be prepared for potential…
QuantLib provides Python bindings to a C++ library for quantitative finance, offering tools for pricing derivatives, managing portfolios, and modeling financial instruments.
However, be aware of the threading limitations documented in the description—single-threaded or carefully partitioned multi-threaded designs are required.
Rounds numbers by significant figures, decimal places, or uncertainty, and formats them in multiple scientific and publication styles with results that match expected mathematical behavior.
mplfinance provides matplotlib-based visualization for financial market data, enabling candlestick charts, OHLC plots, and technical analysis overlays from pandas DataFrames.
However, do not rely on it for active bug fixes or new features—test compatibility with your matplotlib and pandas versions before production use, and consider it a…
Provides ISO 4217 currency data as a Python enum, allowing you to look up currency codes, names, and exponent values (minor unit precision) programmatically.
Install it if you need reliable ISO 4217 currency lookups; the enum interface is clean and the dependency footprint is minimal.
A Python client for the SEC-API.io service that provides programmatic access to SEC EDGAR filings, exhibits, and structured financial data covering 20+ million filings and 1.1M+ entities since 1993.
Vectorized backtesting engine that packs thousands of trading strategy configurations into NumPy arrays and runs them in parallel using Numba acceleration, turning grid searches into seconds instead of hours.
However, verify the fair-code Apache 2.0 + Commons Clause license terms before using in commercial or proprietary products—the license treatment is flagged as unclear…
dj-stripe syncs Stripe payment objects into Django models via webhooks, giving you a local database copy of your Stripe data that stays in sync automatically.
Provides fiscal year, quarter, month, and day abstractions that extend Python's datetime and calendar modules to work with fiscal calendars instead of calendar years.
Install it if fiscal periods are part of your domain; skip it if you only work with calendar years.
Longbridge provides a Python SDK for accessing Longbridge's OpenAPI, enabling programmatic access to real-time quotes, trading, account management, and financial data across multiple market contexts.
However, the unclear license status is a blocker for commercial use—verify licensing terms in the repository before deploying in proprietary projects.
Backtrader is a Python backtesting and live trading engine that simulates trading strategies against historical data and supports live execution with multiple brokers and data sources.
However, maintenance is dormant—the last release was April 2023—so expect no new features or timely bug fixes.
Generates, validates, and extracts Factur-X, Order-X, and UBL electronic invoicing XML from PDF documents, supporting European e-invoicing standards EN 16931 and ZUGFeRD.
Install it if you need to generate, validate, or extract European e-invoicing standards (Factur-X, Order-X, UBL) or integrate EN 16931 compliance into invoice workflows.
PyXero is a Python client library for the Xero accounting REST API, supporting OAuth2 and PKCE authentication flows.
QuantStats computes portfolio performance metrics (Sharpe ratio, volatility, drawdown, win rate) and generates visualizations and HTML tearsheets for analyzing investment returns.
Provides 130+ technical analysis indicators and candlestick patterns for financial data analysis, callable directly on Pandas DataFrames or as standalone functions.
However, maintenance is aging (last release 319 days ago), so verify that the indicator set and accuracy meet your specific requirements before relying on it for…
NautilusTrader is a Rust-native event-driven trading engine that runs research backtests and live trading strategies using the same deterministic code, with Python as the control plane for strategy logic.
A Python client library for querying Energy Quantified's time series database, enabling access to thousands of energy market data series with pandas and polars integration.
Downloads SEC EDGAR company filings by ticker or CIK, supporting all SEC filing types with optional date filtering and amendment inclusion.
Pandas TA Classic provides 193 technical indicators and 62 native candlestick patterns as a Pandas DataFrame extension, enabling technical analysis workflows without requiring TA-Lib.
Install it if you need technical analysis indicators in pandas workflows and want to avoid TA-Lib compilation or licensing complexity.
Client library for accessing LSEG Data Platform financial data through multiple connection methods, providing abstraction layers for pricing, fundamental data, historical data, and real-time streaming.
However, the aging maintenance status (last release 497 days ago) means you should verify ongoing support and check that your use case aligns with the documented…
PyPortfolioOpt implements portfolio optimization methods including mean-variance optimization, Black-Litterman allocation, and Hierarchical Risk Parity to compute optimal asset allocations based on expected returns and risk models.
Install it if you need to compute optimal asset allocations from expected returns and risk estimates.
Connects Python to MetaTrader 5 Terminal to retrieve financial market data (bars, ticks, instrument details) and execute trading operations via the platform's API.
Calculates option prices, implied volatility, and Greeks using Black, Black-Scholes, and Black-Scholes-Merton models, built on Peter Jaeckel's LetsBeRational algorithm for fast implied volatility computation.
Python client library for the TaxJar Sales Tax API, providing methods to calculate sales tax, manage orders and refunds, validate addresses, and retrieve tax rates and categories.
However, the last commit was 487 days ago—verify that it still works reliably with current TaxJar API endpoints before relying on it in production.
Provides REST and WebSocket clients for trading on Kraken's Spot and Futures markets, plus a command-line interface for direct API access.
Provides Python access to over 300,000 economic indicators, exchange rates, stock indexes, bond yields, and commodity prices from Trading Economics' databases, with support for XML, CSV, and JSON export.
Install it if you need programmatic access to Trading Economics' economic and market data; the main prerequisite is obtaining an API key from Trading Economics.
vollib calculates option prices, implied volatility, and Greeks using Black, Black-Scholes, and Black-Scholes-Merton models, with fast implied volatility computation via Peter Jaeckel's LetsBeRational algorithm.