fin-libraries

Plugin fin-libraries from marketplace fin-skills in howard-lynn-ye/fin-skills. Commands read from the repo's manifest — 1 month ago.

Skills (24)

• lib-akshare

  akshare is the widest free Chinese-market scraper (1,103 public interfaces) and it purges its own PyPI history, so you cannot pin it. TRIGGER - akshare, "import akshare as ak", pip install akshare, stock_zh_a_hist, stock_zh_a_daily, index_stock_cons_csindex, stock_zt_pool_em, stock_zh_a_stop_em, adj

• lib-alpaca-py

  Alpaca's current Python SDK, which defaults to the paper host but lets url_override silently send live orders from a client that believes it is in the sandbox. TRIGGER - import alpaca, pip install alpaca-py, TradingClient, StockHistoricalDataClient, CryptoHistoricalDataClient, submit_order, LimitOrd

• lib-alphalens

  alphalens-reloaded scores cross-sectional factors, and its forward return starts at date t's OWN price - it never lags your factor. TRIGGER - alphalens, alphalens-reloaded, "import alphalens as al", get_clean_factor_and_forward_returns, compute_forward_returns, factor_information_coefficient, mean_r

• lib-arch

  The reference GARCH implementation in Python, and the home of SPA/StepM/MCS - which all take LOSSES, so passing returns silently inverts the test and names your worst strategy as the best. TRIGGER - arch, arch_model, arch.bootstrap, arch.univariate, SPA, RealityCheck, StepM, MCS, optimal_block_lengt

• lib-backtesting-py

  Single-asset bar-loop backtester with honest next-open fills, an AGPL-3.0 licence, and an indicator API that computes over the entire series before slicing. TRIGGER - from backtesting import Backtest, Strategy; pip install backtesting, bt = Backtest(df, MyStrategy), bt.run(), bt.optimize(), self.I()

• lib-ccxt

  The unified MIT client for 100+ crypto venues - and not a backtester, with an OHLCV endpoint that silently truncates and returns an unclosed final bar. TRIGGER - import ccxt, import ccxt.pro, import ccxt.async_support, pip install ccxt, fetch_ohlcv, fetchOHLCV, load_markets, fetch_markets, create_or

• lib-edgartools

  edgartools is the default free SEC EDGAR client - typed objects for 20+ form types, XBRL statements, no API key - and it 403s on every request until you call set_identity(). TRIGGER - edgartools, "from edgar import Company, set_identity", set_identity, Company("AAPL"), get_filings, filing.xbrl(), ge

• lib-fredapi

  fredapi wraps FRED/ALFRED and is the primary anti-look-ahead tool in macro - and three of its four vintage methods are buggy in source. TRIGGER - fredapi, "from fredapi import Fred", Fred(api_key=), FRED_API_KEY, get_series, get_series_all_releases, get_series_as_of_date, get_series_first_release, g

• lib-freqtrade

  freqtrade is a live-first crypto bot with the best bias detectors in the field and a backtester that assumes zero slippage always. TRIGGER - freqtrade, "freqtrade backtesting", freqtrade trade/hyperopt/download-data, lookahead-analysis, recursive-analysis, startup_candle_count, IStrategy, populate_i

• lib-ib-async

  The maintained Interactive Brokers Python client - successor to the archived ib_insync - where one digit of the port number is all that separates paper from live. TRIGGER - import ib_async, from ib_async import IB, pip install ib_async, ib.connect, clientId, ports 7496 7497 4001 4002, TWS, IB Gatewa

• lib-nautilus-trader

  Event-driven Rust-core engine with the strongest execution modelling in open source, gated to Python 3.12-3.14, where a wrong ts_init silently makes every bar visible one interval early. TRIGGER - import nautilus_trader, pip install nautilus_trader, BacktestEngine, BacktestNode, TradingNode, Strateg

• lib-polars

  The polars wheel is now an empty 865 KB py3-none-any shim hard-pinned to polars-runtime-32, so a lockfile listing only polars does not pin the engine. TRIGGER - polars, "import polars as pl", LazyFrame, scan_parquet, collect(), pl.col, join_asof, group_by, with_columns, polars-runtime-32, polars-run

• lib-purgedcv

  The only genuinely sklearn-protocol-compliant purged and embargoed splitter, and the one that refuses to run until you state when each label resolved - understate evaluation_times and it silently reintroduces the leak while reporting clean folds. TRIGGER - purgedcv, PurgedKFold, PBO, CPCV, probabili

• lib-pyportfolioopt

  Textbook mean-variance and Black-Litterman optimizer whose HRPOpt silently accepts a price matrix where it requires returns and returns plausible garbage. TRIGGER - pypfopt, PyPortfolioOpt, EfficientFrontier, HRPOpt, CovarianceShrinkage, DiscreteAllocation, BlackLittermanModel, EfficientCVaR, Effici

• lib-qlib

  Microsoft Qlib (pip name pyqlib, imported as qlib) ships Alpha158/Alpha360 and a default normalizer that leaks your test set into training, silently. TRIGGER - qlib, pyqlib, "pip install pyqlib", qlib.init, provider_uri, REG_CN, Alpha158, Alpha360, DataHandlerLP, ZScoreNorm, CSZScoreNorm, fit_start_

• lib-quantlib

  The only broadly-permissive, mature, full-coverage derivatives library in Python, whose global evaluationDate returns an NPV of exactly 0.0 with no warning once it is past expiry. TRIGGER - QuantLib, "import QuantLib as ql", QuantLib-SWIG, QuantLib-Python, Settings.instance(), evaluationDate, ql.Dat

• lib-quantstats

  The tearsheet library whose cagr(rf=...) accepts your risk-free rate and silently discards it - "cagr" sits on an exclusion list inside _prepare_returns, which dispatches on the caller's function name. TRIGGER - quantstats, "import quantstats as qs", qs.reports.html, qs.stats.sharpe, qs.stats.cagr,

• lib-riskfolio

  The 26-risk-measure portfolio optimizer whose stateful API optimizes against stale or missing mu and Sigma - with no error - if you forget assets_stats(). TRIGGER - riskfolio, Riskfolio-Lib, "import riskfolio as rp", rp.Portfolio, rp.HCPortfolio, assets_stats, port.optimization, hcp.optimization, mo

• lib-skfolio

  The sklearn-compatible portfolio estimator library whose CombinatorialPurgedCV breaks sklearn's own split() contract - it yields (train, [test_0, ...]), and normal two-variable unpacking mis-partitions your data without raising. TRIGGER - skfolio, skfolio.optimization, MeanRisk, RiskBudgeting, Hiera

• lib-talib

  The C reference implementation of technical indicators, where every pure-Python port disagrees during warm-up and none of them say so. TRIGGER - import talib, pip install TA-Lib, ta-lib-python, talib.RSI, talib.MACD, talib.ATR, talib.ADX, talib.BBANDS, talib.OBV, from talib import abstract, talib.ge

• lib-tushare

  tushare is the cheapest source of genuinely point-in-time A-share fundamentals, and it sends your token over plaintext HTTP. TRIGGER - tushare, tushare pro, "import tushare as ts", ts.pro_api, pro_bar, adj="qfq", stock_basic, list_status, daily_basic, adj_factor, income, balancesheet, f_ann_date, an

• lib-vectorbt

  Vectorized Numba/Rust backtester built for parameter sweeps, whose from_signals fills at the signal's own bar close by default. TRIGGER - import vectorbt as vbt, pip install vectorbt, vbt.Portfolio.from_signals, from_orders, from_holding, ma_crossed_above, vbt.MA.run, vbt.IndicatorFactory, .vbt.sign

• lib-vollib

  Machine-precision implied volatility with no bracketing, behind a package name restructured in 2026 - py_vollib is now a DEAD SHIM with four files and zero library code, and every pre-2026 tutorial installs it. TRIGGER - vollib, py_vollib, py_vollib_vectorized, lets_be_rational, "Let's Be Rational",

• lib-yfinance

  The default free Yahoo Finance downloader, whose yf.download() now returns pre-adjusted OHLC with no Adj Close column at all. TRIGGER - import yfinance as yf, pip install yfinance, yf.download, yf.Ticker, Ticker.history, auto_adjust, multi_level_index, ignore_tz, repair=True, get_shares_full, yf.Sea

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