clj-yfinance.parquet — com.github.clojure-finance/clj-yfinance 0.1.6

Optional Parquet save/load functions for clj-yfinance datasets.

REQUIRES: Add to your deps.edn aliases: {:parquet {:extra-deps {com.techascent/tmd-parquet {:mvn/version "1.000-beta-39"} techascent/tech.ml.dataset {:mvn/version "7.032"}}}}

Then start your REPL with: clojure -M:parquet:nrepl

USAGE: (require '[clj-yfinance.parquet :as yfp])

;; Save and load historical data (yfp/save-historical! "AAPL" "aapl.parquet" :period "5y") (yfp/load-historical "aapl.parquet")

;; Save a multi-ticker dataset in one file (yfp/save-multi-ticker! ["AAPL" "GOOGL" "MSFT"] "prices.parquet" :period "1y") (yfp/load-dataset "prices.parquet")

load-dataset clj

(load-dataset path)

Load any Parquet file and return a dataset. Column names are keywordized on load.

Example: (load-dataset "prices.parquet")

load-historical clj

(load-historical path)

Load a Parquet file saved by save-historical! and return a dataset.

Column names are keywordized on load. Column types are restored as saved: :timestamp (int64), OHLCV as float64/int64.

Example: (load-historical "aapl.parquet")

save-dataset! clj

(save-dataset! ds path)

Save an arbitrary tech.v3.dataset to a Parquet file.

Use this when you have already transformed a dataset and want to persist it.

Example: (require '[tablecloth.api :as tc]) (-> (yfd/historical->dataset "AAPL" :period "1y") (tc/add-column :log-return ...) (yfp/save-dataset! "aapl-enriched.parquet"))

save-historical! clj

(save-historical! ticker path & opts)

Fetch historical OHLCV data for ticker and save to a Parquet file.

Returns the dataset on success, nil if fetch fails or data is empty.

Options are passed through to fetch-historical: :period, :interval, :start, :end, :adjusted, :prepost

Examples: (save-historical! "AAPL" "aapl.parquet" :period "5y") (save-historical! "TSLA" "tsla-1h.parquet" :start start-inst :end end-inst :interval "1h")

save-multi-ticker! clj

(save-multi-ticker! tickers path & opts)

Fetch historical OHLCV data for multiple tickers and save to a single Parquet file.

The dataset includes a :ticker column to identify each row's source. Returns the combined dataset on success, nil if all fetches fail.

Options are passed through to fetch-historical: :period, :interval, :start, :end, :adjusted, :prepost

Examples: (save-multi-ticker! ["AAPL" "GOOGL" "MSFT"] "tech.parquet" :period "1y") (save-multi-ticker! tickers "portfolio.parquet" :period "5y")