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

  • Retrieve bond ETF yield data from each ETF issuer’s website using a collection of bots for automated data collection

  • Process and store data as a dataframe and CSV file for further analysis or usage in portfolio optimization algorithms

Installation

Clone the repository and navigate to 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 YieldQuery bots to retrieve bond ETF yield data from each ETF issuer’s website. The data will be processed and stored as a dataframe and CSV file for further analysis or usage in portfolio optimization algorithms. You can also run the bots 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. If this happens, please open an issue or submit a pull request.

Documentation

The full documentation is at https://yieldquery.readthedocs.io/en/latest/index.html#.

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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