HaverDataProvider#

class qf_lib.data_providers.haver.haver_data_provider.HaverDataProvider(settings: Settings)[source]#

Bases: AbstractPriceDataProvider

Constructs a new HaverDataProvider instance.

Parameters:

settings – Settings object, which should contain path to the directory with the Haver database

get_history(tickers: HaverTicker | Sequence[HaverTicker], fields=None, start_date: datetime = None, end_date: datetime = None, **kwargs) → QFSeries | QFDataFrame[source]#

Gets historical fields for Haver tickers.

Parameters:

  • tickers (HaverTicker, Sequence[HaverTicker]) – Haver tickers, for which the prices should be returned

  • fields – should be equal to None as each ticker corresponds to one timeseries and there is no such thing as a field in the Haver DB

  • start_date (datetime) – date representing the beginning of historical period from which data should be retrieved

  • end_date (datetime) – date representing the end of historical period from which data should be retrieved; if no end_date was provided, by default the current date will be used

Return type:

QFSeries, QFDataFrame

price_field_to_str_map() → Dict[PriceField, str | None][source]#

Haver stores only end of day figures. Use PriceField.Close to obtain them

supported_ticker_types()[source]#

Returns classes of tickers which are supported by this DataProvider.