HaverDataProvider

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

Constructs a new HaverDataProvider instance.

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

Methods:

`get_history`(tickers[, fields, start_date, ...])	Gets historical fields for Haver tickers.
`price_field_to_str_map`()	Haver stores only end of day figures.
`supported_ticker_types`()	Returns classes of tickers which are supported by this DataProvider.

get_history(tickers: Union[HaverTicker, Sequence[HaverTicker]], fields=None, start_date: datetime = None, end_date: datetime = None, **kwargs) → Union[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, Optional[str]][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.