Metadata-Version: 2.1
Name: frds
Version: 0.1.3rc1
Summary: Financial Research Data Services
Home-page: https://github.com/mgao6767/frds/
Author: Mingze Gao
Author-email: adrian.gao@outlook.com
License: MIT
Description: # FRDS
        
        ![LICENSE](https://img.shields.io/github/license/mgao6767/frds?color=green)
        
        General purpose financial research data services.
        
        ## Install
        
        FRDS requires Python3.8 or higher. To install using `pip`:
        
        ```bash
        pip install frds
        ```
        After installation, a folder `frds` will be created under the user's home
        directory, which contains a `data` folder, a `result` folder and the
        configuration file `config.ini`.
        
        The default `config.ini` is:
        
        ```ini
        [Author]
        name: Mingze Gao
        email: mingze.gao@sydney.edu.au
        institution: University of Sydney
        
        [Paths]
        base_dir: ~/frds
        data_dir: ${base_dir}/data
        result_dir: ${base_dir}/result
        
        [Login]
        wrds_username: 
        wrds_password: 
        ```
        
        You need to enter your WRDS username and password under the login section.
        
        ## Usage
        
        To start estimating various measures, run `frds` as a module:
        
        ```bash
        python -m frds.run
        ```
        The output data will be saved as STATA `.dta` file in the `result` folder.
        
        ## Example
        
        The default measure is
        [`tangibility`](/frds/measures/tangibility.py),
        defined as the Property, Plant and Equipment (Net) scaled by Assets (Total),
        estimated for all firms in the Compustat Fundamental Annual. The result dataset
        is saved in `/result/Tangibility.dta`.
        
        ![result-tangibility](/images/result-tangibility.png)
        
        ## Structure
        
        | Module          | Description                                        |
        |-----------------|----------------------------------------------------|
        | `frds.data`     | provides data access to various data vendors.      |
        | `frds.ra`       | the hard-working RA that does all the computation. |
        | `frds.measures` | the collection of measures to estimate.            |
        
        ## Measures
        
        | Measure                                      | Description                                                  | Datasets Used |
        |----------------------------------------------|--------------------------------------------------------------|---------------|
        | [tangibility](/frds/measures/tangibility.py) | Property, Plant and Equipment (Net) scaled by Assets (Total) | wrds.funda    |
Platform: UNKNOWN
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.8
Classifier: Intended Audience :: End Users/Desktop
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Education
Classifier: Intended Audience :: Science/Research
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Description-Content-Type: text/markdown
