release: v0.19.0

examples/22_yahoo_equities.py

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+"""Yahoo Finance -- stocks, ETFs, indices, FX and futures, free on all tiers.
+
+Demonstrates:
+  - mbt.ingest(provider="yahoo") -- no API key, no license required
+  - Backtesting daily equity bars, exactly like a crypto connector
+  - Dividend-adjusted prices (same convention as yfinance's auto_adjust=True)
+
+Yahoo imposes its own history limits: 1m bars go back 30 days, 1h about two
+years, daily bars back to the listing date. Tickers follow Yahoo's own
+notation: AAPL, SPY, ^GSPC (index), EURUSD=X (FX), ES=F (future),
+BTC-USD (crypto), AIR.PA (Euronext).
+
+Pass `dataset="raw"` to keep unadjusted quotes.
+
+Data: self-contained (network) — ingested on each run from a free connector
+
+Usage:
+    python examples/22_yahoo_equities.py
+"""
+import os
+import tempfile
+
+import manifoldbt as mbt
+from manifoldbt.indicators import close, ema
+from manifoldbt.helpers import time_range, Interval
+
+# -- 1. Pull daily bars from Yahoo (free, all tiers) --------------------------
+tmp = tempfile.mkdtemp()
+store = mbt.ingest(
+    provider="yahoo",
+    symbol="AAPL",
+    symbol_id=1,
+    start="2020-01-01T00:00:00Z",
+    end="2024-01-01T00:00:00Z",
+    interval="1d",
+    asset_class="equity",
+    data_root=os.path.join(tmp, "data"),
+    metadata_db=os.path.join(tmp, "meta.sqlite"),
+)
+print("Ingested:", store.list_symbols())
+
+# -- 2. Backtest on it like any other data ------------------------------------
+strategy = (
+    mbt.Strategy.create("ema_cross")
+    .signal("fast", ema(close, 20))
+    .signal("slow", ema(close, 50))
+    .size(mbt.when(ema(close, 20) > ema(close, 50), 1.0, 0.0))
+    .describe("EMA(20/50) crossover on daily AAPL bars from Yahoo Finance")
+)
+
+start, end = time_range("2020-01-01", "2024-01-01")
+config = mbt.BacktestConfig(
+    universe=[1],
+    time_range_start=start,
+    time_range_end=end,
+    bar_interval=Interval.days(1),
+    initial_capital=10_000,
+    warmup_bars=60,
+)
+
+if __name__ == "__main__":
+    result = mbt.run(strategy, config, store)
+    print(result.summary())