fincore-py documentation

fincore-py is an event-driven financial data and analytics framework for building real-time market infrastructure. It is designed for engineers who understand data systems, streams, schemas, and downstream storage, but may not yet know market conventions or financial terminology.

The package imports as fincore and currently focuses on:

• instrument discovery for stocks, ETFs, and public Treasury yield series

• fuzzy name resolution, such as "Apple" to "AAPL"

• Yahoo Finance OHLCV bars across daily and intraday intervals

• public FRED Treasury yield observations

• historical replay streams

• delayed polling streams for latest bars

• Kafka-ready event envelopes

• normalized analytics metric events

Guide

• Getting started
  • Installation
  • Basic usage
  • Market context
• Core concepts
  • Product motive
  • Data namespace
  • Market context
  • Analytics namespace
  • Sources
  • Event envelopes
  • Intervals
  • Lookback
• Output schemas
  • Instrument
  • Bar
  • Bond yield observation
  • Bar stream event
  • Bond yield stream event
  • Metric event
• Finance concepts for data developers
  • Instrument
  • Ticker symbol
  • OHLCV bars
  • Interval
  • Returns
  • Momentum
  • Velocity and acceleration
  • Volatility
  • AUC
• Analytics calculations
  • Data flow
  • Normalized input bar
  • Metric events
  • Windows and warm-up
  • Current metrics
  • Batch mode
  • Streaming mode
  • How to read metric events
• Brand system
  • Wordmark
  • Palette
  • Typography
  • Design principles
• Streaming
  • Historical replay
  • Delayed polling stream
  • Kafka
  • TimescaleDB direction
• API reference
  • Data client
  • Market constants
  • Sources
  • Utilities
  • Events
  • Kafka
  • Analytics