State-of-the-art Financial Analysis & Deep Learning Library

Installation | Quick Start | Documentation | Contributing

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🔥 What is FinLearner?

FinLearner is a comprehensive Python library designed for quantitative researchers, algorithmic traders, and data scientists. It provides production-ready tools for:

• 📈 Deep Learning Forecasting — LSTM/GRU models optimized for time-series prediction
• 💼 Portfolio Optimization — Markowitz Mean-Variance with Monte Carlo simulation
• 📊 Technical Analysis — 20+ indicators including RSI, MACD, Bollinger Bands, Ichimoku Cloud
• 🎯 Options Pricing — Black-Scholes-Merton model with Greeks calculation
• 🧠 Physics-Informed Neural Networks — PINN for solving Black-Scholes PDE
• 📉 Interactive Visualization — Beautiful Plotly-powered financial charts

Philosophy: One library. All the tools you need. From data fetching to model deployment.

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📰 News

Date	News
2025-12	🎉 v0.0.91 released with Physics-Informed Neural Networks (PINN) for options pricing
2025-12	📊 Added Ichimoku Cloud and advanced technical indicators
2025-12	🚀 FinLearner is now available on PyPI!

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📦 Installation

Install with pip (recommended)

pip install finlearner

Install from source

git clone https://github.com/ankitdutta428/finlearner.git
cd finlearner
pip install -e .

Requirements

• Python 3.8+
• TensorFlow 2.10+
• NumPy, Pandas, SciPy, Scikit-learn
• Plotly, Matplotlib, Seaborn
• yfinance

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⚡ Quick Start

🔮 Stock Price Prediction with LSTM

Train a deep learning model to predict stock prices with just a few lines of code:

from finlearner import DataLoader, TimeSeriesPredictor, Plotter

# 1. Fetch and preprocess data
df = DataLoader.download_data('AAPL', start='2020-01-01', end='2024-01-01')

# 2. Initialize and train the LSTM predictor
predictor = TimeSeriesPredictor(lookback_days=60)
predictor.fit(df, epochs=25, batch_size=32)

# 3. Generate predictions
predictions = predictor.predict(df)

# 4. Visualize results
Plotter.plot_prediction(df, predictions, title="Apple Stock Prediction")

💼 Portfolio Optimization (Markowitz)

Find the optimal asset allocation using Modern Portfolio Theory:

from finlearner import PortfolioOptimizer

# Define your portfolio
tickers = ['AAPL', 'GOOG', 'MSFT', 'AMZN', 'TSLA']

# Run optimization with Monte Carlo simulation
optimizer = PortfolioOptimizer(tickers=tickers, start='2023-01-01', end='2024-01-01')
results, optimal_allocation, metrics = optimizer.optimize(num_portfolios=10000)

print("📊 Optimal Allocation (Max Sharpe Ratio):")
print(optimal_allocation)
print(f"\n📈 Expected Return: {metrics[1]:.2%}")
print(f"📉 Volatility: {metrics[0]:.2%}")

📊 Technical Analysis

Apply comprehensive technical indicators to your data:

from finlearner import DataLoader, TechnicalIndicators, Plotter

# Load data
df = DataLoader.download_data('NVDA', start='2023-01-01', end='2024-01-01')

# Add all technical indicators at once
ti = TechnicalIndicators(df)
df_enriched = ti.add_all()  # Adds RSI, MACD, Bollinger Bands, ATR, Ichimoku, etc.

# Or add specific indicators
df = ti.rsi(window=14)
df = ti.macd(fast=12, slow=26, signal=9)
df = ti.bollinger_bands(window=20, num_std=2)

# Interactive candlestick chart
Plotter.candlestick(df_enriched, title="NVIDIA Technical Analysis")

🎯 Options Pricing (Black-Scholes-Merton)

Price European options and calculate Greeks:

from finlearner.options import BlackScholesMerton

# Create option pricer
option = BlackScholesMerton(
    S=100,      # Spot price
    K=100,      # Strike price
    T=1,        # Time to maturity (years)
    r=0.05,     # Risk-free rate
    sigma=0.2,  # Volatility
    q=0.02      # Dividend yield
)

# Calculate prices
call_price = option.price('call')
put_price = option.price('put')

# Calculate Greeks
greeks = option.greeks('call')
print(f"Call Price: ${call_price:.2f}")
print(f"Delta: {greeks['delta']:.4f}")
print(f"Gamma: {greeks['gamma']:.4f}")
print(f"Vega: {greeks['vega']:.4f}")

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🏗️ Architecture

graph TB
    subgraph Data Layer
        A[DataLoader] --> |yfinance| B[Raw OHLCV Data]
    end
    
    subgraph Analysis Layer
        B --> C[TechnicalIndicators]
        B --> D[PortfolioOptimizer]
        B --> E[TimeSeriesPredictor]
    end
    
    subgraph Pricing Layer
        F[BlackScholesMerton] --> G[Option Prices + Greeks]
        H[BlackScholesPINN] --> I[PDE Solutions]
    end
    
    subgraph Visualization Layer
        C --> J[Plotter]
        D --> J
        E --> J
        J --> K[Interactive Charts]
    end
    
    style A fill:#4CAF50,color:#fff
    style E fill:#2196F3,color:#fff
    style F fill:#FF9800,color:#fff
    style J fill:#9C27B0,color:#fff

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📚 Module Reference

Module	Class	Description
finlearner.data	DataLoader	Unified data fetching wrapper for Yahoo Finance
finlearner.models	TimeSeriesPredictor	LSTM-based time series forecasting
finlearner.portfolio	PortfolioOptimizer	Markowitz Mean-Variance optimization
finlearner.technical	TechnicalIndicators	20+ technical analysis indicators
finlearner.options	BlackScholesMerton	European option pricing with Greeks
finlearner.pinn	BlackScholesPINN	Physics-Informed Neural Network for Black-Scholes
finlearner.plotting	Plotter	Interactive visualization with Plotly
finlearner.utils	check_val	Model validation utilities

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📊 Technical Indicators Available

Category	Indicators
Trend	SMA, EMA, MACD, Ichimoku Cloud
Momentum	RSI, Stochastic Oscillator, CCI
Volatility	Bollinger Bands, ATR
Volume	OBV (On-Balance Volume)

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🧪 Testing

Run the test suite:

# Run all tests
pytest tests/ -v

# Run with coverage report
pytest tests/ --cov=finlearner --cov-report=term-missing

# Run specific test module
pytest tests/test_options.py -v

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🤝 Contributing

We welcome contributions from the community! Here's how to get started:

1. Fork the repository
2. Create a feature branch (git checkout -b feature/AmazingFeature)
3. Write tests for your changes
4. Commit your changes (git commit -m 'Add AmazingFeature')
5. Push to the branch (git push origin feature/AmazingFeature)
6. Open a Pull Request

Development Setup

# Clone your fork
git clone https://github.com/YOUR_USERNAME/finlearner.git
cd finlearner

# Create virtual environment
python -m venv venv
source venv/bin/activate  # On Windows: venv\Scripts\activate

# Install in development mode
pip install -e ".[dev]"

# Run tests
pytest tests/ -v

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📖 Documentation

• 📘 User Guide
• 📗 API Reference
• 📙 Examples

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🗺️ Roadmap

• Backtesting engine for strategy testing
• Risk metrics (VaR, CVaR, Maximum Drawdown)
• Transformer-based forecasting models
• Sentiment analysis integration
• Additional data sources (Alpha Vantage, Polygon.io)
• CLI interface for quick analysis

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📝 Citation

If you use FinLearner in your research, please cite:

@software{finlearner2024,
  author = {Dutta, Ankit},
  title = {FinLearner: A Comprehensive Financial Analysis and Deep Learning Library},
  year = {2025},
  publisher = {GitHub},
  url = {https://github.com/ankitdutta428/finlearner}
}

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📄 License

Distributed under the Apache 2.0 License. See LICENSE for more information.

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🙏 Acknowledgments

• yfinance for financial data
• TensorFlow for deep learning infrastructure
• Plotly for interactive visualizations
• The open-source quantitative finance community

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Built with ❤️ by Ankit Dutta