JQuants.jl

GitHub repo: https://github.com/ki-chi/JQuants.jl

Overview

A Julia package for using the J-Quants API that provide Japanese listed issues' price and financial information.

You have to register to use the J-Quants API.

Installation

In the Julia REPL:

] JQuants

julia> using Pkg; Pkg.add("JQuants")

Example

julia> using JQuants

julia> authorize([YOUR REFRESH TOKEN])
true

julia> fetch(FinsStatements(code="86970"));  # Fetch financial statements

API Wrappers

Functions exported from JQuants:

Base.fetch — Method

fetch(api::API, kwargs...)

Fetch data from JQuants API.

Arguments

api::API: API struct to fetch data from
json::Bool: If true, return a vector of the raw JSON strings. The number of elements in the vector is equal to the number of pages of the API response. If false, return a DataFrame. Default is false.

Examples

julia> fetch(ListedInfo(code="72030"));

julia> fetch(ListedInfo(code="72030"), json=true);

source

JQuants.authorize — Function

authorize(refresh_token::AbstractString)
authorize(emailaddress::AbstractString, password::AbstractString)

Authorize by the refresh token refresh_token, or the combination of email address emailaddress and password password. Return true after the authorization.

The details of this API are here and here.

This package temporally holds your ID Token and Refresh Token as the package-internal variables. Once authorized, reauthorization is not required until that the process of Julia exits or the tokens expires. You can check your tokens using JQuants.check_refresh_token() and JQuants.check_id_token().

Examples

julia> reftoken = [YOUR REFRESH TOKEN];

julia> authorize(reftoken)
true

julia> email, pass = [YOUR EMAIL ADDRESS], [YOUR PASSWORD]

julia> authorize(email, pass)
true

source