FinNLP provides a playground for all people interested in LLMs and NLP in Finance. Here we provide full pipelines for LLM training and finetuning in the field of finance.
US
# Finnhub (Yahoo Finance, Reuters, SeekingAlpha, CNBC...)fromfinnlp.data_sources.news.finnhub_date_rangeimportFinnhub_Date_Rangestart_date="2023-01-01"end_date="2023-01-03"config= { "use_proxy": "us_free", # use proxies to prvent ip blocking"max_retry": 5, "proxy_pages": 5, "token": "YOUR_FINNHUB_TOKEN"# Available at https://finnhub.io/dashboard } news_downloader=Finnhub_Date_Range(config) # initnews_downloader.download_date_range_stock(start_date,end_date) # Download headersnews_downloader.gather_content() # Download contentsdf=news_downloader.dataframeselected_columns= ["headline", "content"] df[selected_columns].head(10) --------------------# headline content# 0 My 26-Stock $349k Portfolio Gets A Nice Petrob... Home\nInvesting Strategy\nPortfolio Strategy\n...# 1 Apple’s Market Cap Slides Below $2 Trillion fo... Error# 2 US STOCKS-Wall St starts the year with a dip; ... (For a Reuters live blog on U.S., UK and Europ...# 3 Buy 4 January Dogs Of The Dow, Watch 4 More Home\nDividends\nDividend Quick Picks\nBuy 4 J...# 4 Apple's stock market value falls below $2 tril... Jan 3 (Reuters) - Apple Inc's \n(AAPL.O)\n sto...# 5 CORRECTED-UPDATE 1-Apple's stock market value ... Jan 3 (Reuters) - Apple Inc's \n(AAPL.O)\n sto...# 6 Apple Stock Falls Amid Report Of Product Order... Apple stock got off to a slow start in 2023 as...# 7 US STOCKS-Wall St starts the year with a dip; ... Summary\nCompanies\nTesla shares plunge on Q4 ...# 8 More than $1 trillion wiped off value of Apple... apple store\nMore than $1 trillion has been wi...# 9 McLean's Iridium inks agreement to put its sat... The company hasn't named its partner, but it's...
China
# Sina Financefromfinnlp.data_sources.news.sina_finance_date_rangeimportSina_Finance_Date_Rangestart_date="2016-01-01"end_date="2016-01-02"config= { "use_proxy": "china_free", # use proxies to prvent ip blocking"max_retry": 5, "proxy_pages": 5, } news_downloader=Sina_Finance_Date_Range(config) # initnews_downloader.download_date_range_all(start_date,end_date) # Download headersnews_downloader.gather_content() # Download contentsdf=news_downloader.dataframeselected_columns= ["title", "content"] df[selected_columns].head(10) --------------------# title content# 0 分析师：伊朗重回国际原油市场无法阻止 新浪美股讯 北京时间1月1日晚CNBC称，加拿大皇家银行（RBC）分析师Helima Cro...# 1 FAA：波音767的逃生扶梯存在缺陷 新浪美股讯 北京时间1日晚，美国联邦航空局（FAA）要求航空公司对波音767机型的救生扶梯进...# 2 非制造业新订单指数创新高 需求回升力度明显 中新社北京1月1日电 （记者 刘长忠）记者1日从中国物流与采购联合会获悉，在最新发布的201...# 3 雷曼兄弟针对大和证券提起索赔诉讼 新浪美股讯 北京时间1日下午共同社称，2008年破产的美国金融巨头雷曼兄弟公司的清算法人日前...# 4 国内钢铁PMI有所回升 钢市低迷形势有所改善 新华社上海1月1日专电（记者李荣）据中物联钢铁物流专业委员会1日发布的指数报告，2015年1...# 5 马息岭凸显朝鲜旅游体育战略 新浪美股北京时间1日讯 三位单板滑雪手将成为最早拜访马息岭滑雪场的西方专业运动员，他们本月就...# 6 五洲船舶破产清算 近十年来首现国有船厂倒闭 （原标题：中国首家国有船厂破产倒闭）\n低迷的中国造船市场，多年来首次出现国有船厂破产清算的...# 7 过半城市房价环比上涨 百城住宅均价加速升温 资料图。中新社记者 武俊杰 摄\n中新社北京1月1日电 (记者 庞无忌)中国房地产市场在20...# 8 经济学人：巴西病根到底在哪里 新浪美股北京时间1日讯 原本，巴西人是该高高兴兴迎接2016年的。8月间，里约热内卢将举办南...# 9 中国首家国有船厂破产倒闭:五洲船舶目前已停工 低迷的中国造船市场，多年来首次出现国有船厂破产清算的一幕。浙江海运集团旗下的五洲船舶修造公司...# Eastmoney 东方财富fromfinnlp.data_sources.news.eastmoney_streamingimportEastmoney_Streamingpages=3stock="600519"config= { "use_proxy": "china_free", "max_retry": 5, "proxy_pages": 5, } news_downloader=Eastmoney_Streaming(config) news_downloader.download_streaming_stock(stock,pages) df=news_downloader.dataframeselected_columns= ["title", "create time"] df[selected_columns].head(10) --------------------# title create time# 0 茅台2022年报的12个小秘密 04-09 19:40# 1 东北证券维持贵州茅台买入评级 预计2023年净利润同比 04-09 11:24# 2 贵州茅台：融资余额169.34亿元，创近一年新低（04-07 04-08 07:30# 3 贵州茅台：融资净买入1248.48万元，融资余额169.79亿 04-07 07:28# 4 贵州茅台公益基金会正式成立 04-06 12:29# 5 贵州茅台04月04日获沪股通增持19.55万股 04-05 07:48# 6 贵州茅台：融资余额169.66亿元，创近一年新低（04-04 04-05 07:30# 7 4月4日北向资金最新动向（附十大成交股） 04-04 18:48# 8 大宗交易：贵州茅台成交235.9万元，成交价1814.59元（ 04-04 17:21# 9 第一上海证券维持贵州茅台买入评级 目标价2428.8元 04-04 09:30
US
# Stocktwitsfromfinnlp.data_sources.social_media.stocktwits_streamingimportStocktwits_Streamingpages=3stock="AAPL"config= { "use_proxy": "us_free", "max_retry": 5, "proxy_pages": 2, } downloader=Stocktwits_Streaming(config) downloader.download_date_range_stock(stock, pages) selected_columns= ["created_at", "body"] downloader.dataframe[selected_columns].head(10) --------------------# created_at body# 0 2023-04-07T15:24:22Z NANCY PELOSI JUST BOUGHT 10,000 SHARES OF APPL...# 1 2023-04-07T15:17:43Z $AAPL $SPY \n \nhttps://amp.scmp.com/news/chi...# 2 2023-04-07T15:17:25Z $AAPL $GOOG $AMZN I took a Trump today. \n\nH...# 3 2023-04-07T15:16:54Z $SPY $AAPL will take this baby down, time for ...# 4 2023-04-07T15:11:37Z $SPY $3T it ALREADY DID - look at the pre-COV...# 5 2023-04-07T15:10:29Z $AAPL $QQQ $STUDY We are on to the next one! A...# 6 2023-04-07T15:06:00Z $AAPL was analyzed by 48 analysts. The buy con...# 7 2023-04-07T14:54:29Z $AAPL both retiring. \n \nCraig....# 8 2023-04-07T14:40:06Z $SPY $QQQ $TSLA $AAPL SPY 500 HAS STARTED🚀😍 BI...# 9 2023-04-07T14:38:57Z Nancy 🩵 (Tim) $AAPL
# Reddit Wallstreetbetsfromfinnlp.data_sources.social_media.reddit_streamingimportReddit_Streamingpages=3config= { "use_proxy": "us_free", "max_retry": 5, "proxy_pages": 2, } downloader=Reddit_Streaming(config) downloader.download_streaming_all(pages) selected_columns= ["created", "title"] downloader.dataframe[selected_columns].head(10) --------------------# created title# 0 2023-04-07 15:39:34 Y’all making me feel like spooderman# 1 2022-12-21 04:09:42 Do you track your investments in a spreadsheet...# 2 2022-12-21 04:09:42 Do you track your investments in a spreadsheet...# 3 2023-04-07 15:29:23 Can a Blackberry holder get some help 🥺# 4 2023-04-07 14:49:55 The week of CPI and FOMC Minutes… 4-6-23 SPY/ ...# 5 2023-04-07 14:19:22 Well let’s hope your job likes you, thanks Jerome# 6 2023-04-07 14:06:32 Does anyone else feel an overwhelming sense of...# 7 2023-04-07 13:47:59 Watermarked Jesus explains the market being cl...# 8 2023-04-07 13:26:23 Jobs report shows 236,000 gain in March. Hot l...# 9 2023-04-07 13:07:15 The recession is over! Let's buy more stocks!
China (Weibo)
# Weibofromfinnlp.data_sources.social_media.weibo_date_rangeimportWeibo_Date_Rangestart_date="2016-01-01"end_date="2016-01-02"stock="茅台"config= { "use_proxy": "china_free", "max_retry": 5, "proxy_pages": 5, "cookies": "Your_Login_Cookies", } downloader=Weibo_Date_Range(config) downloader.download_date_range_stock(start_date, end_date, stock=stock) df=downloader.dataframedf=df.drop_duplicates() selected_columns= ["date", "content"] df[selected_columns].head(10) --------------------# date content# 0 2016-01-01 #舆论之锤#唯品会发声明证实销售假茅台-手机腾讯网O网页链接分享来自浏览器！# 2 2016-01-01 2016元旦节快乐酒粮网官方新品首发，茅台镇老酒，酱香原浆酒：酒粮网茅台镇白酒酱香老酒纯粮原...# 6 2016-01-01 2016元旦节快乐酒粮网官方新品首发，茅台镇老酒，酱香原浆酒：酒粮网茅台镇白酒酱香老酒纯粮原...# 17 2016-01-01 开心，今天喝了两斤酒（茅台+扎二）三个人，开心！# 18 2016-01-01 一家专卖假货的网站某宝，你该学学了！//【唯品会售假茅台：供货商被刑拘顾客获十倍补偿】O唯品...# 19 2016-01-01 一家专卖假货的网站//【唯品会售假茅台：供货商被刑拘顾客获十倍补偿】O唯品会售假茅台：供货商...# 20 2016-01-01 前几天说了几点不看好茅台的理由，今年过节喝点茅台支持下，个人口感，茅台比小五好喝，茅台依然是...# 21 2016-01-01 老杜酱酒已到货，从明天起正式在甘肃武威开卖。可以不相信我说的话，但一定不要怀疑@杜子建的为人...# 22 2016-01-01 【唯品会售假茅台后续：供货商被刑拘顾客获十倍补偿】此前，有网友投诉其在唯品会购买的茅台酒质量...# 23 2016-01-01 唯品会卖假茅台，供货商被刑拘，买家获十倍补偿8888元|此前，有网友在网络论坛发贴（唯品会宣...
US
# SECfromfinnlp.data_sources.company_announcement.secimportSEC_Announcementstart_date="2020-01-01"end_date="2020-06-01"stock="AAPL"config= { "use_proxy": "us_free", "max_retry": 5, "proxy_pages": 3, } downloader=SEC_Announcement(config) downloader.download_date_range_stock(start_date, end_date, stock=stock) selected_columns= ["file_date", "display_names", "content"] downloader.dataframe[selected_columns].head(10) --------------------# file_date display_names content# 0 2020-05-12 [KONDO CHRIS (CIK 0001631982), Apple Inc. (A... SEC Form 4 \n FORM 4UNITED STATES SECURITIES...# 1 2020-04-30 [JUNG ANDREA (CIK 0001051401), Apple Inc. (A... SEC Form 4 \n FORM 4UNITED STATES SECURITIES...# 2 2020-04-17 [O'BRIEN DEIRDRE (CIK 0001767094), Apple Inc.... SEC Form 4 \n FORM 4UNITED STATES SECURITIES...# 3 2020-04-17 [KONDO CHRIS (CIK 0001631982), Apple Inc. (A... SEC Form 4 \n FORM 4UNITED STATES SECURITIES...# 4 2020-04-09 [Maestri Luca (CIK 0001513362), Apple Inc. (... SEC Form 4 \n FORM 4UNITED STATES SECURITIES...# 5 2020-04-03 [WILLIAMS JEFFREY E (CIK 0001496686), Apple I... SEC Form 4 \n FORM 4UNITED STATES SECURITIES...# 6 2020-04-03 [Maestri Luca (CIK 0001513362), Apple Inc. (... SEC Form 4 \n FORM 4UNITED STATES SECURITIES...# 7 2020-02-28 [WAGNER SUSAN (CIK 0001059235), Apple Inc. (... SEC Form 4 \n FORM 4UNITED STATES SECURITIES...# 8 2020-02-28 [LEVINSON ARTHUR D (CIK 0001214128), Apple In... SEC Form 4 \n FORM 4UNITED STATES SECURITIES...# 9 2020-02-28 [JUNG ANDREA (CIK 0001051401), Apple Inc. (A... SEC Form 4 \n FORM 4UNITED STATES SECURITIES...
China
# Juchaofromfinnlp.data_sources.company_announcement.juchaoimportJuchao_Announcementstart_date="2020-01-01"end_date="2020-06-01"stock="000001"config= { "use_proxy": "china_free", "max_retry": 5, "proxy_pages": 3, } downloader=Juchao_Announcement(config) downloader.download_date_range_stock(start_date, end_date, stock=stock, get_content=True, delate_pdf=True) selected_columns= ["announcementTime", "shortTitle","Content"] downloader.dataframe[selected_columns].head(10) --------------------# announcementTime shortTitle Content# 0 2020-05-27 关于2020年第一期小型微型企业贷款专项金融债券发行完毕的公告 证券代码： 000001 证券简称：平安银行 ...# 1 2020-05-22 2019年年度权益分派实施公告 1 证券代码： 000001 证券简称：平安银行 ...# 2 2020-05-20 关于获准发行小微企业贷款专项金融债券的公告 证券代码： 000001 证券简称：平安银行 ...# 3 2020-05-16 监事会决议公告 1 证券代码： 000001 证券简称： 平安银行 ...# 4 2020-05-15 2019年年度股东大会决议公告 1 证券代码： 000001 证券简称：平安银行 ...# 5 2020-05-15 2019年年度股东大会的法律意见书 北京总部 电话 : (86 -10) 8519 -1300 传真 : (86 -10...# 6 2020-04-30 中信证券股份有限公司、平安证券股份有限公司关于公司关联交易有关事项的核查意见 1 中信证券股份有限公司 、平安证券股份有限 公司 关于平安银行股份有限公司 关联交易 有...# 7 2020-04-30 独立董事独立意见 1 平安银行股份有限公司独立董事独立意见 根据《关于在上市公司建立独立董事制度的指导...# 8 2020-04-30 关联交易公告 1 证券代码： 000001 证券简称：平安银行 ...# 9 2020-04-21 2020年第一季度报告全文 证券代码： 000001 证券简称：平安银行 ...
| Platform | Data Type | Related Market | Specified Company | Range Type | Limits | Support |
|---|---|---|---|---|---|---|
| Yahoo | Financial News | US Stocks | √ | Date Range | N/A | √ |
| Reuters | General News | US Stocks | × | Date Range | N/A | Soon |
| Seeking Alpha | Financial News | US Stocks | √ | Streaming | N/A | √ |
| Sina | Financial News | CN Stocks | × | Date Range | N/A | √ |
| Eastmoney | Financial News | CN Stocks | √ | Date Range | N/A | √ |
| Yicai | Financial News | CN Stocks | √ | Date Range | N/A | Soon |
| CCTV | General News | CN Stocks | × | Date Range | N/A | √ |
| US Mainstream Media | Financial News | US Stocks | √ | Date Range | Account (Free) | √ |
| CN Mainstream Media | Financial News | CN Stocks | × | Date Range | Account (￥500/year) | √ |
| Platform | Data Type | Related Market | Specified Company | Range Type | Source Type | Limits | Support |
|---|---|---|---|---|---|---|---|
| Tweets | US Stocks | √ | Date Range | Official | N/A | √ | |
| Sentiment | US Stocks | √ | Date Range | Third Party | N/A | √ | |
| StockTwits | Tweets | US Stocks | √ | Lastest | Official | N/A | √ |
| Reddit (wallstreetbets) | Threads | US Stocks | × | Lastest | Official | N/A | √ |
| Sentiment | US Stocks | √ | Date Range | Third Party | N/A | √ | |
| Tweets | CN Stocks | √ | Date Range | Official | Cookies | √ | |
| Tweets | CN Stocks | √ | Lastest | Official | N/A | √ |
| Platform | Data Type | Related Market | Specified Company | Range Type | Source Type | Limits | Support |
|---|---|---|---|---|---|---|---|
| Juchao (Official Website) | Text | CN Stocks | √ | Date Range | Official | N/A | √ |
| SEC (Official Website) | Text | US Stocks | √ | Date Range | Official | N/A | √ |
| Sina | Text | CN Stocks | √ | Lastest | Third Party | N/A | √ |
| Data Source | Type | Stocks | Dates | Available |
|---|---|---|---|---|
| AShare | News | 3680 | 2018-07-01 to 2021-11-30 | √ |
| stocknet-dataset | Tweets | 87 | 2014-01-02 to 2015-12-30 | √ |
| CHRNN | Tweets | 38 | 2017-01-03 to 2017-12-28 | √ |
MIT License
Disclaimer: We are sharing codes for academic purposes under the MIT education license. Nothing herein is financial advice, and NOT a recommendation to trade real money. Please use common sense and always first consult a professional before trading or investing.