Energex

Energy derivatives data collection and analysis system with advanced analytics for futures trading.

Features

Data Collection

• Real-time intraday data fetching
• Support for major energy futures contracts
• Efficient storage using DuckDB
• Robust error handling and validation

Analysis Tools

• Data Quality:

  • Price gap detection
  • Volume anomaly detection
  • OHLC consistency checks

• Volatility Analysis:

  • Multiple volatility calculation methods
  • Intraday pattern detection
  • Risk metrics

• Futures Analysis:

  • Term structure analysis
  • Roll yield calculations
  • Basis risk measurement
  • Implied rates

Visualization

• Interactive price charts
• Volume profile analysis
• Term structure visualization
• Futures curve analysis

Installation

pip install energex

Quick Start

from energex.data_fetcher import EnergyDataFetcher
from energex.database import EnergyDatabase
from energex.analysis.volatility import VolatilityAnalyzer
from energex.visualization.charts import MarketVisualizer

# Fetch data
fetcher = EnergyDataFetcher()
data = fetcher.fetch_all_commodities()

# Store in database
db = EnergyDatabase()
db.insert_intraday_data(data)

# Analyze volatility
analyzer = VolatilityAnalyzer(data)
vol_metrics = analyzer.calculate_volatility_metrics()

# Create visualizations
viz = MarketVisualizer(data)
fig = viz.plot_price_quality("CL=F")
fig.show()

Contributing

Contributions are welcome! Please read our Contributing Guidelines for details.

License

This project is licensed under the MIT License - see the LICENSE file for details.