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d3537dd155
* add support for Python 3.14 * escape % in argparse_translator in help strings * black * cli python version string * fix test param placeholder * fix integration_tests_testers * add 3.14 to ODP Desktop environment creation choices * partial lock update * update lock files * and the rest of the locks --------- Co-authored-by: deeleeramone <>
OpenBB Fama-French Extension
This extension implements the Ken French data library (Source: https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html) as an OpenBB Platform Provider and Router extension.
Installation
Install this extension with:
pip install openbb-famafrench
Coverage
The extension provides six API endpoints:
In [1]: from openbb import obb
In [2]: obb.famafrench
Out[2]:
/famafrench
breakpoints
country_portfolio_returns
factor_choices <-- Utility function serving choices to the OpenBB Workspace widget
factors
international_index_returns
regional_portfolio_returns
us_portfolio_returns
Usage
The most common use will be for retrieving the 3 and 5-factor models, default state is 3-factors, at a monthly interval, for the United States.
from openbb import obb
factors = obb.famafrench.factors()
Or, by region and factor:
momentum = obb.famafrench.factors(factor="momentum", region="europe")
Metadata corresponding to the file downloaded is available under, extra["results_metadata"], of the results object.
factors.extra["results_metadata"]
{
'description': '### \n\nThis file was created using the 202504 CRSP database. The 1-month TBill rate data until 202405 are from Ibbotson Associates. Starting from 202406, the 1-month TBill rate is from ICE BofA US 1-Month Treasury Bill Index.\n\n',
'frequency': 'monthly',
'formations': ['Mkt-RF', 'SMB', 'HML', 'RF']
}
Refer to the endpoint's docstring for detailed descriptions.