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Data Sources

SQA supports multiple data sources for historical stock price data.

Available Data Sources

Alpha Vantage (Primary)

Free API with generous limits for historical and real-time data.

Setup: 

export AV_API_KEY="your_key_here"

Features: - Daily historical data - Adjusted closing prices - Up to 20 years of history - API key required (free)

Get API Key →

Yahoo Finance (Fallback)

Web scraping fallback for when Alpha Vantage is unavailable.

Features: - No API key required - Less reliable (web scraping) - Good for testing

CSV Files (Custom)

Import your own data from CSV files.

Format: 

Date,Open,High,Low,Close,Adj Close,Volume
2024-01-01,150.0,152.0,149.0,151.0,151.0,1000000

Place CSV files in ~/sqa_data/ named as {ticker}.csv.

Data Format

SQA uses a standardized column format:

  • timestamp - Date of trading day
  • open_price - Opening price
  • high_price - Highest price
  • low_price - Lowest price
  • close_price - Closing price
  • adj_close_price - Adjusted closing price
  • volume - Trading volume

Configuration

Set data directory in config:

SQA.config.data_dir = "/path/to/data"

Or via environment:

export SQA_DATA_DIR="/path/to/data"