Provides functionality for financial data-analysis, including data scanners for the Ethereum Blockchain and Yahoo Finance
Installing and Loading
INSTALL scrooge FROM community;
LOAD scrooge;
Example
-- Set the RPC Provider
SET eth_node_url = 'https://mempool.merkle.io/rpc/eth/pk_mbs_0b647b195065b3294a5254838a33d062';
-- Query Transfer events of USDT from blocks 20034078 - 20034100 while parallelizing on one block per thread
FROM read_eth(
'USDT',
'Transfer',
20034078,
20034100,
blocks_per_thread = 1
);
About scrooge
Scrooge McDuck is a third-party financial extension for DuckDB. This extension's main goal is to support a set of aggregation functions and data scanners for financial data. It currently supports access to the logs of Ethereum nodes and stock information from Yahoo Finance. More information on the supported scanners and functions can be found on Scrooge's wiki page. You can also find a ROI example of Ether on the following blogpost
Added Functions
| function_name | function_type | description | comment | examples |
|---|---|---|---|---|
| ad_line | aggregate | NULL | NULL | |
| annualized_volatility | aggregate | NULL | NULL | |
| atr | aggregate | NULL | NULL | |
| avg_win_loss_ratio | aggregate | NULL | NULL | |
| bollinger_lower | aggregate | NULL | NULL | |
| bollinger_middle | aggregate | NULL | NULL | |
| bollinger_signal | scalar | NULL | NULL | |
| bollinger_upper | aggregate | NULL | NULL | |
| bollinger_width | aggregate | NULL | NULL | |
| bs_call | scalar | NULL | NULL | |
| bs_delta_call | scalar | NULL | NULL | |
| bs_delta_put | scalar | NULL | NULL | |
| bs_gamma | scalar | NULL | NULL | |
| bs_implied_vol | scalar | NULL | NULL | |
| bs_put | scalar | NULL | NULL | |
| bs_theta_call | scalar | NULL | NULL | |
| bs_theta_put | scalar | NULL | NULL | |
| bs_vega | scalar | NULL | NULL | |
| calmar_ratio | aggregate | NULL | NULL | |
| cmf | aggregate | NULL | NULL | |
| coingecko | table | NULL | NULL | |
| composite_score | scalar | NULL | NULL | |
| cumulative_return | aggregate | NULL | NULL | |
| dema | aggregate | NULL | NULL | |
| drawdown_duration | aggregate | NULL | NULL | |
| ema | aggregate | NULL | NULL | |
| expectancy | aggregate | NULL | NULL | |
| first_s | aggregate | NULL | NULL | |
| fred_series | table | NULL | NULL | |
| information_ratio | aggregate | NULL | NULL | |
| is_doji | scalar | NULL | NULL | |
| is_engulfing | scalar | NULL | NULL | |
| is_evening_star | scalar | NULL | NULL | |
| is_hammer | scalar | NULL | NULL | |
| is_morning_star | scalar | NULL | NULL | |
| is_shooting_star | scalar | NULL | NULL | |
| kelly_fraction | scalar | NULL | NULL | |
| last_s | aggregate | NULL | NULL | |
| log_return | scalar | NULL | NULL | |
| ma_crossover_signal | scalar | NULL | NULL | |
| macd_line | aggregate | NULL | NULL | |
| max_drawdown | aggregate | NULL | NULL | |
| mfi | aggregate | NULL | NULL | |
| momentum_score | aggregate | NULL | NULL | |
| obv | aggregate | NULL | NULL | |
| pivot_point | scalar | NULL | NULL | |
| pivot_r1 | scalar | NULL | NULL | |
| pivot_r2 | scalar | NULL | NULL | |
| pivot_r3 | scalar | NULL | NULL | |
| pivot_s1 | scalar | NULL | NULL | |
| pivot_s2 | scalar | NULL | NULL | |
| pivot_s3 | scalar | NULL | NULL | |
| portfolio_beta | aggregate | NULL | NULL | |
| portfolio_correlation | aggregate | NULL | NULL | |
| profit_factor | aggregate | NULL | NULL | |
| read_eth | table | NULL | NULL | |
| relative_strength | aggregate | NULL | NULL | |
| rsi | aggregate | NULL | NULL | |
| rsi_signal | scalar | NULL | NULL | |
| sharpe_ratio | aggregate | NULL | NULL | |
| simple_return | scalar | NULL | NULL | |
| sma | aggregate | NULL | NULL | |
| sortino_ratio | aggregate | NULL | NULL | |
| stochastic_k | aggregate | NULL | NULL | |
| tema | aggregate | NULL | NULL | |
| timebucket | scalar | NULL | NULL | |
| value_at_risk | aggregate | NULL | NULL | |
| volatility | aggregate | NULL | NULL | |
| vwap | aggregate | NULL | NULL | |
| win_rate | aggregate | NULL | NULL | |
| wma | aggregate | NULL | NULL | |
| yahoo_finance | table | NULL | NULL |
Overloaded Functions
| function_name | function_type | description | comment | examples | |—————|—————|————-|———|———-|
Added Types
| type_name | type_size | logical_type | type_category | internal | |———–|———-:|————–|—————|———-|
Added Settings
| name | description | input_type | scope | aliases |
|---|---|---|---|---|
| eth_node_url | URL of Ethereum node to be queried | VARCHAR | GLOBAL | [] |