3 dépôts
Extensible systems for defining and registering custom data processing steps.
Distinguishing note: Focuses on the extensibility and registration of custom augmentation classes.
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This project is a modular research toolkit designed for developing, training, and evaluating deep learning models for object detection, segmentation, and video instance tracking. It provides a flexible training engine that manages complex neural network execution, including distributed training, custom lifecycle hooks, and weight optimization. The framework is built around a hierarchical configuration system that allows users to define architectures, data pipelines, and training hyperparameters through composable, inheritable files. The project distinguishes itself through its highly modular
Enables defining and registering custom data augmentation steps within training pipelines.
Nautilus Trader is a high-performance algorithmic trading framework built in Rust, designed for the development, backtesting, and live execution of automated trading strategies. It provides a comprehensive platform for managing multi-asset portfolios and interacting with diverse financial markets through a standardized connectivity suite. The system is engineered to handle high-frequency data processing and complex order execution while maintaining precise numerical accuracy across various asset classes. The framework distinguishes itself through an architecture centered on deterministic even
Enables strategies to broadcast custom events and commands through the internal messaging system.
Lean is an algorithmic trading engine and quantitative finance platform designed for the development, backtesting, and live execution of automated trading strategies. It provides a comprehensive framework for processing time-series market data, managing multi-asset portfolios, and conducting quantitative research across diverse financial markets. The platform distinguishes itself through a modular, event-driven architecture that decouples strategy logic from data ingestion and brokerage connectivity. By utilizing standardized interfaces for data providers and brokerage abstractions, it enable
Imports proprietary time-series signals from external databases, files, or streaming sockets to augment backtesting models and live trading strategies.