9 रिपॉजिटरी
Tools for transforming irregular temporal data into standardized frequency grids.
Distinguishing note: Focuses on calendar-aware frequency transformation.
Explore 9 awesome GitHub repositories matching data & databases · Time Series Resampling. Refine with filters or upvote what's useful.
Pandas is a high-performance data analysis library that provides a comprehensive framework for manipulating, cleaning, and transforming structured datasets. It centers on labeled one-dimensional and two-dimensional data structures, allowing users to construct, filter, and reshape tabular information while performing complex arithmetic and logical operations. The library distinguishes itself through a sophisticated indexing engine that enables automatic data alignment during calculations and relational merges. By utilizing a block-based memory layout, it optimizes cache locality for vectorized
Enables flexible frequency conversion and aggregation of temporal data.
AutoGluon is an automated machine learning framework and multimodal library designed to automate the end-to-end pipeline from data preprocessing to high-accuracy model training and validation. It functions as an automated model trainer for tabular, image, text, and time series data, as well as a tool for time series forecasting and foundation model finetuning. The project is distinguished by its ability to jointly process and fuse different data types, allowing for the construction of multimodal neural networks that integrate images, text, and structured tables. It supports zero-shot inferenc
Converts irregular time indices into consistent frequencies using interpolation strategies.
Quantaxis is a quantitative trading framework designed for building, backtesting, and executing automated strategies across global equities, futures, and cryptocurrencies. It integrates an event-driven backtesting engine, a multi-market execution gateway for order routing, and a quantitative data pipeline for ingesting and storing multi-asset market data. The system features a Rust-accelerated financial library that utilizes Apache Arrow for high-performance technical indicator calculation and zero-copy data processing. It provides a containerized infrastructure model designed for orchestrati
Converts high-frequency tick or minute data into standardized lower-frequency hourly or daily bars.
This project is an educational resource and a collection of instructional materials for performing data manipulation and statistical analysis using Python. It provides a comprehensive set of guides and code examples for using the Pandas, NumPy, and Matplotlib libraries to analyze structured data. The resource includes a dedicated guide for reshaping, cleaning, and aggregating tabular data and time series via Pandas, alongside a reference for high-performance vectorized operations and linear algebra using NumPy. It also features tutorials for creating publication-quality charts, distribution p
Transforms time series data from one frequency to another via upsampling and downsampling.
यह प्रोजेक्ट pandas डेटा विश्लेषण का एक व्यापक ट्यूटोरियल और निर्देशिका है, जिसे डेटा मैनिपुलेशन और विश्लेषण सीखने के लिए डिज़ाइन किया गया है। यह टैबुलर डेटा प्रोसेसिंग गाइड और टाइम सीरीज़ विश्लेषण के लिए एक मैनुअल के रूप में कार्य करता है, जो डेटासेट को क्लीन, मर्ज और ट्रांसफॉर्म करने के लिए एक स्ट्रक्चर्ड दृष्टिकोण प्रदान करता है। यह रिपॉजिटरी एक डेटा फीचर इंजीनियरिंग कोर्स के रूप में काम करती है, जो मशीन लर्निंग मॉडल के प्रदर्शन को बेहतर बनाने के लिए डेटासेट फीचर्स के निर्माण और चयन पर ट्यूटोरियल प्रदान करती है। इसमें एलिमेंट-वाइज गणितीय गणनाओं और मैट्रिक्स मैनिपुलेशन के लिए एक वेक्टराइज्ड डेटा ऑपरेशन्स गाइड भी शामिल है। यह सामग्री डेटा क्लीनिंग वर्कफ़्लो, डेटा इंटीग्रेशन कार्यों और टैबुलर डेटा विश्लेषण सहित क्षमताओं की एक विस्तृत श्रृंखला को कवर करती है। यह टेक्स्ट संबंधी जानकारी को प्रोसेस करने, कैटेगोरिकल डेटा को संभालने और बड़े डेटासेट के लिए निष्पादन गति को अनुकूलित करने के लिए मार्गदर्शन प्रदान करती है। यह प्रोजेक्ट Jupyter Notebooks की एक श्रृंखला के रूप में है जिसमें व्यावहारिक अभ्यास और लक्षित अभ्यास समस्याएं शामिल हैं।
Implements logic for transforming irregular time-series data into standardized frequency grids using resampling.
pyalgotrade is a Python algorithmic trading library designed for developing, backtesting, and executing automated trading strategies. It provides a comprehensive framework for financial strategy backtesting, a technical analysis library for computing mathematical indicators, and connectors for cryptocurrency exchange integration. The project distinguishes itself by supporting sentiment-based trading through the integration of real-time social media feeds and keyword streams. It features a quantitative trading visualization tool for plotting price action and portfolio equity curves, along with
Groups time-series bar data by frequency and exports the results to CSV files.
This is a containerized algorithmic trading system that connects to Interactive Brokers to execute high-frequency pairs trading strategies on forex instruments. The project implements a mean-reversion model that maintains long-short position pairs, continuously recalculating a beta hedge ratio to profit from temporary divergences in correlated price spreads. The system processes each incoming market tick through a signal pipeline that immediately evaluates indicators and triggers market orders without batching or aggregation. It includes an irregular tick resampling engine that converts inhom
Resamples irregular tick data into uniform time series for consistent quantitative analysis.
This project is a Python quantitative trading framework and library designed for developing, backtesting, and deploying automated financial strategies. It serves as both an algorithmic trading backtester for evaluating historical performance and an event-driven trading engine for executing trades based on quantitative rules. The framework functions as an educational toolkit, providing guided lessons and resources for quantitative finance learning and the application of mathematical models to market data. The system provides capabilities for algorithmic trading automation and financial strate
Includes a time-series engine for resampling disparate financial data sources into standardized frequency grids.
Bar chart race is a Python data visualization library that transforms ordered tabular time-series data into animated bar and line chart races. It operates as an extension for rendering dynamic charts that illustrate how rankings and values change over time. The library interpolates wide-format chronological tables into densely sampled frame sequences, calculating intermediate numeric values to produce fluid motion animations. It orchestrates iterative canvas redraws through a plotting backend while supporting external multimedia encoders to export compressed standard video files. Generated a
Interpolates wide-format chronological tables into densely sampled frame sequences to ensure smooth temporal transitions.