4 个仓库
Tools for computing windowed statistical measures across sequential data points in parallel.
Distinct from Data Standardization: None of the candidates relate to rolling statistical analysis; they focus on data standardization.
Explore 4 awesome GitHub repositories matching data & databases · Rolling Statistical Aggregators. Refine with filters or upvote what's useful.
Dask 是一个并行计算框架和分布式任务调度器,旨在将 Python 数据科学工作流从单机扩展到大型集群。它作为一个集群资源管理器,通过将任务及其依赖项表示为有向无环图来编排计算逻辑。这种架构允许系统在管理复杂执行要求的同时,自动将工作负载分配到可用硬件上。 该项目通过一个延迟评估引擎脱颖而出,该引擎将数据操作推迟到明确请求时才执行,从而实现全局图优化和高效的资源分配。它结合了内存感知数据溢出功能,以防止在处理超过可用内存的数据集时系统崩溃,并利用任务图融合将操作序列组合成单个执行步骤,从而最大限度地减少调度开销和节点间通信。 该平台为大规模数据分析提供了全面的功能面,包括对分布式机器学习、高性能计算集成和并行数据处理的支持。它提供了用于集群生命周期管理、性能分析和任务执行实时监控的广泛工具。用户可以在各种基础设施上部署这些环境,包括本地硬件、云提供商、容器化系统和高性能计算集群。
Computes rolling standard deviation across sliding windows to identify trends and volatility in large-scale sequential datasets.
QuantStats is an open-source Python library that calculates risk and return metrics from a portfolio return series and generates comprehensive HTML tear sheets. It computes dozens of financial statistics—including Sharpe ratio, drawdown, and volatility—in a single pass over the input data, using vectorized pandas operations for efficiency. The library distinguishes itself by combining portfolio performance analysis with Monte Carlo simulation, which models thousands of random return paths to estimate the probability of reaching financial targets or hitting loss thresholds. It produces self-co
Computes time-varying metrics like rolling Sharpe ratio and volatility by applying windowed functions over return series.
Hazelcast is a distributed data platform that combines an in-memory data grid with a stream processing engine to support real-time analytics and event-driven applications. It functions as a partitioned, distributed key-value store that replicates data across cluster nodes to provide low-latency access and high availability. The platform also serves as a distributed SQL query engine, allowing users to execute standard SQL statements against both in-memory datasets and external data sources. What distinguishes Hazelcast is its use of a distributed consensus subsystem to maintain strongly consis
Computes rolling aggregates over unbounded data streams to provide real-time analytical insights.
该项目提供现货交易的技术文档和参考指南,包括 REST、WebSocket 和 FIX 协议的规范。它作为与现货交易端点集成以执行交易、查询账户数据和获取市场统计信息的综合资源。 该项目通过支持通过金融信息交换(FIX)标准和简单二进制编码(SBE)进行机构级连接以减少延迟和有效载荷大小,从而脱颖而出。它还包括一个专门的沙盒环境,用于在没有财务风险的情况下验证交易逻辑和策略。 该文档涵盖了广泛的功能,包括实时市场数据流、全面的订单和交易生命周期管理以及账户监控。它还详细介绍了复杂的订单类型、智能订单路由以及关于价格和数量验证的严格交易规则。 该仓库包含详细的 API 参考、FIX 协议集成指南和 WebSocket 市场数据规范,以在实现过程中为开发者提供指导。
Pushes price and volume statistics calculated over specific rolling time windows.