awesome-repositories.com
博客
MCP
awesome-repositories.com

通过 AI 驱动的搜索,发现最优秀的开源仓库。

探索精选搜索开源替代品自托管软件博客网站地图
项目MCP 服务器关于排名机制媒体报道
法律隐私政策服务条款
© 2026 Bringes Technology SRL·VAT RO45896025·hello@awesome-repositories.com
·

9 个仓库

Awesome GitHub RepositoriesTime Series Resampling

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.

Awesome Time Series Resampling GitHub Repositories

用 AI 发现最棒的仓库。我们将通过 AI 为您搜索最匹配的仓库。
  • pandas-dev/pandaspandas-dev 的头像

    pandas-dev/pandas

    49,039在 GitHub 上查看↗

    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.

    Pythonalignmentdata-analysisdata-science
    在 GitHub 上查看↗49,039
  • autogluon/autogluonautogluon 的头像

    autogluon/autogluon

    9,997在 GitHub 上查看↗

    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.

    Pythonautogluonautomated-machine-learningautoml
    在 GitHub 上查看↗9,997
  • yutiansut/quantaxisyutiansut 的头像

    yutiansut/QUANTAXIS

    9,955在 GitHub 上查看↗

    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.

    Pythonquant
    在 GitHub 上查看↗9,955
  • iamseancheney/python_for_data_analysis_2nd_chinese_versioniamseancheney 的头像

    iamseancheney/python_for_data_analysis_2nd_chinese_version

    8,937在 GitHub 上查看↗

    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.

    matplotlibnumpypandas
    在 GitHub 上查看↗8,937
  • datawhalechina/joyful-pandasdatawhalechina 的头像

    datawhalechina/joyful-pandas

    5,164在 GitHub 上查看↗

    本项目是一个全面的 pandas 数据分析教程和指南,旨在帮助学习数据处理与分析。它涵盖了表格数据处理、时间序列分析,并提供了清洗、合并及转换数据集的结构化方法。 该仓库还充当数据特征工程课程,提供关于构建和选择数据集特征以提升机器学习模型性能的教程。此外,它还包含用于执行逐元素数学计算和矩阵操作的向量化数据处理指南。 内容涵盖了广泛的功能,包括数据清洗工作流、数据集成任务和表格数据分析。它还提供了处理文本信息、处理分类数据以及优化大规模数据集执行速度的指导。 项目以一系列 Jupyter Notebook 的形式呈现,包含实践练习和针对性的练习题。

    Implements logic for transforming irregular time-series data into standardized frequency grids using resampling.

    Jupyter Notebookpandas
    在 GitHub 上查看↗5,164
  • gbeced/pyalgotradegbeced 的头像

    gbeced/pyalgotrade

    4,659在 GitHub 上查看↗

    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.

    Python
    在 GitHub 上查看↗4,659
  • jamesmawm/high-frequency-trading-model-with-ibjamesmawm 的头像

    jamesmawm/High-Frequency-Trading-Model-with-IB

    2,891在 GitHub 上查看↗

    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.

    Python
    在 GitHub 上查看↗2,891
  • jack-cherish/quantitativeJack-Cherish 的头像

    Jack-Cherish/quantitative

    2,534在 GitHub 上查看↗

    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.

    Python
    在 GitHub 上查看↗2,534
  • dexplo/bar_chart_racedexplo 的头像

    dexplo/bar_chart_race

    1,452在 GitHub 上查看↗

    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.

    Python
    在 GitHub 上查看↗1,452
  1. Home
  2. Data & Databases
  3. Time Series Resampling

探索子标签

  • Bar Data ExportingUtilities for exporting aggregated financial bar data to structured files. **Distinct from Time Series Resampling:** Specifically handles the exporting of financial bar data to CSV, whereas Time Series Resampling focuses on the transformation logic.