finmlkit
An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.
Language: python
Author: GitHub Repos (@github-repos)
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Files
- LICENSE (txt)
- examples (txt)
- testing.yaml (yaml)
- bug_report.yaml (yaml)
- enhancement.yaml (yaml)
- config.yml (yml)
- feature_request.yaml (yaml)
- FUNDING.yml (yml)
- pull_request_template.md (md)
- finmlkit (txt)
- utils (txt)
- time.py (py)
- AGENTS.md (md)
- .codecov.yml (yml)
- README.md (md)
- pyproject.toml (toml)
- finmlkit_header.png (image)
- .readthedocs.yaml (yaml)
- local_test_nojit.sh (sh)
- example.env (env)
- requirements.txt (txt)
- docs (txt)
- Makefile (txt)
- source (txt)
- tutorials (txt)
- conf.py (py)
- _static (txt)
- api (txt)
- README.md (md)
- requirements.txt (txt)
- local_test.sh (sh)
- research (txt)
- README.md (md)
- .github (github)
- workflows (txt)
- ci.yml (yml)
- deploy.yml (yml)
- doctest.yml (yml)
- ISSUE_TEMPLATE (txt)
- documentation.yaml (yaml)
- log.py (py)
- label (txt)
- weights.py (py)
- kit.py (py)
- tbm.py (py)
- __init__.py (py)
- feature (txt)
- base.py (py)
- core (txt)
- momentum.py (py)
- volatility.py (py)
- reversion.py (py)
- trend.py (py)
- structural_break (txt)
- cusum.py (py)
- correlation.py (py)
- ma.py (py)
- volume.py (py)
- utils.py (py)
- kit.py (py)
- transforms.py (py)
- utils.py (py)
- bar (txt)
- io.py (py)
- logic.py (py)
- base.py (py)
- kit.py (py)
- data_model.py (py)
- utils.py (py)
- sampling (txt)
- test_base_and_kit.py (py)
- filters.py (py)
- _version.py (py)
- scripts (txt)
- binance2h5.py (py)
- tests (txt)
- utils (txt)
- test_logger.py (py)
- bars (txt)
- test_data_model_io_kit.py (py)
- test_utils.py (py)
- test_comp_ohlcv.py (py)
- test_time_bar_indexer.py (py)
- test_bar_builder_footprints.py (py)
- test_price_volume_correlation.py (py)
- test_compose_pipeline.py (py)
- test_data_model.py (py)
- test_bar_trade_size_features.py (py)
- test_comp_bar_footprints.py (py)
- test_footprint_features.py (py)
- test_io.py (py)
- test_comp_bar_directional_features.py (py)
- test_hdf5_index_and_filtering.py (py)
- test_external_function.py (py)
- README.md (md)
- sampling (txt)
- test_cusum_filter.py (py)
- features (txt)
- test_atr.py (py)
- performance_test_ewm.py (py)
- test_realized_volatility.py (py)
- test_caching_and_optimization.py (py)
- test_feature_serialization_roundtrip_quickstart_ops.py (py)
- test_core_utils.py (py)
- test_ewms.py (py)
- test_volume_profile_rolling.py (py)
- test_adx_core.py (py)
- test_vpin.py (py)
- test_min_max_ops.py (py)
- test_feature_serialization_unary_rolling.py (py)
- test_time_cues.py (py)
- test_featurekit_serialization.py (py)
- test_feature_apply.py (py)
- test_feature_serialization_ops.py (py)
- test_compute_returns.py (py)
- test_variance_ratio.py (py)
- test_ewma.py (py)
- test_computation_graph.py (py)
- utils.py (py)
- test_external_function_and_graph.py (py)
- structural_breaks (txt)
- performance_tests.py (py)
- test_cusum.py (py)
- labels (txt)
- test_return_attribution.py (py)
- test_triple_barrier.py (py)
- test_label_concurrency.py (py)
- test_time_decay.py (py)
- test_average_uniqueness.py (py)
- test_class_balace_weights.py (py)
- test_label_kit.py (py)
- CONTRIBUTING.md (md)
- CODE_OF_CONDUCT.md (md)
- setup.py (py)
- ATTRIBUTION.md (markdown)
