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Project Description

TSGeom (Time Series Geometry) provides functions for identifying the peaks and valleys of a time series. Additionally, it provides a function for computing the maximum drawdown.

If numba can be imported, it will be used to greatly accelerate the execution time at the cost of a small initial compile. On my machine, the JIT’d code executed about 38 times faster than the pure Python code. Numba is not an install_requires package because numba can be a pain to install for some people. Learn more about numba here.

For fastest understanding, view the IPython notebook demo tutorial.

Contributing

This is an admittedly small project. Still, if you have any contributions, please fork this project on github and send me a pull request. You can email me, John B Nelson, at jbn@pathdependent.com with any questions.

Release History

Release History

0.1.5

This version

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0.1.4

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0.1.3

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Changelog content for this version goes here.

Donec et mollis dolor. Praesent et diam eget libero egestas mattis sit amet vitae augue. Nam tincidunt congue enim, ut porta lorem lacinia consectetur. Donec ut libero sed arcu vehicula ultricies a non tortor. Lorem ipsum dolor sit amet, consectetur adipiscing elit.

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0.1.2

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TODO: Figure out how to actually get changelog content.

Changelog content for this version goes here.

Donec et mollis dolor. Praesent et diam eget libero egestas mattis sit amet vitae augue. Nam tincidunt congue enim, ut porta lorem lacinia consectetur. Donec ut libero sed arcu vehicula ultricies a non tortor. Lorem ipsum dolor sit amet, consectetur adipiscing elit.

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0.1.1

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Changelog content for this version goes here.

Donec et mollis dolor. Praesent et diam eget libero egestas mattis sit amet vitae augue. Nam tincidunt congue enim, ut porta lorem lacinia consectetur. Donec ut libero sed arcu vehicula ultricies a non tortor. Lorem ipsum dolor sit amet, consectetur adipiscing elit.

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0.1.0

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TODO: Figure out how to actually get changelog content.

Changelog content for this version goes here.

Donec et mollis dolor. Praesent et diam eget libero egestas mattis sit amet vitae augue. Nam tincidunt congue enim, ut porta lorem lacinia consectetur. Donec ut libero sed arcu vehicula ultricies a non tortor. Lorem ipsum dolor sit amet, consectetur adipiscing elit.

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Download Files

Download Files

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File Name & Checksum SHA256 Checksum Help Version File Type Upload Date
TSGeom-0.1.5.tar.gz (3.0 kB) Copy SHA256 Checksum SHA256 Source Feb 20, 2014

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