hgraph-analytics
C++-first numerical analytics for hgraph. The package owns the numerical
analytical family migrated from core—diff, count, clip, ewma, and
pct_change—plus quantile, shaped-array array_std, shaped-array
rolling_window, window_values, array_get_item, cumulative_sum,
correlation, generic std/var, trailing rolling_mean, scheduled
resample, and the EWMA parameter conversion helpers.
For installation, semantics, and Python/C++ usage patterns, see the
analytics user guide.
Runnable examples covering scalar pipelines, rolling windows, and shaped-array
analytics are in python/examples.
import hgraph as hg
import hgraph_analytics as hga
change = hga.pct_change(
value,
period=12,
divide_by_zero=hg.DivideByZero.NAN,
)
bounded = hga.clip(change, -0.25, 0.25)
smoothed = hga.ewma(bounded, alpha=0.2)
median = hga.quantile(observations, 0.5)
volatility = hga.array_std(observations, ddof=1)
recent = hga.rolling_window(value, period=20, min_window_period=5)
window = hga.window_values(hg.to_window(value, 20))
running = hga.cumulative_sum(observations, axis=0)
correlation = hga.correlation(observations, rowvar=False)
sample_volatility = hga.std(hg.to_window(change, 20, 20), ddof=1)
moving_average = hga.rolling_mean(value, period=20)
The result is fractional: 0.05 denotes five percent. period counts valid
source observations and must be positive. The operator does not infer
dataframe ordering, elapsed-time sampling, market sessions, or financial price
adjustment.
Native consumers link hgraph::analytics, call
hgraph::analytics::register_analytics_operators(), and wire
the markers in hgraph::analytics, including diff, count, clip, ewma,
pct_change, window_values, array_get_item, cumulative_sum,
correlation, quantile, array_std, rolling_window, std_, var_,
rolling_mean, and resample.
See the hgraph user-guide migration note for the complete Python and C++ name mapping from the former core API.
1 maintainer
Metadata
1 maintainer
Release files for hgraph-analytics 0.8.23
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| hgraph_analytics-0.8.23-cp312-abi3-macosx_15_0_arm64.whl | CPython 3.12 | abi3 | macOS 15.0+ ARM64 | Details |
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