johnnybt-polars

The hot paths of johnnybt in Rust, as polars plugins — so the parallelism lives where the work is, not behind Python's GIL.

Four things, each because the Python version was the bottleneck:

what it does
scan_gbk_csv Scans a directory of GB18030 CSVs as a LazyFrame, decoding in Rust. An IO plugin: projection and predicates push down, files stream in batches. Measured 4.8× a polars-plus-Python decode.
scatter Writes a long frame into dense (rows, cols) float64 matrices, one per column, in parallel on rayon — numpy fancy-index semantics without leaving Rust.
vintage Expands one instrument's filings into vintages in a single pass: for every distinct publish date, the newest period then known and each line's value at that period and at the quarters before it. Point-in-time financials without a self-join.
simulate Walks one account per group — a day-by-day account state machine (johnnybt_engine) under its market-neutral policy: buys fill from cash the account has, blocked orders lock their exact cost, nobody runs a debt.

Every one is an expression or IO plugin: you call it from polars, polars decides the parallelism, and no data crosses back into Python in between.

Install

pip install johnnybt-polars

Prebuilt wheels — no Rust toolchain needed. One per platform, abi3 against Python 3.11, which covers 3.11 through 3.14:

x86_64 arm64
Linux manylinux2014 (glibc 2.17 and up) manylinux2014 (glibc 2.17 and up)
macOS 10.12 and up 11.0 and up
Windows yes yes

Use

import polars as pl
from johnnybt_polars import scan_gbk_csv, vintage

frame = scan_gbk_csv(paths, schema={"股票代码": "str", "收盘价": "float64"}, skip_rows=1)
seen = frame.group_by("股票代码").agg(vintage("报告期", "公告日", "净利润", horizon_days=1))

Build from source

maturin develop --release

Rust ≥ 1.85, Python ≥ 3.11 (abi3 — one wheel covers 3.11 through 3.14).

Licence

MIT

Project links

Data verified by PyPI on Sep 10, 2026
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1 maintainer

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Avatar for mjason from gravatar.com mjason

Credits

Author: MJ

GitHub Statistics

Data verified by PyPI on Sep 10, 2026
The GitHub source repository was provided by the project maintainers and verified by PyPI at the time of upload. Stars, forks, and open issues/PRs are derived from that repository and have not been independently verified.

License expression

MIT
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Requires

Python >=3.11

Tags

polars plugin rust gb18030 backtest quant

Classifiers

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