Light database for quantor
Project description
lidb
lidb is a lightweight quant data processing library (Light Database for Quantor), providing dataset management with dependency tracking, topological scheduling, and partitioned parquet storage.
Features
- Dataset management with dependency tracking and automatic backfill
- Topological DAG scheduler — dependency graph → layer-parallel execution
- Full-cache fast path — scan-only when all dates cached, skip scheduler
@datasetdecorator — convert functions to Dataset objects- Hive-style partition storage (date=xxx/asset=xxx/data.parquet)
- Expression engine (QDF) for factor computation
Installation
# PyPI（发布版本）
pip install lidb
# GitHub（最新开发版本）
pip install -e "lidb @ git+ssh://git@github.com/link-yundi/lidb.git"
Documentation
See API Documentation for detailed usage.
Quick Start
from lidb import Dataset
from lidb import dataset as ds_deco
# Define a dataset via @dataset decorator
@ds_deco
def my_dataset(depend: Dataset):
return depend.get_value("2024-01-01")
# Get data
data = my_dataset.get_value("2024-01-01")
License
MIT License
Version
2026.5.13.3 (YYYY.M.D.N scheme)
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