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
  • @dataset() decorator — 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

import lidb
import polars as pl

# Define a dataset via @dataset() decorator
@lidb.dataset(update_time="15:00:00")
def my_dataset(date: str):
    return pl.DataFrame(
        {"date": [date], "time": ["15:00:00"], "asset": ["000001"], "value": [1.0]}
    )

# Get data
data = my_dataset.get_value("2024-01-01")

# Load datasets into a new Zoo workspace
zoo = lidb.load(
    beg_date="2024-01-01",
    end_date="2024-01-31",
    times=["15:00:00"],
    ds_list=[my_dataset],
)

License

MIT License

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

1 maintainer

PyPI data
Data sourced directly from PyPI's database.
Avatar for yundi from gravatar.com yundi

Requires

Python >=3.12

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