mktlib
Financial market toolkit built entirely on Polars.
tl;dr
- Fast enough for real work — vectorized Polars engine grid-searches thousands of parameter combos on minute-bar data without reaching for Numba or Cython
- Lightweight — pure Polars throughout, including synthetic data generation via Rust-native plugins. No pandas, no NumPy, no heavy ML stack
- Well tested — cross-validated exchange calendars, full backtest parity tests across engines, and pandera schema validation on every DataFrame-returning function to guarantee no silent column/dtype regressions
- Swiss-army knife — scheduling, rates, metrics, backtesting, reporting, and data generation in one package. Great for learning, prototyping, or production
- Apache 2.0 — use it anywhere, fork it, vendor it, no strings attached
Disclaimer: Backtesting results and any computed market returns are for educational and research purposes only. They do not constitute financial advice, and past performance does not indicate future results.
For full documentation, see polars-mktlib.readthedocs.io.
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Release files for mktlib 0.16.0
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Source distribution (sdist)
| File | Size | Uploaded | |
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| mktlib-0.16.0.tar.gz | 411.9 kB | Details |
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| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| mktlib-0.16.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 888.3 kB
Release files / mktlib-0.16.0.tar.gz
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