Fast numpy LAbeled aRRaY for financial time series data. Simply load, slice, cache, and analyze. Accelerators: C, Numba, Vectorization.
Project description
Numla Package
Fast numpy LAbeled aRRaY for financial time series data. Simply load, slice, cache, and analyze. Accelerators: C, Numba, Vectorization.
pip3 install numla
from numla import larry
or
import numla as la
ohlcv = np.array([[1, 2, 3, 4, 5], [6, 7, 8, 9, 10]])
label = [['open', 'high', 'low', 'close', 'volume'], ['2022-01-17 00:00:00', '2022-01-18 00:00:00']]
dk = larry(ohlcv, label, dtype=float)
or
dk = larry(dataframe)
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