A quant factor plugin for polars

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Project description

Quant Factor Plugin for Polars.

Add technical analysis and quant factor to polars.

Quick Start

Python

import polars as pl
import polars_qf as qf
# avoid `qf` unused warnings
assert qf
val = [2.222, 4.444, 5.555, 6.666, 7.777]
df = pl.DataFrame([pl.Series("S", val)])
expr = pl.col("S").qf.rd(1)
df = df.select(expr)

Rust & Js & R

not support yet, but in planning.

Functions List

TODO

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This version

0.1.0

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