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Data structures for quantitative finance

Project description

qfeval-data

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qfevalは、Preferred Networks 金融チームが開発している、金融時系列処理のためのフレームワークです。 データ形式の仕様定義、金融時系列データを効率的に扱うためのクラス/関数群、および金融時系列モデルの評価フレームワークが含まれます。

qfeval-dataは、qfevalの中でも、金融時系列データを効率的に扱うためのデータフレームを提供します。


qfeval is a framework developed by Preferred Networks' Financial Solutions team for processing financial time series data. It includes: data format specification definitions, a set of classes/functions for efficiently handling financial time series data, and a framework for evaluating financial time series models.

qfeval-data provides data frames specifically designed for efficiently handling financial time series data within qfeval.

Installation

pip install qfeval_data

Usage

TBD

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