signalslite 0.1a3

A small package for Numerai Signals locally

pip install signalslite

Why?

• I wanted a pipeline that can generate features quickly so I can add, remove, build more features whenever needed. So it should be able to do everything from scratch in couple of hours. Myu initial choice for database was a relational database, could have been ideal. However, it would increase workload of setting things up and writing operation of all stages of data pipeline was slow, so I decided to use parquet files split into daily structure. This is fast.
• I also wanted it to run on most users' systems, so It should effortlessly run on consumer grade laptops. Consequently, I wanted to automate the whole pipeline on cloud, so makes sense to make it lite, use parallelization when possible, allow for free data sources.
• It should be able to run in Colab default runtime. One way to setup a pipeline is to save all data to mounted drive with more storage.
• Under 1000 LoC possible?