sigring (Python)
Exact, streaming, sliding-window truncated path signatures. Python bindings for the Rust crate sigring.
Source-available under the PolyForm Noncommercial License 1.0.0 (free for personal, research, educational and non-profit use; commercial use needs a licence, see the repository's COMMERCIAL.md).
import numpy as np
from sigring import WindowSig
K = 1024 # scale: real increments * K -> integers
inc = np.random.default_rng(0).integers(-100, 101, (5000, 2)).astype(np.int64)
ws = WindowSig(d=2, n=4, window=64, scale=float(K), bits=64) # bits=128 for headroom
sigs = ws.push_batch(inc, "sig", 1) # one signature row per tick
print(sigs.shape, ws.guard_ok()) # guard_ok(): rigorous overflow certificate
Readouts: "sig", "logsig_expanded", "logsig_words", "logsig_brackets". See the repository README for guarantees, benchmarks and limitations.
Quant use, support, licensing
- Example with a per-window exactness check:
python/examples/quant_ticks.pyin the repository. - Check
guard_ok()for every window you use;bits=128gives headroom for clock gaps and large increments. - Questions: https://github.com/metapozza/sigring/discussions . Evaluation help, commercial licences, roles: metapozza@proton.me
1 maintainer
Metadata
1 maintainer
Release files for sigring 0.1.2
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | |
|---|---|---|---|---|
| sigring-0.1.2.tar.gz | 9.9 kB | With provenance | Details |
Built distributions (wheels)
| File | Reset | |||
|---|---|---|---|---|
| sigring-0.1.2-cp39-abi3-win_amd64.whl | CPython 3.9 | abi3 | Windows x86-64 | Details |
| sigring-0.1.2-cp39-abi3-manylinux_2_28_x86_64.whl | CPython 3.9 | abi3 | Linux glibc 2.28+ x86-64 | Details |
| sigring-0.1.2-cp39-abi3-manylinux_2_28_aarch64.whl | CPython 3.9 | abi3 | Linux glibc 2.28+ ARM64 | Details |
| sigring-0.1.2-cp39-abi3-macosx_10_12_x86_64.macosx_11_0_arm64.macosx_10_12_universal2.whl | CPython 3.9 | abi3 | macOS 10.12+ universal2 (ARM64, x86-64), macOS 10.12+ x86-64, macOS 11.0+ ARM64 | Details |
Total release size: 1.3 MB
Release files / sigring-0.1.2.tar.gz
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