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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.

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Release files for sigring 0.1.0

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Source distribution for sigring 0.1.0
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sigring-0.1.0-cp39-abi3-manylinux_2_28_x86_64.whl CPython 3.9 abi3 Linux glibc 2.28+ x86-64 Details

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