TimeSeriesEconPy 0.0.1.dev2

A time-series language for macroeconomics, ported from TimeSeriesEcon.jl

TimeSeriesEconPy

A time-series language for macroeconomics, ported from TimeSeriesEcon.jl (Bank of Canada).

Status: Pre-alpha. No public API yet. M0 (repo skeleton) is in progress. Not ready for use.

Install (when released)

pip install TimeSeriesEconPy

Optional extras:

pip install "TimeSeriesEconPy[matplotlib]"   # matplotlib plotting backend
pip install "TimeSeriesEconPy[plotly]"       # plotly plotting backend
pip install "TimeSeriesEconPy[pandas]"       # pandas interop
pip install "TimeSeriesEconPy[polars]"       # polars interop
pip install "TimeSeriesEconPy[holidays]"     # country/subdivision BDaily holiday calendars
pip install "TimeSeriesEconPy[all]"          # everything

Goals

1. Mirror TimeSeriesEcon.jl's user-facing concepts (Frequencies, MIT, TSeries, MVTSeries, Workspace) with idiomatic Python ergonomics.
2. Run on MS Fabric and Databricks where Julia isn't available.
3. Stay lean enough to ship through enterprise package mirrors (Sonatype Nexus) without binary headaches.

Documentation

Full docs at https://Nic2020.github.io/TimeSeriesEconPy/.

License

MIT. See LICENSE.

Acknowledgments

The original Julia package, TimeSeriesEcon.jl, is maintained by the Bank of Canada. TimeSeriesEconPy is an independent port and is not affiliated with the Bank of Canada.

This Python port was developed in collaboration with Claude Code (Anthropic's Claude Opus 4.7), used as an interactive programming assistant. Per-commit AI-assistance attribution is recorded via Co-Authored-By trailers in the git history.