xpectral-quant 1.0.1

Quant analytics and market data for Polars DataFrames

Xpectral Quant

Quant analytics and market data that extend Polars DataFrames via the accessor pattern.

Part of the Xpectral project, alongside xpectral-chart (fluent Bokeh charting). Both install into the shared xpectral namespace and can be used together.

Modules

• xpectral.quant — Financial metrics (returns, volatility, beta) via pl.col(...).quant.returns(), plus a Portfolio builder.
• xpectral.data — Market data from the Polygon/Massive API with caching and rate limiting, plus simulations (BrownianMotion).

Usage

import xpectral.quant  # registers the .quant accessor
import polars as pl

df = pl.DataFrame({"close": [100.0, 101.0, 99.5, 102.0]})
df.with_columns(pl.col("close").quant.returns())

Importing xpectral.quant / xpectral.data is what registers the accessors and loads market-data credentials.

Market data credentials

xpectral.data reads Polygon/Massive API credentials from an xpectral/.env file (loaded automatically on import xpectral.data). Create it with your keys; it is git-ignored and never committed.

See each subpackage's README for module-level docs:

• xpectral/quant/README.md
• xpectral/data/README.md

Install

pip install xpectral-quant

uv add xpectral-quant

For development:

uv sync