#polars #factor #quant #plugin

polars-qf

A quant factor plugin for polars

1 unstable release

0.1.0 Jan 4, 2025

#8 in #quant

Download history 71/week @ 2024-12-29 54/week @ 2025-01-05 3/week @ 2025-01-12

128 downloads per month

Apache-2.0

16KB
164 lines

Quant Factor Plugin for Polars.

Add technical analysis and quant factor to polars.

Quick Start

Python

import polars as pl
import polars_qf as qf
# avoid `qf` unused warnings
assert qf
val = [2.222, 4.444, 5.555, 6.666, 7.777]
df = pl.DataFrame([pl.Series("S", val)])
expr = pl.col("S").qf.rd(1)
df = df.select(expr)

Rust & Js & R

not support yet, but in planning.

Functions List

TODO

Dependencies

~39–69MB
~1M SLoC