{"repo":"ArthurBernard/Fynance","free":true,"listed":false,"github":"https://github.com/ArthurBernard/Fynance","clone":"git clone https://github.com/ArthurBernard/Fynance.git","description":"Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.","language":"Python","stars":25,"topics":["machine-learning","neural-network","deep-learning","finance","python","backtest"],"license":"MIT","category":"machine-learning","readme_excerpt":"Fynance Pure-Python package (Numba-accelerated kernels) providing machine learning , econometric and statistical tools for financial analysis and backtesting of trading strategies . Installation From source: The build is pure-Python — there is no compile step (numerical kernels are Numba @njit , JIT-compiled on first call). Architecture A complete, layered ML/DL backtesting tool — data → features → signal → portfolio → backtest → metrics — composed through typing.Protocol seams. numpy is the lingua franca; PyTorch is confined to fynance.models . Each piece is usable standalone; fynance.strategy.Strategy is an optional orchestrator. 2.0 is a breaking release. See doc/MIGRATION-2.0.md for the import-path map (e.g. fynance.algorithms → fynance.portfolio , performance metrics → fynance.metrics ). Subpackages Core fynance.core — PriceSeries value object (thin, numpy-backed) and the pipeline protocols ( DataSource , FeatureTransform , SignalModel , Allocator , CostModel , Metric ); executable conformance/causality checks ( check conforms , assert causal ) and duck-typed pandas/polars seams ( from pandas / to pandas ). Data fynance.data — file adapters ( load for CSV/Parquet → PriceSeries ), alignment/resampling, no-lookahead temporal splits ( train test split , walk forward , combinatorial-purged combinatorial purged cv ) and vendor-agnostic intraday session utilities ( session mask / session id / split sessions ). Features fynance.features — technical indicators (Bollinger, RSI, M","default_branch":null,"files":null,"tree":[],"storefront":"/r/ArthurBernard","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/ArthurBernard/Fynance/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}