{"repo":"quantscious/finmlkit","free":true,"listed":false,"github":"https://github.com/quantscious/finmlkit","clone":"git clone https://github.com/quantscious/finmlkit.git","description":"An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.","language":"Python","stars":111,"topics":["data-engineering","data-structures","feature-engineering","feature-extraction","financial-analysis","financial-data","financial-machine-learning","quantitative-finance","data-science","numba"],"license":"MIT","category":"trading","readme_excerpt":"FinMLKit is an open-source, lightweight financial machine learning library designed to be simple, blazing fast, and easy to contribute to. Whether you’re a seasoned quant or a beginner in finance and programming, FinMLKit welcomes contributions from everyone. The main goal of this library is to provide a solid foundation for financial machine learning, enabling users to process raw trades data, generate different types of bars, intra-bar features (eg. footprints), bar-level features (indicators), and labels for supervised learning. ⚒️ Quick Start To get started with FinMLKit, you can simply install it via pip: Or clone the repository and install it locally: See the examples directory to learn about the practical usage of the library: how to process trades data and build bars, features, and labels for machine learning models. Build your own crypto database with binance2h5.py , ready to be processed by FinMLKit . This script downloads raw trades data from Binance in monthly chunks and processes it into HDF5 format compatible with FinMLKit . You can find this in the scripts directory. Example usage: 📖 Documentation The documentation is available at finmlkit.readthedocs.io. 🪵 Logger Configuration By default, logging is directed to the console at INFO level, but you can change this and also enable file-based logging by setting the appropriate environment variables. - If FMK LOG FILE PATH is defined, logs will be written to both the specified file and the console. - FMK LOG FILE ","default_branch":null,"files":null,"tree":[],"storefront":"/r/quantscious","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/quantscious/finmlkit/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."}