triples-sigfast 0.3.1__tar.gz

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+ Metadata-Version: 2.4
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+ Name: triples-sigfast
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+ Version: 0.3.1
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+ Summary: High-performance, JIT-compiled time-series and signal processing core.
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+ Home-page: https://github.com/TripleS-Studio/sigfast
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+ Author: TripleS Studio
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+ Author-email: golamsamdani301416@gmail.com
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+ Classifier: Programming Language :: Python :: 3
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+ Classifier: License :: OSI Approved :: MIT License
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+ Classifier: Operating System :: OS Independent
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+ Classifier: Intended Audience :: Financial and Insurance Industry
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+ Classifier: Intended Audience :: Science/Research
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+ Requires-Python: >=3.8
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+ Description-Content-Type: text/markdown
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+ Requires-Dist: numpy>=1.20.0
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+ Requires-Dist: numba>=0.55.0
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+ Requires-Dist: pandas>=1.3.0
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+ Dynamic: author
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+ Dynamic: author-email
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+ Dynamic: classifier
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+ Dynamic: description
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+ Dynamic: description-content-type
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+ Dynamic: home-page
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+ Dynamic: requires-dist
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+ Dynamic: requires-python
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+ Dynamic: summary
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+
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+ # SigFast
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+
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+ ![PyPI](https://img.shields.io/badge/PyPI-v0.3.1-blue)
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+ ![License](https://img.shields.io/badge/License-MIT-green)
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+
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+ A high-performance time-series processing library built for Data Scientists and Physicists. Uses **Numba JIT** and **C-level multithreading** to bypass the Python GIL.
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+
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+ ### Why SigFast?
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+ Pandas is great, but it runs on a single thread. When analyzing millions of data points (IoT sensors, high-frequency trading, astrophysics), Pandas becomes a bottleneck. SigFast distributes the math across all your CPU cores.
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+
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+ **Benchmark (10 Million Data Points - Rolling Window):**
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+ * Pandas `.rolling().mean()`: **~1.20 seconds**
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+ * SigFast Engine: **~0.03 seconds (40x Faster)**
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+
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+ ### Installation
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+ ```bash
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+ pip install sigfast
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+ # SigFast
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+
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+ ![PyPI](https://img.shields.io/badge/PyPI-v0.3.1-blue)
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+ ![License](https://img.shields.io/badge/License-MIT-green)
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+
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+ A high-performance time-series processing library built for Data Scientists and Physicists. Uses **Numba JIT** and **C-level multithreading** to bypass the Python GIL.
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+
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+ ### Why SigFast?
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+ Pandas is great, but it runs on a single thread. When analyzing millions of data points (IoT sensors, high-frequency trading, astrophysics), Pandas becomes a bottleneck. SigFast distributes the math across all your CPU cores.
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+
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+ **Benchmark (10 Million Data Points - Rolling Window):**
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+ * Pandas `.rolling().mean()`: **~1.20 seconds**
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+ * SigFast Engine: **~0.03 seconds (40x Faster)**
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+
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+ ### Installation
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+ ```bash
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+ pip install sigfast
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+ [egg_info]
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+ tag_build =
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+ tag_date = 0
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+
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+ from setuptools import setup, find_packages
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+
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+ setup(
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+ name="triples-sigfast", # The official PyPI name
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+ version="0.3.1", # Reset back to v1.0 for the new brand
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+ author="TripleS Studio", # Flex the agency name instead of your personal name!
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+ author_email="golamsamdani301416@gmail.com",
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+ description="High-performance, JIT-compiled time-series and signal processing core.",
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+ long_description=open("README.md").read(),
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+ long_description_content_type="text/markdown",
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+ url="https://github.com/TripleS-Studio/sigfast", # Use your agency GitHub!
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+ packages=["sigfast"], # Change this to explicitly point to the new folder
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+ install_requires=[
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+ "numpy>=1.20.0",
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+ "numba>=0.55.0",
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+ "pandas>=1.3.0" # <-- Added Pandas!
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+ ],
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+ classifiers=[
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+ "Programming Language :: Python :: 3",
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+ "License :: OSI Approved :: MIT License",
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+ "Operating System :: OS Independent",
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+ "Intended Audience :: Financial and Insurance Industry", # Makes it look B2B
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+ "Intended Audience :: Science/Research",
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+ ],
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+ python_requires='>=3.8',
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+ )
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+ from .core import rolling_average, ema, detect_anomalies, ema_crossover_strategy
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+
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+ __version__ = "0.3.0"
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+ import numpy as np
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+ import pandas as pd
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+ from numba import njit, prange
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+
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+ # --- THE SMART WRAPPER (Pandas Bridge) ---
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+ def ensure_numpy(data):
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+ """Safely converts inputs (Lists, Pandas Series) into flat NumPy arrays."""
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+ if isinstance(data, pd.Series) or isinstance(data, pd.DataFrame):
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+ return data.to_numpy().flatten()
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+ elif isinstance(data, list):
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+ return np.array(data, dtype=np.float64)
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+ return data.astype(np.float64)
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+
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+ # --- 1. ROLLING AVERAGE ---
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+ @njit(parallel=True, fastmath=True)
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+ def _numba_rolling_avg(data, window_size):
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+ n = len(data)
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+ result = np.empty(n - window_size + 1, dtype=np.float64)
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+ for i in prange(n - window_size + 1):
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+ window_sum = 0.0
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+ for j in range(window_size):
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+ window_sum += data[i + j]
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+ result[i] = window_sum / window_size
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+ return result
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+
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+ def rolling_average(data, window_size: int):
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+ if window_size <= 0: raise ValueError("Window size must be > 0.")
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+ clean_data = ensure_numpy(data)
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+ result = _numba_rolling_avg(clean_data, window_size)
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+ if isinstance(data, pd.Series): return pd.Series(result, index=data.index[window_size - 1:])
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+ return result
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+
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+ # --- 2. EXPONENTIAL MOVING AVERAGE (EMA) ---
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+ @njit(fastmath=True)
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+ def _numba_ema(data, alpha):
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+ n = len(data)
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+ result = np.empty(n, dtype=np.float64)
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+ result[0] = data[0]
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+ for i in range(1, n):
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+ result[i] = alpha * data[i] + (1 - alpha) * result[i - 1]
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+ return result
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+
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+ def ema(data, span: int):
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+ if span <= 0: raise ValueError("Span must be > 0")
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+ clean_data = ensure_numpy(data)
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+ alpha = 2.0 / (span + 1.0)
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+ result = _numba_ema(clean_data, alpha)
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+ if isinstance(data, pd.Series): return pd.Series(result, index=data.index)
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+ return result
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+
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+ # --- 3. Z-SCORE ANOMALY DETECTION ---
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+ @njit(parallel=True, fastmath=True)
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+ def _numba_zscore_anomalies(data, threshold):
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+ n = len(data)
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+ mean_val = np.mean(data)
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+ std_val = np.std(data)
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+ is_anomaly = np.zeros(n, dtype=np.bool_)
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+ for i in prange(n):
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+ z_score = abs(data[i] - mean_val) / std_val
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+ if z_score > threshold: is_anomaly[i] = True
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+ return is_anomaly
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+
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+ def detect_anomalies(data, threshold: float = 3.0):
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+ clean_data = ensure_numpy(data)
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+ result = _numba_zscore_anomalies(clean_data, threshold)
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+ if isinstance(data, pd.Series): return pd.Series(result, index=data.index)
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+ return result
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+
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+ # --- 4. QUANT TRADING: EMA CROSSOVER ---
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+ @njit(fastmath=True)
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+ def _numba_crossover(fast_ema, slow_ema):
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+ n = len(fast_ema)
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+ signals = np.zeros(n, dtype=np.int8)
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+ for i in range(1, n):
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+ if fast_ema[i] > slow_ema[i] and fast_ema[i-1] <= slow_ema[i-1]: signals[i] = 1 # BUY
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+ elif fast_ema[i] < slow_ema[i] and fast_ema[i-1] >= slow_ema[i-1]: signals[i] = -1 # SELL
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+ return signals
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+
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+ def ema_crossover_strategy(data, fast_span: int = 9, slow_span: int = 21):
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+ clean_data = ensure_numpy(data)
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+ fast_ema = _numba_ema(clean_data, 2.0 / (fast_span + 1.0))
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+ slow_ema = _numba_ema(clean_data, 2.0 / (slow_span + 1.0))
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+ signals = _numba_crossover(fast_ema, slow_ema)
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+ return fast_ema, slow_ema, signals
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+ Metadata-Version: 2.4
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+ Name: triples-sigfast
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+ Version: 0.3.1
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+ Summary: High-performance, JIT-compiled time-series and signal processing core.
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+ Home-page: https://github.com/TripleS-Studio/sigfast
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+ Author: TripleS Studio
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+ Author-email: golamsamdani301416@gmail.com
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+ Classifier: Programming Language :: Python :: 3
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+ Classifier: License :: OSI Approved :: MIT License
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+ Classifier: Operating System :: OS Independent
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+ Classifier: Intended Audience :: Financial and Insurance Industry
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+ Classifier: Intended Audience :: Science/Research
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+ Requires-Python: >=3.8
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+ Description-Content-Type: text/markdown
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+ Requires-Dist: numpy>=1.20.0
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+ Requires-Dist: numba>=0.55.0
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+ Requires-Dist: pandas>=1.3.0
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+ Dynamic: author
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+ Dynamic: author-email
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+ Dynamic: classifier
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+ Dynamic: description
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+ Dynamic: description-content-type
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+ Dynamic: home-page
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+ Dynamic: requires-dist
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+ Dynamic: requires-python
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+ Dynamic: summary
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+
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+ # SigFast
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+
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+ ![PyPI](https://img.shields.io/badge/PyPI-v0.3.1-blue)
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+ ![License](https://img.shields.io/badge/License-MIT-green)
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+
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+ A high-performance time-series processing library built for Data Scientists and Physicists. Uses **Numba JIT** and **C-level multithreading** to bypass the Python GIL.
34
+
35
+ ### Why SigFast?
36
+ Pandas is great, but it runs on a single thread. When analyzing millions of data points (IoT sensors, high-frequency trading, astrophysics), Pandas becomes a bottleneck. SigFast distributes the math across all your CPU cores.
37
+
38
+ **Benchmark (10 Million Data Points - Rolling Window):**
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+ * Pandas `.rolling().mean()`: **~1.20 seconds**
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+ * SigFast Engine: **~0.03 seconds (40x Faster)**
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+
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+ ### Installation
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+ ```bash
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+ pip install sigfast
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+ README.md
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+ setup.py
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+ sigfast/__init__.py
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+ sigfast/core.py
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+ triples_sigfast.egg-info/PKG-INFO
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+ triples_sigfast.egg-info/SOURCES.txt
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+ triples_sigfast.egg-info/dependency_links.txt
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+ triples_sigfast.egg-info/requires.txt
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+ triples_sigfast.egg-info/top_level.txt
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+ numpy>=1.20.0
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+ numba>=0.55.0
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+ pandas>=1.3.0