triples-sigfast 0.3.1__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- triples_sigfast-0.3.1/PKG-INFO +44 -0
- triples_sigfast-0.3.1/README.md +17 -0
- triples_sigfast-0.3.1/setup.cfg +4 -0
- triples_sigfast-0.3.1/setup.py +26 -0
- triples_sigfast-0.3.1/sigfast/__init__.py +3 -0
- triples_sigfast-0.3.1/sigfast/core.py +84 -0
- triples_sigfast-0.3.1/triples_sigfast.egg-info/PKG-INFO +44 -0
- triples_sigfast-0.3.1/triples_sigfast.egg-info/SOURCES.txt +9 -0
- triples_sigfast-0.3.1/triples_sigfast.egg-info/dependency_links.txt +1 -0
- triples_sigfast-0.3.1/triples_sigfast.egg-info/requires.txt +3 -0
- triples_sigfast-0.3.1/triples_sigfast.egg-info/top_level.txt +1 -0
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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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# SigFast
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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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### 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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**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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### Installation
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```bash
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pip install sigfast
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# SigFast
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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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### 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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**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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### Installation
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```bash
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pip install sigfast
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from setuptools import setup, find_packages
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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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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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# --- 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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# --- 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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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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# --- 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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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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# --- 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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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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# --- 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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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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# SigFast
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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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### 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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**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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### 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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sigfast
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