quantlab.utils#

Modules

atomic

Atomic JSON and parquet file writes.

cli

Shared argparse helpers for the download scripts under scripts/.

cross_section

Cross-sectional transforms of [..., T, S] arrays: one bar at a time, over its symbols.

date_range

Helpers for inclusive (start, end) date-range requests on panels.

jsonable

Convert arbitrary result payloads into strictly standard JSON values.

progress

Progress events and cooperative cancellation for long-running loops.

resample

Shared pieces of the resample contract: config checks, bucket labels, paths.

returns

One-bar returns of a price panel: price[t] / price[t - 1] - 1.

sidecar

JSON sidecars: small bookkeeping files beside the data they describe, rewritten atomically.

symbol_axis

The two rules for a panel's symbol axis: its order and its dtype.

timer

A context manager that logs how long a block of work took.

watermark

Dated watermark files: the day through which some raw data is complete.