quantlab.utils#
Modules
Atomic JSON and parquet file writes. |
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Shared argparse helpers for the download scripts under |
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Cross-sectional transforms of |
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Helpers for inclusive |
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Convert arbitrary result payloads into strictly standard JSON values. |
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Progress events and cooperative cancellation for long-running loops. |
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Shared pieces of the resample contract: config checks, bucket labels, paths. |
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One-bar returns of a price panel: |
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JSON sidecars: small bookkeeping files beside the data they describe, rewritten atomically. |
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The two rules for a panel's |
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A context manager that logs how long a block of work took. |
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Dated watermark files: the day through which some raw data is complete. |