add pandas alternertives

This commit is contained in:
Zhe Wang
2021-12-12 10:14:56 +00:00
parent 7dac693ab8
commit 9f8d024794
+16 -2
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@@ -22,13 +22,17 @@ How do we pick the projects?
- (Optional) Reasonable test coverage
Overall, I tend to pick decent or promising libraries that closely related to systematic trading instead of including as many libraries as possible.
**Please raise a PR if you found some good fit projects for this repo or remove some outdated projects. Thanks!**
**Please raise a PR if you found some good fit projects for this repo or remove some outdated projects. Thanks!**
- [Awesome Systematic Trading](#awesome-systematic-trading)
- [Backtest + live trading](#backtest--live-trading)
- [General purpose](#general-purpose)
- [Crypto currency focus](#crypto-currency-focus)
- [Basic libraries](#basic-libraries)
- [Fundamental libraries](#fundamental-libraries)
- [Alternative libraries](#alternative-libraries)
- [Pandas Alternatives](#pandas-alternatives)
- [Analytic tools](#analytic-tools)
- [Metrics compution](#metrics-compution)
- [Indicators](#indicators)
@@ -72,17 +76,27 @@ Overall, I tend to pick decent or promising libraries that closely related to sy
## Basic libraries
### Fundamental libraries
- [Cvxpy](https://github.com/cvxpy/cvxpy) | `Python`, `C++` | - A Python-embedded modeling language for convex optimization problems.
- [Numpy](https://github.com/numpy/numpy) | `Python`, `C` | - The fundamental package for scientific computing with Python
- [Scipy](https://github.com/scipy/scipy) | `Python`, `C` | - Fundamental algorithms for scientific computing in Python
- [Pandas](https://github.com/pandas-dev/pandas) | `Python`, `Cython` | - Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
- [Polars](https://github.com/pola-rs/polars) | `Rust`, `Python` | - Polars is a blazingly fast DataFrames library implemented in Rust using Apache Arrow Columnar Format as memory model.
- [Sikit-learn](https://github.com/scikit-learn/scikit-learn) | `Python`, `Cython` | - Machine learning in Python
- [Keras](https://github.com/keras-team/keras) | `Python` | - The most user friendly Deep Learning for humans in Python
- [TensorFlow](https://github.com/tensorflow/tensorflow) | `Python`, `C++` | - More low level Deep Learning framework
- [Pytorch](https://github.com/pytorch/pytorch) | `Python` | - Tensors and Dynamic neural networks in Python with strong GPU acceleration
- [PyMC](https://github.com/pymc-devs/pymc) | `Python` | - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara
### Alternative libraries
#### Pandas Alternatives
- [Polars](https://github.com/pola-rs/polars) | `Rust`, `Python` | - Polars is a blazingly fast DataFrames library implemented in Rust using Apache Arrow Columnar Format as memory model.
- [Dask](https://github.com/dask/dask) | `Python` | - Parallel computing with task scheduling in Python with a Pandas like API
- [Modin](https://github.com/modin-project/modin) | `Python` | - Modin: Speed up your Pandas workflows by changing a single line of code
- [Koalas](https://github.com/databricks/koalas) | `Python` | - Koalas: pandas API on Apache Spark
## Analytic tools
### Metrics compution