Fast and Scalable Data Structures for Scientific and Quantitative Research.
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README.md

RedBlackPy

Fast and scalable data structures for scientific and quantitative research in Python

Now available for Python 2.7 and 3.0+ on MacOSX(>=10.7) and Linux (Windows in near future).

Read a little review article with code examples at TowardsDataScience.

RedBlackPy is a light Python library that provides data structures aimed at fast insertion, removal and self sorting to manipulate ordered data in efficient way. The core part of the library had been written on C++ and then was wrapped in Cython. Hope that many would find the primary data structures of this library very handy in working with time series. One of the main feature of this structures is an access by arbitrary key using interpolation, what makes processing of multiple non synchronized time series very simple. All data structures based on red black trees.

Installation

Now RedBlackPy requires Cython installation. If you have not Cython, run in your command line:
>> pip install cython
1. Build and install from source
Download project source and run in your command line
>> python setup.py install
2. Via pip
Run in your command line
>> pip install redblackpy

Package content

The first release is presented by two classes: Series and SeriesIterator. See Documentation and User Guide for usage.

Cython Users

We have include pxd files for Cython users. See source.

Contact us

Feel free to contact us about any questions. Website of our team IntuitionEngineering.

Core developer email: hypo@intuition.engineering.

Intuition dev email: dev@intuition.engineering.