Introduction

Extractor is a high-performance real-time capable alpha research platform with an easy interface for financial analytics.

It allows you to arrange your time series feeds and operations in a computational graph that optimizes how your computations are executed.

How to build

Requirements

• Cmake
• Git
• C/C++ compiler
• Python >=3.6

apt-get install -y cmake git build-essential python3

• numpy
• pandas

pip install numpy pandas

Clone and build

git clone --recurse-submodules https://github.com/featuremine/extractor.git && \
mkdir extractor/build && \
cd extractor/build && \
cmake .. \
  -DBUILD_SHARED_LIBS=OFF \
  -DBUILD_TESTING=ON \
  -DBUILD_TOOLS=ON \
  -DBUILD_WHEEL=ON \
  -DTEST_EXTENSIONS=ON \
  -DBUILD_DOCUMENTATION=OFF \
  -DCMAKE_BUILD_TYPE=Release && \
make -j 3

Testing

Run using ctest

ctest --extra-verbose

Usage instructions

• Extractor Documentation