Data (fynance.data)ΒΆ

Ingestion layer: file adapters into PriceSeries, alignment/resampling, and no-lookahead temporal splits.

load(path[, source])

Load a file into a PriceSeries (or mapping for multi-column).

CSVSource()

Read a CSV file into a PriceSeries (or a mapping).

ParquetSource()

Read a Parquet file into a PriceSeries (or a mapping).

align(series[, how, fill])

Align several series onto a common index.

resample(ps, freq[, agg])

Downsample a series to a coarser frequency.

train_test_split(n, test_size[, gap])

Time-ordered train/test index split.

walk_forward(n, train, test[, step, purge])

Generate purged walk-forward windows.