Support pystore(Parquet) as market data file format

abbass2 / pyqstrat

A fast, extensible, transparent python library for backtesting quantitative strategies.

BSD 3-Clause "New" or "Revised" License

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Support pystore(Parquet) as market data file format #20

Closed zfsamzfsam closed 9 months ago

zfsamzfsam commented 3 years ago

pystore https://github.com/ranaroussi/pystore

PyStore is a simple (yet powerful) datastore for Pandas dataframes, and while it can store any Pandas object, it was designed with storing timeseries data in mind.

It's built on top of Pandas, Numpy, Dask, and Parquet (via Fastparquet), to provide an easy to use datastore for Python developers that can easily query millions of rows per second per client.

abbass2 commented 9 months ago

pyqstrat is agnostic to the data format used to store market data. The user loads data from whatever format is convenient for them