business-science / pytimetk

Time series easier, faster, more fun. Pytimetk.
https://business-science.github.io/pytimetk/
MIT License
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Polars engine doesn't maintain sort order #290

Closed mdancho84 closed 2 weeks ago

mdancho84 commented 6 months ago

Example: https://github.com/quant-science/Cohort-Code-QS01-Quant_Scientist_Algo_Trading_System/blob/master/Trade-Together-Tuesdays/01_momentum_trade_strategy.py