Metadata-Version: 2.5
Name: finml-utils
Version: 5.0.2
Project-URL: Issues, https://github.com/dream-faster/finml-utils/issues
Project-URL: Source, https://github.com/dream-faster/finml-utils
Author-email: Mark Aron Szulyovszky <mark@dreamfaster.ai>, Daniel Szemerey <daniel@dreamfaster.ai>
License-Expression: MIT
Classifier: Development Status :: 5 - Production/Stable
Classifier: License :: Other/Proprietary License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Programming Language :: Python :: 3.13
Classifier: Programming Language :: Python :: 3.14
Classifier: Programming Language :: Python :: Implementation :: CPython
Classifier: Programming Language :: Python :: Implementation :: PyPy
Requires-Python: >=3.11
Requires-Dist: numpy==2.3.5
Requires-Dist: pandas==2.3.3
Requires-Dist: pathos==0.3.4
Requires-Dist: python-dotenv==1.2.1
Requires-Dist: tqdm==4.67.1
Provides-Extra: modeling
Requires-Dist: scikit-learn==1.6.1; extra == 'modeling'
Requires-Dist: scipy==1.15.3; extra == 'modeling'
Provides-Extra: plotting
Requires-Dist: matplotlib==3.9.2; extra == 'plotting'
Requires-Dist: seaborn==0.13.2; extra == 'plotting'
Requires-Dist: tabulate==0.9.0; extra == 'plotting'
Provides-Extra: quality
Requires-Dist: pre-commit~=2.20.0; extra == 'quality'
Requires-Dist: ruff==0.14.1; extra == 'quality'
Provides-Extra: tests
Requires-Dist: hypothesis~=6.112.4; extra == 'tests'
Requires-Dist: pytest-cov>=4.0; extra == 'tests'
Requires-Dist: pytest>=8.4; extra == 'tests'
Description-Content-Type: text/markdown

# finml-utils

Shared utility library for financial machine learning projects.

## Install

```bash
pip install finml-utils
```

## Modules

- **backtest** – Backtesting utilities
- **returns** – Return calculations and analysis
- **stats** – Statistical functions
- **metrics** – Performance metrics
- **correlation** – Correlation analysis
- **splitters** – Time series cross-validation splitters
- **transformations** – Data transformations
- **dataframes** – DataFrame helpers
- **parallel** – Parallel processing with progress bars
- **quantstats** – QuantStats integration for reporting

## Optional Dependencies

```bash
pip install finml-utils[plotting]   # matplotlib, seaborn
pip install finml-utils[modeling]   # scipy, scikit-learn
```

## License

MIT
