[Numpy-discussion] Simple financial functions for NumPy

Alexander Michael lxander.m@gmail....
Fri Apr 4 16:11:33 CDT 2008


On Fri, Apr 4, 2008 at 9:49 AM, Travis E. Oliphant
<oliphant@enthought.com> wrote:
>  However, if clearly better interfaces can be discovered, then we could
>  change it.   For now, the functions are not imported into the numpy
>  namespace but live in
>
>  numpy.lib.financial
>
>  I could see a future scipy module containing much, much more.
>
>  Comments and improvement suggestions welcome.   We are a week away from
>  release of NumPy 1.0.5, and hopefully we can agree before then.

I'm generally in agreement with other opinions about keeping numpy
lightweight even though I think these functions are useful and should
be widely distributed with numpy. I've struggled with the various
masked array implementations being worlds unto their own, falling down
unexpectedly when mixed with other numpy functions, so keeping a
narrow focus seems beneficial (as in its clear that I shouldn't expect
A and B to work necessarily together). Nevertheless, I like getting a
lot of utility from each package as it seems cognitive load is
proportional to the number of packages required-- especially when the
packages are compiled. Perhaps, as others have suggested, there should
be some sort of pure-python numpy library package (a NumPyLib, if you
will) that sits between numpy and scipy? I'm a numpy user but not a
scipy user (I guess from an attempt to decrease the cognitive load of
yet another compiled python package), so I'm speaking from that
perspective. I also wouldn't be opposed to (for NumPy 4 :) breaking
out the core ndarray class and basic linalg (solve, svg, eig, etc.) as
NDArray and putting everything else into logically separated but
independent NumKits. A blessed collection of which are together taken
and distributed as "NumPy". Anything depending on one ore more NumKits
would go into a SciKit, with a blessed collection distributed together
as "SciPy". Has this basic distribution architecture already been
proposed? I've heard hints of something along these lines. If so, then
the new new financial functions should go into numpy.lib, where
everything will later be broken out into a NumKit. Hmm. I've just
argued myself in a circle... :O

Regards,
Alex


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