[SciPy-dev] interest in Time series functionality?

dHering vel.accel at gmail.com
Tue Apr 25 04:06:39 CDT 2006


As far as Databases go, I'd love to see more people jumping on the
HDF5 bandwagon.

http://hdf.ncsa.uiuc.edu/HDF5/

They are about to release version 1.8 (1.8alpha already released on
April 20). There's some very nice features (A new higher level
interface, packet tables for socket streams, dimension scales, imaging
etc). Not to mention It's totally portable and PyTables provides an
excellent Python/Numpy/Numarray/Numeric API to HDF5, so database usage
between Python and other HDF5 APIs (C, FORTRAN, C++, Java) is totally
seamless. PyTables has a netCDF conversion facility and also very nice
compression features too. See:

http://www.pytables.org/moin/PyTables

By the way Matt, I'm a financial engineer myself. If I were to find
the time, I'd also like to be involved in such a project.

Dieter

On 4/25/06, Robert Kern <robert.kern at gmail.com> wrote:
> Matt Knox wrote:
>
> > Currently the FAME database functionality is sort of mangled in with the
> time
> > series module, but that can definitely be separated better. Would the FAME
> api
> > be suitable for the sandbox as well? or just the time series capabilities?
> I
> > suspect database API's aren't really something people would look for on
> scipy,
> > but who knows. At any rate, I am fairly certain there is no existing
> python API
> > for FAME freely available so some people might be interested in that.
>
> FAME is a proprietary package, right? The website (fame.com) looks
> expensive. I
> would really like to see some good tools for handling time series
> (specifically
> calendrical time series) in scipy. I hope that as much functionality as
> possible
> can be decoupled from FAME. I don't think that wrappers to an expensive
> database
> package really belong in scipy although they might be just right for a
> separate
> projects.scipy.org project.
>
> Of course, the API and conventions that you've established by how the
> non-FAME
> bits interact with the FAME bits will probably serve as a useful standard
> for
> talking to other databases with time series information.
>
> --
> Robert Kern
> robert.kern at gmail.com
>
> "I have come to believe that the whole world is an enigma, a harmless enigma
>  that is made terrible by our own mad attempt to interpret it as though it
> had
>  an underlying truth."
>   -- Umberto Eco
>
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