[SciPy-dev] interest in Time series functionality?

Matt Knox mattknox_ca at hotmail.com
Mon Apr 24 20:40:10 CDT 2006

Alan G Isaac <aisaac <at> american.edu> writes:

> On Sat, 22 Apr 2006, Matt Knox apparently wrote: 
> > Our group consists mostly of financial practitioners and 
> > engineers, not really pure software developers, so if 
> > somebody is interested in taking this to the next level 
> > I would be willing to release the code (both the FAME api, 
> > and the time series module) if someone wanted to improve 
> > upon this and share their improvements in the future. The 
> > code is definitely not a polished product right now, but 
> > it is functional. 
> > If you have any thoughts on this (positive or negative) 
> > I would love to hear them. 
> I was hoping someone else would respond first, but since 
> they have not, I will provide a smidgen of feedback.
> I hope you will release the code in advance of the 
> reassurances you seek.  It sounds useful, and it sounds 
> likely to attract development effort over time.  I am 
> interested in looking at it, if it is released under 
> a liberal license, but I am more a user than a developer.
> Still, Python is great in that for many applications users 
> can readily contribute to development.  The time series 
> module seems to be an obvious candidate for such 
> contributions.
> The real question, I propose, is where to house the code and 
> how to manage patches.  As for the former, it seems to be an 
> obvious candidate for the scipy sandbox.
> Cheers,
> Alan Isaac

Thanks for the reply Alan.

The code needs some additional spit and polish, reorganization and some
additional documentation before it is suitable to be released to the public, but
within the next couple of months I hope to be able to find the time to do that.
I have no experience writing or managing any kind of open source project (nor do
any of my colleagues), so I'm not sure I would be able to offer much in the way
of managing patches, etc.

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.

- Matt Knox

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