Open Source Python Libraries

Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian -- a free, community-centered, hosted platform for building and executing trading strategies. Quantopian also offers a fully managed service for professionals that includes Zipline, Alphalens, Pyfolio, FactSet data, and more. Installing Zipline is slightly more involved than the average Python package. For a development installation (used to develop Zipline itself), create and activate a virtualenv, then run the etc/dev-install script. Please note that Zipline is not a community-led project. Zipline is maintained by the Quantopian engineering team, and we are quite small and often busy.

Binarytree is Python library that lets you generate, visualize, inspect and manipulate binary trees. Skip the tedious work of setting up test data, and dive straight into practicing algorithms. Heaps and BSTs (binary search trees) are also supported. Binarytree supports another representation which is more compact but without the indexing properties. Traverse trees using different algorithms.

Modules for developing, configuring and running a computation based on function blocks entirely in Python. Function block based computation is a data, event and state driven approach to data processing.

A proximity forest is a data structure that allows for efficient computation of approximate nearest neighbors of arbitrary data elements in a metric space. See: O'Hara and Draper, "Are You Using the Right Approximate Nearest Neighbor Algorithm?", WACV 2013 (best student paper award). One application of a ProximityForest is given in the following CVPR publication: Stephen O'Hara and Bruce A. Draper, "Scalable Action Recognition with a Subspace Forest," IEEE Conference on Computer Vision and Pattern Recognition, 2012. This source code is provided without warranty and is available under the GPL license. More commercially-friendly licenses may be available. Please contact Stephen O'Hara for license options. Please view the wiki on this site for installation instructions and examples on reproducing the results of the papers.

A neural net module written in python. The aim of the project is to provide a large set of neural network types accessed by an API that is easy to use and powerful.

PyOD is a comprehensive and scalable Python toolkit for detecting outlying objects in multivariate data. This exciting yet challenging field is commonly referred as outlier detection or anomaly detection. PyOD includes more than 30 detection algorithms, from classical LOF (SIGMOD 2000) to the latest COPOD (ICDM 2020) and SUOD (MLSys 2021). Since 2017, PyOD [AZNL19] has been successfully used in numerous academic researches and commercial products [AZHC+21, AZNHL19]. PyOD has multiple neural network-based models, e.g., AutoEncoders, which are implemented in both PyTorch and Tensorflow. PyOD contains multiple models that also exist in scikit-learn. It is possible to train and predict with a large number of detection models in PyOD by leveraging SUOD framework. A benchmark is supplied for select algorithms to provide an overview of the implemented models. In total, 17 benchmark datasets are used for comparison, which can be downloaded at ODDS.

Fast cython implementation of trie data structure for Python. Development is inactive, but moved to: http://github.com/martinkozak/cytrie.

libGo is a C++ class library containing all kinds of things that proved useful to me. Included are: - Linear algebra, using LAPACK and CBLAS - V4L(1) image grabber - Multithreading - Image containers (up to 3D) - Some simple optimisation code - Python embedding helper - Matlab interface - .. and other things, have a look at the HTML documentation! golib grew over many years, things I had use for have been added now and then. Some parts are better taken care of than others. If you find anything spectacularly wrong or badly documented, and need assistance, please drop me a line.