Metadata-Version: 1.0
Name: dynts
Version: 0.2
Summary: Quantitative financial timeseries analysis
Home-page: http://github.com/quantmind/dynts/
Author: Luca Sbardella
Author-email: luca@quantmind.com
License: BSD
Description: 
        .. rubric:: A Domain Specific Language for Timeseries Analysis.
        
        --
        
        :Documentation: http://packages.python.org/dynts/
        :Dowloads: http://pypi.python.org/pypi/dynts/
        :Source: http://github.com/quantmind/dynts
        :Keywords: timeserie, quantitative, finance, statistics, web
        
        --
        
        Timeseries analysis and a timeseries domain specific language written in Python.
        
        
        Timeserie Object
        ========================
        
        To create a timeseries object directly::
        
        	>>> from dynts import timeseries
        	>>> ts = timeseries('test')
        	>>> ts.type
        	'zoo'
        	>>> ts.name
        	'test'
        	>>> ts
        	TimeSeries:zoo:test
        	>>> str(ts)
        	'test'
        
        
        DSL
        =======
        At the core of the library there is a Domain-Specific-Language (DSL_) dedicated
        to timeserie analysis and manipulation. DynTS makes timeserie manipulation easy and fun.
        This is a simple multiplication::
        	
        	>>> import dynts
        	>>> e = dynts.parse('2*GOOG')
        	>>> e
        	2.0 * goog
        	>>> len(e)
        	2
        	>>> list(e)
        	[2.0, goog]
        	>>> ts = dynts.evaluate(e).unwind()
        	>>> ts
        	TimeSeries:zoo:2.0 * goog
        	>>> len(ts)
        	251
        
        
        Requirements
        =====================
        There are several requirements that must be met:
        
        * python_ 2.4 or later. Note that Python 3 series are not supported yet.
        * numpy_ arrays and matrices.
        * ply_ the building block of the DSL_.
        * rpy2_ if an R_ TimeSeries back-end is used (default).
        * ccy_ for date and currency manipulation.
        
        Depending on the back-end used, additional dependencies need to be met.
        For example, there are back-ends depending on the following R packages:
        
        * zoo_ and PerformanceAnlytics_ for the ``zoo`` back-end (currently the default one)
        * timeSeries_ for the ``rmetrics`` back-end 
        
        Installing rpy2_ on Linux is straightforward, on windows it requires the
        `python for windows`__ extension library.
        
        Optional Requirements
        ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
        
        * xlwt_ to create spreadsheet from timeseries.
        * simplejson_ if python_ version is less then 2.6
        * matplotlib_ for plotting.
        
        __ http://sourceforge.net/projects/pywin32/files/
        
        Running Tests
        =================
        Form the package directory::
        	
        	python runtests.py
        	
        or, once installed::
        
        	from dynts import runtests
        	runtests()
        	
        If you are behind a proxy, some tests will fail unless you write a little script
        which looks like this::
        
        	from dynts.conf import settings
        	from dynts import runtests
        	settings.proxies['http'] = 'http://your.proxy.com:80'
        
        	if __name__ == '__main__':
        	    runtests()
        	    
        	    
        Community
        =================
        Trying to use an IRC channel **#dynts** on ``irc.freenode.net``
        (you can use the webchat at http://webchat.freenode.net/).
        
        If you find a bug or would like to request a feature, please `submit an issue`__.
        
        __ http://github.com/quantmind/dynts/issues
            
        .. _numpy: http://numpy.scipy.org/
        .. _ply: http://www.dabeaz.com/ply/
        .. _rpy2: http://rpy.sourceforge.net/rpy2.html
        .. _DSL: http://en.wikipedia.org/wiki/Domain-specific_language
        .. _R: http://www.r-project.org/
        .. _ccy: http://code.google.com/p/ccy/
        .. _zoo: http://cran.r-project.org/web/packages/zoo/index.html
        .. _PerformanceAnlytics: http://cran.r-project.org/web/packages/PerformanceAnalytics/index.html
        .. _timeSeries: http://cran.r-project.org/web/packages/timeSeries/index.html
        .. _Python: http://www.python.org/
        .. _xlwt: http://pypi.python.org/pypi/xlwt
        .. _simplejson: http://pypi.python.org/pypi/simplejson/
        .. _matplotlib: http://matplotlib.sourceforge.net/
        
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Environment :: Plugins
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: BSD License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Topic :: Office/Business :: Financial
