正在加载完整 README。 以下为已保存的摘录。
A Polars-native toolkit for reading, validating, and aggregating OHLC
(Open, High, Low, Close) market data.
Each stage is a separate, composable step: fetch a published dataset,
read and validate it, aggregate windows over it, add returns, apply a
quality policy. Nothing sorts, fills, interpolates, or de-duplicates your
data on the way past. When the data is not what you expected, you get a
value describing that — or an exception — rather than a tidied frame and
a log line.查看完整 README ↗目前无法加载完整 README。请通过原文链接阅读。 以下为已保存的摘录。
A Polars-native toolkit for reading, validating, and aggregating OHLC
(Open, High, Low, Close) market data.
Each stage is a separate, composable step: fetch a published dataset,
read and validate it, aggregate windows over it, add returns, apply a
quality policy. Nothing sorts, fills, interpolates, or de-duplicates your
data on the way past. When the data is not what you expected, you get a
value describing that — or an exception — rather than a tidied frame and
a log line.查看完整 README ↗