pyfive is an open source library for reading HDF5 files written using pure Python (no C extensions). The package is still in development and not all features of HDF5 files are supported. pyfive is ...
在量化交易中基于金融市场的 L1/L2 的报价和交易高频数据来进行高频因子计算是非常常见的投研需求。目前国内全市场十年的 ...