Introduction¶

Who’s larry?¶

Here’s larry in schematic form:

             date1    date2    date3
    'AAPL'   209.19   207.87   210.11
y = 'IBM'    129.03   130.39   130.55
    'DELL'    14.82    15.11    14.94

A larry consists of a data array and a label list. The data array is stored as a Numpy array and the label list as a list of lists:

y.label = [['AAPL', 'IBM', 'DELL'], [date1, date2, date3]]
y.x = np.array([[209.19, 207.87, 210.11],
                [129.03, 130.39, 130.55],
                [ 14.82,  15.11,  14.94]])

A larry can have any dimension. Here, for example, is one way to create a one-dimensional larry:

>>> import la
>>> y = la.larry([1, 2, 3])

In the statement above the list is converted to a Numpy array and the labels default to range(n), where n in this case is 3.

larry has built-in methods such as movingsum, ranking, merge, shuffle, zscore, demean, lag as well as typical Numpy methods like sum, max, std, sign, clip. NaNs are treated as missing data.

Alignment by label is automatic when you add (or subtract, multiply, divide) two larrys.

You can archive larrys in HDF5 format using save and load or using a dictionary-like interface:

>>> io = la.IO('/tmp/dataset.hdf5')
>>> io['y'] = y   # <--- save
>>> z = io['y']   # <--- load
>>> del io['y']   # <--- delete from archive

For the most part larry acts like a Numpy array. And, whenever you want, you have direct access to the Numpy array that holds your data. For example if you have a function, myfunc, that works on Numpy arrays and doesn’t change the shape or ordering of the array, then you can use it on a larry, y, like this:

y.x = myfunc(y.x)

larry adds the convenience of labels, provides many built-in methods, and let’s you use your existing array functions.

License¶

larry is distributed under a BSD license. Parts of Scipy and numpydoc, which both have BSD licenses, are included in larry. See the LICENSE file, which is distributed with the la package, for details.

Installation¶

The la package requires Python and Numpy. Numpy 1.4 or newer is recommended for its improved NaN handling. Also some of the unit tests in the la package require Numpy 1.4 or newer.

To save and load larrys in HDF5 format, you need h5py with HDF5 1.8.

The la package currently contains no extensions, just Python code, so there is nothing to compile. You can just save the la package and make sure Python can find it.

Atlernatively, you can install the traditional way:

$ python setup.py build
$ sudo python setup.py install

Or, if you wish to specify where la is installed, for example inside /usr/local:

$ python setup.py build
$ sudo python setup.py install --prefix=/usr/local

After you have installed la, run the suite of unit tests:

>>> import la
>>> la.test()
<snip>
Ran 621 tests in 0.516s
OK
<nose.result.TextTestResult run=621 errors=0 failures=0>

URLs¶