This repo contains a number of Python scripts I've written over the years, many dating back to my time at TradeLink. They come in three flavors:
- CSV file transformers, which convert a CSV file on input to either another CSV file or a file in a different format (Excel spreadsheet, JSON file, etc)
- data filters which modify the contents of an input CSV file, computing new columns from existing data (ewma, spline, etc)
- Summarizers/plotters (mpl, sharpe, etc).
MPL deserves special note. I worked with John Hunter, the original author of Matplotlib for several years at TradeLink. John, unfortunately, died much too young. Though I never actually did anything with Matplotlib while John was still alive, I used CSV files a fair amount and eventually decided I needed to plot columns from time-to-time. Writing my plotter using Matplotlib in rememberance of John seemed like a good thing.
I don't claim that this is a "good" example of Matplotlib. It grew organically over time as the need arose, and I've never tried to get fancy wth Matplotlib. It thus has a rather eclectic (baroque? non-intuitive?) command line interface. Its callable API is brand new as of September 2022 and is still pretty bug-ridden. Caveat emptor.