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finmlkit

An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.

data-engineering data-science data-structures feature-engineering feature-extraction financial-analysis financial-data financial-machine-learning numba python

Creat：2024-10-04T16:53:59

Update：2025-08-08T09:21:10

https://finmlkit.readthedocs.io

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