csp
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Point72
csp is a high performance reactive stream processing library, written in C++ and Python
This is a more complete example of csp features, highlighting how to write a realtime adapter and how to use the existing CSVReader adapter for historical data. I'd be happy...
For Windows build support in https://github.com/Point72/csp/pull/229, we remove the `constexpr` specifier from the `clz/ffs` bit counting operations as MSVC's `_BitScanForward` and `_BitScanReverse` compiler intrinsics are not constexpr, unlike gcc's `__builtin_clz`...
A few questions remain: - Do we want to use .ipynb files or .md files? Using markdown files for notebooks is possible with [Jupytext](https://github.com/mwouts/jupytext), but it would add an extra...
This PR makes incremental progress on adapter separation by enabling the Kafka and Websocket C++ code to not be built. It also removes `pandas` as a primary dependency. fixes https://github.com/Point72/csp/issues/251
It's in a reasonably presentable state, but could always use further improvements.
This updates the release instructions in response to some feedback @robambalu shared after doing the 0.0.4 release and after #244. It seems most of the maintainers at Point72 are directly...
**Is your feature request related to a problem? Please describe.** The `csp.typing` `Numpy1DArray` and `NumpyNDArray` types are confusing for users and lead to a lot of unexpected typing issues. We...
At the moment the windows build only works on Visual Studio 16 2019, looking into getting Visual Studio 17 2022 working
We were originally blocked from cross-compiling Mac ARM builds from x86 due to our requirement on using `gcc`, which did not support it. We enabled ARM builds by using the...