csp

csp copied to clipboard

Updates the requirements on [pyarrow](https://github.com/apache/arrow) to permit the latest version. Release notes Sourced from pyarrow's releases. Apache Arrow 20.0.0 Release Notes URL: https://arrow.apache.org/release/20.0.0.html Commits 3ad0370 MINOR: [Release] Update versions for...

dependabot[bot]

**Describe the bug** When you pip install csp, source files are being installed at the top-level of the user's environment. This clutters the environment and can cause potential issues with...

AdamGlustein

``` /opt/homebrew/lib/python3.12/site-packages/csp/impl/wiring/node_parser.py:769: 273 warnings /opt/homebrew/lib/python3.12/site-packages/csp/impl/wiring/node_parser.py:769: DeprecationWarning: ast.Str is deprecated and will be removed in Python 3.14; use ast.Constant instead value=ast.Tuple(elts=[ast.Str(self._NODE_P_VARNAME), ast.Num(n=0)], ctx=ast.Load()), /opt/homebrew/lib/python3.12/site-packages/csp/impl/wiring/node_parser.py:769: 273 warnings /opt/homebrew/lib/python3.12/site-packages/csp/impl/wiring/node_parser.py:769: DeprecationWarning: ast.Num is deprecated...

timkpaine

Adjusted, unbiased EMA covariance with a finite horizon does not handle initial NaN values correctly

1

**Describe the bug** Using `csp.stats.ema_cov` with a finite horizon (rolling window) and `adjusted=True` will have incorrect results if the initial stream values are `NaN` and those values are then removed...

AdamGlustein

**Describe the solution you'd like** C++ implementation of the csp.Struct `from_dict`/`from_json` that have better performance than the current python implementation: https://github.com/Point72/csp/blob/main/csp/impl/struct.py#L250.

p72dennisxu

Looks like when replaying a considerable amount of data, we hit a lot of contention and slowdown from this mutex which is locked/unlocked per tick when pushing data. Would be...

robambalu

This is an optimization idea to avoid python boxing / unboxing overhead. TBD if there are any issues to actually implement this The idea is to hold native ( C++...

robambalu

Mimic __getstate__ logic for dict parsing in pydantic serialization

1

NeejWeej

At the moment the profiler will show a lof of good node statistics but it doesnt show information about actual input adapter counts. It would be useful to get a...

robambalu

typing.Any not handled properly as an output from a csp.node

3

**Describe the bug** `typing.Any` is not handled properly. This occurs both if `CSP_PYDANTIC` is set as an environment behavior or not **To Reproduce** ```python import csp import typing from datetime...

NeejWeej