Make Internal Data Index <datetime, instruments> instead of <instruments, datetime>
Nobody has claimed this yet.
- Dominant language
- Python
- Stars
- 48.7k
- Forks
- 7.7k
- PR merge metrics
- No merged PRs in 30d
Description
🌟 Feature Description
Make Internal Data Index <datetime, instruments> instead of <instruments, datetime>
Motivation
In time series data, the datetime dimension is more frequently used than instruments.
Make the underlying data use the time dimension as the first index level will improve the data efficiency in more scenario
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
No files, tests, or entry points are named. Start by tracing where the internal time-series data index is created and consumed, then assess the effects of changing its level order from instruments, datetime to datetime, instruments. Done means the new ordering is used consistently and affected data workflows still behave correctly.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 25/100