As far as Databases go, I'd love to see more people jumping on the HDF5 bandwagon. http://hdf.ncsa.uiuc.edu/HDF5/ They are about to release version 1.8 (1.8alpha already released on April 20). There's some very nice features (A new higher level interface, packet tables for socket streams, dimension scales, imaging etc). Not to mention It's totally portable and PyTables provides an excellent Python/Numpy/Numarray/Numeric API to HDF5, so database usage between Python and other HDF5 APIs (C, FORTRAN, C++, Java) is totally seamless. PyTables has a netCDF conversion facility and also very nice compression features too. See: http://www.pytables.org/moin/PyTables By the way Matt, I'm a financial engineer myself. If I were to find the time, I'd also like to be involved in such a project. Dieter On 4/25/06, Robert Kern <robert.kern@gmail.com> wrote:
Matt Knox wrote:
Currently the FAME database functionality is sort of mangled in with the time series module, but that can definitely be separated better. Would the FAME api be suitable for the sandbox as well? or just the time series capabilities? I suspect database API's aren't really something people would look for on scipy, but who knows. At any rate, I am fairly certain there is no existing python API for FAME freely available so some people might be interested in that.
FAME is a proprietary package, right? The website (fame.com) looks expensive. I would really like to see some good tools for handling time series (specifically calendrical time series) in scipy. I hope that as much functionality as possible can be decoupled from FAME. I don't think that wrappers to an expensive database package really belong in scipy although they might be just right for a separate projects.scipy.org project.
Of course, the API and conventions that you've established by how the non-FAME bits interact with the FAME bits will probably serve as a useful standard for talking to other databases with time series information.
-- Robert Kern robert.kern@gmail.com
"I have come to believe that the whole world is an enigma, a harmless enigma that is made terrible by our own mad attempt to interpret it as though it had an underlying truth." -- Umberto Eco
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