[Numpy-discussion] NEP 32: Remove the financial functions from NumPy

D.S. McNeil dsm054 at gmail.com
Mon Sep 9 11:07:59 EDT 2019

[coming over from the pydata post]

I just checked about ~150KLOC of our Python code in a financial context,
written by about twenty developers over about four years.  Almost every
function uses numpy, sometimes directly and sometimes via pandas. 

It seems like these functions were never used anywhere, and the lead dev on
one of the projects responded "never used them; didn't even know they
exist".  I knew they existed, but even on the rare occasion I need the
functionality I need better control over the dates, which means for
practical purposes I need something which supports Series natively anyhow.

As it is, they also clutter up the namespace in unfriendly ways: if there's
going to be a top-level function called np.rate I don't think this is the
one it should be.  Admittedly that's more an argument against their current

Although it wouldn't be useful for us, I could imagine someone finding a
package which provides numpy-compatible versions of the many OpenFormula (or
whatever the spec is called) functions helpful.  Having numpy carry a tiny
subset of them doesn't feel productive.

+1 for removing them. 


Sent from: http://numpy-discussion.10968.n7.nabble.com/

More information about the NumPy-Discussion mailing list