[Numpy-discussion] We've recevied a NumFOCUS SDG!

2023-11-08 Thread kaistriega
Hello NumPy community,

I am thrilled to announce that I have been awarded a NumFocus Small Development 
Grant for my work on NumPy-Financial. This grant will enable me to enhance 
compatibility with NumPy 2.0, attract new contributors, improve testing and 
documentation, and perform the UFunc rework. I'm looking forward to 
contributing to the scientific Python community!

As part of this grant, I am looking for any NumPy-Financial users input, 
especially in regard to setting up some benchmarks of real world scenarios. If 
you are currently using NumPy-Financial please get in touch.

I hope everyone is going well

Kai
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[Numpy-discussion] NumPy-Financial: RFC: Dropping decimal.Decimal support

2024-03-29 Thread kaistriega
Hi all,

I'm currently working NumPy-Financial (npf) and would like to ask for comments 
on dropping decimal.Decimal support in npf.  I'm proposing to drop Decimal 
support for npf. There are a few reasons for this:

1. No one appears to use decimal types. Since it's release in 2019, not a 
single issue has been raised that uses decimal support. Furthermore, I have 
taken a quick survey of dependent projects, none of which seems to use decimals.

2. It's not actually supported that thoroughly. Npf claims that: “Functions 
support the :class:`decimal.Decimal` type unless otherwise stated.”. This isn't 
technically true. Many functions that claim to support decimal classes don't. I 
think it would be better to have a consistent interface that would either 
entierly support decimal or not support it at all.

3. I'm currently working on mimicking broadcasting behaviour for functions. 
This involves lots of for loops. To speed these up I will use either numba or 
Cython. Neither of these support decimal classes natively.

If you have any comments on whether this seems to be the right option, I would 
be very interested in hearing it. 

Kind regards 

Kai
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[Numpy-discussion] Moving busday functionality to numpy-financial

2023-06-23 Thread kaistriega
TLDR: There has been some discussion regarding moving busday and related 
functions to numpy--financial. The sentiment for this has generally been 
positive, this thread is to assess the amount of work required to move these 
functions.

Dear NumPy Maintainers,

There has been some discussion about moving np.busday* to numpy-financial first 
on GitHub [1] and more recently on Slack. The sentiment has largely been 
positive, however one concern is that the amount of work required is not 
justified as few people currently use these functions and the move could be 
messy.  I have recently been contributing to NumPy and am currently the sole 
maintainer of numpy-financial, so it feels like I am the right person to do 
this. In my opinion, these functions conceptually fit the scope of 
numpy-financial. 

However, I have some hesitations about this work. Namely, I am struggling to 
estimate the scope of this work and I have only some experience with C, and the 
NumPy C API. I am having trouble estimating the amount of work this would 
require, but suspect that it will not be easy. The functions use some of the 
internal C-API (I think, how do I find out the differences between the 
internal/external API?) and depends on `np.datetime`. Further, the busday* 
functions are implemented in C. I only have some experience with C and the C 
aspects of NumPy—I am happy to learn, but this seems like a pretty steep 
learning curve. Finally, numpy-financial is currently a pure Python module and 
does not build C, again I will either need help with this or to learn how to do 
this.

To finish, I have a few questions / requests for advice:

* Is this change supported by the NumPy community?
* Does anyone have advice on how to estimate the amount of work required?
* If I start working on this, would anyone be willing to help me learn the C 
components?

Kind regards

Kai Striega (@Kai-Striega)

[1]_ https://github.com/numpy/numpy/pull/23229#issuecomment-1467084886
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