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mdf

mdf stands for man systematic strategies data-flow. mdf is a toolkit for expressing programs in Python as directed acyclic graphs (DAGS). mdf was developed to make it easier to wire together quantitative trading strategies composed of related computations over time-series data, but it can be used as a toolkit for describing general computations as DAGS.

The full documentation, with examples, can be found here: http://mdf-data-flow-programming-toolkit.readthedocs.org/en/latest/

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Data-flow programming toolkit for Python

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  • Python 100.0%