Published September 10, 2025 | Version v0.1.11
Software Open

FinMLKit: A Toolkit for Financial Machine Learning

Description

[0.1.11] - 2025-09-10

๐Ÿš€ New Features

  • Added advanced feature transformation utilities, including serialization, computational graphs, and integration of external functions (with TA-Lib support).
  • Boosted pipeline performance with caching and optimization.
  • New binance2h5 script: easily download and process Binance trades data, with improved handling for missing months.
  • Expanded and enhanced documentation, including tutorials for feature pipelines.

๐Ÿ› Fixes

  • Improved rolling operation serialization.
  • Fixed documentation typos and updated links.

๐Ÿ”ง Improvements

  • Refactored serialization utilities and introduced a new utils module.
  • Enhanced test coverage for core modules and HDF5 data operations.
  • Updated CI and deployment workflows for smoother releases and better coverage reporting.

๐Ÿ“š Docs & Community

  • Clearer installation, development, and agent instructions.
  • Added Code of Conduct and updated contribution guidelines.

Notes

If you use FinMLKit in your research, please cite it as below.

Files

quantscious/finmlkit-v0.1.11.zip

Files (442.0 kB)

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