Pudu is an open source library that implements, with inspiration from Two Sigma's Flint, a summarizer class to do feature engineering on Polars dataframes. With the summarizer class primitives my goal is to implement fast time-series analysis for financial instruments.
Pudu is only a piece of the puzzle. To fully utilize the full performance of Polars, Pudu will be Quokka compatible. Read more about Quokka here.