ranaroussi / yfinance

Download market data from Yahoo! Finance's API

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Add support for python-polars

edoaltamura opened this issue · comments

Besides the use of pandas, it would be great to add support for the polars Python interface: https://github.com/pola-rs/polars.
Polars has very similar functionalities to Pandas, but uses a Rust backend that significantly speeds up operations compared to Pandas.

I like what I hear about Polars, but great care will be needed to avoid upsetting user base.

Is there another popular package that migrated that we can learn from?

I can't think of projects that started in Pandas and then transitioned, and I do agree that care is needed when migrating foundational dependencies. This Medium article can give a flavor of what a 'translation' might look like.

In my view, simply translating can give some speed up over Pandas, but some more thinking is required to make the most of the lazy execution in Polars, which would give an extra boost.