Module math

Mathematical functions and interpolation utilities.

This module provides essential mathematical operations for quantitative trading, including linear and quadratic interpolation functions commonly used in financial data processing and analysis.

Functions

linear_weight

Calculates the interpolation weight between x1 and x2 for a value x.

linear_weighting

Performs linear interpolation using a weight factor.

pos_search

Finds the position for interpolation in a sorted array.

quad_polynomial

Evaluates the quadratic Lagrange polynomial defined by three points.

quadratic_interpolation

Performs quadratic interpolation for the point x given vectors of abscissas xs and ordinates ys.