Releasing NumCompress

Earlier last week I was working on a python package that would compress numerical series into strings (and back). The package is now available on Github. It gets you around ~80% compression. It is useful to store or transmit stock prices, monitoring & other time series data in compressed string format.

Compression algorithm is based on google encoded polyline format. I modified it to preserve arbitrary precision and apply it to any numerical series. The work is motivated by usefulness of time aware polyline we built at HyperTrack. After building this I came across arrays that are much efficient than lists in terms memory footprint. You might consider using that over numcompress if you don’t care about conversion to string for transmitting or storing purpose.

It was fun to build this library and nice to see it getting featured on pycoder’s weekly.

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