When working with time series it is a good practice to move the data in memory and vectorise both the data and the data-manipulation logic. Doing so you can tak

When working with time series it is a good practice to move the data in memory and vectorise both the data and the data-manipulation logic. Doing so you can take advantage of the battle tested and fast linear algebra libraries like BLAS and LAPACK (or even move the calculation to the GPU). The last time I worked with time series data I used python-pandas. Even without former python knowledge it took only a couple of weeks to get productive. It has also a wrapper around SQLalchemy so you don't have to deal directly with the ORM.