finagg VS Weaviate

finagg – A Python package for aggregating and normalizing historical data from popular and free financial APIs

This is certainly a weird place to ask this question. That being said, you should explore the FRED API. Here's my project that implements most of it in Python: https://github.com/theOGognf/finagg The walkthrough shows you how to find what you're looking for

I created a Python package exactly for this. https://github.com/theOGognf/finagg. It aggregates historical fundamental data for whatever tickers you specify or from a subset of tickers. Let me know what you think

This package https://github.com/theOGognf/finagg already implements the complete SEC EDGAR REST API (disclaimer: I'm the author), and the archive-based API is in the works. I suggest you give it a go using the latest version off GitHub

I've got some time set aside to implement a (file based) SEC EDGAR API described in this issue https://github.com/theOGognf/finagg/issues/43

In this tutorial, I introduce Weaviate, an open-source vector database, with the thenlper/gte-base embedding model from Alibaba, through Hugging Face's transformers library.

This will be solved in Weaviate https://github.com/weaviate/weaviate/issues/2424

Link to GitHub -->

Hey @rvrs, I work on Weaviate and we are doing some improvements around increasing write throughput:

1. gRPC. Using gRPC to write vectors has had a really nice performance boost. It is released in Weaviate core but here is still some work on do on the clients. Feel free to get in contact if you would like to try it out.

2. Parameter tuning. lowering `efConstruction` can speed up imports.

3. We are also working on async indexing https://github.com/weaviate/weaviate/issues/3463 which will further speed things up.

In comparison with pgvector, Weaviate has more flexible query options such as hybrid search and quantization to save memory on larger datasets.