Rough path theory is a branch of mathematics arising out of stochastic
analysis. One of the main tools of rough path analysis is the signature,
which captures the evolution of an unparametrised path including the order in
which events occur. This turns out to be a useful tool in data science
applications involving sequential data. RoughPy is our new Python package
that aims change the way we think about sequential streamed data, by viewing
it through the lens of rough paths. In RoughPy, data is wrapped in a stream
object which can be composed and queried to obtain signatures that can be
used in analysis. It also provides a platform for further exploration of the
connections between rough path theory and data science.