Hi Guillaume,
Thanks for sharing your routines!
I have started using some of your fft functions.
Just in case it'd be useful to you and to others: when i installed the package on my laptop (OSX, with anacconda python 3.5.5) i ran your setup.py and everything went fine (no error message) but then, when i imported the package in my python script, i got an error at l.173 in _utils.py (function pd.api.types.is_datetime64_dtype not found).
I solved my problem by replacing :
l.173 if pd.api.types.is_datetime64_dtype(x):
by:
if pd.core.common.is_datetime64_dtype(x):
and then re-ran python setup.py install.