I would've needed this recently for some data analysis, to estimate the mass of an object based on position measurments. I tried calculating the 2nd derivative with a Savitzky-Golay filter, but still had some problems and ended up using a different approach (also using a Kalman filter, but with a physics-based model of my setup).
My main problem was that I had repeated values in my measurements (sensor had a lower, non-integer divisible sampling rate than the acquisition pipeline). This especially made clear that np.gradient wasn't suitable, because it resulted in erratic switches between zero and the calculated derivative. Applying, np.gradient twice made the data look like random noise.
I will try using this library, when I next get the chance.