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Published 20 hours ago • verified publisher icon JuliaQuant

Implement padding=true option on all consumption algorithms

Open milktrader opened this issue 8 years ago • 6 comments

This package currently chops off and throws away time values where an algorithm consumes values. The padding=true option will allow users to preserve consumed dates and will use NaN as a placeholder.

milktrader avatar Oct 25 '16 13:10 milktrader

I guess that we can craft a macro to achieve this? like the decorator in Python.

iblislin avatar May 27 '17 12:05 iblislin

@milktrader I'm working on this issue. I was wondering to known what is the main reason not to use moving(ta, mean, n) in SMA?[1]

1.https://github.com/JuliaQuant/MarketTechnicals.jl/blame/master/src/movingaverages.jl#L5-L10

iblislin avatar May 28 '17 10:05 iblislin

@milktrader please check out #90 !

iblislin avatar May 28 '17 18:05 iblislin

I think NaN sentinels as placeholders for consumed values is fine with all the shifting that happens with technical analysis. I wanted TimeSeries to be more pure about it, but here it works for me.

milktrader avatar Jun 14 '17 01:06 milktrader

I wanted TimeSeries to be more pure about it, but here it works for me.

sry, I do not understand your meaning...

iblislin avatar Jun 14 '17 15:06 iblislin

I feel it's better for packages other than TimeSeries to make the call about making padding=true the default. TimeSeries does not do this by default.

milktrader avatar Jun 17 '17 00:06 milktrader