Jacob Amos
Jacob Amos
@femtotrader This is something that I would definitely like to add on later. Something I am always considering is the amount of dependencies required to use my packages. As the...
@femtotrader I think both of the packages you mention above have some serious potential use value down the line. Currently, as I am the only one working on Temporal, there...
It seems that this issue has to do with the `floor` function you're using. Take a look at `floor(ts.index, Dates.Hour(5))` for example. The first three elements are all 2009-12-31T22:00:00, then...
@femtotrader Yes there are indeed a few package that whose functionality and objectives definitely intersect, and I think a more organized development plan could go a long way. TimeSeries and...
Oh, last thing — would love to be a part of the systematic strategy backtesting work. I have some really interesting ideas about how Julia could be a wicked awesome...
Haha wow, this discussion got really deep since I last opened it, glad to see you guys are equally interested in organizing our efforts around this! I'll try to hit...
Hey @femtotrader I think this kind of functionality does offer a lot of utility. Definitely appreciate you prototyping out an implementation. Would you mind opening a pull request integrating your...
@affans That doesn't sound particularly difficult from an implementation standpoint. Could you help me understand how you'd envision calling the function? Is it the correct interpretation of your example/notation that...
@Roh-codeur Could you help me understand what you mean by "view" and how you would envision it with respect to this package specifically?