FemtoTrader

Results 135 issues of FemtoTrader

Hello, You are probably aware of https://github.com/JuliaLang/julia/pull/22194 I wonder what will be roadmap for this package as NamedTuples have been merged recently in Julia master branch Kind regards

Hello, A NamedTuple can be created using ```julia julia> @NT(x,y)(1,2) (x = 1, y = 2) ``` but I wonder if there is a way to create a NamedTuple using...

Hello, I wondered if we can create an empty FlexTable and add columns after... but noticed that FlexTable() raises ERROR: UndefVarError: `n` not defined. This is not a very explicit...

Hello, I was trying to append! a NamedTuple to Table... and noticed this odd behiavor ```julia julia> t = Table(a = [1, 2, 3], b = [2.0, 4.0, 6.0]) Table...

Hello, I think it would help to have a simpler first example with a Vector and NamedTuple Here is a proposal. ```julia julia> using StructArrays julia> adata = [1, 2]...

Hello, Some features are probably out of the scope of this package but as it's very close, I think it should be discussed here also... https://github.com/femtotrader/TimeSeriesResampler.jl/issues/30 Maybe it could have...

Hello, According http://juliastats.github.io/TimeSeries.jl/stable/readwrite.html there is currently 2 functions: `readtimearray` and `writetimearray` Maybe we should document instead how to use the Queryverse ecosystem for I/O, especially https://github.com/queryverse/CSVFiles.jl Kind regards

enhancement

Following https://github.com/JuliaStats/TimeSeries.jl/issues/257 ```julia idx = DateTime(2010,1,1):Minute(1):DateTime(2016,1,1) N = length(idx) y = rand(-1.0:0.01:1.0, N) y = 100 + cumsum(y) ta = TimeArray(collect(idx),y,["y"]) ``` We can do ```julia collapse(ta, hour, first, maximum)...

Hello, quite similar to `Sum`... `Prod` could track the overall product. I haven't find such a statistics. Implementing it could be interesting. Kind regards PS: here is an implementation idea...

Hello, I noticed in your code `print ...` Python 2/3 code will be a nice idea. Kind regards