milktrader
milktrader
It was basically a specialized time series for financial data. I had some doubts about its performance and as you can tell have not developed it in some time. IIRC,...
This is an interesting api. Have you seen this used before. I'm in favor of merging it and this will close #52
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...
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.
https://github.com/JuliaQuant/TradingLogic.jl/issues/4
The datasets saved for this future comparison are the AAPL, BA and CAT objects found in MarketData. Their `xts` counterparts are found in `MarketData/bin/R/`along with a file named R.txt that...
Looks great, I can get results for quantstrat pretty soon, the zipline will require a little more research, but I don't see it as too much work.
I'm currently working on this on a branch, but having some trouble getting quantstrat to work.
Yep, no problem. This will have the correct code for `v0.4` for future use once we get to that version.