trading-backtest | A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementat | Business library

 by   lukstei Java Version: Current License: MIT

kandi X-RAY | trading-backtest Summary

kandi X-RAY | trading-backtest Summary

trading-backtest is a Java library typically used in Web Site, Business applications. trading-backtest has no bugs, it has no vulnerabilities, it has build file available, it has a Permissive License and it has low support. You can download it from GitHub.

A stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
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            kandi-support Support

              trading-backtest has a low active ecosystem.
              It has 304 star(s) with 137 fork(s). There are 37 watchers for this library.
              OutlinedDot
              It had no major release in the last 6 months.
              trading-backtest has no issues reported. There are 1 open pull requests and 0 closed requests.
              It has a neutral sentiment in the developer community.
              The latest version of trading-backtest is current.

            kandi-Quality Quality

              trading-backtest has 0 bugs and 37 code smells.

            kandi-Security Security

              trading-backtest has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              trading-backtest code analysis shows 0 unresolved vulnerabilities.
              There are 1 security hotspots that need review.

            kandi-License License

              trading-backtest is licensed under the MIT License. This license is Permissive.
              Permissive licenses have the least restrictions, and you can use them in most projects.

            kandi-Reuse Reuse

              trading-backtest releases are not available. You will need to build from source code and install.
              Build file is available. You can build the component from source.
              Installation instructions are not available. Examples and code snippets are available.
              trading-backtest saves you 612 person hours of effort in developing the same functionality from scratch.
              It has 1425 lines of code, 241 functions and 26 files.
              It has medium code complexity. Code complexity directly impacts maintainability of the code.

            Top functions reviewed by kandi - BETA

            kandi has reviewed trading-backtest and discovered the below as its top functions. This is intended to give you an instant insight into trading-backtest implemented functionality, and help decide if they suit your requirements.
            • Parses a stream of lines .
            • Updates the tick rates .
            • Merges two time series into a new time series .
            • Executes a GET request on the given URL
            • Performs the next step .
            • Draw a series on a series .
            • Writes the given values to the given stream .
            • Initializes the series .
            • Write multiple double series .
            • Returns a string describing the series .
            Get all kandi verified functions for this library.

            trading-backtest Key Features

            No Key Features are available at this moment for trading-backtest.

            trading-backtest Examples and Code Snippets

            No Code Snippets are available at this moment for trading-backtest.

            Community Discussions

            QUESTION

            Is there a C++14 alternative to explicit(expr) introduced in C++20?
            Asked 2022-Mar-04 at 07:43

            TL;DR: I am looking for a C++14 equivalent of the following C++20 MWE:

            ...

            ANSWER

            Answered 2022-Mar-04 at 07:43

            Yes. You can SFINAE the conversion operator:

            Source https://stackoverflow.com/questions/71347981

            QUESTION

            Material-UI Data Grid onSortModelChange Causing an Infinite Loop
            Asked 2022-Feb-14 at 23:31

            I'm following the Sort Model documentation (https://material-ui.com/components/data-grid/sorting/#basic-sorting) and am using sortModel and onSortModelChange exactly as used in the documentation. However, I'm getting an infinite loop immediately after loading the page (I can tell this based on the console.log).

            What I've tried:

            I always end up with the same issue. I'm using Blitz.js.

            My code:

            useState:

            ...

            ANSWER

            Answered 2021-Aug-31 at 19:57

            I fixed this by wrapping rows and columns in useRefs and used their .current property for both of them. Fixed it immediately.

            Source https://stackoverflow.com/questions/69004286

            QUESTION

            Java map function throws non-static method compiler error
            Asked 2022-Jan-27 at 04:17

            I have an odd problem, where I am struggling to understand the nature of "static context" in Java, despite the numerous SO questions regarding the topic.

            TL;DR:

            I have a design flaw, where ...

            This works:

            ...

            ANSWER

            Answered 2022-Jan-26 at 17:11

            One way to solve the issue is by parameterizing the ParentDTO Class with its own children.

            Source https://stackoverflow.com/questions/70860253

            QUESTION

            How to access all draft campaigns with the Facebook marketing API?
            Asked 2022-Jan-17 at 14:53

            I'm trying to list all of my draft campaigns using the Facebook marketing API. By default, it seems, only non-draft (published?) campaigns are listed when calling

            ...

            ANSWER

            Answered 2021-Dec-01 at 15:44

            I believe the only way to get draft campaigns is below:

            1. You should get all addrafts. On my account I have only 1 addraft that contains all draft campaigns, but maybe you can have more. URL for getting addrafts:

            https://graph.facebook.com/v12.0/act_/addrafts?access_token=&fields=name,ad_object_id,id

            1. Now you can get addraft_fragments. You can see all draft fragments of your ad_account (campaigns, adsets, ads), but you can easily find here what you want. URL for getting addraft_fragments:

            https://graph.facebook.com/v12.0//addraft_fragments?access_token=&fields=name,id,ad_object_id,ad_object_type,budget,ad_object_name,values

            Source https://stackoverflow.com/questions/70058289

            QUESTION

            How to implement the Hindenburg omen indicator?
            Asked 2021-Dec-21 at 02:21

            As defined here the Hindenburg omen indicator is:

            The daily number of new 52-week highs and 52-week lows in a stock market index are greater than a threshold amount (typically 2.2%).

            To me it means, we roll daily and look back 52 weeks or 252 business/trading days, then count the number of highs (or lows) and finally compute the return of that or pct_change, which is the ratio of new highs (or lows) they want to monitor e.g., being above 2.2%

            ...

            ANSWER

            Answered 2021-Dec-21 at 02:21

            Interesting question! Could I suggest the following code - it runs much faster than the apply solution because it is vectorised, and also lays out the steps a bit more clearly so you can inspect the interim results.

            I got a different result to your code - you can compare by also plotting your result on the timeseries at bottom.

            Source https://stackoverflow.com/questions/70251565

            QUESTION

            jQuery .append doesn't work with $(document).ready
            Asked 2021-Dec-19 at 18:08

            This is a followup to toggleClass of parent div not changing with onClick

            In my HTML layout, I've found that I need to generate the div #filters after the records, not before, because I need to use PHP to build the buttons for each state. This gave me the idea to use jQuery .append to move the #filters to the #move-filters-here above the records. But after I filter on a state, the filters appear below the records and .append doesn't work to move the #filters to #move-filters-here above the records.

            Is .append not working with (document).ready?

            Is there a different way to get .append to move the #filters?

            Does .append need to "fire" again after the Onclick function?

            Fiddle: https://jsfiddle.net/j3semt6h/10/

            ...

            ANSWER

            Answered 2021-Dec-19 at 18:07

            if you want append #filter to #move-filters-here you can do it like this:

            Source https://stackoverflow.com/questions/70413990

            QUESTION

            Project loom, what happens when virtual thread makes a blocking system call?
            Asked 2021-Nov-30 at 21:58

            I was investigating how Project Loom works and what kind of benefits it can bring to my company.

            So I understand the motivation, for standard servlet based backend, there is always a thread pool that executes a business logic, once thread is blocked because of IO it can't do anything but wait. So let's say I have a backend application that has single endpoint , the business logic behind this endpoint is to read some data using JDBC which internally uses InputStream which again will use blocking system call( read() in terms of Linux). So if I have 200 hundred users reaching this endpoint, I need to create 200 threads each waiting for IO.

            Now let's say I switched a thread pool to use virtual threads instead. According to Ben Evans in the article Going inside Java’s Project Loom and virtual threads:

            Instead, virtual threads automatically give up (or yield) their carrier thread when a blocking call (such as I/O) is made.

            So as far as I understand, if I have amount of OS threads equals to amount of CPU cores and unbounded amount of virtual threads, all OS threads will still wait for IO and Executor service won't be able to assign new work for Virtual threads because there are no available threads to execute it. How is it different from regular threads , at least for OS threads I can scale it to thousand to increase the throughput. Or Did I just misunderstood the use case for Loom ? Thanks in advance

            Addon

            I just read this mailing list:

            Virtual threads love blocking I/O. If the thread needs to block in say a Socket read then this releases the underlying kernel thread to do other work

            I am not sure I understand it, there is no way for OS to release the thread if it does a blocking call such as read, for these purposes kernel has non blocking syscalls such as epoll which doesn't block the thread and immediately returns a list of file descriptors that have some data available. Does the quote above implies that under the hood , JVM will replace a blocking read with non blocking epoll if thread that called it is virtual ?

            ...

            ANSWER

            Answered 2021-Nov-30 at 21:58

            Your first excerpt is missing the important point:

            Instead, virtual threads automatically give up (or yield) their carrier thread when a blocking call (such as I/O) is made. This is handled by the library and runtime [...]

            The implication is this: if your code makes a blocking call into the library (for example NIO) the library detects that you call it from a virtual thread and will turn the blocking call into a non-blocking call, park the virtual thread and continue processing some other virtual threads code.

            Only if no virtual thread is ready to execute will a native thread be parked.

            Note that your code never calls a blocking syscall, it calls into the java libraries (that currently execute the blocking syscall). Project Loom replaces the layers between your code and the blocking syscall and can therefore do anything it wants - as long as the result for your calling code looks the same.

            Source https://stackoverflow.com/questions/70174468

            QUESTION

            Koltin return null if value is null else
            Asked 2021-Nov-24 at 14:17

            I work with some business logic written in Kotlin. I've got such a case in my method - I check a value for null, and if it IS null - I want to return null, else do some logic. My version looks like:

            ...

            ANSWER

            Answered 2021-Nov-24 at 14:14

            You can use the ?. operator in combination with let.

            Source https://stackoverflow.com/questions/70097097

            QUESTION

            Pandas group cumsum with condition
            Asked 2021-Oct-12 at 20:27

            I have the following df:

            ...

            ANSWER

            Answered 2021-Oct-12 at 20:18

            Let's try (hopefully self-explained):

            Source https://stackoverflow.com/questions/69546268

            QUESTION

            Reactjs separation of UI and business logic
            Asked 2021-Sep-26 at 09:14

            I am new to react and I find it sore in the eyes to look at the component flooded with lots of functions and variable initializations together with the UI. Is it possible to separate them?

            Instead of the default setup, like below. How do I separate the business logic into another file?

            ...

            ANSWER

            Answered 2021-Sep-26 at 08:50

            A common approach that I use myself is to separate the business logic into its own file myComponentHelper.js

            This will also make it easier to test the function because it will not be able to use and change the react state without having it passed in as arguments and returning the changes.

            Source https://stackoverflow.com/questions/69332889

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install trading-backtest

            You can download it from GitHub.
            You can use trading-backtest like any standard Java library. Please include the the jar files in your classpath. You can also use any IDE and you can run and debug the trading-backtest component as you would do with any other Java program. Best practice is to use a build tool that supports dependency management such as Maven or Gradle. For Maven installation, please refer maven.apache.org. For Gradle installation, please refer gradle.org .

            Support

            For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .
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            https://github.com/lukstei/trading-backtest.git

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            gh repo clone lukstei/trading-backtest

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            git@github.com:lukstei/trading-backtest.git

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