trading-backtest | A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementat | Business library
kandi X-RAY | trading-backtest Summary
kandi X-RAY | trading-backtest Summary
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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Top functions reviewed by kandi - BETA
- 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 .
trading-backtest Key Features
trading-backtest Examples and Code Snippets
Community Discussions
Trending Discussions on Business
QUESTION
TL;DR: I am looking for a C++14 equivalent of the following C++20 MWE:
...ANSWER
Answered 2022-Mar-04 at 07:43Yes. You can SFINAE the conversion operator:
QUESTION
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:
- Using useCallback within the onSortChange prop
- Using server side sorting (https://material-ui.com/components/data-grid/sorting/#server-side-sorting)
- Using
if (sortModel !== model) setSortModel(model)
within the onSortChange function.
I always end up with the same issue. I'm using Blitz.js.
My code:
useState:
...ANSWER
Answered 2021-Aug-31 at 19:57I fixed this by wrapping rows
and columns
in useRefs and used their .current
property for both of them. Fixed it immediately.
QUESTION
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 17:11One way to solve the issue is by parameterizing the ParentDTO Class with its own children.
QUESTION
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 15:44I believe the only way to get draft campaigns is below:
- 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 gettingaddrafts
:
https://graph.facebook.com/v12.0/act_/addrafts?access_token=&fields=name,ad_object_id,id
- 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 gettingaddraft_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
QUESTION
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 02:21Interesting 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.
QUESTION
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?
ANSWER
Answered 2021-Dec-19 at 18:07if you want append #filter
to #move-filters-here
you can do it like this:
QUESTION
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
AddonI 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 21:58Your 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.
QUESTION
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 14:14You can use the ?.
operator in combination with let
.
QUESTION
I have the following df:
...ANSWER
Answered 2021-Oct-12 at 20:18Let's try (hopefully self-explained):
QUESTION
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 08:50A 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.
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install trading-backtest
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 .
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