algotrader | Simple algorithmic stock and option trading for Nodejs | Business library
kandi X-RAY | algotrader Summary
kandi X-RAY | algotrader Summary
Simple algorithmic stock and option trading for Node.js.
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Top functions reviewed by kandi - BETA
- Pre - process the authentication token .
- Open interceptor
- Sends a mfa with the given token .
- Check if client is valid
- Post auth token
- Parse response dates
algotrader Key Features
algotrader Examples and Code Snippets
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QUESTION
I have a data set in BigQuery of various pairs of stock prices, and their relative zscores (ordered by date, and in the millions of rows):
...ANSWER
Answered 2020-Feb-18 at 20:17Let me assume you are starting with a table that has the first four columns.
Then you can use window functions. If I understand the conditions, they boil down to:
flag = -1
when zscore20 < -2.0 orflag = -1
when zscore20 < 0.0 and there is no non-negative value since the most recent time with a score less than -2.0
And then similar logic for flag = 1
.
If I'm understanding this correctly, then you can use window functions and case
expressions:
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