Analysis of high frequency quantitative data in Julia
j
BigFinance.jl
public
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List of commits on branch master.Unverified
c3f720e6cbc219419119af0aa83502fb02144b54Fix bug in parse_tpv in processing incremental volumes for first entry
jjiahao committed 10 years ago
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fa7b34358fe718b22aa92e4a1559e3860c6eccbfGeneralize gkvol computation for arbitrary time and price fields
jjiahao committed 10 years ago
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9f611a87adff83a25ae9d814e1ca415a0b5b3f47Fix misspelling of trecsback
jjiahao committed 10 years ago
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1b6789d1efcdd904ce962db3067e9aeca79860cfProvide high level I/O function
jjiahao committed 10 years ago
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87a191da74c8ec2bcbe45909f6d5e77664e5ab14Rewrite gkvol to be much faster
jjiahao committed 10 years ago
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0f651ac693c858062aae361683a707c034fcc4e5Rewrite parse_tpv
jjiahao committed 10 years ago