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TALib.jl should support streaming timeseries #18

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femtotrader opened this issue Dec 16, 2016 · 1 comment

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femtotrader commented Dec 16, 2016 •

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https://github.com/femtotrader/TimeSeriesIO.jl/blob/master/src/stream_timearray.jl
https://github.com/femtotrader/TimeSeriesIO.jl/blob/master/src/stream_timearray_ohlcv.jl

PS: only changing values should be recalculated

femtotrader changed the title ~~TALib should support streaming timeseries~~ TALib.jl should support streaming timeseries

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femtotrader commented Mar 1, 2019

See online algorithm
See OnlineStats.jl
https://juliacomputing.com/blog/2019/02/27/juliadb.html

femtotrader mentioned this issue

Resample "streaming" timeseries femtotrader/TimeSeriesResampler.jl#29

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