6 projects tagged "Time Series"

Download Website Updated 16 Apr 2014 twstools

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Pop 117.66
Vit 13.23

twstools is a simple set of command line tools around the Interactive Brokers TWS API with the purpose of having a powerful scriptable toolbox to automate "jobs" like downloading historical data, tracking account info or submitting orders, etc.

Download No website Updated 04 Mar 2014 uterus

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Pop 84.66
Vit 7.00

uterus is a codec library for financial tick data with an emphasis on market data integrity and maintainability. It comes with a set of tools to convert (mux) and print (demux) data from some sources, and to perform standard tasks like selecting instruments, creating snapshots and candles from tick data, etc. Special care is taken to provide longevity and consistence. All timestamps are internally converted to coordinated time, and price and quantity quotes are converted to a monetary datatype which doesn't suffer from rounding errors. Most importantly, meta data is stored along with the payload data in an inseparable unit, to provide self-contained and self-documenting files or network streams.

Download Website Updated 27 May 2013 twsapi

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Pop 63.36
Vit 3.00

twsapi is a portable C++ API for Interactive Brokers TWS. It is almost identical to the original IB C++ Posix API. It contains several bugfixes and usage improvements, and uses the autotools build system.

Download No website Updated 21 Mar 2013 unserding

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Pop 43.17
Vit 1.48

unserding is a simple pub-sub messaging library, much like 0mq or nanomsg, without all the transports they support and without the reliability promise, made for heavy-duty realtime delivery of time series.

Download No website Updated 25 Sep 2012 Strategico

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Pop 156.79
Vit 4.52

Strategico is an engine for running statistical analysis over groups of time series. It can manage one or more groups (projects) of time series: by default, you can get data from a database or CSV files, normalize them, and then save them inside the engine. The first statistical analysis implemented inside Strategico is the "Long Term Prediction": it automatically finds the best model that fits each time series. Some of the models implemented are mean, trend, linear, exponential smoothing, and Arima. Strategico is scalable: the statistical analysis over each time series (of a project) can be run separately and independently. It is suggested that you set up an HPC Cluster (High Performance Computing) and/or use a resource scheduler like slurm. It is developed with R, one of the most famous statistical languages.

Download Website Updated 27 Dec 2010 RRDtool

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Pop 562.41
Vit 14.29

RRDtool (Round Robin Database Tool) is time-series data storage and graphing utility created by the author of MRTG. Using RRDtool, you can write your own MRTG-like tools in a matter minutes with only a few lines of Perl or shell code.

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cinv

A Swiss Army Knife for inventory management.

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Lzip

A LZMA lossless data compressor.