On Tuesday 30 October 2007 13:55, Pierre GM wrote: > On Tuesday 30 October 2007 13:31:41 John Hunter wrote: > > In financial time series, it is very common to keep track of things > > like a trailing N day max, trailing N day average, etc. > > John, > Have you ever tried the timeseries package in the scipy SVN ? We (Matt Knox > and I) tried to address some of these issues for environmental and > financial time series. > http://www.scipy.org/SciPyPackages/TimeSeries
You might also want to look at ta-lib: http://ta-lib.org/ -- written by Karol Langner Tue Oct 30 20:08:13 EDT 2007 _______________________________________________ Numpy-discussion mailing list [email protected] http://projects.scipy.org/mailman/listinfo/numpy-discussion
