Comments (3)
Hi @AlessandroQI .. I understand what you're trying to do here, but unfortunately I'm not sure if this can be implemented without sacrificing a lot of speed that is gained through NumPy. NumPy wants equally-sized blocks along all dimensions.
I will keep this open for now, and try to take a stab at it when I have some more time. Sorry that I can't help further at the moment.
from pyfinance.
thanks for your reply!
it would be great if you implent this, even if it will be slower!
thanks again
from pyfinance.
It's funny, I was about to open a request for the same feature. I realize that this might not be possible using stride_tricks and have no idea what a working solution would look like.
from pyfinance.
Related Issues (20)
- Can't get sample to work HOT 1
- PandasRollingOLS reports ValueError HOT 2
- Bad ValueError raised in window-length check HOT 1
- it does not make sense when calling the property "rsq" and "rsq_adj"
- install error HOT 1
- semi_stdev function is wrong
- RollingOLS unnecesarily implements LRUCache, which causes memory issues with larger objects.
- FreqGroup class seems to be in pandas._libs.tslibs.dtypes HOT 3
- Looking for new project maintainer
- Deprecation warning for file: returns.py line: 124
- KeyError for file: utils.py line: 555
- function "get_anlz_factor" return error
- example doe not work. keeps throwing error pyfinance
- nor working pyfinance
- Testing... some suggestions HOT 2
- Should add option of minimum periods of none when there is a specific window size HOT 1
- PandasRollingOLS does not actually work with use_const=False HOT 6
- Installation via pip doesn't work HOT 1
- random minor fix HOT 4
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from pyfinance.