[Numpy-discussion] trailing max

Pierre GM pgmdevlist@gmail....
Tue Oct 30 12:55:48 CDT 2007


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


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