[Numpy-discussion] trailing max

Karol Langner karol.langner@kn...
Tue Oct 30 19:09:08 CDT 2007


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


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