[Numpy-discussion] trailing max
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.
> 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.
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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