[SciPy-user] [Timeseries] Linux installation error

Christiaan Putter ceputter@googlemail....
Thu Apr 2 18:51:16 CDT 2009

Hi Pierre,

Thanks for your swift reply, I'll test the code tomorrow.

I'm looking forward to using your timeseries module.  I'm writing a
finance app using Enthought's tool suite and it seems timeseries will
come in quite handy.  Up until now I've been using normal numpy arrays
with pytables for storing actual historical data and postgres (with
SQLAlchemy) for storing some 'higher' level information about stocks
and the results of analysis done on said historical data.  I've found
it's a pretty good combination since hdf5 compression keeps the data
size down to only a few hundred megs and SQLAlchemy is simply awesome
for running queries.

Pytables doesn't play well with threading though even though I'm using
locks in any block of code that so much as sniffs at the hdf5 file
(strangely though it's rather stable on linux but crashes horribly on
windows without even the courtesy of a trace back).  I'll test h5py
some time next week and if it performs better (which they claim on
their site :-) I'll see if I can cook something up similar to what you
did for integrating timeseries and pytables.  I'll send it along to
you once it's usable.

In case that doesn't work I'll probably resort to storing the
historical data in sql as well.  Can someone give me some pointers on
how I would go about that perhaps?  It's about 20 000 - 30 000 stocks
with on average about a decades worth of daily data.  Would I dump all
of that into a single table?  20 000 tables?  hdf5 certainly is much
better suited for something like that...

Hope everyone is having a great day.


2009/4/3 Pierre GM <pgmdevlist@gmail.com>:
> On Apr 2, 2009, at 6:43 PM, Christopher Barker wrote:
>> Pierre GM wrote:
>>> On Apr 2, 2009, at 6:19 PM, Tim Michelsen wrote:
>>>> Indeed, the newly organised documentation with its logo is just
>>>> impressive.
>> where to I find these impressive docs?
> http://pytseries.sourceforge.net/
> (or google "scikits timeseries" and feel lucky)
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