Opened 14 years ago
Closed 14 years ago
#3346 closed defect (fixed)
[with patch; positive review with comments] finance -- add a very very basic first little tiny amount of quantitative finance functionality to sage
Reported by: | was | Owned by: | was |
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Priority: | major | Milestone: | sage-3.0.3 |
Component: | finance | Keywords: | |
Cc: | Merged in: | ||
Authors: | Reviewers: | ||
Report Upstream: | Work issues: | ||
Branch: | Commit: | ||
Dependencies: | Stopgaps: |
Description (last modified by )
This is a first tentative step toward Sage having some little amount of FAST useful finance functionality. This patch provides:
- finance.[tab] for some new functions
- finance.Stock -- gets historical stock data
- finance.TimeSeries?(...) -- highly optimized object for working with double precision time series. This does many basic calculations, like moving averages, standard deviations, histograms, all surprisingly much faster than numpy and R.
See also #3356, which has the next step after this gets reviewed.
Attachments (6)
Change History (10)
Changed 14 years ago by
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comment:1 Changed 14 years ago by
- Description modified (diff)
- Summary changed from [with patch; not ready for review] finance -- add a very very basic first little tiny amount of quantitative finance functionality to sage to [with patch; needs review] finance -- add a very very basic first little tiny amount of quantitative finance functionality to sage
Changed 14 years ago by
comment:2 Changed 14 years ago by
- Description modified (diff)
comment:3 Changed 14 years ago by
- Summary changed from [with patch; needs review] finance -- add a very very basic first little tiny amount of quantitative finance functionality to sage to [with patch; positive review with comments] finance -- add a very very basic first little tiny amount of quantitative finance functionality to sage
comment:4 Changed 14 years ago by
- Resolution set to fixed
- Status changed from new to closed
Merged all six patches in Sage 3.0.3.alpha2. The points raised will be adressed in follow up tickets.
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This is very cool. I'm going to give this a positive review, but I have a bunch of suggestions and comments. Most of these are not critical.
It would also be nice to be able to get other historical parameters (P/E). It would also be nice to be able to grab historical data between two specified dates. Also what happens when you plug in holidays, weekends, etc, I guess its just what google does but it should probably be specified.