trie
Lean
| trie | Lean | |
|---|---|---|
| 3 | 26 | |
| 100 | 10,021 | |
| - | 2.5% | |
| 6.8 | 9.7 | |
| 7 months ago | 4 days ago | |
| C# | C# | |
| MIT License | Apache License 2.0 |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
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For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
trie
- Filtering an object by comparing a list of strings the object has with another blacklisted list of strings, taking into account wildcards?
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Finding distinct values in an big list, fast
A quick google found me this package. Can be installed via NuGet under the name ktrie. Just ran a few little tests in a test project and the StringTrieSet seems like the best fit for what you are trying to do.
- Memory efficient way to store strings in runtime.
Lean
- Show HN: High-Frequency Trading and Market-Making Backtesting Tool with Examples
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What Happened to Quantconnect?
6.) You cant maximize position size of spread options strategies, LEAN always assumes naked margin first and ON THE NEXT DATA FRAME - you get your reg-t margin for spreads. https://github.com/QuantConnect/Lean/issues/5693 We're running into 2 years of this issue being reported.
- Thoughts on QuantConnect?
- IBKR implementation of ALMA indicator
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Backtesting Engines for Testing Intraday Data on Thousands of Symbols Simultaneously
Thanks. I will check it out. Can you point me to the right part of the codebase I should be looking at? I know it must be somewhere here - https://github.com/QuantConnect/Lean
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Quantconnect - Backtest script that accepts multiple dropbox links, creates portfolio, and rebalances on predefined dates, advice?
They have nice documentation on their website for how to download/import external data, though. They even have GitHub examples that pull data from Dropbox.
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Problem with QuantConnect Package on Local IDE
Here is an example https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DropboxUniverseSelectionAlgorithm.py
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Exportable quote database for simulations?
There's also the open-source lean.io stuff by QuantConnect which looks decent and comes with data. It's pretty inexpensive too.
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Rant about candles
I can plot OHCL lines, I can plot OHCL scatter points on the chart, why can't I plot candles? It's just those scatter points put together. This thing has been going on for 8 YEARS.
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How has your experience been with QuantConnect? Would you invest in the company?
Here's a link to one of the strategy examples from the QC team that does this -- loading a universe from an external source. https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DropboxCoarseFineAlgorithm.py
What are some alternatives?
soundfingerprinting - Open source audio fingerprinting in .NET. An efficient algorithm for acoustic fingerprinting written purely in C#.
StockSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
bcrypt.net - BCrypt.Net - Bringing updates to the original bcrypt package
backtrader - Python Backtesting library for trading strategies
Dithering - Image dithering techniques using C#
finnhub-dotnet - A .NET client for Finnhub API
C-Sharp - All algorithms implemented in C#.
finta - Common financial technical indicators implemented in Pandas.
DawgSharp - DAWG String Dictionary in C#
TTM - # TTM Stock squeeze detection based on bollinger + keltner channels. Detects which stocks are out after bollinger is inside keltner channel.
trie - A Trie implementation in Go meant for auto-completion use cases. Supports Levenshtein distance search.
algotrading-example - algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)