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Andy


Last seen: Today |  2017년부터 활동

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backtestStrategy/backtestEngine support for shorts
Is there support for short positions within backtestStrategy/backtestEngine, by any chance? Don't seem to find much on:...

대략 20시간 전 | 답변 수: 0 | 0

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COM - Feval() passing a table as a Double[,] is as expected, nonetheless c# Dictionary.ToArray() returns a Double[][] (what is called a jagged array)
What would a best practice be in passing a Dictionary like structure into a matlab function such as "cov" using COM's Feval() .....

4일 전 | 답변 수: 0 | 0

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COM: matlabObj.Feval() - works for calling one function, how would it work for calling a nested set of functions?
Take this c# / .NET example of calling a Feval on "cov" for variable t2, which works great: > t2.GetType() [System.Double[,]] ...

4일 전 | 답변 수: 0 | 0

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Invalid Callee when using Matlab as a COM server
Yeah, interesting @Janis Stolzenwald! Stumbled across the same problem ... thanks for sharing your solution 7 years later! Did ...

4일 전 | 0

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backtestEngine / runBacktest speed of execution / parallelisation
Hi Experts, Do we know whether runBacktest (part of backtestEngine) does any parallel execution ... on timatables having daily ...

4일 전 | 답변 수: 0 | 0

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timerange subscript within a timetable
End goal: timeTableTT14to22 = timeTableTT(hours(14) <= timeofday(timeTableTT.Date) & timeofday(timeTableTT.Date) <= hours(22), ...

10일 전 | 답변 수: 1 | 0

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using a MATLABEngine obj to dynamically construct a timetable with dates "yyyy-MM-dd" as keys and multiple double value columns
Hi Experts, 1) Looking for a best practice/way to dynamically build a timetable (through a for loop that would add multiple lin...

20일 전 | 답변 수: 1 | 0

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NuGet - mathworks.prodserver.dotnetclient library
Hi All, Curious to understand if any of you are using: https://www.nuget.org/packages/mathworks.prodserver.dotnetclient/2023....

21일 전 | 답변 수: 0 | 0

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backtestStrategy: rebalance function keeps track of past & current open position
Hi All, backtestStrategy provides a great workflow for defining a strategy, which includes the rebalancing function. As part ...

대략 1개월 전 | 답변 수: 1 | 0

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call Matlab code from c# / .NET threads: multi-thread scalability: is MathWorks.MATLAB.Engine best option?
Hi Experts, Typically NET & Matlab synergies is a common topic of interest. Having said that, just simply calling a function h...

대략 2개월 전 | 답변 수: 1 | 0

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excel-like formula column
matrix of two columns representing in the morning and in the day. can we have a 3rd column that would compute the average of f...

4개월 전 | 답변 수: 1 | 0

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Index a Y = MxN, with X=Mx5 (where elements in X are column IDs for values to extract from Y)
Having a Y = MxN matrix of data, and a X = Mx5 (or other fixed nr. < than N) matrix obtained as: [~, X] = maxk(Z,5,2); % where ...

5개월 전 | 답변 수: 1 | 0

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riskfolio-lib / PyPortfolioOpt like functionality
thanks @Steven Lord! Let's get deeper into it then: Riskfolio-lib: https://riskfolio-lib.readthedocs.io/en/latest/index.html ...

대략 1년 전 | 0

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riskfolio-lib / PyPortfolioOpt like functionality
Hi All, Is there any functionality equivalent to python's riskfolio-lib/PyPortfolioOpt libraries, or what's the closest? than...

대략 1년 전 | 답변 수: 2 | 0

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work with dxFeed data feed?
It would be great if someone presents an example of working with dxFeed datafeed.

1년 초과 전 | 답변 수: 0 | 0

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rowfun (or other function?) to access multiple rows in a table (as in current + previous 5 rows)
Following the excel typical example, where a new column can be a formula accessing current row + values in row(s) above / below ...

3년 초과 전 | 답변 수: 0 | 0

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Error in ibtws connecting (Trading Toolbox)
Guys, one question ... Why do you still have Interactive Brokers as a supported broker and data source in the DOCs ... if it ...

거의 4년 전 | 0

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How to fix a simple callback function with a tcpip object?
Should we specify a function: function dispcallback(obj,event) callbackTime = datestr(datenum(event.Data.AbsTime)); f...

대략 4년 전 | 0

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can a struct function access struct elements ?
myStruct.va1 = 1 myStruct.val2 = 2 myStruct.mySum = @(x,y) x + y nonetheless, x & y are specific inputs into the function. ...

대략 4년 전 | 답변 수: 1 | 0

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dynamic java path vs static java path
So, docs say one can add file javaclasspath.txt under the 'prefdir' folder, and its contents are loaded statically upon Matlab's...

대략 4년 전 | 답변 수: 1 | 0

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declare global var by string name
within a function: function DoSomeWork(globalVarName, var2, var3, etc) global globalvarName ??? // so something with gl...

대략 4년 전 | 답변 수: 1 | 0

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converting a table (having as first col a datetime col) col into a datetime (having both date & time in its composition)
Oftentimes a datetable has 2 adjacent columns: a datetime with a date and a string with a time. If one wants to concatenate the...

4년 초과 전 | 답변 수: 1 | 0

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state machine programming - helper tools
Hi, Are there any predefined classes/objects/functions/docs to make state machines in matlab easier to develop? thanks

4년 초과 전 | 답변 수: 1 | 0

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Field List of IQFeed Realtime Data
Matlab doesn't have a robust IQFeed library ... multiple cases opened, with a couple of conclusions: 1) IQFeed might sporadic...

거의 5년 전 | 0

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programming generic state machines (that would handle a custom data science App): regular .m code vs Simulink / Stateflow?
Usually, one would use Simulink/Stateflow for HDL/Bio/Automotive/Embedded-FPGA/C++/etc. scope ... which a highly focused applic...

거의 5년 전 | 답변 수: 0 | 0

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can I increase maximum possible array used memory?
I get: >> memory Maximum possible array: 6209 MB (6.510e+09 bytes) * Memory available for all arrays: 6...

5년 초과 전 | 답변 수: 1 | 0

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nchoosek with range of k values and ordered sequential value sets
A modified version of an nchoosek sub-function might do the trick: function P = combsCont(v,m) %COMBS All possible comb...

5년 초과 전 | 0

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질문


nchoosek with range of k values and ordered sequential value sets
The below: function cnkMatAll = NChooseKRange(nVect, kRange) % NChooseKRange % % Combinations of N taken as k ...

5년 초과 전 | 답변 수: 1 | 0

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is there an alternative to nchoosek which is too slow?
not if some sort of (in-memory?) compression is applied ... if that's even possible. but looking at the brutal return of say n...

5년 초과 전 | 0

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how can we estimate memory requirements for nchoosek?
nchoosek is a memory intensive command ... to the point it can easily kneel down your system ... or get something back as the be...

5년 초과 전 | 답변 수: 1 | 0

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