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backtestStrategy: rebalance function keeps track of past & current open position
best way to do that currently is to use the engineDataList and within the rebalancing function, compute: positions = engineData...
backtestStrategy: rebalance function keeps track of past & current open position
best way to do that currently is to use the engineDataList and within the rebalancing function, compute: positions = engineData...
5 months 前 | 0
| 已接受
提问
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() .....
5 months 前 | 1 个回答 | 0
1
个回答提问
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[,]] ...
5 months 前 | 1 个回答 | 0
1
个回答已回答
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 ...
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 ...
5 months 前 | 0
提问
backtestEngine / runBacktest speed of execution / parallelisation
Hi Experts, Do we know whether runBacktest (part of backtestEngine) does any parallel execution ... on timatables having daily ...
6 months 前 | 1 个回答 | 0
1
个回答提问
timerange subscript within a timetable
End goal: timeTableTT14to22 = timeTableTT(hours(14) <= timeofday(timeTableTT.Date) & timeofday(timeTableTT.Date) <= hours(22), ...
6 months 前 | 1 个回答 | 0
1
个回答提问
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...
6 months 前 | 1 个回答 | 0
1
个回答提问
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....
6 months 前 | 1 个回答 | 0
1
个回答提问
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 ...
6 months 前 | 2 个回答 | 0
2
个回答提问
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...
7 months 前 | 1 个回答 | 0
1
个回答提问
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...
9 months 前 | 1 个回答 | 0
1
个回答提问
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 ...
10 months 前 | 1 个回答 | 0
1
个回答已回答
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 ...
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 ...
1 year 前 | 0
提问
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...
1 year 前 | 1 个回答 | 0
1
个回答提问
work with dxFeed data feed?
It would be great if someone presents an example of working with dxFeed datafeed.
2 years 前 | 0 个回答 | 0
0
个回答提问
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 ...
4 years 前 | 0 个回答 | 0
0
个回答已回答
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 ...
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 ...
4 years 前 | 0
已回答
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...
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...
4 years 前 | 0
提问
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. ...
4 years 前 | 1 个回答 | 0
1
个回答提问
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...
4 years 前 | 1 个回答 | 0
1
个回答提问
declare global var by string name
within a function: function DoSomeWork(globalVarName, var2, var3, etc) global globalvarName ??? // so something with gl...
4 years 前 | 1 个回答 | 0
1
个回答提问
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...
5 years 前 | 1 个回答 | 0
1
个回答提问
state machine programming - helper tools
Hi, Are there any predefined classes/objects/functions/docs to make state machines in matlab easier to develop? thanks
5 years 前 | 1 个回答 | 0
1
个回答已回答
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...
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...
5 years 前 | 0
提问
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...
5 years 前 | 0 个回答 | 0
0
个回答提问
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...
6 years 前 | 1 个回答 | 0
1
个回答已回答
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...
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...
6 years 前 | 0
| 已接受
提问
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 ...
6 years 前 | 1 个回答 | 0
1
个回答已回答
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...
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...
6 years 前 | 0
提问
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...
6 years 前 | 1 个回答 | 0