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https://github.com/andreysolovyev381/time_series
https://github.com/andreysolovyev381/time_series
Last synced: about 2 months ago
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- Host: GitHub
- URL: https://github.com/andreysolovyev381/time_series
- Owner: andreysolovyev381
- License: mit
- Created: 2023-01-31T12:44:50.000Z (almost 2 years ago)
- Default Branch: master
- Last Pushed: 2023-08-01T16:19:44.000Z (over 1 year ago)
- Last Synced: 2023-08-31T03:41:10.043Z (over 1 year ago)
- Language: C++
- Size: 3.72 MB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: readme.md
- License: license.md
Awesome Lists containing this project
README
#WIP
don't touch this!
### PMR allocator example
//#define UTILS_MEM_OPERATORS_OVERLOADED
//#define UTILS_MEM_OUTPUT_ALLOCATION_PTR
//add_compile_definitions (UTILS_MEM_OUTPUT_ALLOCATION_PTR)
//add_compile_definitions WRONG_ITERATOR_COMPILE_FAILURE)
//add_compile_definitions WRONG_TYPE_UPCAST_COMPILE_FAILURE
//add_compile_definitions WRONG_TIMESTAMP_CAST_COMPILE_FAILURE
//add_compile_definitions WRONG_ELEMENT_CTOR_COMPILE_FAILURE
//add_compile_definitions WRONG_ELEMENT_COMPARE_COMPILE_FAILURE
//add_compile_definitions WRONG_VALUE_CTOR_COMPILE_FAILURE
//write on the std::array helper in serie container
//default container is inherited from std::pmr:: deque, guarantees data is sorted but not unique
see bench
//write on a stack size of different systems, as well as their thread size - see the notes
//for Value comparison to double is defined
If you do upcast of the serie you'd better have upcast defined for a mapped_type
//list the defines
//list the global objects
- memuse
- float comp
- randomer
//pmr container
keep something on a stack
if thread locals, them mem volume is abut 460 Kb
if full stack then mem volume is about 8Mb
list is used for better multithreading
//input
problem of reading date
input is different - IB gives you an instance of C++ object, Coinbase - json, and C/T SV files something else
input should be implemented by lib user
//exception
division by zero
incorrect input from st
//comparison
for complex types by Close
some shit with VolumeToo
## Zip in C++
### Reasoning
I like small useful snippets, like this one. Let myself have an entertaining night while coding this exercise.
Although this one is a bit advanced, compared to the others. Iterator's big five is properly defined in the class: value_type, reference, difference_type, pointer, iterator_category. So the other C++ code will consider this zip_iterator as an iterator as well.
### Usage
Pretty much straightforward, see the test file. Here is the most vivid example:
```c++
std::vector v{ 1,2,3,4,5 };
std::map m { {1, "one"s}, {2, "two"s}, {3, "three"s}, };
std::string s { "abcdefghhlk" };
/// Here it is, see the for loop expr
for (auto const& [i, pair, ch] : itertools::zip(v, m, s)) {
std::cout << i << ' ' << pair.first << ' ' << pair.second << ' ' << ch << '\n';
}
```
### Standard and Compilers
Works like a charm in 17 and 20.
Is compiled by gcc, clang for Linux and something for Windows (thanks to Github Actions).
### Dependencies
Header only, STL only.
### Disclaimer
Feel free to use it for your needs at your own risk. No guarantees of any kind is given :)
### License
MIT License