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Implement padding=true option on all consumption algorithms #52

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milktrader opened this issue Oct 25, 2016 · 6 comments
Open

Implement padding=true option on all consumption algorithms #52

milktrader opened this issue Oct 25, 2016 · 6 comments

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@milktrader
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This package currently chops off and throws away time values where an algorithm consumes values. The padding=true option will allow users to preserve consumed dates and will use NaN as a placeholder.

@iblislin
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I guess that we can craft a macro to achieve this? like the decorator in Python.

@iblislin
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@milktrader
I'm working on this issue.
I was wondering to known what is the main reason not to use moving(ta, mean, n) in SMA?[1]

1.https://github.com/JuliaQuant/MarketTechnicals.jl/blame/master/src/movingaverages.jl#L5-L10

@iblislin
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iblislin commented May 28, 2017

@milktrader please check out #90 !

@milktrader
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milktrader commented Jun 14, 2017

I think NaN sentinels as placeholders for consumed values is fine with all the shifting that happens with technical analysis. I wanted TimeSeries to be more pure about it, but here it works for me.

@iblislin
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I wanted TimeSeries to be more pure about it, but here it works for me.

sry, I do not understand your meaning...

@milktrader
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I feel it's better for packages other than TimeSeries to make the call about making padding=true the default. TimeSeries does not do this by default.

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