Time Series API 2.1.0

軟體性質: 免費試用 ‎檔案大小: 6.15 MB
‎使用者評分: 4.5/5 - ‎2 ‎評分

時序列 API 是一C++類庫,用於類比(回溯測試)和部署金融交易策略以及通用時間序列建模。該庫是一個獨立的時間序列引擎,可以通過元件物件模型進行擴展。 模型使用「公式語法和語義」定義,這些模型由一組取代元件框架的輕量級介面類實現。該庫支援即使是最複雜想法的建模,也易於擴展,並支援在任何時間範圍內(可變或固定,間隔短至一毫秒)進行部署。該庫還受益於一組高度優化的資料庫類,用於在幾秒鐘內讀取和寫入數百萬條記錄。 作為時間序列模型的通用工具,時序列 API 在許多領域都有應用程式,例如: * 交易和投資策略模擬與部署: o 個別市場和市場間模式 o籃子的反覆運算評估 o 對聚合的評估(例如自訂指數) o 基本公司數據模型 * 經濟建模 * 時間序列規範化與處理: o 使神經訓練數據正常化 o資料轉換 o 時間幀轉換 * 資料監測(例如財務、科學): o 事件通知 o 模式識別 o 過濾應用程式(例如降噪) * 計算建模 o 遺傳演算法

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