2 ms·

> Supported TA libraries in Go. I'm familiar with TAlib (python), bloom, etc. - certain forks tailored to real time rather than historical (eg: no re-compute on

by _zkyx 3y ago

> Supported TA libraries in Go. I'm familiar with TAlib (python), bloom, etc. - certain forks tailored to real time rather than historical (eg: no re-compute on ticks) I've been basically, just manually coding the algorithms from python into Go. ChatGPT is amazing at this. I really only just about 4 so it was a one time thing. > Data storage (article mentioned you're all in memory). I've been using S3 & ArticDB Yeah, I ran into issues and then was like what would be the fastest, then just went in-memory. I download all raw trades/quotes each night and store then into gob+lz4 compressed files. Then for backtesting and stuff I can load these in and build the aggrogate bars on the fly. > If your in-data memory is treating you well for multiple TA calculations (example: in Python, you can compute & save pickled dataframes - and re-read those over longer time periods) Yeah, I have a historical lookup table that I build nightly too. This gives me a reference point when I'm doing % change calculations and stuff. I should probably have mentioned that.

iakh 3y ago
I'd be careful using ChatGPT for this. I tried the same recently to bootstrap spot yields from par, which is a fairly common code problem with hundreds of examples online. ChatGPT couldn't do it. It produced code that looked right, but would fail my tests abysmally. I ended up writing it by hand. I hope you are validating their code with known data.
- _zkyx 3y ago
  Yeah, I'm heavily testing everything it writes. So, I'm very sure it's correct or get it close enough and then code it. I've seen ChatGPT add imports, functions, etc that don't even exist in Go. What I've found so useful though, is not even coding, but asking it how to solve problems, and then having it code things up. With Google, you need to pretty much already know how to solve the problem then go looking for answers. With ChatGPT you can ask it how it would solve this problem. For algorithms and stuff it have been unreal. Thanks for the warning though. You're totally right.

by _zkyx 3y ago

iakh 3y ago

I'd be careful using ChatGPT for this. I tried the same recently to bootstrap spot yields from par, which is a fairly common code problem with hundreds of examples online. ChatGPT couldn't do it. It produced code that looked right, but would fail my tests abysmally. I ended up writing it by hand. I hope you are validating their code with known data.

_zkyx 3y ago
Yeah, I'm heavily testing everything it writes. So, I'm very sure it's correct or get it close enough and then code it. I've seen ChatGPT add imports, functions, etc that don't even exist in Go. What I've found so useful though, is not even coding, but asking it how to solve problems, and then having it code things up. With Google, you need to pretty much already know how to solve the problem then go looking for answers. With ChatGPT you can ask it how it would solve this problem. For algorithms and stuff it have been unreal. Thanks for the warning though. You're totally right.