Skip to content

Instantly share code, notes, and snippets.

View fatfingererr's full-sized avatar
Crafting fast algorithms

Ruei-Ci Wang fatfingererr

Crafting fast algorithms
View GitHub Profile
@fatfingererr
fatfingererr / FlureeDBQuery.js
Created December 6, 2022 14:55
FlureeDBQuery.js
require("dotenv").config()
const fetch = require("node-fetch")
const ledger = process.env.FLUREE_DEFAULT_LEDGER
const param = JSON.stringify({
select: ["*", {"sysuser": ["*"]}],
from: "user"
})
let headers = {
@fatfingererr
fatfingererr / fluree_sample.properties
Created November 29, 2022 05:48
fluree_sample.properties
# Fluree properties
# These settings are base properties that control how Fluree operates. All of these settings can
# be over-ridden by environment variables or passing a java property flags (i.e. -Dfdb-mode=dev) at startup.
# Environment variables take precedent over java property flags which take precedent over settings in this file.
############################################################
### Base Settings
@fatfingererr
fatfingererr / .cpp
Created June 20, 2022 10:36
VolumeProfileCalculate
// 完整来源 (Metatrader, MQL, 类似 C++):
// https://www.earnforex.com/metatrader-indicators/volume-profile/
void VolumeProfileCalculate(){
// 根据参数设置找到起始bar数
int BarStart=iBarShift(Symbol(),VPTimeFrame,StartTime);
// 如果要整跟 KLINE 都做统计 (=Whole), 还是一根 KLINE 只统计 Close 或 Open
int PriceHighMode=MODE_CLOSE;
@fatfingererr
fatfingererr / RL_example.m
Created September 22, 2017 11:56
RL_example
clc
clear all
disp('get GBPUSD M5 data...');
getPrice ; % get P
disp('done!');
train_ratio = 0.7 ;
nIter = 100;
epsilon = 10^(-10);
cci_period = 14 ;
-----BEGIN PGP PUBLIC KEY BLOCK-----
Comment: https://keybase.io/download
Version: Keybase Go 1.0.17 (windows)
xsFNBFgSKBUBEADEW4mgUeR88EVfurQKVj3UP4RlO+FGwPRSqHipdZm8r0pX7k9E
w0+L+ZPBjzWWBrI9p7hm4I+h8f2N3XMcuhyzhpYcr+VP0HLW/MNMsNa8h4s+78LN
1qLORZBsE0ZinGoL/iwFZOv6gxAnoSQ+AzA+NwzfGsstt65xllcJZpof8WuJdPUX
sIxN2qp+wEKr/dDpE1Jj435K34tp3NF+WhuCu3Y6+xK7OX6iMsCcXjiPZJDoz0J4
lEoDeaAmHuri1Sjwe00R99YaoYET4WO8SDw2i7X07x/AY4NdZ3Vm2FOJrlbiDIVa
KDjbXhveXRx2HctAv8lFnUIsn7Pas91l6U+vVmEMBg7baza96tR+qpbPNap6koDe
@fatfingererr
fatfingererr / gist:f3c9cd542271d8e112576664ba69ddac
Last active September 21, 2017 17:11
pgp-message-2017-09-22
-----BEGIN PGP MESSAGE-----
Version: Keybase OpenPGP v2.0.73
Comment: https://keybase.io/crypto
wcFMA+ICheZXm1RGAQ/+JSwo+Jh7kHUxOi+NQ1xYRzYOtZor4nqt9WHcpM3yqnYJ
Uzk+RMmRLw0VuPHdJ+gkNz6ZvBFmFojri3wh1Y4jx6xatnv4vFEU8iV6mRhQRPb3
8EQqJatt5P/6aoxQSfKpKi8lG11iAUz5VA09S+qDNKYOh7ygvI3dBSYlqenFnoOC
yDxtC+bPIS12ukfu0xZRBT3CsilfJCslEJug6i2cz4QsaPTBSYmKSTc4pIE5Oh7p
+UUHs06CK5+ina471eNXKirKO1eNeD3epcC1Dl2GQMpkgXcBYEOaq/H9hFp5ZtlC
4PHkrCgVXdNY/7JX3p2BEJXXxKmvdr+uefUfacygPvlBvjDk7Q1bINEsUDiZrbe8
@fatfingererr
fatfingererr / mtfDemoFunction.m
Last active September 2, 2017 19:54
Markov Field
% 寫一個函數來得到 MTF
% 輸入 :
% - all_ts < 1 x N double > 時間序列資料
% - window_size < int > 資料窗格大小(類似技術指標的參數)
% - rolling_length < int > 每次滾動移動大小
% - 可以抓 window_size 的 1/8 ~ 1/10 做觀察, 若和 window_size 一樣,資料就不會重疊
% - quantile_size < int > 分位數,就是可以快速地做 K 分位數 (當 quantile_size = 4 就會有四分位數 )
function markov_field = mtfDemoFunction( all_ts, window_size, rolling_length, quantile_size )
% 清理畫面和關閉顯示的圖
@fatfingererr
fatfingererr / IbPy_getHistData.py
Last active June 2, 2019 15:40
get historical data from Interactive Broker using IbPy
#! /usr/bin/env python
# -*- coding: utf-8 -*-
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from time import sleep, strftime
import pandas as pd
import numpy as np
################# 請記得開啟 TWS 並將 API port 設定為 7496 ####################
@fatfingererr
fatfingererr / my-question-1.el
Created March 24, 2017 11:43
The question about "copy" in Emacs
(defun build-variable ()
(interactive)
(let
;; 擷取當前那行程式碼並依照空格分開來
((line-string (split-string (thing-at-point 'line t))))
;; 刪除原本那行
(kill-whole-line)
;; 新的一行會從原本那行第一個元素和剩下元素但首字大寫做合併
(setq new-line-string (apply 'concat (append (list (first line-string)) (mapcar 'capitalize (cdr line-string)))))
;; 插入新的那行
@fatfingererr
fatfingererr / chekhov.hy
Created February 18, 2017 08:51 — forked from rcarmo/chekhov.hy
map-reduce in hylang
; Packed shepherd together with mincemeat for convenience
(import [mincemeat.shepherd [run_server]])
; chunker is temporarily broken
;(defn chunker [gen size]
; (let [[gen (iter gen)]
; [chunk []]
; (try
; (while True
; (for [_ (xrange size)]