jangorecki

ssa = function(unq_n, size, sort=FALSE) {
  if (unq_n > size) return(sample.int(unq_n, size))
  unq_sub = seq_len(unq_n)
  ans = sample(c(unq_sub, sample(unq_sub, size=max(size-unq_n, 0), replace=TRUE)))
  if (sort) sort(ans) else ans
}
set.seed(108)
library(data.table)
options(width=200)
options(datatable.auto.index=FALSE, datatable.verbose=FALSE) ## not needed but just to be future proof if forder will setindex

jangorecki

ssa = function(unq_n, size, sort=FALSE) {
  if (unq_n > size) return(sample.int(unq_n, size))
  unq_sub = seq_len(unq_n)
  ans = sample(c(unq_sub, sample(unq_sub, size=max(size-unq_n, 0), replace=TRUE)))
  if (sort) sort(ans) else ans
}
set.seed(108)
library(data.table)
options(width=200)
options(datatable.auto.index=FALSE, datatable.verbose=FALSE) ## not needed but just to be future proof if forder will setindex

jangorecki

library(data.table)
setDTthreads(40L)
test.data.table("mergelist.Rraw") ## warmup

set.seed(108)
N = 1e8L

## medium cardinality
region = data.table(region_id=seq_len(N/1e3), key="region_id")
division = data.table(division_id=seq_len(N/1e2), region_id=sample(N/1e3, N/1e2, TRUE), key="division_id")

jangorecki

## credits
# https://dzone.com/articles/olap-operation-r

# Setup the dimension tables
state_table <- data.frame(key=c("CA", "NY", "WA", "ON", "QU"),
                          name=c("California", "new York", "Washington", "Ontario", "Quebec"),
                          country=c("USA", "USA", "USA", "Canada", "Canada"))
month_table <- data.frame(key=1:12,
                          desc=c("Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec"),
                          quarter=c("Q1","Q1","Q1","Q2","Q2","Q2","Q3","Q3","Q3","Q4","Q4","Q4"))

jangorecki

f = seq(3,100,3)
b = seq(5,100,5)
fb = f[f %in% b] 
f = f[!f %in% fb]
b = b[!b %in% fb]
x = as.character(1:100)
x[f] = "Fizz"
x[b] = "Buzz"
x[fb] = "FizzBuzz"
cat(x, sep = "\n")

jangorecki

library(TTR)
library(xts)
library(data.table)

# - [x] use list element names instead of `label` argument
# - [x] allow to reuse preceeded indicators, reduce amount of indicator computation
# - [x] cleaner way of providing indicators and signals, provide R language object directly instead of `get` object by name

ma_crossover = function(ma_slow, ma_fast){
    setDT(list(sig_buy = ma_fast > ma_slow, sig_sell = ma_fast < ma_slow))[sig_buy==TRUE, sig := 1L][sig_sell==TRUE, sig := -1L][!sig%in%c(1L,-1L), sig := 0L]$sig