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milktrader/usingSeries.jl

Created December 24, 2013 18:35
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Series.jl in action
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usingSeries.jl
julia> using Series
julia> high = readseries(Pkg.dir("Series/test/data/spx.csv"), value=3);
julia> low = readseries(Pkg.dir("Series/test/data/spx.csv"), value=4);
julia> percentrange = (high .- close) ./ high;
julia> head(ans)
3-element Array{SeriesPair{Date{ISOCalendar},Float64},1}:
1970-01-02 0.00577293136626049
1970-01-05 0.008381962864721551
1970-01-06 0.010553245922609627
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