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dot =: mp =: +/ .*

thresholds =: 0 0.12 0.46 0.88 1.5 3 5 10
rates =: 0.06 0.15 0.24 0.35 0.38 0.4 0.42 0.45

marginal_rates =: 2 -~/\ 0, rates

tax =: 13 : 'marginal_rates dot 0 >. y - thresholds'

sells =: 10 + i. 10

yunskim

NB. https://futurecreator.github.io/2018/10/07/functional-programming-filter-map-fold-reduce/
words =: ',' cutopen 'tony,a,steve,captain,b,thor,hulk,c'
filter =: 1 : '(#~ ([: ; u L: 0))'
map =: 1 : 'u L: 0'


capitalize =: 3 : 0
(}. y) ,~ toupper {. y
)

yunskim

NB. https://www.youtube.com/watch?v=i4VqXRRXi68
NB. https://blogs.mathworks.com/cleve/2017/09/25/how-far-apart-are-two-random-points-in-a-square/

X =: j./ ? 2 1e8 $ 0
Y =: j./ ? 2 1e8 $ 0
dist =: | X - Y
mean dist
NB. 0.521417

yunskim

min =: |. ;"1 ". each _3 ] \ (TAB, CRLF) cutopen clipread ''

col_min =: |: min
'date time price' =: col_min

is_open =: 905 = time
is_open_plus_30 =: 930 = time
is_close_minus_60 =: 1430 = time
is_close_minus_30 =: 1500 = time
is_close =: 1530 = time

yunskim

grid =: 0&".;._2 (0 : 0)
5 3 0 0 7 0 0 0 0
6 0 0 1 9 5 0 0 0
0 9 8 0 0 0 0 6 0
8 0 0 0 6 0 0 0 3
4 0 0 8 0 3 0 0 1
7 0 0 0 2 0 0 0 6
0 6 0 0 0 0 2 8 0
0 0 0 4 1 0 0 0 0
0 0 0 0 0 0 0 0 0

yunskim

require 'stats/distribs'
require 'numeric'
require 'plot'

mu =: 0
sigma =: 0.15
n =: 100
days =: +: 365 NB. 2년
dt =: % 365    NB. sigma는 annualized volatility

yunskim

correlogram =: 4 : 0
mu =. (+/ % #) x
diff =. x - mu
num =. (+/ .*)/ (y * 1 _1) }."0 _ diff
denum =. (+/ .*)~ diff
num % denum
)

yunskim

query =: jd 'read /e time, public_sale, public_purchase, settlement from 069500_TICK order by time'
time =: 'time' jdfrom_jd_ query
ps =: 'public_sale' jdfrom_jd_ query
pp =: 'public_purchase' jdfrom_jd_ query
settlement =: 'settlement' jdfrom_jd_ query

hour =: 9 + (3600 * 1e9) %~ time - efs_jd_ '2018-07-12 09:00:00'
netpp =: +/\ pp - ps

pd 'reset'

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dist =: +/&.:*:@:-"1
NB. group =: 1 1.1 , 1 1 , 0 0 ,:0 0.1
NB. labels =: 'AABB'

kNN =: 4 : 0
'group labels k' =. x
labels ({ ~.)~ (i. >./) #/.~ labels {~ k {. /: group dist y
)

normalize =: (- <./) % (>./ - <./)

yunskim

NB. Assiciative Array
coclass 'aa'

get =: ".
has =: 0 <: nc@boxopen
set =: 4 :'(x)=:y'
del =: 4!:55@boxopen

NB. following python's convensions
keys =: }.@:nl