QuantTraderEd

# -*- coding: utf-8 -*-
"""
Created on Thu Apr 30 12:45:04 2015

@author: assa
"""


def read_shortcd(filename='kospi.text'):
    shortcd_lst = []

QuantTraderEd

from sympy import *

c, p, K, F, T1, T2, r = symbols('c, p, K, F, T1, T2, r')
eq = c - p - F / (1 + r * T2) + K / (1 + r * T1)

ans = solve(eq,r)

QuantTraderEd

# -*- coding: utf-8 -*-
"""
Created on Thu Apr 30 12:44:08 2015

@author: assa
"""


import numpy as np
import pandas as pd

QuantTraderEd

# -*- coding: utf-8 -*-
"""
Created on Tue May 26 11:07:33 2015

@author: assa
"""

import pandas as pd
import sqlite3 as lite

QuantTraderEd

import numpy as np
import time
m1 = np.mat(np.random.rand(2800, 2800))
m2 = np.mat(np.random.rand(2800, 2800))

t = time.time(); m3 = m1 * m2; print time.time() - t

QuantTraderEd

SrcSuf = cxx
ObjSuf = o
OutPutOpt = -o

SoSuf = so
#=======================================
R_HOME :=		$(shell R RHOME)
RCPPFLAGS :=	$(shell $(R_HOME)/bin/R CMD config --cppflgs)
RLDFLAGS := 	$(shell $(R_HOME)/bin/R CMD config --ldflags)
RBLAS := 		$(shell $(R_HOME)/bin/R CMD config BLAS_LIBS)

QuantTraderEd

#include <boost/python.hpp>
#include <boost/python/stl_iterator.hpp>

#include <vector>
#include <unordered_map>

namespace lymc {

namespace python = boost::python;

QuantTraderEd

Demo

QuantTraderEd

# -*- coding: utf-8 -*-

import json


filename = 'pgist.py'

# 1. make content
with open(filename, 'r') as f:
    line_lst = f.readlines()

QuantTraderEd

test_text