Ashley Davis ashleydavis

This markdown was exported from Data-Forge Notebook

Example of parsing log files so you have structured data to use with Data-Forge

First define some test data:

This notebook demonstrate backtesting of very simple mean reversion trading strategy.

It uses the Grademark JavaScript API for backtesting.

For a version of this code runnable on Node.js - please see the Grademark first example repo.

To keep up with what I'm doing checkout my blog or YouTube channel.

	//
	// Search backwards iteratively through a graph from the head nodes to find the set of last common
	// ancestors that all paths pass through and that are reachable from the head nodes.
	//
	export function findLastCommonAncestor(blockGraph: BlockGraph, blocks: string[]): IBlockNode[] {
	if (blocks.length === 0) {
	return [];
	}

	//

	import * as path from "path";
	import { IDiagnostic } from "./language-code-generator";
	import { readJsonFile } from "../common/file";

	//
	// Result of compiling TypeScript code.
	//
	export interface ICompilationResult {
	code?: string;
	diagnostics: IDiagnostic[];

	//
	// Original code here.
	//
	// https://stackoverflow.com/a/41674522/25868
	//

	const m = require('module');

	const originalLoader = m._load;
	m._load = function(request, parent, isMain) {

	/*
	This a prototype / pseudo-code in TypeScript for a new multi-core task scheduler that I'm planning to open source.

	This is based on my earlier private code that I've used to munge masses of stock market data and also talked about in my
	book Data Wrangling with JavaScript.

	To give me private feedback on this please email me on [email protected].

	The basic premise of this is that we can split up a complex data processing job into mulitple 'tasks' each of
	which can potentially run in parallel on a multi-core machine.

	// https://stackoverflow.com/a/15964759/25868

	export type BasicEventHandler = () => void;
	export type SenderEventHandler<SenderT> = (sender: SenderT) => void;

	//
	// Simulate C# style events in JS.
	//
	export interface IEventSource<HandlerType extends Function> {
	//

	/*

	This module creates an HTTPS web server and serves static content
	from a specified directory on a specified port.

	To generate a new cert:

	openssl req -x509 -newkey rsa:2048 -keyout key.pem -out cert.pem -days 365

	To remove the passphrase requirement:

	{
	"$schema": "https://vega.github.io/schema/vega-lite/v2.json",
	"layer": [
	{
	"data": {
	"url": "https://vega.github.io/vega-lite/data/seattle-weather.csv"
	},
	"mark": "line",
	"encoding": {
	"x": {