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I have created custom data sets for Lean based on the same forex data format, but using data from an external source. Data is 1min and each file has been broken into 1 day from 00:00 through 23:59, an…
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Remodel iqfeed client using java8 streams. Consider also using apache Camel as a processing pipeline.
Should also consider esper as it has very good support for windowing, such as what one would use …
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The "inherited code" in the iqfeed project uses it's own weird dependency injection. For instance injecting a concrete IQFeed Facade class into the IQfeed client.
Need to use a third party dependency…
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The current code relies on tags and older jam features. It may be possible to
- leverage CompletableFuture and other jdk8 features
- tags should be more robust and should rely less on manual generati…
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- `FutureValue` should simply extend the JDK8 `CompletableFuture` and delegate its public interface to `CompletableFuture`
- If possible, then `FutureValue` should remove the cyclical dependency with …
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Currently the facade knows about the client. Most applications are not all that high performance as the original and I can afford to make things cleaner at some performance cost.
- use mbassador to pu…
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```
../src/platform.h:77:12: error: new declaration ‘int random()’
/usr/include/cygwin/stdlib.h:29:6: error: ambiguates old declaration ‘long int random()’
```
Here is the transcript:
```
$ gem ins…