Open micahjsmith opened 9 years ago
Additional advantage of setting global options in a first, initial step: f.defaultParWorkers can be specified, but then the class tests for the existance of a Parallel Computing Toolbox license and sets to 0 otherwise.
Into it. But I want to implement time-aggregation of series first. I'd rather devote coding effort to that at this point. That's really the last major feature that's missing.
Then longer-term, I think this is a good idea.
Seems fair enough
Some inefficiencies that stand out include:
GlobalOptions
for every callparworkers
,pseudo
, andunits
presumably should all be global options - that is, they are set once at the beginning of the session and the explicitly changed as desiredThese behaviors can be achieved easily by having an object of class
fred
or of classFredFetch
be created at the beginning of the session:Then, a future call is made as:
The object
f
already has "embedded" all the relevant global options and the API key without needed to do everything from scratch. This is also what the actual Matlab Datafeed Toolboxfred
routines (as for all other data sources) do.See my bls interface for a simple example of what this looks like/how it is implemented.