## Monday, September 29, 2008

### What I'm Researching...

 Posted: 29 Sep 2008 01:05 AM CDT awesome desktop wallpapers - free download. Posted: 28 Sep 2008 03:41 PM CDT great code example of using python and sqlite. Posted: 28 Sep 2008 12:34 PM CDT brief coverage of constructing, indexing, slicing, and summation of arrays.

## Sunday, September 28, 2008

### What I'm Researching...

 Posted: 28 Sep 2008 01:15 AM CDT great cookbook covering python & numpy. hat tip to the Smooth blog. Covers plotting, reversing arrays, etc. Posted: 28 Sep 2008 01:08 AM CDT Covers creating arrays in NumPy - covers recarrays. to create recarray: x = np.array([(1.0, 2), (3.0, 4)], dtype=[('x', float), ('y', int)]). Then to view as recarray: x = x.view(np.recarray). x.x Posted: 28 Sep 2008 01:00 AM CDT great reference guide to using NumPy. Posted: 28 Sep 2008 12:08 AM CDT example of creating structured arrays in numpy. Posted: 27 Sep 2008 01:16 PM CDT a great resource for SQLite.

## Friday, September 26, 2008

### What I'm Researching...

 Posted: 26 Sep 2008 01:37 AM CDT Simple tutorial in R from a finance perspective. Posted: 26 Sep 2008 01:27 AM CDT excellent guide to tuning SQLite. Need to try some of this stuff. Posted: 26 Sep 2008 01:14 AM CDT very comprehensive tutorial on R language. Covers plotting, creating functions/classes/methods, parallel programming, optimizations, etc. Great coverage of databases (sqlite). Posted: 26 Sep 2008 12:54 AM CDT great example of R stock charting. Posted: 26 Sep 2008 12:51 AM CDT great primer on reading/writing large files in R language. Posted: 26 Sep 2008 12:34 AM CDT several functions to read price series in ASCII format. Posted: 26 Sep 2008 12:30 AM CDT R functions for interacting with the CSI Data platform Posted: 25 Sep 2008 03:34 PM CDT performance analysis library covering the whole gamut of performance and risk analysis functions. Posted: 25 Sep 2008 12:27 PM CDT one of the wikis to consider. Posted: 25 Sep 2008 12:23 PM CDT cool themes for TiddlyWiki

## Thursday, September 25, 2008

### What I'm Researching...

 Posted: 24 Sep 2008 12:50 PM CDT nice example of a stock trading DSL. Not familiar with Groovy...research more.

 Posted: 24 Sep 2008 12:55 AM CDT Great tutorial on python. - love the format. Posted: 23 Sep 2008 11:15 PM CDT another interesting plotting package in R language.

## Tuesday, September 23, 2008

### Barplot function in R

Much of my backtesting platform is text driven. Not that I'm opposed to graphs...just felt my time was better spent developing the foundation for the platform before adding bells and whistles. Little did I realize how difficult it is to find a simple graphing engine for the platform. Problem is...I'm old school...couldn't care less about flash graphs. Keep it simple.

Since I'm using python...figured I had to give the matplotlib library a try. It is nice...simple...but something was missing. Couldn't put my finger on it. So, dug around and played with the R language plotting libraries. A bit more my speed...though a bit particular in the settings. Anyway, here's a function I wrote to generate bar charts using R with a replacement for pie charts in mind...

#-----------------------------------------------------------------# Simple bar chart - use instead of pie chart when possible.#-----------------------------------------------------------------barPie <- function(xSeries, chTitle="Your Bar Chart", xLab="X Label", xDesc="%"){ xSeries <- sort(xSeries) # save off original settings in order to reset on exit oldPar <- par(no.readonly=TRUE) plot.new() # set page margins in inches par(mai=c(1,1.5,1,1)) # pad 30% for labels # start plotting at 0.0 unless negative if (min(xSeries) < 0.0) { xLim = c((min(xSeries) * 1.3), (max(xSeries) * 1.3)) } else { xLim = c(0.00, (max(xSeries) * 1.3)) } # horizontal barplot in color baby! bp <- barplot(xSeries, horiz=T, xlab=xLab, las=1, col=rainbow(length(xSeries)), xlim=xLim, axes=F, cex.names=0.7, main=chTitle) # if x negative then start label at 0.0 # otherwise, start label at value of x. xVals = ifelse(xSeries < 0.0, 0.0, xSeries) text(xVals, bp, paste(xSeries, xDesc, sep=""),pos=4, cex=0.65) # format x axis xRange <- formatC(pretty(xSeries), 1, format="f") axis(1, at=xRange, labels=as.character(xRange), cex.axis=0.75) box() #restore par value to previous state on.exit(par(oldPar))}

Used data from my portfolio to plot sector allocations and called the function...
sectors <- c(10.64,119.83,162.66,66.48,71.78,35.44,32.77,161.17,53.91, 101.81,53.38,231.45,31.24,103.01)sectors <- round((sectors/sum(sectors)*100.00), 1)# write to png driverpng("c:/taylortrade/rlang/sectors_test.png")barPie(sectors, "Sector Allocation", "Pct Allocated")# stop writing to png driverdev.off()
And here's the result...

### What I'm Researching...

 Posted: 22 Sep 2008 11:26 PM CDT perl script feeding Gnuplot to plot streaming data in real-time. Interesting find...hat tip to Hackszine.com Posted: 22 Sep 2008 10:21 PM CDT need to review this...looks like an all encompassing plotting package for the R language. Barcharts, piecharts, gantt charts, oh my!

## Monday, September 22, 2008

### What I'm Researching...

 Posted: 21 Sep 2008 09:28 PM CDT the how-to of creating extensions to the R language. Posted: 21 Sep 2008 07:21 PM CDT central location of texts covering python. Posted: 21 Sep 2008 06:25 AM CDT R language package containing functions for ohlc plots, sharpe ratio, sterling ratio, maxDrawDown, rolling analysis, ema, sma, emwa, etc.

## Sunday, September 21, 2008

### What I'm Researching...

 Posted: 21 Sep 2008 01:37 AM CDT nice site covering all the R essentials - reading data, graphing, stats. Posted: 21 Sep 2008 01:28 AM CDT search the R language mailing list. Posted: 21 Sep 2008 01:26 AM CDT cookbook of the R language Posted: 20 Sep 2008 10:47 PM CDT examples of various charts (line, bar, pie, dot, histogram) in R language Posted: 20 Sep 2008 10:45 PM CDT brief tutorial covering pie, bar, scatter, and line charts in R language. Posted: 20 Sep 2008 10:26 PM CDT great gallery of R Language graphs. Posted: 20 Sep 2008 10:16 PM CDT gallery of R language graphics by category such as Finance, Econometrics, SocialSciences, etc. Posted: 20 Sep 2008 10:13 PM CDT book on the graphics available with the R language. Very nice! Posted: 20 Sep 2008 10:12 PM CDT table of colors available in R language. Posted: 20 Sep 2008 10:10 PM CDT showcases all the colors available in graphing with the R language. Posted: 20 Sep 2008 08:34 PM CDT brief summary of matplotlib's api. Posted: 20 Sep 2008 08:26 PM CDT Several excellent examples of using numpy and pylab (matplotlib) together. Posted: 20 Sep 2008 03:33 PM CDT interesting code examples of bar charts in pylab.

## Friday, September 19, 2008

### What I'm Researching...

 Posted: 18 Sep 2008 11:20 PM CDT api reference for matplotlib - not a cookbook of examples - just command and descriptions. Use as reference guide. Posted: 18 Sep 2008 11:13 PM CDT drop-dead example of plotting with pylab versus matplotlib's api. would like to use pylab's api...if at all possible. Posted: 18 Sep 2008 11:02 PM CDT drop-dead example of threading in python. Posted: 18 Sep 2008 10:59 PM CDT drop-dead simple explanation of variable length argument lists in python. Posted: 18 Sep 2008 10:58 PM CDT breakdown of emacs commands - not sure if format is the best...but worth saving for future. Posted: 18 Sep 2008 10:38 PM CDT really like the look of these pie charts. use for sector allocation page. Posted: 18 Sep 2008 10:34 PM CDT drop dead simple example of using matplotlib. Posted: 18 Sep 2008 10:20 PM CDT example of bar graph in python. like the format of the graph. Posted: 18 Sep 2008 01:04 PM CDT nice summary of the top shortcuts used in vim.

## Thursday, September 11, 2008

### Portfolio Performance for August 2008

Some very nice weather happening here in Missouri. In fact, in all my life I've never had weather like this in August/September timeframe.

Back in Texas, it's usually some of the hottest times of the year. But, feels like Fall already in Mid-Mo.

Can't wait to see the leaves turn colors. Of course, my kids are looking forward to piles of leaves to jump and play
in.

Maybe this weather change will bring the market out of the doldrums. By the way, the picture above was taken while visiting the Devil's Ice Box.

And now for the August returns...

Still, nothing going on with the market or the trading system. Though, plenty to do with the system testing platform. I'm exploring the numpy library for python to determine how big a role this library should play in the platform's architecture. For those curious...check out my delicious bookmarks on numpy.