Makes perfect sense.  I have some java scripts (not javascripts ;)  ) for
similiar but different purposes... aligning datasets for comparison, even
when there are missing entries.



On Mon, Dec 13, 2010 at 4:40 PM, Gregory Scott Burd <[email protected]> wrote:

> Thanks Shaggs, but I work on Linux and Mac OS/X.  My script will combine
> multiple overlapping datasets for a single security into one sorted
> non-overlapping set.  Emacs (or vi, or ...) will "handle" the memory
> requirements to load files this size also, my problem was combining files
> and removing duplicate lines.  Otherwise I'd have used the "cat" command to
> concatenate all the files into one.  :)
>
> Why do I have overlapping datasets?  Because a friend and I are
> collaborating on this as we learn the ropes.  We both record ES, then
> combine the data, then backtest/optimize using the single combined dataset.
>
> make sense?
>
> -greg
>
>
> On Mon, Dec 13, 2010 at 7:29 PM, ShaggsTheStud <[email protected]>wrote:
>
>> If you want a text editor that can handle huge files, for windows, there
>> is TextPad.  It doesn't choke at all.
>>
>> On Sun, Dec 12, 2010 at 3:45 PM, Gregory Scott Burd <[email protected]>wrote:
>>
>>> This weekend I had need of a tool to combine a few log files of ES GLOBEX
>>> futures data gathered by JBookTrader into a single log file.  Finding none I
>>> wrote a short python script to do just that.
>>> https://gist.github.com/738469
>>>
>>> I'm curious if anyone wants to contribute files so that we can combine ES
>>> data logs into one more complete log so that we can all benefit.
>>>
>>> Any takers?
>>>
>>>  -greg
>>>
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