On Tuesday 30 October 2007 13:31:41 John Hunter wrote: > In financial time series, it is very common to keep track of things > like a trailing N day max, trailing N day average, etc.
John, Have you ever tried the timeseries package in the scipy SVN ? We (Matt Knox and I) tried to address some of these issues for environmental and financial time series. http://www.scipy.org/SciPyPackages/TimeSeries _______________________________________________ Numpy-discussion mailing list [email protected] http://projects.scipy.org/mailman/listinfo/numpy-discussion
