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Parameter exploration - nicer API #7
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@femtotrader Excellent references, lots of reading material here for me to get cracking on. This will absolutely be a major development space for this package going forward. Like right now I've just gotten parameter exploration functionality kinda implemented, but it's confined to the parameter space used to calculate the |
@femtotrader pypet seems like a really awesome project, and probably a good example of what a logical and productive computation/storage model could look like in the strategy development/research domain space. It might be interesting to do something similar with some mutation of the Perhaps the |
I'm still not sure I fully understand the mechanics of the other ideas you mentioned, as I've only just now been exposed to this Julia |
@dysonance can you send me your email address for private discussion? Mine is available at https://github.com/femtotrader |
Hello,
Python have an interesting library with a nice API.
https://pypet.readthedocs.io/
Maybe you should consider something like this.
This Julia parameter exploration toolkit could be even be a standalone project (with few dependencies).
Similar discussion https://www.quantopian.com/posts/parameter-exploration-slash-running-several-backtests-from-notebook
These discussions about generators and Julia might be interesting for that purpose https://discourse.julialang.org/t/pygen-python-style-generators/3451
https://discourse.julialang.org/t/ann-resumablefunctions/5711
Kind regards
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