Time Series API 2.1.0


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Publisher Description



Time Series API is a professional C++ class library for simulating (backtesting) and deploying financial trading strategies as well as general purpose time series modelling. The library is a stand-alone time series engine that can be extended via a component object model.

Models are defined using ''formula syntax and semantics'' made possible by a set of lightweight interface classes that supersede the component framework. The library supports the modelling of even the most complex ideas, is easily extended, and supports deployment in any timeframe (variable or fixed, with intervals as short as one millisecond). The library also benefits from a set of highly optimized database classes for reading and writing millions of records in seconds.

As a general purpose tool for modelling time series, Time Series API has applications in many domains, such as:

* Trading and investment strategy simulation and deployment:
o Individual market and inter-market models
o Iterative evaluations on baskets
o Evaluation on aggregates (e.g. custom indices)
o Fundamental company data models
* Economic modelling
* Time series normalization and processing:
o Normalizing neural training data
o Data transformations
o Timeframe conversions
* Data monitoring (e.g. financial, scientific):
o Event Notification
o Pattern recognition
o Filtering applications, (e.g. noise reduction)
* Computational modelling
o Genetic algorithms

Program Details



General

 
Publisher PERITECH
Released Date 2009-07-16
Languages English

Category

 
Category Development
Subcategory C/C++/C#

System requirements

 
Operating systems windows, windows-mobile

Download information

 
File size 5.86 MB
Total downloads 115

Pricing

 
License model Free Trial
Price $334.00

Version History



» version 2.1.0   -   posted on 2009-07-16
- Support for variable length time intervals (e.g. tick-bars, volume-bars).
- Comprehensive reports and logs allow for in-depth inspection of all aspects of a simulation.
- Advanced memory management allows simulations to operate on decades of tick-by-tick data without straining resources.

» version 2.1.0   -   posted on 2009-07-16
- Support for variable length time intervals (e.g. tick-bars, volume-bars).
- Comprehensive reports and logs allow for in-depth inspection of all aspects of a simulation.
- Advanced memory management allows simulations to operate on decades of tick-by-tick data without straining resources.

EULA - End User License Agreement



Copyright and License Notice
The Time Series API Library in machine-readable or printed form (“Time Series API Library”) and the Time Series API User Guide and Reference Manual ("Time Series API Documentation") hereafter in whole or in part the “Product,” are all copyright © 2000 - 2009 by Peter Ritter. ALL RIGHTS RESERVED.
Peter Ritter (“Licensor”) retains exclusive ownership of this Product. It is licensed to you (“Licensee”) in accordance with the terms specifically stated in this Notice.
You must otherwise treat the Product the same as other copyrighted material, such as a book or recording. You may also exercise certain rights peculiar to computer software under copyright laws. In particular:
You may use the Library portion of the Product to compile and link with other C++ code and files to produce executable files.
You may freely distribute such executable files (binary images), with no additional license fee to Licensor, provided these executable files do not allow end-users to use a scripting or programming language to control the simulation, backtesting and / or deployment of customizable trading and / or investment strategies. There are no restrictions on executable files produced for in-house or private use only. (Please contact the Licensor if you wish to use the Product for a purpose which may requires a special license).
You must NOT use the library portion of this Product to produce other libraries for C/C++, or any other computer language!
Under no circumstances are the Product''s header (*.h), library, or source (*.cpp, *.c, *asm) files to be shipped with executable files produced by the Licensee.
You may not reverse engineer, decompile, or disassemble the library.
You may make one or more backup copies of the Product for archival purposes.
You may permanently transfer ownership of the Product to another party only if the other party agrees to the terms stated in this Notice and you transfer or destroy all copies of the Product that are in your posession.
You must preserve this Notice and all copyright notices with any copy you make of the Product.
You may not loan, rent, or sublicense the Product.
You may not copy or distribute, in any form, any part of this Product for any purpose not specifically permitted by this Notice.
This copy of the Product is licensed for use by a single developer. Every developer working on this product needs to have a separate license!
Anyone who accesses this Product has a moral responsibility not to aid or abet illegal copying by others. Licensor recognizes that the machine-readable format of the Product makes it particularly conducive to sharing within multi-user systems and across networks. Such use is permitted only so long as Licensee does not exceed the maximum number of possible concurrent users and takes reasonable precautions to protect the Product against unauthorized copying and against public access. In particular, please note that the ability to access this copy does not imply permission to use it or to copy it. Please note also that Licensor has expended considerable professional effort in the production of this Product, and continues to do so to keep it current.
Licensor warrants that the Product as shipped performs substantially in accordance with its documented purpose, and that the medium on which the Product is provided is free from defects in material and workmanship. To the extent permitted by law, any implied warranties on the Product are limited to 90 days.
Licensor''s entire liability under this warranty shall be, at Licensor''s option, either to refund the license fee paid by Licensee or to replace the medium on which the Product is provided. This is also Licensee''s exclusive remedy. To qualify for this remedy, Licensee must demonstrate satisfactory proof of purchase to Licensor and return the Product in reasonably good condition to Licensor. Licensee may also be required to provide proof that the Product has been removed from the computer it was installed on, possibly by making available the key returned by the uninstall routine.
LICENSOR OTHERWISE MAKES NO REPRESENTATIONS OR WARRANTIES ABOUT THE SUITABILITY OF THIS PRODUCT, EITHER EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE IMPLIED WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, OR NON-INFRINGEMENT. LICENSOR SHALL NOT BE LIABLE FOR ANY DAMAGES SUFFERED BY LICENSEE AS A RESULT OF USING THIS PRODUCT, EVEN IF LICENSOR HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES. TO THE EXTENT PERMITTED BY LAW, LICENSOR SHALL NOT BE LIABLE FOR CONSEQUENTIAL OR INCIDENTAL DAMAGES.
By using this Product, you agree to abide by the intellectual property laws and all other applicable laws of the Federal Republic of Germany as well as of the European Union, and the terms described above. You may be held legally responsible for any infringement that is caused or encouraged by your failure to abide by the terms of this Notice.
The terms of this notice shall be governed by the laws of the Federal Republic of Germany .
THE RIGHTS AND OBLIGATIONS OF THE PARTIES SHALL NOT BE GOVERNED BY THE PROVISIONS OF THE U.N. CONVENTION FOR THE INTERNATIONAL SALE OF GOODS, 1980.
End of Copyright and License Notice





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Release Date: 2009-07-16
Publisher: PERITECH
Operating System: windows, windows-mobile