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dateList = openList = highList = lowList = closeList = [] for (date,open,high,low,close,vol) in ReadCsv(csvFileName): dateList.append(date) openList.append(open) highList.append(high) lowList.append(low) closeList.append(close) Haven't tested it but it should work...

Python resources: Mark Pilgrim's "Dive into Python" is a good tutorial which is available online here: http://diveintopython.org/toc/index.html "Python in a Nutshell" by Alex Martelli isn't available online, but it covers all the bases. Well worth owning. I have a few Python books but...

Here's some code I had lying around which parses Yahoo historical data in csv format. It does some rudimentary error checking. I used < pre > tag to get a fixed width font but it seems to double space the lines. Anyone know a better way? Martin <pre> def ReadCsv(csvFileName): # read...

I just started using Wing IDE for python. So far it's been really sweet. I am very picky when it comes to IDEs. So far this one's a keeper. It's not free though. Here's a 2 part review of Python IDEs. http://spyced.blogspot.com/2005/09/review-of-6-python-ides.html...

That's a pretty big job. Fortunately I just came across the following testimonial which I think very neatly explains what I like about Python. It's not my words but it quite accurately represents my opinions. http://wingware.com/python/success/esr Some of the points which I think are...

You're thinking SciPy, all the linear algebra codes, solvers, etc, built on top of NumPy. I have looked at the internals of numarray and NumPy. They are very straightforward and legacy free. Certainly no Fortran. Martin

Oooooooookay. Martin

I think for me, in this line of work, it wasn't Python itself that sealed the deal, it was numarray. Numarray is a package that turns Python into an array language like Matlab or APL. http://en.wikipedia.org/wiki/Array_programming_language Something like numarray could be written in C++...

I could learn a language with zero effort, I would learn Matlab and Ruby and use them for some of the things I do now in Python. Martin

Agreed. It just takes a lot more time and effort to write tight, elegant, well-designed, bug-free code in C++ than in a modern high-level programming language. This isn't a matter of fluency. I've been writing C++ code for 20 years and Python code for 2 years. I'm far more productive in...

I hope you're being sarcastic. Python is nothing like C++. The type system, object model, scoping, execution model... all completely different. The syntax has some common elements but that's about the extent of it. Martin

mrtwo, C++ has many fine qualities and many serious shortcomings. If you want better insight into its strengths and weaknesses, it is not enough to just be a good C++ programmer. You have to be fluent in at least one of its serious competitors, modern higher level programming languages like...

<i>You are talking about compiled Python, I assume.</i> Nope. Good ol' Python interpreter. You don't seem to understand my point. Programs spend most of their time in small parts of the code (Amdahls law). If your program spends most of its time in the Python library (for example array...

If you want the opening only, set the order type to OPG. That should be all you need. This order type may not be available by default, in which case you have to enable it through "Global Configuration. If you want a limit order that will participate in the open, set the exchange to SUPERSOES...

Yes, it can. For example, numerical code in Python can be almost as fast as C code by using array constructs. It all depends on your application. I'd certainly agree that interpreted code is much slower than complied code. That doesn't mean that a Python application is necessarily much slower...

I think Python is the best language for <i>independent</i> quantitative traders. There is a fundamental difference between our business model and that of a large hedge fund or investment bank. We need to have efficient, agile development processes in order to deliver good results quickly and...

<i>The word “insurgent” is accurate because there is an infinitesimal number of people resisting the occupation, out of 26 million Iraqis. If they had any real significance, you would call them “rebels” part of a “rebellion,” leading to a “civil war.”</i> That's a nice theory...

I think insurgent is about as neutral as you can get. It's not a value judgement, it simply describes the fact that a group is fighting against an established authority. It doesn't imply any legitimacy on the part of either the authority or the opposition. If you want to vilify call them...

matplotlib is sweet. Head and shoulders above gnuplot in my experience, better integrated with python and numarray, more powerful, more flexible, better looking. I've used both and I thought there was no comparison. On the other hand, matplotlib can have a bit of a learning curve if you're not...

<i>However in my twenty-five years of renting and owning it's always been cheaper to rent! So by that criteria one would NEVER be a buyer. </i> That's totally bogus. Just because the monthly mortgage bill is higher than the rent on a comparable property, doesn't mean it is cheaper to rent...