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Does your IT career involve writing code?

That would be awesome! In lieu of the debates, I propose three bouts of mud wrestling!!

Are these "strategists" and "grown-ups" the same idiots that suggest arming the Ukrainians? Or better yet, the crew that wanted to find "moderate" Islamic rebels and arm them with billions of dollars worth of US military hardware?

So get this. My brother lives in Sweden and he and his wife are in academia. As you would guess, my brother and his wife are not Trump supporters, nor is anyone else in my family. That is except their 12 year old son who has a learning disability. He absolutely LOVES Trump. While they were...

Yeah...CSV is certainly not the most optimal...but it is "easy" to deal with and will enable me to move on with the development of other components of my trading system until I need further optimization.

Right now I am just beginning to re-write my trading system in Go. I am working on a marketdata package that will load various types of time series data, aggregate to different time frames and link them together, etc. The package is currently written to handle CSV data but it can be extended...

It did not take me a "long time" to figure out. My original system/website was built back in 2012 and the preceding years, way before your flat file advice was offered on the thread I started. Anyhow, had not done any new development for about 18 months until the time you offered very good...

Yes...I have used MySQL for time series data and it is quite slow. I am rewriting my trading software to read directly from flat files and the performance gain is enormous. Granted I am going from PHP/MySQL to Golang file I/O with flat files with a SSD so the comparison is not apples to...

He/she has spent 7 years in solitary confinement and was set to spend another 28 years there. Free or imprisoned, Manning is one tortured soul. I have no problems with the commutation in this scenario.

Look at Japan! Very "interesting" society. Perfectly healthy men rather stare at screens 24/7 instead of chasing tail. I suppose that is happening a most modern societies but seems to be off the charts in Japan.

My only question is...were your BAMM!'s printed in real time? If so, we need to chat ;)

How much data are you piping from TD's api into your Lambda instance? How does the data affect the cost of you using Lambda? Thanks! fan27

Perhaps another market "erection". But what if it is prematurely followed by a market "ejaculation". Could be troubling!

@jharmon, thanks for the correction on the volume adjustment. And yes, spending money to get these issues handled for you is likely the best approach for most. fan27

I use Yahoo data for ETFs and do not use their adjusted close. I account for dividends separately from the closing price. Also, in the case of splits you will need to adjust previous prices. For example, if there is a 2 for 1 split, you need to take all of the pre-split OHLCV data and divide...

But Agile Software development solves all these problems...right. ;) (Spoken tounge and cheek from someone who works in an "Agile" shop).

Yes....that is correct. Data being loaded is for backtesting.

@bjohnson777, @Zzzz1, I think you both have some great points. If I may attempt to summarize. Zzzz1: Avoid premature data optimizations. bjohnson777: Architect your system so that it can scale. My goal is to both. For example, my current marketdata package currently reads from CSV but it is...

Looks good backtrader! Looking at your multiple time frame sample, do you link the different time-frames at runtime or are the daily/weekly time-frames already linked in data? https://www.backtrader.com/docu/data-multitimeframe/data-multitimeframe.html#example-1-daily-and-weekly fan27

Very good points bjohnson777! For my website, the algorithmic processing speed/memory footprint is certainly a concern, but the main bottleneck/cost factor will be the data. I am looking at AWS and their DynamoDB looks interesting but looks to be potentially quite pricey. Another option would...