First of all: Great work!
I especially like the documentation and the pub section.
I have 2 questions: How do you deal with time series segments\interruptions?
Let’s say weekend or off hours in trading days? Any idea\suggestion\literature?
stumpi is very useful for real time application. It’s there a way to limit the history or look back window. And can you load historical data into stumpi let’s say from a db to speed up recovery?
Thx
First of all: Great work!
I especially like the documentation and the pub section.
I have 2 questions: How do you deal with time series segments\interruptions?
Let’s say weekend or off hours in trading days? Any idea\suggestion\literature?
stumpi is very useful for real time application. It’s there a way to limit the history or look back window. And can you load historical data into stumpi let’s say from a db to speed up recovery?
Thx