Home » Programming Articles » PERITECH releases Time Series API 2.1 (www.TimeSeriesAPI.com)
PERITECH releases Time Series API 2.1 (www.TimeSeriesAPI.com)
Time Series API 2.1, the professional time series modelling library for C++ has been released. The new version supports numerous new features, such as enhanced reporting and logging capabilities, and support for variable length time intervals.
KREFELD, GERMANY, August 05, 2009 /Programming PR News/ -- Time Series API 2.0, the latest version of the professional time series modelling library for C++, has been released.
Time Series API (TSA) is a comprehensive set of foundation classes encapsulating all concepts necessary for implementing and simulating trading and investment strategies as well as general purpose time series modeling. With TSA, developers are able to use familiar C++ syntax to define state of the art trading and investment strategies of arbitrary complexity. TSA also features a set of highly optimized database classes for storing, retrieving and transforming time series.
Features and Benefits
- Simulate trading and investment strategies on futures, stocks, currencies, indices, etc.
- Support for pyramiding, fractional-units, multi-leg trades, partial-exits and add-on's, and both cash-amount and unit trades.
- Component based architecture allows for clean, maintainable code, easily extended with custom components.
- Intuitive formula syntax and semantics through the use of advanced operator-overloading and reference-counting mechanisms.
- Performance optimized data engine and native time-series database for large-scale genetic optimizations and other CPU intensive tasks, such as iterative simulations on large stock baskets.
- Advanced memory management allows simulations to operate on decades of tick-by-tick data without straining resources.
- Supports multiple database streams opened simultaneously . Dynamically calculated custom stock indices, spreads and intermarket analysis are easily implemented.
- Support for variable length time intervals (e.g. tick-bars, volume-bars).
- Supports market, stop, and limit order types, as well as auto-generated stop-loss orders .
- Intelligent order-processing allows for execution and size of orders to be conditional to strategy position.
- Comprehensive reports and logs allow for in-depth inspection of all aspects of a simulation.
- No input/output restrictions of any kind.
- Time series data can contain NIL values as well as pointers to user defined structures allowing for maximum flexibility.
- Metadata support for financial time series dramatically simplifies set-up of large simulations.
Please visit www.TimeSeriesAPI.com
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Peter Ritter
PERITECH
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Krefeld, n/a
Germany 47804
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