Showing 5 open source projects for "performance"

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  • 1
    LEAN

    LEAN

    Lean algorithmic trading engine by QuantConnect

    Automated accounting for splits, dividends, and corporate events like delistings and mergers. Avoid selection bias with dynamically generated assets. Create and select asset universes on proprietary data and indicators. Automatically track portfolio performance, profit and loss, and holdings across multiple asset classes and margin models in the same strategy. Trigger regular functions to occur at desired times, during market hours, on certain days of the week, or at specific times of day. Backtest on almost any time series and import your proprietary signal data into your strategy. ...
    Downloads: 0 This Week
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  • 2
    OSM Explorer

    OSM Explorer

    Basic routing and spatial functions using OpenStreetMap data

    A mapping application for OpenStreetMap that renders OSM or MapQuest tiles and does basic routing from a built-in database. The main focus of this project is the development of a high-performance routing engine that can handle a variety of routing and vehicle constraints on demand without additional pre-processing of the road network. An additional goal is the development of a class library centered around a built-in, object-oriented database used for processing and storing OSM map data such that external dependencies (e.g. external database servers) are minimized.
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  • 3

    WordSort

    String Sorting algoritm

    WordSort is an algoritm written in c# specifically designed for string sorting with linear complexity. Based on partial hashing approach, provides higher performance than classical algorithms that use the comparison. WordSort includes a console application easy and intuitive to use to evaluate and compare algorithms performance. Only Ordinal sorting and non-case-sensitive sorting provided.
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  • 4
    Dictmatch is a high performance multi-mode string match lib which supports full matching and max forward matching. It is used to match substrings which contented in dictionary from string user provides. Its throughout is more than 20w line per sec.
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  • 5
    Path Partitioner

    Path Partitioner

    Finds bad examples for the local search Path Partitioning algorithm

    Path Partitioner constructs random graph partitions and solves the linear (or integer) programming problems that assign weights to the edges such that the performance ratio of the local search algorithm for the Path Partitioning problem is minimized. See http://www.tau.ac.il/~ohadschn/Thesis/Partitioning.pdf. Requirements: Microsoft Automatic Graph Layout http://research.microsoft.com/en-us/projects/msagl/ Gurobi Optimizer http://www.gurobi.com/ Permutations, Combinations, and Variations using C# Generics http://www.codeproject.com/Articles/26050/Permutations-Combinations-and-Variations-using-C-G
    Downloads: 0 This Week
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