Search Results for "idea"

This package provides a Julia language wrapper for cimgui: a thin c-api wrapper programmatically generated for the excellent C++ immediate mode gui Dear ImGui. Dear ImGui is mainly for creating content creation tools and visualization / debug tools. You could browse Gallery to get an idea of its use cases.

A surrogate model is an approximation method that mimics the behavior of a computationally expensive simulation. In more mathematical terms: suppose we are attempting to optimize a function f(p), but each calculation of f is very expensive. It may be the case we need to solve a PDE for each point or use advanced numerical linear algebra machinery, which is usually costly. The idea is then to develop a surrogate model g which approximates f by training on previous data collected from evaluations...

.... To gain maximum performance, use (bash shell Linux/MacOSX) export JULIA_NUM_THREADS=n, where n is the number of threads. To get an idea of the number of threads you can use type (in Julia) Sys.THREADS. This is especially useful for bias correction.

This package aims to provide a Boost. Python-like wrapping for C++ types and functions to Julia. The idea is to write the code for the Julia wrapper in C++, and then use a one-liner on the Julia side to make the wrapped C++ library available there. The mechanism behind this package is that functions and types are registered in C++ code that is compiled into a dynamic library. This dynamic library is then loaded into Julia, where the Julia part of this package uses the data provided through a C...

... is a great introduction to the idea of transducers. Transducers.jl is an implementation of the transducers in Julia. Aiming to satisfy the high-performance needs of Julia users, Transducers.jl uses a formulation that is pure and aiding type-stability.

This package provides a macro-based implementation of traits, using Tim Holy's trait trick. The main idea behind traits is to group types outside the type-hierarchy and to make dispatch work with that grouping. The difference to Union-types is that types can be added to a trait after the creation of the trait, whereas Union types are fixed after creation. The cool thing about Tim's trick is that there is no performance impact compared to using ordinary dispatch. For a bit of background...

The idea behind ReplMaker.jl is to make a tool for building (domain-specific) languages in Julia. Suppose you've invented some language called MyLang and you've implemented a parser that turns MyLang code into Julia code which is then supposed to be executed by the Julia runtime. With ReplMaker.jl, you can simply hook your parser into the package and ReplMaker will then create a REPL mode where end users just type MyLang code and have it executed automatically. My hope is for this to be useful...

... would seem to make it a natural fit as a language for systematic strategy research and development. While this package remains early in development, with time the hope is to be able to rapidly implement a trading idea, construct a historical backtest, analyze its results, optimize over a given parameter set, and visualize all of this with great detail.

This is a work in progress, some features are implemented partially, there may be performance and stability problems. Install IntelliJ IDEA (or other JetBrains IDEs), open Settings | Plugins | Browse repositories, install Julia plugin, and create a Julia project.