/Time-Series

Just an example of time series library

Primary LanguageC++

Time Series test library

List of files:

  • TimeSeries.hpp (header file, containing the class TimeSeries)
  • TimeSeries.cpp (file containing implementations of TimeSeries methods)
  • main.cpp (file with main function. It contains some examples of the class usage)
  • test.py (python3 program used for comparison)
  • Makefile
  • time_series.csv (time series of recent AAPL and GOOGL prices)

In order to compile the C++ files, enter in the terminal the command:

make

and then run it by:

./main

The Makefile calls the gcc compiler. Do not use other compilers (i.e. clang++) because I wrote some lines of code not compatible. I'm using the gcc version: gcc (Ubuntu 5.4.0-6ubuntu1~16.04.12) 5.4.0 20160609

In order to run the python file, just enter:

chmod +x test.py
./test.py

COMMENTS:

I thought the meaning of the exercise was to create a "library" from scratch (well, I used the STL std::vector powerful properties). For this reason I decided to use C++ and to create the class TimeSeries. In my opinion this class is easily extendable, by adding new member functions or member data.

I also wrote a short python3 script (test.py) that uses pandas, in order to compare the output. (pandas is great!!)