We’ve added support to download historical data from Yahoo Finance and EODData. Now we’ll start working on the Xaye run-time.
Separating Out Xaye.Math
February 22, 2012 By Leave a Comment
We’ve separated out the “math” component from Xaye.Core into Xaye.Math. Now those only interested in the F# MKL wrapper won’t have unnecessary dependencies on libraries such as NPOI and SQLite. This also allows us to provide Xaye.Math for Linux (builds can be downloaded from the links on the right side).
On a separate note, we’ve run into a problem with FsHtmlDoc – it blows up when trying to document the Xaye.Core classes. The bundled API docs for the time being only include the Xaye.Math API. We are looking for an alternative to FsHtmlDoc.
Added Excel Support
February 14, 2012 By Leave a Comment
We’ve added support for reading/writing variable groups from/to Excel files (.xls and .xlsx). The NPOI library provides the .xls (BIFF8) support and the ClosedXML library provides the .xlsx (Open XML) support (no support for .xlsb / BIFF12). Note that the Xaye library reads in the cached value of a formula cell (the last evaluated value of a formula) and does not evaluate the formula itself. ClosedXML doesn’t include a formula evaluator and for most users this won’t be an issue.
Next we’ll add support for importing historical stock data from Yahoo Finance and EODData‘s historical data service (EODData provides historical intraday trade bars). Then we can finally start doing some interesting things with the data.
GitHub
