financial

来源： https://stackoverflow.com/questions/30980053/quandl-stock-identifiers

问题 I'm trying to find a decent implementation of excels XIRR calculation in SQL. I found the following function online: CREATE TYPE dbo.MyXirrTable AS TABLE ( theValue DECIMAL(19, 9) NOT NULL, theDate DATETIME NOT NULL ) GO CREATE FUNCTION dbo.XIRR ( @Sample MyXirrTable READONLY, @Rate DECIMAL(19, 9) = 0.1 ) RETURNS DECIMAL(38, 9) AS BEGIN DECLARE @LastRate DECIMAL(19, 9), @RateStep DECIMAL(19, 9) = 0.1, @Residual DECIMAL(19, 9) = 10, @LastResidual DECIMAL(19, 9) = 1, @i TINYINT = 0 IF @Rate IS

问题 Where can I find specifications for Tally's SOAP API? And does anyone know of any python libraries for the same? 回答1: I do not think Tally supports a SOAP based interface, rather it does support a decent XML/HTTP interface. I tried to play around with it, using Java. Maybe this helps: http://subbaraman.wordpress.com/2010/07/01/playing-with-tally-software/ 来源： https://stackoverflow.com/questions/4468833/specification-for-tally-soap-api

问题 As it currently stands, this question is not a good fit for our Q&A format. We expect answers to be supported by facts, references, or expertise, but this question will likely solicit debate, arguments, polling, or extended discussion. If you feel that this question can be improved and possibly reopened, visit the help center for guidance. Closed 6 years ago . i am writing a financial WPF desktop application and i am looking for a component that would allow me to display (and print) OHLC,

问题 I am curious about the existence of any "rounding" standards" when it comes to the calculation of financial data. My initial thoughts are to perform rounding only when the data is being presented to the user (presentation layer). If "rounded" data is then used for further calculations, should be use the "rounded" figure or the "raw" figure? Does anyone have any advice? Please note that I am aware of different rounding methods, i.e. Bankers Rounding etc. 回答1: The first and most important rule:

问题 Closed. This question is off-topic. It is not currently accepting answers. Want to improve this question? Update the question so it's on-topic for Stack Overflow. Closed 5 years ago . I have recently been asked to develop an application that will have to integrate with Sage Line 50 financial software. I've done some googling and I am surprised at the lack of info on interfacing with Sage from Java or .Net. Is Sage such a black box that you need to sign up to a Sage Developer program before

问题 I'm looking for a decent WPF data grid or solution involving one to represent financial data. I've looked at many - the WPF one, XCeed, Ingragistics, DevExpress, etc.... but none of them seem to offer the simple requirement I have: I want to be able to display group subtotals in their columns in the group row, e.g. GROUP 1 xxxx.xx GROUP 2 xxxx.xx ROW 1 xx.xx ROW 2 xx.xx Does anyone know of a grid that does this, or a nice supporting collection that implements aggregate functions (group totals

问题 I need to format numbers like:- 1.99 21.34 1797.94 -300.36 -21.99 -2.31 Into a format mask of 0000.00, using SQL-Server 2005 T-SQL. Preserving the signed integers and the decimals after the dot. This would be used for text file exports for a financial system. It requires it to be in this format. e.g.- 0001.99 0021.34 1794.94 -0300.36 -0021.99 -0002.31 Previously, it was done in MS Access as Format([Total],"0000.00") but SQL-Server doesn't have this function. 回答1: ;WITH t(c) AS ( SELECT 1.99

问题 Is there an implementation for python pandas that cache the data on disk so I can avoid to reproduce it every time? In particular is there a caching method for get_yahoo_data for financial? A very plus would be: very few lines of code to write possibility to integrate the persisted series when new data is downloaded for the same source 回答1: There are many ways to achieve this, however probably the easiest way is to use the build in methods for writing and reading Python pickles. You can use

问题 What is the fastest and most elegant solution to building a sequence of log returns? The problem is mainly around mapping a function that takes the i'th and (i+1)'th elements as inputs for every element in the array. for a function and simple array I can define the log returns as follows: import numpy as np ar = np.random.rand(10) f_logR = lambda ri, rf: np.log(rf) - np.log(ri) logR = np.asarray([f_logR(ar[i], rf) for i,rf in enumerate(ar[1:])]) However, I am building a list from individual