Archive → October, 2012
The simplest data provider is RandomProvider.
You can use RandomProvider to generate all sort of series in a very large set of distributions.
The simplest use is to generate a non-random at all series.
The Data URL:
generate a constant series of ten element each of value 1.0.
The RandomProvider fully supports the Data Instrument Language.
The complete list of base distributions and parameters supported by the RandomProvider are here.
The new implementation is here.
In e4t a Data URL is subdivided in four parts:
The Data Instrument Language expresses
qualifiers for third part of a Data URL (
target is the mnemonic code (or the expression, if supported by the source) that will be sent to the data provider, whereas
qualifiers modifies the nature of the query.
It closely resembles the Datastream symbology, with some minor differences.
Request options can be adding qualifier’s to the instrument string. All qualifiers begin with the tilde (~) character. Where order
is important parameters are parsed from the end of the request. Where the request is a Datastream expression including the tilde character (for example, for currency conversion), this is indicated as two adjacent tildes (NYI).
The following qualifiers are single options which may be combined (with some restrictions) within a single request:
~DMake request a daily time series. This is default for requests < than 5 years.
~WMake request a weekly time series. This is default for requests > than 5 years.
~MMake request a monthly time series. This is default for requests > than 10 years.
~-nYSet start date for time series request to relative number of years ago.
~-nQSet start date for time series request to relative number of quarters ago.
~-nMSet start date for time series request to relative number of months ago.
~-nWSet start date for time series request to relative number of weeks ago.
~-nDSet start date for time series request to relative number of days ago.
~YYYY-MM-DDSet start date for time series request to absolute date.
~:-nYSet end date for timeseries request to relative number of years ago.
~:-nDSet end date for timeseries request to relative number of days ago.
~:YYYY-MM-DSet end date for timeseries request to absolute date.
~@-nDSet single point time series to relative number of days ie.
The start date and end date of time seriesrequest are same point.
~@YYYY-MM-DDSet single point time series request to absolute date
ie. the start date and end
date of time series request are same point.
~NA=na-valueSets value to be substituted in time series for NaN
(not a number, or not available condition) with time series.
Can be either a numeric, for example NA=1,
or NA=NaN to set the IEEE standard value for NaN.
By default the DIL handler substitues 0 for NaN in time series
(which are returned as arrays of double’s).
The code is here.