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Re: reading csv file and signal class

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#2107
Ryu
Member

Hi numerical,

#1
As of now there is no ‘Signal’ class in package …factormodel. Those classes are not simulating a particular strategy looping over historical data. They are for analyzing a particular factor’s contribution to p&l. See the relevant references for more information on Fama-Macbeth and CAPM.

#2
AlgoQuant comes with SuperCSV to read csv files. You may take a look at this page for some examples:
http://supercsv.sourceforge.net/codeExamples.html

Alternatively, if you zip your csv files, AlgoQuant has a .csv.zip reader that it uses everywhere. See these for examples:
http://www.numericalmethod.com/wiki/numericalmethod/browser/algoquant/algoquant/src/com/numericalmethod/algoquant/data/historicaldata/gaincapital/GainCapitalFxCsvZipFileReader.java
http://www.numericalmethod.com/wiki/numericalmethod/browser/algoquant/algoquant/src/com/numericalmethod/algoquant/data/historicaldata/compustat/CompanyDB.java

Thanks.