Programming performance/JN K: Difference between revisions
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/ parse quotes | / parse quotes | ||
D:|1_*(" F ";" ")0:`: | D:|1_*(" F ";" ")0:`:gspc.txt | ||
/ Cash and Portfolio (price -> quantity) | / Cash and Portfolio (price -> quantity) |
Latest revision as of 18:08, 9 March 2007
Submission in K. Start to finish time: 17 minutes.
RaymondH showed me his, so this might not be entirely originial.
I tried not to look at any of the K solutions.
/ parse quotes D:|1_*(" F ";" ")0:`:gspc.txt / Cash and Portfolio (price -> quantity) C:10000.00; P:(`u#0#0.)!0#0. / Trading strategy T:{if[~.97<x%y; P[x]+:(b:C%10)%x; C-:b]; C+:x*+/P p:p@&~1.06>x%p:!P; P[p]:0.} / run strategy on each pair (current and previous) of prices (*D)T':D; / Sell off remaining C+:+/.:[P]**|D