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Time Series segments and stumpi #329

@CSharpDummy

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@CSharpDummy

First of all: Great work!

I especially like the documentation and the pub section.

I have 2 questions: How do you deal with time series segments\interruptions?
Let’s say weekend or off hours in trading days? Any idea\suggestion\literature?

stumpi is very useful for real time application. It’s there a way to limit the history or look back window. And can you load historical data into stumpi let’s say from a db to speed up recovery?

Thx

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