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Small CLI utility used to evaluate Hurst Exponent based on CSV files ( (this is just a mirror of https://hub.mos.ru/fominmv2498/hurst) )

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Hurst

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About

This is a small CLI program used for evaluation of the Hurst's exponent of the time series from a CSV file.

Building

For building you will nead the following:

If you already have both, to build you need firstly got to the project's root folder (the one in which this README file is located) and secondly execute the following commands in your terminal:

cmake -S . -B target
cmake --build target

If no errors where emitted, you should have a build program at ./target/hurst.

Running

The program has the following CLI interface:

hurst [options] <CSV filenames>

To evaluate the Hurst's exponent you need a CSV file containing a time series of measurements of some value with time stamp or without it.

If you have a CSV file of the following format:

Date Value
1970-1-1 00:00:00 24.98
1970-1-2 00:00:00 13.37

then you need no options to pass to the program and you can simply run the following way:

hurst path/to/csv/file.csv

If your time series CSV file has some other format see Options section for more information on program's behaviour customization.

Options

Option Description
--help, -h Prints help message and quits
--help-date-fmt Prints date format help message and quits
--version, -v Prints version message and quits
--show-config Prints current program configuration
--sep=<arg>, -s<arg> Specifies column separator ("," by default)
--date-fmt=<arg> Specifies date format ("%y-%M-%d %h:%m:%s" by default)
--date-col=<arg> Specifies data column offset (0 by default)
--val-col=<arg> Specifies value column offset (1 by default)
--from=<arg> Specifies minimum value date (minimum possible by default)
--until=<arg> Specifies maximum value date (maximum possible by default)
--max-inc-len=<arg> Specifies maximum increment length (10 by default)
--no-date Disables value's date processing
--ignore-bad Enables ignoring of bad values and dates
--sort, -S Enables records sorting by date (in ascending order)

About

Small CLI utility used to evaluate Hurst Exponent based on CSV files ( (this is just a mirror of https://hub.mos.ru/fominmv2498/hurst) )

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