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Including Lee Ready and bulk classification methods, as well as any other method. To be clear, I'm asking for code, not just a description of the algorithm.

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  • $\begingroup$ see quant.stackexchange.com/questions/8843/… $\endgroup$ – Malick Feb 8 '16 at 9:42
  • $\begingroup$ It's generally considered off topic to just ask for someone to give you a complete solution. You should usually show what work you've done so far on the problem. $\endgroup$ – chollida Feb 8 '16 at 18:40

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