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Functions739 in github.com/LeonardoBerti00/DeepMarket

↓ 1 callersMethodtrain_dataloader
(self)
preprocessing/DataModule.py:22
↓ 1 callersFunctionu_quadratic_inverse_cdf
(y)
ABIDES/util/util.py:47
↓ 1 callersFunctionunpickle_stream_dfs_to_stream_list
Extracts pickled dataframes over a number of dates to a dict containing dataframes and their dates. :param dir_containing_pickles: path of d
ABIDES/realism/order_flow_stylized_facts.py:53
↓ 1 callersMethodupdateAgentState
Agents should use this method to replace their custom state in the dictionary the Kernel will return to the experimental config file at the e
ABIDES/agent/Agent.py:168
↓ 1 callersMethodupdateEstimates
(self)
ABIDES/agent/ZeroIntelligenceAgent.py:163
↓ 1 callersMethodupdateOrderSize
Updates size of order to be placed.
ABIDES/agent/market_makers/POVMarketMakerAgent.py:141
↓ 1 callersMethodupdateOrderSize
Updates size of order to be placed.
ABIDES/agent/market_makers/AdaptiveMarketMakerAgent.py:220
↓ 1 callersMethodupdateSubscriptionDict
(self, msg, currentTime)
ABIDES/agent/ExchangeAgent.py:282
↓ 1 callersMethodval_dataloader
(self)
preprocessing/DataModule.py:33
↓ 1 callersMethodvalidateAnchor
Checks that input parameter anchor takes allowed value, raises ValueError if not. :param anchor: str :return:
ABIDES/agent/market_makers/POVMarketMakerAgent.py:59
↓ 1 callersMethodvalidateAnchor
Checks that input parameter anchor takes allowed value, raises ValueError if not. :param anchor: str :return:
ABIDES/agent/market_makers/AdaptiveMarketMakerAgent.py:82
↓ 1 callersMethodvalidateAnchor
Checks that input parameter anchor takes allowed value, raises ValueError if not. :param anchor: str :return:
ABIDES/agent/market_makers/SpreadBasedMarketMakerAgent.py:46
↓ 1 callersMethodvalidateWindowSize
Checks that input parameter window_size takes allowed value, raises ValueError if not :param window_size: :return:
ABIDES/agent/market_makers/AdaptiveMarketMakerAgent.py:94
↓ 1 callersFunctionvalidate_input
(fundamentals, legend_labels)
ABIDES/util/plotting/chart_fundamental.py:54
↓ 1 callersMethodvisualize
(self, simulated)
ABIDES/realism/metrics/metric.py:12
↓ 1 callersMethodwakeup
(self, currentTime)
ABIDES/agent/Agent.py:133
↓ 1 callersMethodwakeup
Action to be taken by agent at each wakeup. :param currentTime: pd.Timestamp for current simulation time
ABIDES/agent/examples/ExampleExperimentalAgent.py:127
↓ 1 callersMethodwriteFundamental
Logs fundamental series to file.
ABIDES/agent/FundamentalTrackingAgent.py:55
↓ 1 callersMethodwriteSummaryLog
(self)
ABIDES/Kernel.py:532
↓ 1 callersMethodzscore
(self)
evaluation/quantitative_eval/predictive_lstm.py:42
FunctionConv1d_with_init
(in_channels, out_channels, kernel_size)
utils/utils.py:60
Method__call__
(self, subject)
utils/utils.py:293
Method__copy__
(self)
ABIDES/util/order/LimitOrder.py:45
Method__copy__
(self)
ABIDES/util/order/MarketOrder.py:27
Method__copy__
(self)
ABIDES/util/order/Order.py:58
Method__deepcopy__
(self, memodict={})
ABIDES/util/order/LimitOrder.py:54
Method__deepcopy__
(self, memodict={})
ABIDES/util/order/MarketOrder.py:35
Method__deepcopy__
(self, memodict={})
ABIDES/util/order/Order.py:61
Method__getitem__
(self, index)
preprocessing/LOBDataset.py:33
Method__getitem__
(self, index)
evaluation/quantitative_eval/predictive_lstm.py:27
Method__init__
(self)
configuration.py:8
Method__init__
(self, kernel_name, random_state = None)
ABIDES/Kernel.py:14
Method__init__
(self, lags=10, mode="abs")
ABIDES/realism/metrics/volatility_clustering.py:10
Method__init__
(self, intervals=4)
ABIDES/realism/metrics/kurtosis.py:8
Method__init__
(self, intervals=4)
ABIDES/realism/metrics/volume_volatility_correlation.py:9
Method__init__
(self)
ABIDES/realism/metrics/aggregation_normality.py:6
Method__init__
(self, intervals=4)
ABIDES/realism/metrics/returns_volatility_correlation.py:9
Method__init__
(self, lag=1, window=30)
ABIDES/realism/metrics/autocorrelation.py:9
Method__init__
Model-specific parameters may be specified as keyword args or a dictionary with key 'kwargs'. Required keyword parameters: 'latency_mo
ABIDES/model/LatencyModel.py:74
Method__init__
(self, id, name, type, symbol, starting_cash, min_size, max_size, wake_up_freq='60s',
ABIDES/contributed_traders/SimpleAgent.py:14
Method__init__
(self, body = None)
ABIDES/message/Message.py:16
Method__init__
(self, owner, symbol)
ABIDES/util/OrderBook.py:23
Method__init__
(self, mkt_open, mkt_close, symbols)
ABIDES/util/oracle/SparseMeanRevertingOracle.py:35
Method__init__
(self, mkt_open, mkt_close, symbols)
ABIDES/util/oracle/MeanRevertingOracle.py:27
Method__init__
(self, symbols)
ABIDES/util/oracle/ExternalFileOracle.py:12
Method__init__
(self, historical_date = None, symbols = None, data_dir = None)
ABIDES/util/oracle/DataOracle.py:42
Method__init__
(self, dims = (100, 2), alpha = 0.99, alpha_decay = 0.999, alpha_min = 0.3, epsilon = 0.99, ep
ABIDES/util/model/QTable.py:10
Method__init__
(self, agent_id, time_placed, symbol, quantity, is_buy_order, limit_price, order_id=None, tag=None)
ABIDES/util/order/LimitOrder.py:17
Method__init__
(self, agent_id, time_placed, symbol, quantity, is_buy_order, order_id=None, tag=None)
ABIDES/util/order/MarketOrder.py:13
Method__init__
(self, agent_id, time_placed, symbol, quantity, is_buy_order, order_id=None, tag=None)
ABIDES/util/order/Order.py:12
Method__init__
(self, agent_id, time_placed, symbol, quantity, is_buy_order, dollar=True, order_id=None)
ABIDES/util/order/etf/BasketOrder.py:17
Method__init__
(self, symbol, date, start_time, end_time, orders_file_path)
ABIDES/util/formatting/prepare_dow_data_for_plotting.py:18
Method__init__
(self, id, name, type, random_state=None, starting_cash=100000, log_orders=False, log_to_file=True)
ABIDES/agent/TradingAgent.py:18
Method__init__
(self, id, name, type, symbol='IBM', starting_cash=100000, sigma_n=1000, r_bar=100000, kappa=
ABIDES/agent/HeuristicBeliefLearningAgent.py:15
Method__init__
(self, id, name, type, symbol='IBM', starting_cash=100000, sigma_n=10000, r_bar=100000, kappa
ABIDES/agent/ValueAgent.py:11
Method__init__
(self, id, name, type, random_state, log_to_file=True)
ABIDES/agent/FinancialAgent.py:13
Method__init__
(self, id, name, type, random_state, log_to_file=True)
ABIDES/agent/Agent.py:8
Method__init__
(self, id, name, type, symbol=None, levels=10, entry_threshold=0.17, trail_dist=0.085, freq=3600000000000, sta
ABIDES/agent/OrderBookImbalanceAgent.py:28
Method__init__
(self, id, name, type, symbol='IBM', starting_cash=100000, log_orders=False, log_to_file=True
ABIDES/agent/NoiseAgent.py:11
Method__init__
Constructor for FundamentalTrackingAgent :param log_frequency: Frequency to update log (in nanoseconds) :param symbol: symbo
ABIDES/agent/FundamentalTrackingAgent.py:10
Method__init__
(self, id, name, type, symbol='IBM', starting_cash=100000, sigma_n=1000, r_bar=100000, kappa=
ABIDES/agent/ZeroIntelligenceAgent.py:11
Method__init__
(self, id, name, type, symbol, date, date_trading_days, model, data_dir, log_orders=True, random_state=None, n
ABIDES/agent/WorldAgent.py:31
Method__init__
(self, id, name, type, mkt_open, mkt_close, symbols, book_freq='S', wide_book=False, pipeline_delay = 40000,
ABIDES/agent/ExchangeAgent.py:26
Method__init__
(self, id, name, type, portfolio = {}, gamma = 0, starting_cash=100000, lambda_a = 0.005,
ABIDES/agent/etf/EtfArbAgent.py:10
Method__init__
(self, id, name, type, portfolio = {}, gamma = 0, starting_cash=100000, lambda_a = 0.005,
ABIDES/agent/etf/EtfMarketMakerAgent.py:13
Method__init__
(self, id, name, type, prime_open, prime_close, symbol, pipeline_delay = 40000, computation_del
ABIDES/agent/etf/EtfPrimaryAgent.py:18
Method__init__
(self, id, name, type, symbol = None, starting_cash = None, within = 0.01, impact = True, impac
ABIDES/agent/examples/ShockAgent.py:10
Method__init__
(self, id, name, type, symbol, starting_cash, min_size, max_size, wake_up_freq='60s',
ABIDES/agent/examples/MomentumAgent.py:13
Method__init__
(self, id, name, type, symbol = None, starting_cash = None, greed = None, within = 0.01, impact
ABIDES/agent/examples/ImpactAgent.py:8
Method__init__
(self, id, name, type, symbol='IBM', starting_cash=100000, qtable = None, log_orders = Fa
ABIDES/agent/examples/QLearningAgent.py:11
Method__init__
(self, id, name, type, peer_list=None, random_state=None)
ABIDES/agent/examples/SumClientAgent.py:15
Method__init__
(self, id, name, type, symbol, date, start_time, end_time, orders_file_path, processed_orders
ABIDES/agent/examples/MarketReplayAgent.py:14
Method__init__
(self, symbol, date, start_time, end_time, orders_file_path, processed_orders_folder_path)
ABIDES/agent/examples/MarketReplayAgent.py:78
Method__init__
(self, id, name, type, symbol, starting_cash, levels, freq, log_orders=False, random_state=None)
ABIDES/agent/examples/SubscriptionAgent.py:12
Method__init__
(self, id, name, type, random_state=None, num_clients=10)
ABIDES/agent/examples/SumServiceAgent.py:12
Method__init__
Constructor for ExampleExperimentalAgentTemplate. :param id: Agent's ID as set in config :param name: Agent's human-readable name a
ABIDES/agent/examples/ExampleExperimentalAgent.py:9
Method__init__
(self, id, name, type, peer_list=None, iterations=4, multiplier=10000, secret_scale = 100000, X
ABIDES/agent/examples/crypto/PPFL_ClientAgent.py:21
Method__init__
(self, id, name, type, random_state=None, msg_fwd_delay=1000000, iterations=4, num_clients=10)
ABIDES/agent/examples/crypto/PPFL_ServiceAgent.py:18
Method__init__
(self, id, name, type, peer_list=None, iterations=4, multiplier=10000, secret_scale = 100000, X
ABIDES/agent/examples/crypto/PPFL_TemplateClientAgent.py:23
Method__init__
(self, id, name, type, symbol, starting_cash, pov=0.05, min_order_size=20, window_size=5, anchor=ANCHOR_BOTTOM
ABIDES/agent/market_makers/POVMarketMakerAgent.py:18
Method__init__
(self, id, name, type, symbol, starting_cash, min_size, max_size , wake_up_freq='1s', subscri
ABIDES/agent/market_makers/MarketMakerAgent.py:28
Method__init__
(self, id, name, type, symbol, starting_cash, pov=0.05, min_order_size=20, window_size=5, anchor=ANCHOR_MIDDLE
ABIDES/agent/market_makers/AdaptiveMarketMakerAgent.py:29
Method__init__
(self, id, name, type, symbol, starting_cash, order_size=1, window_size=5, anchor=ANCHOR_BOTTOM_STR,
ABIDES/agent/market_makers/SpreadBasedMarketMakerAgent.py:17
Method__init__
(self, id, name, type, symbol, starting_cash, direction, quantity, execution_time_horizon, fr
ABIDES/agent/execution/VWAPExecutionAgent.py:15
Method__init__
(self, id, name, type, symbol, starting_cash, direction, quantity, pov, start_time, freq, loo
ABIDES/agent/execution/POVExecutionAgent.py:14
Method__init__
(self, id, name, type, symbol, starting_cash, direction, quantity, execution_time_horizon,
ABIDES/agent/execution/ExecutionAgent.py:10
Method__init__
(self, id, name, type, symbol, starting_cash, direction, quantity, execution_time_horizon, fr
ABIDES/agent/execution/TWAPExecutionAgent.py:17
Method__init__
(self, batch_size=50, k=3, num_samples=10000)
utils/utils.py:287
Method__init__
(self, train_set, val_set, batch_size, test_batch_size, num_workers=16)
preprocessing/DataModule.py:9
Method__init__
( self, paths, seq_size, gen_seq_size, chosen_mode
preprocessing/LOBDataset.py:9
Method__init__
( self, stock_name, data_dir, date_trading_days, split_rates,
preprocessing/LOBSTERDataBuilder.py:9
Method__init__
(self, seq_len: int = 256, order_feature_dim: int = 7, lstm
models/gan/cgan.py:70
Method__init__
(self, config: Configuration)
models/gan/gan_engine.py:15
Method__init__
(self, config)
models/diffusers/DiffusionAB.py:11
Method__init__
(self, config, feature_augmenter)
models/diffusers/gaussian_diffusion.py:19
Method__init__
(self, config)
models/diffusers/diffusion_engine.py:21
Method__init__
(self, d_model, num_heads, dropout)
models/diffusers/TRADES/Transformer.py:34
Method__init__
(self, d_model, num_heads, dropout)
models/diffusers/TRADES/Transformer.py:82
Method__init__
(self, num_diffusionsteps, history_per_term=10, uniform_prob=0.001)
models/diffusers/TRADES/Sampler.py:45
Method__init__
( self, input_size, cond_seq_len, num_diffusionsteps, depth, n
models/diffusers/TRADES/TRADES.py:11
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