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Functions739 in github.com/LeonardoBerti00/DeepMarket

Method__init__
(self, cond_seq_len, cond_size, dropout_prob, cond_hidden_size=256)
models/diffusers/TRADES/Embedders.py:50
Method__init__
(self, input_size, augment_dim, cond_size, cond_type, cond_augmenter, cond_method, chosen_model)
models/feature_augmenters/MLPAugmenter.py:13
Method__init__
(self, data, y)
evaluation/quantitative_eval/predictive_lstm.py:20
Method__init__
(self, df)
evaluation/quantitative_eval/predictive_lstm.py:31
Method__init__
(self, input_size, hidden_size, num_layers, output_size)
evaluation/quantitative_eval/predictive_lstm.py:73
Method__init__
(self, n_components=2)
evaluation/visualizations/PCA_plots.py:14
Method__len__
Denotes the total number of samples.
preprocessing/LOBDataset.py:29
Method__len__
(self)
evaluation/quantitative_eval/predictive_lstm.py:24
Method__lt__
(self, other)
ABIDES/message/Message.py:8
Method__lt__
(self, other)
ABIDES/message/Message.py:39
Method__lt__
(self, other)
ABIDES/agent/Agent.py:180
Method__repr__
(self)
ABIDES/util/order/LimitOrder.py:41
Method__repr__
(self)
ABIDES/util/order/MarketOrder.py:23
Method__repr__
(self)
ABIDES/util/order/etf/BasketOrder.py:39
Method__str__
(self)
ABIDES/message/Message.py:48
Method_define_log_metrics
(self)
models/gan/gan_engine.py:227
Methodaugment
(self, input: torch.Tensor)
models/feature_augmenters/AbstractAugmenter.py:10
Methodaugment
(self, input, cond=None)
models/feature_augmenters/MLPAugmenter.py:46
Functionbe_silent
()
ABIDES/util/util.py:26
Functioncalculate_ftsd
(h1, h2)
utils/utils.py:66
Functioncalculate_mid_move
(row)
ABIDES/realism/market_impact/abm_market_impact.py:33
Functioncalculate_mid_move
(row)
ABIDES/realism/market_impact/marketreplay_market_impact.py:55
MethodcancelAllOrders
Cancels all resting limit orders placed by the experimental agent.
ABIDES/agent/examples/ExampleExperimentalAgent.py:65
MethodcancelDataSubscription
(self, symbol)
ABIDES/agent/TradingAgent.py:176
MethodcancelOrder
(self, order)
ABIDES/util/OrderBook.py:300
MethodcancelOrder
Used by any Trading Agent subclass to cancel any order. The order must currently appear in the agent's open orders list.
ABIDES/agent/TradingAgent.py:366
MethodcancelOrders
(self)
ABIDES/agent/NoiseAgent.py:152
Functioncheck_positive
https://stackoverflow.com/a/14117511
ABIDES/util/formatting/convert_order_stream.py:240
Functioncheck_str_png
Check if string has .png extension.
ABIDES/util/plotting/liquidity_telemetry.py:303
Functionci
(row, n, alpha)
evaluation/visualizations/comparison_distribution_market_spread.py:10
Functionci
(row, n, alpha)
evaluation/visualizations/comparison_volume_distribution.py:9
Functionci_
(row, n, alpha)
evaluation/visualizations/comparison_volume_distribution.py:17
Methodcompute
(self, df)
ABIDES/realism/metrics/volatility_clustering.py:19
Methodcompute
(self, df)
ABIDES/realism/metrics/kurtosis.py:12
Methodcompute
(self, df)
ABIDES/realism/metrics/volume_volatility_correlation.py:12
Methodcompute
(self, df)
ABIDES/realism/metrics/aggregation_normality.py:9
Methodcompute
(self, df)
ABIDES/realism/metrics/returns_volatility_correlation.py:12
Methodcompute
(self, df)
ABIDES/realism/metrics/autocorrelation.py:15
Methodcompute
(self, df)
ABIDES/realism/metrics/minutely_returns.py:8
Methodcompute_manifold_ref
(self, path)
utils/utils.py:314
Functioncompute_mean_tilde_t
(x_0, x_T, alpha_cumprod_t, alpha_cumprod_t_1, beta_t, alpha_t)
utils/utils.py:37
Functioncompute_prd_from_embedding
Computes PRD data from sample embeddings. The points from both distributions are mixed and then clustered. This leads to a pair of histograms of
utils/utils.py:79
Functioncompute_prdc
Computes precision, recall, density, and coverage given two manifolds. Args: real_features: numpy.ndarray([N, feature_dim], dtype=np
utils/utils.py:427
Methodconfigure_optimizers
(self)
models/gan/gan_engine.py:216
Methodconfigure_optimizers
(self)
models/diffusers/diffusion_engine.py:243
MethodconvertDate
(date_str)
ABIDES/util/formatting/prepare_dow_data_for_plotting.py:28
MethodconvertDate
(date_str)
ABIDES/agent/examples/MarketReplayAgent.py:91
Methoddeaugment
(self, input: torch.Tensor, context: dict)
models/feature_augmenters/AbstractAugmenter.py:15
Methoddeaugment
(self, input, v=None)
models/feature_augmenters/MLPAugmenter.py:52
Functiondelist
(list_of_lists)
ABIDES/util/util.py:31
Functiondict_keyexchange
(peer_list, self_id, my_pkeys, my_skeys, peer_pkeys)
ABIDES/util/crypto/diffieHellman.py:19
Functiondict_keygeneration
(peer_list)
ABIDES/util/crypto/diffieHellman.py:8
Functiondir_path
https://stackoverflow.com/a/51212150
ABIDES/util/formatting/convert_order_stream.py:232
Methodforward
(self, noise: torch.Tensor, y: torch.Tensor)
models/gan/cgan.py:54
Methodforward
(self, y: torch.Tensor, market_orders: torch.Tensor)
models/gan/cgan.py:110
Methodforward
(self, noise: torch.Tensor, y: torch.Tensor)
models/gan/gan_engine.py:87
Methodforward
(self, x, mask=None, cond=None)
models/diffusers/TRADES/Transformer.py:28
Methodforward
(self, x, mask=None, cond=None)
models/diffusers/TRADES/Transformer.py:51
Methodforward
(self, x, mask=None, cond=None)
models/diffusers/TRADES/Transformer.py:99
Methodforward
Forward pass of TRADES. x: (N, K, F) tensor of time series t: (N,) tensor of diffusion timesteps cond_orders: (N, P,
models/diffusers/TRADES/TRADES.py:50
Methodforward
(self, t)
models/diffusers/TRADES/Embedders.py:40
Methodforward
(self, cond, train, force_drop_ids=None)
models/diffusers/TRADES/Embedders.py:72
Methodforward
(self, x)
evaluation/quantitative_eval/predictive_lstm.py:80
Methodforward_process
(self, x_0: torch.Tensor, t: torch.Tensor)
models/diffusers/DiffusionAB.py:37
Functiongenerate_uniform_random_pairwise_dist_on_line
Uniformly generate points on an interval, and return numpy array of pairwise distances between points. :param left: left endpoint of interval
ABIDES/util/util.py:106
MethodgetComputationDelay
(self)
ABIDES/agent/Agent.py:156
MethodgetDailyOpenPrice
(self, symbol, mkt_open=None)
ABIDES/util/oracle/SparseMeanRevertingOracle.py:187
MethodgetDailyOpenPrice
(self, symbol, mkt_open=None)
ABIDES/util/oracle/MeanRevertingOracle.py:87
MethodgetDailyOpenPrice
(self, symbol, mkt_open)
ABIDES/util/oracle/ExternalFileOracle.py:33
MethodgetLastTrade
(self, symbol)
ABIDES/agent/TradingAgent.py:269
MethodgetMarketClose
(self)
ABIDES/agent/ExchangeAgent.py:414
MethodgetMarketOpen
(self)
ABIDES/agent/ExchangeAgent.py:411
MethodgetPrimeClose
(self)
ABIDES/agent/etf/EtfPrimaryAgent.py:165
MethodgetPrimeOpen
(self)
ABIDES/agent/etf/EtfPrimaryAgent.py:162
MethodgetWakeFrequency
(self)
ABIDES/agent/OrderBookImbalanceAgent.py:148
MethodgetWakeFrequency
(self)
ABIDES/agent/NoiseAgent.py:160
MethodgetWakeFrequency
(self)
ABIDES/agent/ZeroIntelligenceAgent.py:319
MethodgetWakeFrequency
(self)
ABIDES/agent/etf/EtfArbAgent.py:196
MethodgetWakeFrequency
(self)
ABIDES/agent/examples/ShockAgent.py:168
MethodgetWakeFrequency
(self)
ABIDES/agent/examples/ImpactAgent.py:157
MethodgetWakeFrequency
(self)
ABIDES/agent/examples/QLearningAgent.py:211
MethodgetWakeFrequency
(self)
ABIDES/agent/examples/MarketReplayAgent.py:65
MethodgetWakeFrequency
(self)
ABIDES/agent/examples/SubscriptionAgent.py:51
MethodgetWakeFrequency
Set next wakeup time for agent.
ABIDES/agent/examples/ExampleExperimentalAgent.py:140
MethodgetWakeFrequency
(self)
ABIDES/agent/execution/ExecutionAgent.py:105
Functionget_differences
Computes mid price differential for execution experiment. :param tup: tuple with elements: - [0] dictionary holding data to be processed
ABIDES/realism/impact_multiday_pov.py:175
Functionget_int_from_string
(s)
ABIDES/util/formatting/convert_order_book.py:19
Methodget_quote_range_iterator
Helper method for order book logging. Takes pandas Series and returns python range() from first to last element.
ABIDES/agent/ExchangeAgent.py:321
Methodget_transacted_volume
Method retrieves the total transacted volume for a symbol over a lookback period finishing at the current simulation time.
ABIDES/util/OrderBook.py:455
Functionget_wake_time
Draw a time U-quadratically distributed between open_time and close_time. For details on U-quadtratic distribution see https://en.wikipedia.o
ABIDES/util/util.py:35
MethodkernelInitializing
(self, kernel)
ABIDES/agent/ExchangeAgent.py:75
MethodkernelStarting
(self, startTime)
ABIDES/contributed_traders/SimpleAgent.py:30
MethodkernelStarting
(self, startTime)
ABIDES/agent/TradingAgent.py:107
MethodkernelStarting
(self, startTime)
ABIDES/agent/ValueAgent.py:47
MethodkernelStarting
(self, startTime)
ABIDES/agent/OrderBookImbalanceAgent.py:43
MethodkernelStarting
(self, startTime)
ABIDES/agent/NoiseAgent.py:36
MethodkernelStarting
(self, startTime)
ABIDES/agent/FundamentalTrackingAgent.py:25
MethodkernelStarting
(self, startTime)
ABIDES/agent/ZeroIntelligenceAgent.py:53
MethodkernelStarting
(self, startTime)
ABIDES/agent/WorldAgent.py:79
MethodkernelStarting
(self, startTime)
ABIDES/agent/etf/EtfArbAgent.py:35
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