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Functions739 in github.com/LeonardoBerti00/DeepMarket

MethodkernelStarting
(self, startTime)
ABIDES/agent/etf/EtfMarketMakerAgent.py:34
MethodkernelStarting
(self, startTime)
ABIDES/agent/etf/EtfPrimaryAgent.py:46
MethodkernelStarting
(self, startTime)
ABIDES/agent/examples/MomentumAgent.py:30
MethodkernelStarting
(self, startTime)
ABIDES/agent/examples/SumClientAgent.py:28
MethodkernelStarting
(self, startTime)
ABIDES/agent/examples/SubscriptionAgent.py:25
MethodkernelStarting
(self, startTime)
ABIDES/agent/examples/SumServiceAgent.py:27
MethodkernelStarting
(self, startTime)
ABIDES/agent/examples/crypto/PPFL_ClientAgent.py:140
MethodkernelStarting
(self, startTime)
ABIDES/agent/examples/crypto/PPFL_ServiceAgent.py:50
MethodkernelStarting
(self, startTime)
ABIDES/agent/examples/crypto/PPFL_TemplateClientAgent.py:117
MethodkernelStarting
(self, startTime)
ABIDES/agent/market_makers/POVMarketMakerAgent.py:70
MethodkernelStarting
(self, startTime)
ABIDES/agent/market_makers/MarketMakerAgent.py:50
MethodkernelStarting
(self, startTime)
ABIDES/agent/market_makers/AdaptiveMarketMakerAgent.py:110
MethodkernelStarting
(self, startTime)
ABIDES/agent/market_makers/SpreadBasedMarketMakerAgent.py:57
MethodkernelStopping
(self)
ABIDES/agent/TradingAgent.py:122
MethodkernelStopping
(self)
ABIDES/agent/ValueAgent.py:55
MethodkernelStopping
(self)
ABIDES/agent/NoiseAgent.py:44
MethodkernelStopping
Stops kernel and saves fundamental series to disk.
ABIDES/agent/FundamentalTrackingAgent.py:32
MethodkernelStopping
(self)
ABIDES/agent/ZeroIntelligenceAgent.py:61
MethodkernelStopping
(self)
ABIDES/agent/etf/EtfArbAgent.py:44
MethodkernelStopping
(self)
ABIDES/agent/etf/EtfPrimaryAgent.py:58
MethodkernelStopping
(self)
ABIDES/agent/examples/QLearningAgent.py:42
MethodkernelStopping
(self)
ABIDES/agent/examples/SumServiceAgent.py:37
MethodkernelStopping
(self)
ABIDES/agent/examples/crypto/PPFL_ClientAgent.py:158
MethodkernelStopping
(self)
ABIDES/agent/examples/crypto/PPFL_ServiceAgent.py:64
MethodkernelStopping
(self)
ABIDES/agent/examples/crypto/PPFL_TemplateClientAgent.py:135
MethodkernelStopping
(self)
ABIDES/agent/execution/ExecutionAgent.py:32
MethodkernelTerminating
(self)
ABIDES/agent/OrderBookImbalanceAgent.py:184
MethodkernelTerminating
(self)
ABIDES/agent/WorldAgent.py:86
MethodkernelTerminating
(self)
ABIDES/agent/ExchangeAgent.py:91
Functionload_and_compute_returns
(df, i)
evaluation/visualizations/comparison_core_coef_lags.py:54
Functionload_and_compute_volatility
(df, i)
evaluation/visualizations/comparison_core_coef_lags.py:24
Functionload_and_compute_volume
(df, i)
evaluation/visualizations/comparison_core_coef_lags.py:40
Methodloss
Computes the loss given the true and predicted values.
models/diffusers/DiffusionAB.py:22
Methodloss
Computes the loss taken from DDPM.
models/diffusers/gaussian_diffusion.py:232
Functionmeters_to_light_ns
Converts x in units of meters to light nanoseconds :param x: :return:
ABIDES/util/util.py:124
MethodmodifyOrder
(self, order, new_order)
ABIDES/util/OrderBook.py:350
MethodmodifyOrder
Used by any Trading Agent subclass to modify any existing limit order. The order must currently appear in the agent's open orders list. Som
ABIDES/agent/TradingAgent.py:377
Functionnormalise_time
Force a pandas timestamp to be on a certain date. :param ts: timestamp :param base_date: string in format YYYY-MM-DD :type
ABIDES/realism/impact_multiday_pov.py:23
Functionnumeric
Returns numeric type from string, stripping commas from the right. Adapted from https://stackoverflow.com/a/379966.
ABIDES/util/util.py:59
MethodobservePrice
(self, symbol, currentTime, sigma_n = 1000, random_state = None)
ABIDES/util/oracle/SparseMeanRevertingOracle.py:212
MethodobservePrice
(self, symbol, currentTime, sigma_n = 1000, random_state = None)
ABIDES/util/oracle/MeanRevertingOracle.py:112
MethodobservePrice
Make observation of price at a given time. :param symbol: symbol for which to observe price :type symbol: str :param currentT
ABIDES/util/oracle/ExternalFileOracle.py:87
Methodon_train_epoch_start
(self)
models/gan/gan_engine.py:184
Methodon_train_epoch_start
(self)
models/diffusers/diffusion_engine.py:156
Methodon_validation_epoch_end
(self)
models/gan/gan_engine.py:200
Methodon_validation_epoch_end
(self)
models/diffusers/diffusion_engine.py:217
Methodon_validation_start
(self)
models/diffusers/diffusion_engine.py:159
Functionone_hot_encoding_type
(data)
utils/utils_data.py:380
MethodplaceLimitOrder
(self, symbol, quantity, is_buy_order, limit_price, order_id=None, ignore_risk = True, tag = None)
ABIDES/agent/TradingAgent.py:295
MethodplaceLimitOrder
Place a limit order at the exchange. :param quantity (int): order quantity :param is_buy_order (bool): True if Buy else Fals
ABIDES/agent/examples/ExampleExperimentalAgent.py:48
MethodplaceMarketOrder
Used by any Trading Agent subclass to place a market order. The market order is created as multiple limit orders crossing the spread walk
ABIDES/agent/TradingAgent.py:332
MethodplaceOrder
(self)
ABIDES/agent/HeuristicBeliefLearningAgent.py:42
MethodplaceOrder
(self)
ABIDES/agent/etf/EtfMarketMakerAgent.py:125
Functionplot
Plots precision recall curves for distributions. Creates the PRD plot for the given data and stores the plot in a given path. Args: precisio
utils/utils.py:223
Functionplot_avg_diff_and_std
(days_paths_wo_exp, days_paths_w_exp)
evaluation/visualizations/responsiveness.py:9
Functionprocess_tuple
Helper method for __name__.make_cached.
ABIDES/realism/impact_multiday_pov.py:160
Functionrandomize_all
(party_i, common_key_list, modulo)
ABIDES/util/crypto/diffieHellman.py:52
Functionread_historical_quotes
(file, symbol)
ABIDES/cli/book_plot.py:49
Methodread_processed_orders_file
(processed_orders_file)
ABIDES/agent/examples/MarketReplayAgent.py:98
MethodreceiveMessage
Momentum agent actions are determined after obtaining the best bid and ask in the LOB
ABIDES/contributed_traders/SimpleAgent.py:52
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/TradingAgent.py:182
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/HeuristicBeliefLearningAgent.py:155
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/ValueAgent.py:224
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/OrderBookImbalanceAgent.py:51
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/NoiseAgent.py:124
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/ZeroIntelligenceAgent.py:283
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/WorldAgent.py:200
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/ExchangeAgent.py:113
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/etf/EtfArbAgent.py:156
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/etf/EtfMarketMakerAgent.py:175
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/etf/EtfPrimaryAgent.py:79
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/examples/ShockAgent.py:91
MethodreceiveMessage
Momentum agent actions are determined after obtaining the best bid and ask in the LOB
ABIDES/agent/examples/MomentumAgent.py:44
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/examples/ImpactAgent.py:84
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/examples/QLearningAgent.py:174
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/examples/SumClientAgent.py:83
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/examples/MarketReplayAgent.py:40
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/examples/SubscriptionAgent.py:35
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/examples/SumServiceAgent.py:49
MethodreceiveMessage
Action taken when agent receives a message from the exchange :param currentTime: pd.Timestamp for current simulation time :param msg
ABIDES/agent/examples/ExampleExperimentalAgent.py:35
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/examples/crypto/PPFL_ClientAgent.py:314
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/examples/crypto/PPFL_ServiceAgent.py:78
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/examples/crypto/PPFL_TemplateClientAgent.py:263
MethodreceiveMessage
Processes message from exchange. Main function is to update orders in orderbook relative to mid-price. :param simulation current time
ABIDES/agent/market_makers/POVMarketMakerAgent.py:88
MethodreceiveMessage
Market Maker actions are determined after obtaining the bids and asks in the LOB
ABIDES/agent/market_makers/MarketMakerAgent.py:65
MethodreceiveMessage
Processes message from exchange. Main function is to update orders in orderbook relative to mid-price. :param simulation current time
ABIDES/agent/market_makers/AdaptiveMarketMakerAgent.py:133
MethodreceiveMessage
Processes message from exchange. Main function is to update orders in orderbook relative to mid-price. :param simulation current time
ABIDES/agent/market_makers/SpreadBasedMarketMakerAgent.py:71
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/execution/POVExecutionAgent.py:53
MethodreceiveMessage
(self, currentTime, msg)
ABIDES/agent/execution/ExecutionAgent.py:56
MethodrequestDataSubscription
(self, symbol, levels, freq)
ABIDES/agent/TradingAgent.py:170
Functionrun_process
(process)
ABIDES/config/parallel.py:21
MethodsendMessage
(self, sender = None, recipient = None, msg = None, delay = 0)
ABIDES/Kernel.py:338
MethodsetWakeup
(self, sender = None, requestedTime = None)
ABIDES/Kernel.py:403
Functiontanh_encoding_type
(data)
utils/utils_data.py:391
Methodtraining_step
(self, batch, batch_idx)
models/gan/gan_engine.py:90
Methodtraining_step
(self, input, batch_idx)
models/diffusers/diffusion_engine.py:127
Functionunnormalize
(x, mean, std)
utils/utils_data.py:376
MethodupdateAgentState
Called by an agent that wishes to replace its custom state in the dictionary the Kernel will return at the end of simulation. Shared state m
ABIDES/Kernel.py:544
Functionvalidate_window_size
Check if s is integer or string 'adaptive'.
ABIDES/util/util.py:135
Methodvalidation_step
(self, batch)
models/gan/gan_engine.py:187
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