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Functions265 in github.com/PacktPublishing/C-High-Performance-for-Financial-Systems-

⨍ Functions 265◇ Types & classes 54
↓ 66 callersMethodadd_order
chapter03/exploring_queue.hpp:38
↓ 28 callersMethodsize
Method to get the current size of the memory
chapter04/SOR.cpp:504
↓ 19 callersMethodget_best_bid
chapter03/exploring_queue.hpp:58
↓ 9 callersMethodprint_bids
chapter03/exploring_queue.hpp:65
↓ 8 callersMethodadd_order
chapter03/exploring_binary_tree.hpp:27
↓ 8 callersMethodget_best_offer
chapter03/exploring_queue.hpp:75
↓ 7 callersMethoddelete_order
chapter03/exploring_queue.hpp:47
↓ 7 callersMethodget_highest_offer
chapter03/exploring_queue.hpp:74
↓ 7 callersMethodget_lowest_bid
chapter03/exploring_hash_table.hpp:88
↓ 7 callersMethodprint_offers
chapter03/exploring_queue.hpp:76
↓ 6 callersMethodempty
chapter03/oms_ems.hpp:40
↓ 5 callersMethodgetCurrentAssetCount
chapter04/SOR.cpp:56
↓ 5 callersMethodpop
chapter03/oms_ems.hpp:34
↓ 5 callersMethodpush
chapter03/oms_ems.hpp:30
↓ 4 callersMethodgetCashOnHand
chapter04/SOR.cpp:53
↓ 4 callersMethodgetCurrentData
Get the current data point for a specific ticker
chapter04/RMS.cpp:76
↓ 4 callersMethodtoTensor
chapter04/RMS.cpp:201
↓ 3 callersMethodget_best_bid
chapter03/exploring_binary_tree.hpp:45
↓ 2 callersFunctiongenerate_random_orders_forlockfree
chapter03/main.cpp:23
↓ 2 callersMethodgetLastTradedPrice
chapter04/SOR.cpp:120
↓ 2 callersMethodgetQuantity
Getter for the quantity.
chapter04/RMS.cpp:250
↓ 2 callersMethodgetTicker
Getter for the ticker symbol.
chapter04/RMS.cpp:245
↓ 2 callersMethodprint_bids
chapter03/exploring_binary_tree.hpp:51
↓ 2 callersFunctionprocess_critical_message
chapter06/warmup_example.hpp:7
↓ 2 callersMethodreset
chapter03/exploring_circular_array.hpp:19
↓ 2 callersMethodsetCashOnHand
Set and get cash on hand
chapter04/SOR.cpp:49
↓ 2 callersMethodsetCurrentAssetCount
chapter04/SOR.cpp:59
↓ 2 callersFunctiontest_higher_order_arrives
chapter03/tests/exploring_circular_array_test.hpp:57
↓ 2 callersFunctiontest_lower_order_arrives
chapter03/tests/exploring_circular_array_test.hpp:11
↓ 2 callersFunctiontest_lower_order_arrives2
chapter03/tests/exploring_circular_array_test.hpp:33
↓ 2 callersFunctiontest_order_arrives_with_gapdown
chapter03/tests/exploring_circular_array_test.hpp:102
↓ 2 callersFunctiontest_order_arrives_with_gapdown_cycle
chapter03/tests/exploring_circular_array_test.hpp:143
↓ 2 callersFunctiontest_order_arrives_with_gapup
chapter03/tests/exploring_circular_array_test.hpp:80
↓ 2 callersFunctiontest_order_arrives_with_gapup_cycle
chapter03/tests/exploring_circular_array_test.hpp:123
↓ 1 callersMethodact
chapter04/RMS.cpp:443
↓ 1 callersMethodactionSize
chapter04/RMS.cpp:325
↓ 1 callersMethodbatchSize
chapter04/RMS.cpp:481
↓ 1 callersMethodbuy
chapter04/RMS.cpp:136
↓ 1 callersFunctioncheck_for_critical_message
chapter06/warmup_example.hpp:2
↓ 1 callersFunctioncheck_network_messaged
Simulated function to check for network messages
chapter06/warmup_example.hpp:33
↓ 1 callersMethoddelete_order
chapter03/exploring_binary_tree.hpp:36
↓ 1 callersFunctiongenerate_random_orders
BENCHMARK MULTI-THREADING for Circular Array
chapter03/main.cpp:606
↓ 1 callersFunctiongenerate_random_orders_forsmartblocking
chapter03/main.cpp:662
↓ 1 callersMethodgetHistoricalData
For demonstration purposes, return the last 'days' data points for the ticker
chapter04/RMS.cpp:91
↓ 1 callersMethodgetHistoricalFillRate
chapter04/SOR.cpp:157
↓ 1 callersMethodgetOrderCancelRate
chapter04/SOR.cpp:156
↓ 1 callersMethodgetRejectionRate
chapter04/SOR.cpp:155
↓ 1 callersMethodgetSlippageRate
Getters
chapter04/SOR.cpp:154
↓ 1 callersMethodgetType
Getter for the action type.
chapter04/RMS.cpp:240
↓ 1 callersMethodmemorySize
chapter04/RMS.cpp:477
↓ 1 callersMethodnext
Assuming all tickers have the same length of data for simplicity
chapter04/RMS.cpp:64
↓ 1 callersMethodremember
chapter04/RMS.cpp:436
↓ 1 callersMethodreset
Reset to start position (e.g., for a new episode in reinforcement learning)
chapter04/RMS.cpp:86
↓ 1 callersMethodreset
Reset the environment to a starting state for a new episode of training
chapter04/SOR.cpp:280
↓ 1 callersFunctionrun_all_tests
chapter03/tests/exploring_circular_array_test.hpp:167
↓ 1 callersMethodrun_optimized
chapter06/false_sharing.hpp:37
↓ 1 callersMethodrun_unoptimized
chapter06/false_sharing.hpp:29
↓ 1 callersMethodsample
chapter04/RMS.cpp:484
↓ 1 callersMethodsaveModel
chapter04/RMS.cpp:489
↓ 1 callersMethodsell
chapter04/RMS.cpp:144
↓ 1 callersMethodsetLastTradedPrice
chapter04/SOR.cpp:119
↓ 1 callersMethodstateSize
chapter04/RMS.cpp:321
↓ 1 callersMethodstep
Execute an action in the environment.
chapter04/RMS.cpp:282
↓ 1 callersMethodtrain
chapter04/RMS.cpp:405
↓ 1 callersMethodtrain
Method to train the model based on experiences in replay memory
chapter04/SOR.cpp:399
↓ 1 callersMethodupdateState
Method to update the state based on new market data.
chapter04/RMS.cpp:197
↓ 1 callersMethodupdate_order
chapter03/exploring_hash_table.hpp:79
MethodAction
Constructor initializing the action with its type, ticker, and quantity.
chapter04/RMS.cpp:236
FunctionAddOrder_BinaryTree
chapter03/main.cpp:197
FunctionAddOrder_CircularArray
chapter03/main.cpp:93
FunctionAddOrder_HashtTable
chapter03/main.cpp:120
FunctionAddOrder_LinkedList
chapter03/main.cpp:145
FunctionAddOrder_Queue
chapter03/main.cpp:171
MethodAnalyzeTrades
chapter03/rms.hpp:90
MethodAssessPortfolioRisk
chapter03/rms.hpp:75
FunctionBM_LockFreeAddOrderAndGetBestBid
chapter03/main.cpp:733
FunctionBM_MultiThreadedAddOrderAndGetBestBid
chapter03/main.cpp:622
FunctionBM_SmartBlockingAddOrderAndGetBestBid
chapter03/main.cpp:678
MethodCalculateRiskMetrics
chapter03/rms.hpp:64
MethodDQNAgent
chapter04/RMS.cpp:352
MethodDRLAgent
Constructor to initialize DRLAgent with default parameters
chapter04/SOR.cpp:357
FunctionDeleteOrder_BinaryTree
chapter03/main.cpp:397
FunctionDeleteOrder_CircularArray
chapter03/main.cpp:225
FunctionDeleteOrder_HashTable
chapter03/main.cpp:268
FunctionDeleteOrder_LinkedList
chapter03/main.cpp:311
FunctionDeleteOrder_Queue
chapter03/main.cpp:354
MethodEnvironment
chapter04/SOR.cpp:209
MethodExecutionReport
chapter03/oms_ems.hpp:112
MethodExperience
chapter04/RMS.cpp:263
MethodExperienceReplay
Constructor to initialize ExperienceReplay with a given capacity
chapter04/SOR.cpp:471
MethodFetchPositionData
chapter03/rms.hpp:59
MethodGenerateRiskReport
chapter03/rms.hpp:95
FunctionGetBestPrice_BinaryTree
chapter03/main.cpp:554
FunctionGetBestPrice_CircularArray
chapter03/main.cpp:442
FunctionGetBestPrice_HashTable
chapter03/main.cpp:470
FunctionGetBestPrice_LinkedList
chapter03/main.cpp:498
FunctionGetBestPrice_Queue
chapter03/main.cpp:526
MethodLimitOrderBook
chapter03/exploring_hash_table.hpp:33
MethodLimitOrderBook
chapter03/exploring_queue.hpp:36
MethodLimitOrderBook
chapter03/exploring_linked_list.hpp:35
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