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

⨍ Functions 265◇ Types & classes 54
MethodLimitOrderBook
chapter03/exploring_binary_tree.hpp:25
MethodLimitOrderBook
chapter03/exploring_circular_array.hpp:235
MethodLockFreeLimitOrderBook
chapter03/lockfree_limitorderbook.hpp:13
MethodMarketData
Constructor that initializes the market data from a given source (e.g., a file or a database)
chapter04/RMS.cpp:60
MethodMarketData
Constructor
chapter04/SOR.cpp:110
MethodMessagingHub
chapter03/messaging_hub.hpp:20
MethodMonitorRisk
chapter03/rms.hpp:80
MethodMyFIXApplication
chapter03/market_data_feed.hpp:20
MethodOMS
chapter03/oms_ems.hpp:62
MethodOrder
chapter04/SOR.cpp:174
MethodOrder
chapter03/exploring_hash_table.hpp:13
MethodOrder
chapter03/exploring_queue.hpp:14
MethodOrder
chapter03/exploring_linked_list.hpp:11
MethodOrder
chapter03/exploring_binary_tree.hpp:11
MethodOrder
chapter03/exploring_circular_array.hpp:17
MethodPersistToDB
chapter03/oms_ems.hpp:142
MethodPortfolio
Constructor to initialize the portfolio with a starting cash balance.
chapter04/RMS.cpp:108
MethodPortfolioState
Constructor
chapter04/SOR.cpp:45
MethodProcessOrderQueue
chapter03/oms_ems.hpp:169
MethodProcessOrderUpdates
chapter03/oms_ems.hpp:118
MethodRMS
chapter03/rms.hpp:37
MethodReceiveMarketData
chapter03/oms_ems.hpp:80
MethodReceiveMarketData
chapter03/rms.hpp:49
MethodSendAlert
chapter03/rms.hpp:85
MethodSendOrder
chapter03/oms_ems.hpp:13
MethodSendOrder
chapter03/oms_ems.hpp:101
MethodSendOrder
chapter03/oms_ems.hpp:165
MethodSmartBlockingLimitOrderBook
chapter03/smartblocking_limitorderbook.hpp:14
MethodState
Constructor initializing the state with a portfolio and market data.
chapter04/RMS.cpp:173
MethodStrategyModule
chapter03/strategy.hpp:14
MethodSynchronizedLimitOrderBook
chapter03/synchronized_limitorderbook.hpp:13
MethodTradingEnvironment
Constructor to initialize the environment.
chapter04/RMS.cpp:277
MethodValidateOrder
chapter03/rms.hpp:69
MethodVenueMetrics
chapter04/SOR.cpp:144
Methodadd
Method to add an experience to the replay memory
chapter04/SOR.cpp:474
MethodaddAsset
Method to add an asset to the portfolio.
chapter04/RMS.cpp:110
Methodadd_order
chapter03/exploring_hash_table.hpp:36
Methodadd_order
chapter03/synchronized_limitorderbook.hpp:14
Methodadd_order
chapter03/lockfree_limitorderbook.hpp:18
Methodadd_order
chapter03/exploring_linked_list.hpp:38
Methodadd_order
chapter03/smartblocking_limitorderbook.hpp:17
Methodadd_order
chapter03/exploring_circular_array.hpp:243
MethodadjustCashBalance
Method to adjust the cash balance when buying/selling assets.
chapter04/RMS.cpp:129
MethodbuildModel
chapter04/SOR.cpp:300
Methodcache_line_aligned
Constructor initializes both aligned and unaligned data
chapter06/cache_line_aligned.hpp:20
MethodchooseAction
Method to choose action based on current state using epsilon-greedy strategy
chapter04/SOR.cpp:372
MethodclearPendingOrder
Clear pending order
chapter04/SOR.cpp:88
MethodcomputeLoss
chapter04/SOR.cpp:328
MethodcomputeTotalValue
Method to compute the portfolio's total value using the market data.
chapter04/RMS.cpp:153
Methoddata_locality_example
chapter06/data_locality_example.hpp:6
Methoddelete_order
chapter03/exploring_hash_table.hpp:68
Methoddelete_order
chapter03/exploring_linked_list.hpp:74
Methoddelete_order
chapter03/exploring_circular_array.hpp:267
Methoddo_test
chapter03/exploring_queue.hpp:77
Methoddo_test
chapter03/exploring_binary_tree.hpp:61
Methodfalse_sharing
chapter06/false_sharing.hpp:21
MethodfillMatrix
chapter06/data_locality_example.hpp:32
MethodfromAdmin
chapter03/market_data_feed.hpp:28
MethodfromApp
chapter03/market_data_feed.hpp:29
MethodgenerateData
chapter06/data_locality_example.hpp:39
MethodgetAskPrice
chapter04/SOR.cpp:118
MethodgetAskVolume
chapter04/SOR.cpp:127
MethodgetAssetPosition
chapter04/SOR.cpp:68
MethodgetAssetQuantity
Method to get the quantity of a specific asset.
chapter04/RMS.cpp:122
MethodgetAssetSymbol
Getters
chapter04/SOR.cpp:183
MethodgetBidPrice
chapter04/SOR.cpp:116
MethodgetBidVolume
chapter04/SOR.cpp:125
MethodgetCashBalance
Method to get the current cash balance.
chapter04/RMS.cpp:133
MethodgetHistoricalPerformance
Getter for historical performance.
chapter04/RMS.cpp:187
MethodgetPendingOrder
chapter04/SOR.cpp:80
MethodgetPrice
chapter04/SOR.cpp:186
MethodgetSize
chapter04/SOR.cpp:185
FunctiongetSpeedModifier
EXAMPLE: Favor Straight-Line Code Before: Using if-else
chapter06/branch_prediction_examples.hpp:3
MethodgetStateRepresentation
Get the current state representation of the environment
chapter04/SOR.cpp:216
MethodgetStatus
chapter04/SOR.cpp:187
MethodgetTradeVolume
chapter04/SOR.cpp:130
MethodgetType
chapter04/SOR.cpp:184
MethodgetVWAP
chapter04/SOR.cpp:122
MethodgetVenueName
chapter04/SOR.cpp:158
Methodget_best_bid
chapter03/exploring_hash_table.hpp:85
Methodget_best_bid
chapter03/synchronized_limitorderbook.hpp:20
Methodget_best_bid
chapter03/lockfree_limitorderbook.hpp:30
Methodget_best_bid
chapter03/exploring_linked_list.hpp:101
Methodget_best_bid
chapter03/smartblocking_limitorderbook.hpp:28
Methodget_best_bid
chapter03/exploring_circular_array.hpp:278
Methodget_best_offer
chapter03/exploring_hash_table.hpp:93
Methodget_best_offer
chapter03/lockfree_limitorderbook.hpp:34
Methodget_best_offer
chapter03/exploring_linked_list.hpp:119
Methodget_best_offer
chapter03/exploring_binary_tree.hpp:59
Methodget_best_offer
chapter03/exploring_circular_array.hpp:286
Methodget_highest_offer
chapter03/exploring_hash_table.hpp:96
Methodget_highest_offer
chapter03/exploring_linked_list.hpp:118
Methodget_highest_offer
chapter03/exploring_binary_tree.hpp:58
Methodget_highest_offer
chapter03/exploring_circular_array.hpp:289
Methodget_lowest_bid
chapter03/exploring_linked_list.hpp:95
Methodget_lowest_bid
chapter03/exploring_circular_array.hpp:281
MethodhasMoreData
Check if there's more data available
chapter04/RMS.cpp:81
Methodloop_optimized_unrolling
Optimized loop with loop unrolling
chapter06/loop_unrolling_and_tilling_example.hpp:18
Methodloop_unoptimized
Standard loop for summing elements
chapter06/loop_unrolling_and_tilling_example.hpp:9
Methodloop_unrolling_and_tiling_example
chapter06/loop_unrolling_and_tilling_example.hpp:6
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