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

⨍ Functions 265◇ Types & classes 54
Functionmain
chapter06/main.cpp:8
Functionmain
chapter04/RMS.cpp:495
Functionmain
chapter04/SOR.cpp:510
Functionmain
chapter03/main.cpp:10
Methodmatrix_multiply
chapter06/loop_unrolling_and_tilling_example.hpp:33
Methodmatrix_multiply_tiled
chapter06/loop_unrolling_and_tilling_example.hpp:44
MethodonCreate
chapter03/market_data_feed.hpp:22
MethodonLogon
chapter03/market_data_feed.hpp:23
MethodonLogout
chapter03/market_data_feed.hpp:24
MethodonMessage
chapter03/market_data_feed.hpp:34
Methodoperator()
chapter03/exploring_queue.hpp:25
Methodoperator<
This operator is used by std::set to order the elements
chapter03/exploring_binary_tree.hpp:14
Methodorder_validation_ok
chapter03/oms_ems.hpp:56
MethodperformCalculation
chapter06/data_locality_example.hpp:43
Methodprefetching_data
chapter06/prefetching_data.hpp:7
Methodprice_to_index
chapter03/exploring_circular_array.hpp:41
Methodprint_bids
chapter03/exploring_hash_table.hpp:100
Methodprint_bids
chapter03/exploring_linked_list.hpp:107
Methodprint_bids
chapter03/exploring_circular_array.hpp:293
Methodprint_offers
chapter03/exploring_hash_table.hpp:103
Methodprint_offers
chapter03/exploring_linked_list.hpp:120
Methodprint_offers
chapter03/exploring_binary_tree.hpp:60
Methodprint_offers
chapter03/exploring_circular_array.hpp:302
MethodremoveAsset
Method to remove an asset from the portfolio.
chapter04/RMS.cpp:114
Methodreset
Reset the environment to its initial state.
chapter04/RMS.cpp:316
Methodreset
chapter03/exploring_hash_table.hpp:15
Methodreset
chapter03/exploring_queue.hpp:16
Methodrun
chapter03/messaging_hub.hpp:24
Methodrun
chapter03/oms_ems.hpp:90
Methodrun
chapter03/strategy.hpp:16
Methodrun_optimized
Run with prefetching
chapter06/prefetching_data.hpp:25
Methodrun_optimized
Method to process points with cache line alignment
chapter06/cache_line_aligned.hpp:41
Methodrun_optimized
chapter06/data_locality_example.hpp:20
Functionrun_trading_system
Main loop with warm-up routine
chapter06/warmup_example.hpp:17
Methodrun_unoptimized
Run without prefetching
chapter06/prefetching_data.hpp:16
Methodrun_unoptimized
Method to process points without cache line alignment
chapter06/cache_line_aligned.hpp:30
Methodrun_unoptimized
chapter06/data_locality_example.hpp:12
Methodsample
Method to sample a batch of experiences
chapter04/SOR.cpp:485
MethodselectAction
Select an action based on the current state.
chapter04/RMS.cpp:388
MethodsetAskPrice
chapter04/SOR.cpp:117
MethodsetAskVolume
chapter04/SOR.cpp:126
MethodsetAssetPosition
Methods for asset positions
chapter04/SOR.cpp:64
MethodsetBidPrice
Setters and Getters for Price Information
chapter04/SOR.cpp:115
MethodsetBidVolume
Setters and Getters for Order Book Depth
chapter04/SOR.cpp:124
MethodsetHistoricalFillRate
chapter04/SOR.cpp:151
MethodsetHistoricalPerformance
Setter for historical performance.
chapter04/RMS.cpp:192
MethodsetOrderCancelRate
chapter04/SOR.cpp:150
MethodsetPendingOrder
Methods for pending orders
chapter04/SOR.cpp:76
MethodsetPrice
chapter04/SOR.cpp:179
MethodsetRejectionRate
chapter04/SOR.cpp:149
MethodsetSize
chapter04/SOR.cpp:180
MethodsetSlippageRate
Setters
chapter04/SOR.cpp:148
MethodsetStatus
Setters
chapter04/SOR.cpp:178
MethodsetTradeVolume
Setters and Getters for Trade Volume
chapter04/SOR.cpp:129
MethodsetVWAP
chapter04/SOR.cpp:121
MethodsimulateMarketReaction
Method to simulate the market reaction to the action
chapter04/SOR.cpp:201
Methodsmart_desicion
chapter03/oms_ems.hpp:157
Methodstep
Simulate the effect of an action taken by the DRL agent
chapter04/SOR.cpp:236
MethodtensorFromState
chapter04/SOR.cpp:306
MethodtoAdmin
chapter03/market_data_feed.hpp:25
MethodtoApp
chapter03/market_data_feed.hpp:26
MethodupdateState
Method to update the agent's state after an action has been taken
chapter04/SOR.cpp:445
Methodupdate_order
chapter03/exploring_circular_array.hpp:256
Method~OMS
chapter03/oms_ems.hpp:75
Method~RMS
chapter03/rms.hpp:43
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