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Functions248 in github.com/PacktPublishing/Learn-Algorithmic-Trading

⨍ Functions 248◇ Types & classes 35
↓ 14 callersMethodhandle_order
(self,o)
Chapter7/OrderBook.py:61
↓ 9 callersMethodget
(self, quoteID)
Chapter8/fixsim/fixsim/server.py:117
↓ 8 callersFunctionzscore
(series)
Chapter4/ch4_pairs_correlation_real_symbol.py:53
↓ 8 callersFunctionzscore
(series)
Chapter4/ch4_pairs_correlation.py:29
↓ 6 callersFunctioncall_if_not_empty
(deq, fun)
Chapter9/eventbasedbacktester.py:13
↓ 5 callersMethodget
(self, quoteID)
Chapter8/fixsim/fixsim/client.py:51
↓ 5 callersMethodhandle_input_from_market
(self)
Chapter7/OrderManager.py:61
↓ 5 callersMethodhandle_order_from_gateway
(self,order = None)
Chapter7/OrderBook.py:52
↓ 5 callersMethodhandle_response_from_om
(self)
Chapter7/TradingStrategy.py:100
↓ 5 callersMethodsendToTarget
(self, message, sessionID)
Chapter8/fixsim/fixsim/server.py:237
↓ 4 callersMethodgenerate
(self)
Chapter8/fixsim/fixsim/server.py:142
↓ 4 callersMethodgetTime
(self)
Chapter9/simulatedclock.py:10
↓ 4 callersMethodhandle_book_event
(self,book_event)
Chapter7/TradingStrategy.py:81
↓ 4 callersMethodhandle_market_response
(self, order_execution)
Chapter7/TradingStrategy.py:106
↓ 4 callersMethodhandle_order_from_trading_strategy
(self,order)
Chapter7/OrderManager.py:37
↓ 3 callersMethodhandle_book_event
(self,book_event)
Chapter9/TradingStrategyDualMA.py:136
↓ 3 callersMethodhandle_input_from_bb
(self,book_event=None)
Chapter7/TradingStrategy.py:72
↓ 3 callersMethodhandle_input_from_ts
(self)
Chapter7/OrderManager.py:30
↓ 3 callersMethodhandle_order_from_gw
(self)
Chapter7/MarketSimulator.py:17
↓ 3 callersFunctionplot_rolling_statistics_ts
(ts, titletext,ytext, window_size=12)
Chapter2/seasonality.py:53
↓ 3 callersMethodprocess_order
(self,order)
Chapter9/simulatedclock.py:7
↓ 3 callersMethodsendMarketDataReject
(self, requestID, reason, sessionID)
Chapter8/fixsim/fixsim/server.py:307
↓ 2 callersMethod__init__
(self)
Chapter8/fixsim/fixsim/client.py:130
↓ 2 callersMethod__init__
(self, side, price, size)
Chapter8/fixsim/fixsim/server.py:17
↓ 2 callersMethod__iter__
(self)
Chapter8/fixsim/fixsim/server.py:114
↓ 2 callersMethodadd
(self, subscription)
Chapter8/fixsim/fixsim/server.py:65
↓ 2 callersMethodaddQuote
(self, quote)
Chapter8/fixsim/fixsim/server.py:134
↓ 2 callersFunctionaverage
(lst)
Chapter9/forloopbacktester.py:32
↓ 2 callersFunctionaverage
(lst)
Chapter9/TradingStrategyDualMA.py:4
↓ 2 callersFunctioncreate_fix_version
(config)
Chapter8/fixsim/fixsim/sim.py:121
↓ 2 callersFunctioncreate_logger
(config)
Chapter8/fixsim/fixsim/sim.py:79
↓ 2 callersMethodcreate_order
(self,book_event,quantity,side)
Chapter9/TradingStrategyDualMA.py:83
↓ 2 callersMethodexecution
(self)
Chapter7/TradingStrategy.py:49
↓ 2 callersMethodexecution
(self)
Chapter9/TradingStrategyDualMA.py:102
↓ 2 callersMethodfill_all_orders
(self,ratio = 100)
Chapter7/MarketSimulator.py:24
↓ 2 callersMethodfind_order_in_a_list
(self,o,lookup_list = None)
Chapter7/OrderBook.py:101
↓ 2 callersMethodgenerate
(self)
Chapter8/fixsim/fixsim/sim.py:61
↓ 2 callersMethodget_list
(self,o)
Chapter7/OrderBook.py:81
↓ 2 callersMethodget_pnl
(self)
Chapter7/TradingStrategy.py:114
↓ 2 callersMethodinsert_manual_order
(self,order)
Chapter7/LiquidityProvider.py:19
↓ 2 callersFunctionload_yaml
(path)
Chapter8/fixsim/fixsim/sim.py:114
↓ 2 callersMethodprocess_events
(self)
Chapter9/eventbasedbacktester.py:62
↓ 2 callersMethodread_tick_data_from_data_source
(self)
Chapter7/LiquidityProvider.py:26
↓ 2 callersMethodreqID
(self)
Chapter8/fixsim/fixsim/client.py:67
↓ 2 callersMethodrun
(self)
Chapter9/omstimeout.py:13
↓ 2 callersMethodsend_order
(self)
Chapter9/omstimeout.py:28
↓ 2 callersFunctionsyslog_logger
()
Chapter8/fixsim/fixsim/sim.py:83
↓ 2 callersMethodtest_handlenew
(self)
Chapter7/OrderBook_ut.py:10
↓ 2 callersMethodtest_receive_order_from_trading_strategy
(self)
Chapter7/OrderManager_ut.py:10
↓ 2 callersMethodtest_receive_top_of_book
(self)
Chapter7/TradingStrategy_ut.py:11
↓ 2 callersFunctiontest_stationarity
(timeseries)
Chapter2/seasonality.py:73
↓ 1 callersMethod__init__
(self,sim_real_clock)
Chapter9/omstimeout.py:22
↓ 1 callersMethod__init__
(self)
Chapter8/fixsim/fixsim/sim.py:58
↓ 1 callersMethod__iter__
(self)
Chapter8/fixsim/fixsim/client.py:48
↓ 1 callersMethod__repr__
(self)
Chapter8/fixsim/fixsim/server.py:24
↓ 1 callersMethod_normalise
(self, bid, ask)
Chapter8/fixsim/fixsim/server.py:109
↓ 1 callersMethod_onInit
(self)
Chapter8/fixsim/fixsim/server.py:214
↓ 1 callersMethod_sort
(self, bid, ask)
Chapter8/fixsim/fixsim/server.py:104
↓ 1 callersMethodadd
(self, subscription)
Chapter8/fixsim/fixsim/client.py:28
↓ 1 callersMethodaddAsk
(self, quote)
Chapter8/fixsim/fixsim/client.py:118
↓ 1 callersMethodaddBid
(self, quote)
Chapter8/fixsim/fixsim/client.py:114
↓ 1 callersMethodaddSession
(self, sessionID)
Chapter8/fixsim/fixsim/server.py:48
↓ 1 callersMethodbuy_sell_or_hold_something
(self,price_update)
Chapter9/forloopbacktester.py:66
↓ 1 callersMethodbuy_sell_or_hold_something
(self, book_event)
Chapter9/TradingStrategyDualMA.py:57
↓ 1 callersFunctioncalculate_return
(df, split_value, symbol)
Chapter3/ridge.py:61
↓ 1 callersFunctioncalculate_return
(df, split_value, symbol)
Chapter3/lr.py:61
↓ 1 callersFunctioncalculate_return
(df,split_value,symbol)
Chapter3/ch3_logistic.py:46
↓ 1 callersFunctioncalculate_return
(df,split_value,symbol)
Chapter3/ch3_svc.py:54
↓ 1 callersFunctioncalculate_return
(df, split_value, symbol)
Chapter3/lasso.py:61
↓ 1 callersFunctioncalculate_return
(df,split_value,symbol)
Chapter3/ch3_knn.py:48
↓ 1 callersFunctioncalculate_strategy_return
(df, split_value, symbol)
Chapter3/ridge.py:68
↓ 1 callersFunctioncalculate_strategy_return
(df, split_value, symbol)
Chapter3/lr.py:68
↓ 1 callersFunctioncalculate_strategy_return
(df,split_value)
Chapter3/ch3_logistic.py:51
↓ 1 callersFunctioncalculate_strategy_return
(df,split_value)
Chapter3/ch3_svc.py:59
↓ 1 callersFunctioncalculate_strategy_return
(df, split_value, symbol)
Chapter3/lasso.py:68
↓ 1 callersFunctioncalculate_strategy_return
(df,split_value)
Chapter3/ch3_knn.py:53
↓ 1 callersMethodcheck_generate_top_of_book_event
(self)
Chapter7/OrderBook.py:19
↓ 1 callersMethodcheck_order_valid
(self,order)
Chapter7/OrderManager.py:11
↓ 1 callersMethodclean_traded_orders
(self)
Chapter7/OrderManager.py:52
↓ 1 callersMethodcreateOrderBook
(self)
Chapter8/fixsim/fixsim/server.py:36
↓ 1 callersFunctioncreate_acceptor
(acceptor_config, simulation_config)
Chapter8/fixsim/fixsim/server.py:164
↓ 1 callersMethodcreate_book_event
(self,bid,offer)
Chapter7/OrderBook.py:10
↓ 1 callersFunctioncreate_initiator
(initiator_config, simulation_config)
Chapter8/fixsim/fixsim/client.py:71
↓ 1 callersMethodcreate_metrics_out_of_prices
(self,price_update)
Chapter9/forloopbacktester.py:50
↓ 1 callersMethodcreate_metrics_out_of_prices
(self,price_update)
Chapter9/TradingStrategyDualMA.py:41
↓ 1 callersMethodcreate_new_order
(self,order)
Chapter7/OrderManager.py:18
↓ 1 callersMethodcreate_orders
(self,book_event,quantity)
Chapter7/TradingStrategy.py:14
↓ 1 callersFunctioncreate_regression_trading_condition
(df)
Chapter3/ridge.py:26
↓ 1 callersFunctioncreate_regression_trading_condition
(df)
Chapter3/lr.py:26
↓ 1 callersFunctioncreate_regression_trading_condition
(df)
Chapter3/lasso.py:26
↓ 1 callersFunctioncreate_regression_trading_condition
(df)
Chapter3/scatter.py:16
↓ 1 callersFunctioncreate_subscriptions
(instruments)
Chapter8/fixsim/fixsim/client.py:72
↓ 1 callersFunctioncreate_subscriptions
(sources)
Chapter8/fixsim/fixsim/server.py:165
↓ 1 callersFunctioncreate_trading_condition
(df)
Chapter3/ch3_svc.py:28
↓ 1 callersFunctioncreate_train_split_group
(X, Y, split_ratio=0.8)
Chapter3/ridge.py:35
↓ 1 callersFunctioncreate_train_split_group
(X, Y, split_ratio=0.8)
Chapter3/lr.py:35
↓ 1 callersFunctioncreate_train_split_group
(X,Y,split_ratio=0.8)
Chapter3/ch3_svc.py:36
↓ 1 callersFunctioncreate_train_split_group
(X, Y, split_ratio=0.8)
Chapter3/lasso.py:35
↓ 1 callersMethoddispatchFromApp
(self, msgType, message, beginString, sessionID)
Chapter8/fixsim/fixsim/client.py:291
↓ 1 callersFunctiondouble_moving_average
(financial_data, short_window, long_window)
Chapter4/ch4_double_moving_average.py:23
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