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Functions365 in github.com/davecliff/BristolStockExchange

↓ 1 callersMethodcal_depth_n
(self, lob, n)
ZhenZhang/source/IZIP_MLOFI.py:211
↓ 1 callersMethodcal_depth_n
(self, lob, n)
ZhenZhang/source/IAA_MLOFI.py:135
↓ 1 callersMethodcal_depth_n
(self, lob, n)
ZhenZhang/source/IGDX_MLOFI.py:206
↓ 1 callersMethodcal_depth_n
(self, lob, n)
ZhenZhang/source/ZZISHV.py:187
↓ 1 callersMethodcal_e
(self, time, lob, trade, verbose)
ZhenZhang/source/Simple_MLOFI.py:82
↓ 1 callersMethodcalcAgg
(self)
snashall2019.py:589
↓ 1 callersMethodcalcAgg
(self)
ZhenZhang/source/IAA_NEW.py:306
↓ 1 callersMethodcalcAgg
(self)
ZhenZhang/source/BSE_trader_agents.py:930
↓ 1 callersMethodcalcAgg
(self)
ZhenZhang/source/BSE_trader_agents.py:1297
↓ 1 callersMethodcalcAgg
(self)
ZhenZhang/source/BSE_trader_agents.py:1856
↓ 1 callersMethodcalcAgg
(self)
ZhenZhang/source/IAA_MLOFI.py:220
↓ 1 callersMethodcalcAlpha
(self)
snashall2019.py:541
↓ 1 callersMethodcalcAlpha
(self)
ZhenZhang/source/IAA_NEW.py:250
↓ 1 callersMethodcalcAlpha
(self)
ZhenZhang/source/BSE_trader_agents.py:875
↓ 1 callersMethodcalcAlpha
(self)
ZhenZhang/source/BSE_trader_agents.py:1249
↓ 1 callersMethodcalcAlpha
(self)
ZhenZhang/source/BSE_trader_agents.py:1801
↓ 1 callersMethodcalcAlpha
(self)
ZhenZhang/source/IAA_MLOFI.py:164
↓ 1 callersMethodcalcEq
(self)
snashall2019.py:527
↓ 1 callersMethodcalcEq
(self)
ZhenZhang/source/IAA_NEW.py:234
↓ 1 callersMethodcalcEq
(self)
ZhenZhang/source/BSE_trader_agents.py:861
↓ 1 callersMethodcalcEq
(self)
ZhenZhang/source/BSE_trader_agents.py:1235
↓ 1 callersMethodcalcEq
(self)
ZhenZhang/source/BSE_trader_agents.py:1787
↓ 1 callersMethodcalcEq
(self)
ZhenZhang/source/IAA_MLOFI.py:148
↓ 1 callersMethodcalcRshout
(self)
snashall2019.py:559
↓ 1 callersMethodcalcRshout
(self)
ZhenZhang/source/IAA_NEW.py:273
↓ 1 callersMethodcalcRshout
(self)
ZhenZhang/source/BSE_trader_agents.py:897
↓ 1 callersMethodcalcRshout
(self)
ZhenZhang/source/BSE_trader_agents.py:1267
↓ 1 callersMethodcalcRshout
(self)
ZhenZhang/source/BSE_trader_agents.py:1823
↓ 1 callersMethodcalcRshout
(self)
ZhenZhang/source/IAA_MLOFI.py:187
↓ 1 callersMethodcalcTheta
(self)
snashall2019.py:548
↓ 1 callersMethodcalcTheta
(self)
ZhenZhang/source/IAA_NEW.py:257
↓ 1 callersMethodcalcTheta
(self)
ZhenZhang/source/BSE_trader_agents.py:882
↓ 1 callersMethodcalcTheta
(self)
ZhenZhang/source/BSE_trader_agents.py:1256
↓ 1 callersMethodcalcTheta
(self)
ZhenZhang/source/BSE_trader_agents.py:1808
↓ 1 callersMethodcalcTheta
(self)
ZhenZhang/source/IAA_MLOFI.py:171
↓ 1 callersMethodcalc_asks_volume
(self, lob, m, verbose)
ZhenZhang/source/IAA_NEW.py:132
↓ 1 callersMethodcalc_asks_volume
(self, lob, m, verbose)
ZhenZhang/source/IZIP_MLOFI.py:122
↓ 1 callersMethodcalc_asks_volume
(self, lob, m, verbose)
ZhenZhang/source/IGDX_MLOFI.py:117
↓ 1 callersMethodcalc_asks_volume
(self, lob, m, verbose)
ZhenZhang/source/ZZISHV.py:98
↓ 1 callersMethodcalc_bids_volume
(self, lob, m, verbose)
ZhenZhang/source/IAA_NEW.py:115
↓ 1 callersMethodcalc_bids_volume
(self, lob, m, verbose)
ZhenZhang/source/IZIP_MLOFI.py:105
↓ 1 callersMethodcalc_bids_volume
(self, lob, m, verbose)
ZhenZhang/source/IGDX_MLOFI.py:100
↓ 1 callersMethodcalc_bids_volume
(self, lob, m, verbose)
ZhenZhang/source/ZZISHV.py:81
↓ 1 callersMethodcalc_ds
(self, lob, m, verbose)
ZhenZhang/source/IAA_NEW.py:213
↓ 1 callersMethodcalc_ds
(self, lob, m, verbose)
ZhenZhang/source/IZIP_MLOFI.py:203
↓ 1 callersMethodcalc_ds
(self, lob, m, verbose)
ZhenZhang/source/IAA_MLOFI.py:127
↓ 1 callersMethodcalc_ds
(self, lob, m, verbose)
ZhenZhang/source/IGDX_MLOFI.py:198
↓ 1 callersMethodcalc_ds
(self, lob, m, verbose)
ZhenZhang/source/ZZISHV.py:179
↓ 1 callersMethodcalc_es
(self, lob, m, verbose)
ZhenZhang/source/IAA_NEW.py:206
↓ 1 callersMethodcalc_es
(self, lob, m, verbose)
ZhenZhang/source/IZIP_MLOFI.py:196
↓ 1 callersMethodcalc_es
(self, lob, m, verbose)
ZhenZhang/source/IAA_MLOFI.py:120
↓ 1 callersMethodcalc_es
(self, lob, m, verbose)
ZhenZhang/source/IGDX_MLOFI.py:191
↓ 1 callersMethodcalc_es
(self, lob, m, verbose)
ZhenZhang/source/ZZISHV.py:172
↓ 1 callersMethodcalc_level_n_e
(self, current_lob, n)
ZhenZhang/source/IAA_NEW.py:148
↓ 1 callersMethodcalc_level_n_e
(self, current_lob, n)
ZhenZhang/source/IZIP_MLOFI.py:138
↓ 1 callersMethodcalc_level_n_e
(self, current_lob, n)
ZhenZhang/source/IAA_MLOFI.py:62
↓ 1 callersMethodcalc_level_n_e
(self, current_lob, n)
ZhenZhang/source/IGDX_MLOFI.py:133
↓ 1 callersMethodcalc_level_n_e
(self, current_lob, n)
ZhenZhang/source/ZZISHV.py:114
↓ 1 callersMethodconsolidate_responses
(self, responses)
ZhenZhang/source/BSE2.py:747
↓ 1 callersFunctioncustomer_orders
(time, last_update, traders, trader_stats, os, pending, verbose)
snashall2019.py:1767
↓ 1 callersFunctioncustomer_orders
Generate a list of new customer-orders to be issued to the traders in the immediate/near future, and a list of any existing customer-orders t
BSE.py:2753
↓ 1 callersFunctioncustomer_orders
(time, last_update, traders, trader_stats, os, pending, base_oid, verbose)
ZhenZhang/source/BSE2.py:1449
↓ 1 callersMethoddel_cust_order
(self, cust_order_id, verbose)
ZhenZhang/source/BSE_trader_agents.py:59
↓ 1 callersMethoddel_cust_order
(self, cust_order_id, verbose)
ZhenZhang/source/BSE_trader_agents.py:1591
↓ 1 callersMethoddel_order
(self, time, order, verbose)
snashall2019.py:240
↓ 1 callersMethoddel_order
(self, order)
snashall2019.py:412
↓ 1 callersMethoddel_order
Delete an order from the exchange. :param time: the current time. :param order: the order to be deleted from the LOB.
BSE.py:281
↓ 1 callersFunctiondump_strats_frame
Write one frame of strategy snapshot :param frametime: the time that the frame snapshot is printed. :param stratfile: the fi
BSE.py:2996
↓ 1 callersMethoddump_tape
(self, session_id, dumpfile, tmode,traders)
ZhenZhang/source/BSE2.py:841
↓ 1 callersMethodgetorder
(self, time, countdown, lob)
snashall2019.py:667
↓ 1 callersMethodgetorder
Create this trader's order to be sent to the exchange. :param time: the current time. :param countdown: how much time before
BSE.py:664
↓ 1 callersMethodgetorder
(self, time, countdown, lob, verbose)
ZhenZhang/source/GDX.py:47
↓ 1 callersMethodis_imbalance_significant
(self, m,threshold)
ZhenZhang/source/IAA_NEW.py:65
↓ 1 callersMethodis_imbalance_significant
(self, m, threshold)
ZhenZhang/source/IGDX_MLOFI.py:55
↓ 1 callersMethodis_imbalance_significant
(self, m,threshold)
ZhenZhang/source/ZZISHV.py:31
↓ 1 callersFunctionmarket_session
(sess_id, starttime, endtime, trader_spec, order_schedule, dumpfile, dump_each_trade, verbose)
snashall2019.py:1942
↓ 1 callersFunctionmarket_session
One session in the market. :param sess_id: the character-string ID for this session, used in naming output files. :param starttime: the t
BSE.py:2983
↓ 1 callersFunctionmarket_session
(sess_id, starttime, endtime, trader_spec, order_schedule, summaryfile, tapedumpfile, blotterdumpfile,
ZhenZhang/source/BSE2.py:1649
↓ 1 callersMethodmicroprice
(self, bid_p, bid_q, ask_p, ask_q)
ZhenZhang/source/BSE2.py:545
↓ 1 callersMethodmidprice
(self, bid_p, bid_q, ask_p, ask_q)
ZhenZhang/source/BSE2.py:531
↓ 1 callersMethodmutate_strat
How to mutate the strategy values when evolving / hill-climbing :param s: the strategy to be mutated. :param mode: specify Ga
BSE.py:1566
↓ 1 callersFunctionpopulate_market
(traders_spec, traders, shuffle, verbose)
snashall2019.py:1670
↓ 1 callersFunctionpopulate_market
Create a bunch of traders from traders-specification. Optionally shuffles the pack of buyers and the pack of sellers. :param trdrs_spec:
BSE.py:2563
↓ 1 callersFunctionpopulate_market
(traders_spec, traders, shuffle, verbose)
ZhenZhang/source/BSE2.py:1188
↓ 1 callersMethodprocess_order
Process an order from a trader -- this is the BSE Matching Engine. :param time: the current time. :param order: the order to
BSE.py:329
↓ 1 callersMethodprocess_order2
(self, time, order, verbose)
snashall2019.py:272
↓ 1 callersMethodprocess_order_pending
(self, time, order, verbose)
ZhenZhang/source/BSE2.py:673
↓ 1 callersMethodrespond
(self, time, lob, trade, verbose)
snashall2019.py:446
↓ 1 callersMethodrespond
Specify how a trader responds to events in the market. For Trader superclass, this is minimal action, but expect it to be overloaded
BSE.py:613
↓ 1 callersMethodrespond
(self, time, lob, trade, verbose)
ZhenZhang/source/GDX.py:169
↓ 1 callersMethodrevise_cust_order
(self, cust_order_id, revised_order, verbose)
ZhenZhang/source/BSE_trader_agents.py:72
↓ 1 callersMethodrevise_cust_order
(self, cust_order_id, revised_order, verbose)
ZhenZhang/source/BSE_trader_agents.py:1604
↓ 1 callersFunctionschedule_offsetfn_read_file
Read in a CSV data-file for the supply/demand schedule time-varying price-offset value :param filename: the CSV file to read
BSE.py:3234
↓ 1 callersMethodtape_dump
(self, fname, fmode, tmode)
snashall2019.py:332
↓ 1 callersMethodtape_update
(self, tr, verbose)
ZhenZhang/source/BSE2.py:824
↓ 1 callersFunctiontrade_stats
(expid, traders, dumpfile, time, lob)
ZhenZhang/source/BSE2.py:1153
↓ 1 callersMethodupdateEq
(self, price)
Trader_AA.py:68
↓ 1 callersMethodupdateSmithsAlpha
(self, price)
Trader_AA.py:175
↓ 1 callersMethodupdateTheta
(self)
Trader_AA.py:186
Method__init__
(self, tid, otype, price, qty, time, qid)
snashall2019.py:62
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