in Cliff 1997 the initial beta values are U(0.1, 0.5)

in Cliff 1997 the initial momentum values are U(0.0, 0.1)

Copy the strategy vector into the ZIP trader's params and timestamp it. :param stratvec: the strategy vector. :pa

ZIP profit-margin update on basis of target price -- updates self.margin. :param price: the target price. :return

Respond to the current state of the LOB. For strategy-optimizers PRSH and PRDE, this can involve switching stratregy, and/or generati

Update ZIP profit margin on basis of what happened in market. For ZIPSH and ZIPDE, also maybe switch strategy and/or generate new str

Respond to the current state of the public lob. Buys if best bid is less than simple moving average of recent transcaction prices.

Respond to the current state of the public lob. Buys if best bid is less than simple moving average of recent transcaction prices.

Returns a price offset-value for the current time, by reading from an offset event-list. :param time: the current time :param

Returns sinusoidal time-dependent price-offset, steadily increasing in frequency & amplitude :param t: time :param params: se

Return value is what price a SHVR would quote in these circumstances :param order_type: is the order bid or ask?

Activate a specified strategy :param t: the current time :param s_index: the index of the strategy in the list of

Activate a specified strategy-vector. :param t: the current time. :param s_index: the index of the strategy to be

Return trader's strategy as a csv-format string (trivial in PRZI, but other traders with more complex strategies need this).

Currently tape_dump only writes a list of transactions (i.e., it ignores any cancellations) :param fname: filename to write to.

Generate a lower target price by randomly perturbing given price

Generate a higher target price by randomly perturbing given price

Am I willing to trade at this price?