SYMBOL INDEX (340 symbols across 13 files) FILE: BSE.py class Order (line 69) | class Order: method __init__ (line 76) | def __init__(self, tid, otype, price, qty, time, qid): method __str__ (line 84) | def __str__(self): class OrderbookHalf (line 89) | class OrderbookHalf: method __init__ (line 95) | def __init__(self, booktype, worstprice): method anonymize_lob (line 117) | def anonymize_lob(self): method build_lob (line 128) | def build_lob(self): method book_add (line 165) | def book_add(self, order): method book_del (line 191) | def book_del(self, order): method delete_best (line 205) | def delete_best(self): class Orderbook (line 240) | class Orderbook(OrderbookHalf): method __init__ (line 243) | def __init__(self): class Exchange (line 254) | class Exchange(Orderbook): method add_order (line 257) | def add_order(self, order, vrbs): method del_order (line 281) | def del_order(self, time, order, tape_file, vrbs): method process_order (line 329) | def process_order(self, time, order, tape_file, vrbs): method tape_dump (line 407) | def tape_dump(self, fname, fmode, tmode): method publish_lob (line 424) | def publish_lob(self, time, lob_file, vrbs): class Trader (line 492) | class Trader: method __init__ (line 495) | def __init__(self, ttype, tid, balance, params, time): method __str__ (line 519) | def __str__(self): method add_order (line 524) | def add_order(self, order, vrbs): method del_order (line 544) | def del_order(self, order): method profitpertime_update (line 551) | def profitpertime_update(self, time, birthtime, totalprofit): method bookkeep (line 569) | def bookkeep(self, time, trade, order, vrbs): method respond (line 613) | def respond(self, time, lob, trade, vrbs): class TraderGiveaway (line 629) | class TraderGiveaway(Trader): method getorder (line 634) | def getorder(self, time, countdown, lob): class TraderZIC (line 659) | class TraderZIC(Trader): method getorder (line 664) | def getorder(self, time, countdown, lob): class TraderShaver (line 695) | class TraderShaver(Trader): method getorder (line 701) | def getorder(self, time, countdown, lob): class TraderSniper (line 737) | class TraderSniper(Trader): method getorder (line 744) | def getorder(self, time, countdown, lob): class TraderPRZI (line 780) | class TraderPRZI(Trader): method strat_csv_str (line 793) | def strat_csv_str(strat): method mutate_strat (line 803) | def mutate_strat(self, s, mode): method strat_str (line 831) | def strat_str(self): method __init__ (line 845) | def __init__(self, ttype, tid, balance, params, time): method getorder (line 961) | def getorder(self, time, countdown, lob): method bookkeep (line 1233) | def bookkeep(self, time, trade, order, vrbs): method respond (line 1280) | def respond(self, time, lob, trade, vrbs): class TraderZIP (line 1540) | class TraderZIP(Trader): method strat_csv_str (line 1552) | def strat_csv_str(strat): method mutate_strat (line 1566) | def mutate_strat(s, mode): method __init__ (line 1608) | def __init__(self, ttype, tid, balance, params, time): method getorder (line 1724) | def getorder(self, time, countdown, lob): method respond (line 1763) | def respond(self, time, lob, trade, vrbs): class TraderPT1 (line 2088) | class TraderPT1(Trader): method __init__ (line 2111) | def __init__(self, ttype, tid, balance, params, time): method getorder (line 2151) | def getorder(self, time, countdown, lob): method respond (line 2175) | def respond(self, time, lob, trade, vrbs): method bookkeep (line 2253) | def bookkeep(self, time, trade, order, vrbs): class TraderPT2 (line 2298) | class TraderPT2(Trader): method __init__ (line 2321) | def __init__(self, ttype, tid, balance, params, time): method getorder (line 2361) | def getorder(self, time, countdown, lob): method respond (line 2385) | def respond(self, time, lob, trade, vrbs): method bookkeep (line 2463) | def bookkeep(self, time, trade, order, vrbs): function trade_stats (line 2513) | def trade_stats(expid, traders, dumpfile, time, lob): function populate_market (line 2563) | def populate_market(trdrs_spec, traders, shuffle, vrbs): function customer_orders (line 2753) | def customer_orders(time, traders, trader_stats, orders_sched, pending, ... function market_session (line 2983) | def market_session(sess_id, starttime, endtime, trader_spec, order_sched... function schedule_offsetfn_read_file (line 3234) | def schedule_offsetfn_read_file(filename, col_t, col_p, scale_factor=75): function schedule_offsetfn_from_eventlist (line 3324) | def schedule_offsetfn_from_eventlist(time, params): function schedule_offsetfn_increasing_sinusoid (line 3347) | def schedule_offsetfn_increasing_sinusoid(t, params): FILE: Trader_AA.py class Trader_AA (line 23) | class Trader_AA(object): method __init__ (line 25) | def __init__(self): method updateEq (line 68) | def updateEq(self, price): method newton4Buying (line 73) | def newton4Buying(self): method newton4Selling (line 91) | def newton4Selling(self): method updateTarget (line 109) | def updateTarget(self): method calcRshout (line 138) | def calcRshout(self, target, buying): method updateAgg (line 161) | def updateAgg(self, up, buying, target): method updateSmithsAlpha (line 175) | def updateSmithsAlpha(self, price): method updateTheta (line 186) | def updateTheta(self): method getorder (line 193) | def getorder(self, time, countdown, lob): method respond (line 222) | def respond(self, time, lob, trade, verbose): FILE: ZhenZhang/source/BSE2.py class Orderbook_half (line 78) | class Orderbook_half: method __init__ (line 80) | def __init__(self, booktype, worstprice): method __str__ (line 121) | def __str__(self): method anonymize_lob (line 141) | def anonymize_lob(self, verbose): method build_lob (line 158) | def build_lob(self, verbose): method book_add (line 217) | def book_add(self, order, verbose): method book_CAN (line 227) | def book_CAN(self, time, order, pool_id, verbose): method book_take (line 263) | def book_take(self, time, order, pool_id, verbose): class Orderbook (line 509) | class Orderbook(Orderbook_half): method __init__ (line 512) | def __init__(self, id_string): method __str__ (line 522) | def __str__(self): method midprice (line 531) | def midprice(self, bid_p, bid_q, ask_p, ask_q): method microprice (line 545) | def microprice(self, bid_p, bid_q, ask_p, ask_q): method add_lim_order (line 553) | def add_lim_order(self, order, verbose): method process_order_CAN (line 567) | def process_order_CAN(self, time, order, verbose): method process_order_XXX (line 589) | def process_order_XXX(self, time, order, verbose): method process_order_take (line 614) | def process_order_take(self, time, order, verbose): method process_order_LIM (line 632) | def process_order_LIM(self, time, order, verbose): method process_order_pending (line 673) | def process_order_pending(self, time, order, verbose): class Exchange (line 704) | class Exchange(Orderbook): method __init__ (line 707) | def __init__(self, eid): method __str__ (line 717) | def __str__(self): class trader_record (line 730) | class trader_record: method __init__ (line 733) | def __init__(self, time, tid): method __str__ (line 742) | def __str__(self): method consolidate_responses (line 747) | def consolidate_responses(self, responses): method mkt_open (line 763) | def mkt_open(self, time, verbose): method mkt_close (line 792) | def mkt_close(self): method tape_update (line 824) | def tape_update(self, tr, verbose): method dump_tape (line 841) | def dump_tape(self, session_id, dumpfile, tmode,traders): method process_order (line 879) | def process_order(self, time, order, verbose): method publish_lob (line 1076) | def publish_lob(self, time, tape_depth, verbose): function trade_stats (line 1153) | def trade_stats(expid, traders, dumpfile, time, lob): function populate_market (line 1188) | def populate_market(traders_spec, traders, shuffle, verbose): function customer_orders (line 1449) | def customer_orders(time, last_update, traders, trader_stats, os, pendin... function market_session (line 1649) | def market_session(sess_id, starttime, endtime, trader_spec, order_sched... FILE: ZhenZhang/source/BSE2_msg_classes.py class Assignment (line 3) | class Assignment: method __init__ (line 5) | def __init__(self, customer_id, trader_id, otype, ostyle, price, qty, ... method __str__ (line 17) | def __str__(self): class Order (line 26) | class Order: method __init__ (line 28) | def __init__(self, trader_id, otype, ostyle, price, qty, time, endtime... method __str__ (line 40) | def __str__(self): class Exch_msg (line 46) | class Exch_msg: method __init__ (line 48) | def __init__(self, trader_id, order_id, eventtype, transactions, revis... method __str__ (line 57) | def __str__(self): FILE: ZhenZhang/source/BSE_trader_agents.py class Trader (line 15) | class Trader: method __init__ (line 17) | def __init__(self, ttype, tid, balance, time): method __str__ (line 34) | def __str__(self): method add_cust_order (line 42) | def add_cust_order(self, order, verbose): method del_cust_order (line 59) | def del_cust_order(self, cust_order_id, verbose): method revise_cust_order (line 72) | def revise_cust_order(self, cust_order_id, revised_order, verbose): method del_exch_order (line 93) | def del_exch_order(self, oid, verbose): method bookkeep (line 105) | def bookkeep(self, msg, time, verbose): method respond (line 219) | def respond(self, time, lob, trade, verbose): method mutate (line 225) | def mutate(self, time, lob, trade, verbose): class Trader_Giveaway (line 232) | class Trader_Giveaway(Trader): method getorder (line 234) | def getorder(self, time, countdown, lob, verbose): class Trader_ZIC (line 255) | class Trader_ZIC(Trader): method getorder (line 257) | def getorder(self, time, countdown, lob, verbose): class Trader_Shaver (line 284) | class Trader_Shaver(Trader): method getorder (line 286) | def getorder(self, time, countdown, lob, verbose): class Trader_ISHV (line 319) | class Trader_ISHV(Trader): method getorder (line 322) | def getorder(self, time, countdown, lob, verbose): class Trader_Sniper (line 383) | class Trader_Sniper(Trader): method getorder (line 385) | def getorder(self, time, countdown, lob, verbose): class Trader_ZIP (line 420) | class Trader_ZIP(Trader): method __init__ (line 427) | def __init__(self, ttype, tid, balance, time): method __str__ (line 453) | def __str__(self): method getorder (line 464) | def getorder(self, time, countdown, lob, verbose): method respond (line 514) | def respond(self, time, lob, trade, verbose): class Trader_AA (line 808) | class Trader_AA(Trader): method __init__ (line 810) | def __init__(self, ttype, tid, balance, time): method calcEq (line 861) | def calcEq(self): ##clear and correct method calcAlpha (line 875) | def calcAlpha(self): ##correct. but calcAlpha in snashall's version is... method calcTheta (line 882) | def calcTheta(self): ## clear and correct method calcRshout (line 897) | def calcRshout(self): ## unclear in Vytelingum's paper method calcAgg (line 930) | def calcAgg(self): method calcTarget (line 951) | def calcTarget(self): method getorder (line 1009) | def getorder(self, time, countdown, lob,verbose): method respond (line 1097) | def respond(self, time, lob, trade, verbose): class Trader_OAA (line 1182) | class Trader_OAA(Trader): method __init__ (line 1184) | def __init__(self, ttype, tid, balance, time): method calcEq (line 1235) | def calcEq(self): method calcAlpha (line 1249) | def calcAlpha(self): method calcTheta (line 1256) | def calcTheta(self): method calcRshout (line 1267) | def calcRshout(self): method calcAgg (line 1297) | def calcAgg(self): method calcTarget (line 1318) | def calcTarget(self): method getorder (line 1375) | def getorder(self, time, countdown, lob,verbose): method respond (line 1431) | def respond(self, time, lob, trade, verbose): class Trader_IAAB (line 1515) | class Trader_IAAB(Trader): method __init__ (line 1517) | def __init__(self, ttype, tid, balance, time): method add_cust_order (line 1571) | def add_cust_order(self, order, verbose): method del_cust_order (line 1591) | def del_cust_order(self, cust_order_id, verbose): method revise_cust_order (line 1604) | def revise_cust_order(self, cust_order_id, revised_order, verbose): method del_exch_order (line 1628) | def del_exch_order(self, oid, verbose): method bookkeep (line 1639) | def bookkeep(self, msg, time, verbose): method calcEq (line 1787) | def calcEq(self): ##clear and correct method calcAlpha (line 1801) | def calcAlpha(self): ##correct. but calcAlpha in snashall's version is... method calcTheta (line 1808) | def calcTheta(self): ## clear and correct method calcRshout (line 1823) | def calcRshout(self): ## unclear in Vytelingum's paper method calcAgg (line 1856) | def calcAgg(self): method calcTarget (line 1877) | def calcTarget(self): method getorder (line 1935) | def getorder(self, time, countdown, lob,verbose): method respond (line 2046) | def respond(self, time, lob, trade, verbose): FILE: ZhenZhang/source/GDX.py class Trader_GDX (line 13) | class Trader_GDX(Trader): method __init__ (line 15) | def __init__(self, ttype, tid, balance, time): method getorder (line 47) | def getorder(self, time, countdown, lob, verbose): method calc_p_bid (line 74) | def calc_p_bid(self, m, n): method calc_p_ask (line 104) | def calc_p_ask(self, m, n): method belief_sell (line 134) | def belief_sell(self, price): method belief_buy (line 152) | def belief_buy(self, price): method respond (line 169) | def respond(self, time, lob, trade, verbose): FILE: ZhenZhang/source/IAA_MLOFI.py class Trader_IAA_MLOFI (line 11) | class Trader_IAA_MLOFI(Trader): method __init__ (line 13) | def __init__(self, ttype, tid, balance, time,m): method calc_level_n_e (line 62) | def calc_level_n_e(self, current_lob, n): method calc_es (line 120) | def calc_es(self, lob, m, verbose): method calc_ds (line 127) | def calc_ds(self, lob, m, verbose): method cal_depth_n (line 135) | def cal_depth_n(self, lob, n): method calcEq (line 148) | def calcEq(self): ##clear and correct method calcAlpha (line 164) | def calcAlpha(self): ##correct. but calcAlpha in snashall's version i... method calcTheta (line 171) | def calcTheta(self): ## clear and correct method calcRshout (line 187) | def calcRshout(self): ## unclear in Vytelingum's paper method calcAgg (line 220) | def calcAgg(self): method calcTarget (line 241) | def calcTarget(self): method getorder (line 299) | def getorder(self, time, countdown, lob, verbose): method respond (line 421) | def respond(self, time, lob, trade, verbose): FILE: ZhenZhang/source/IAA_NEW.py class Trader_IAA_NEW (line 11) | class Trader_IAA_NEW(Trader): method __init__ (line 13) | def __init__(self, ttype, tid, balance, time,m): method is_imbalance_significant (line 65) | def is_imbalance_significant(self, m,threshold): method calc_bids_volume (line 115) | def calc_bids_volume(self, lob, m, verbose): method cal_bids_n (line 123) | def cal_bids_n(self, lob, n): method calc_asks_volume (line 132) | def calc_asks_volume(self, lob, m, verbose): method cal_asks_n (line 140) | def cal_asks_n(self, lob, n): method calc_level_n_e (line 148) | def calc_level_n_e(self, current_lob, n): method calc_es (line 206) | def calc_es(self, lob, m, verbose): method calc_ds (line 213) | def calc_ds(self, lob, m, verbose): method cal_depth_n (line 221) | def cal_depth_n(self, lob, n): method calcEq (line 234) | def calcEq(self): ##clear and correct method calcAlpha (line 250) | def calcAlpha(self): ##correct. but calcAlpha in snashall's version i... method calcTheta (line 257) | def calcTheta(self): ## clear and correct method calcRshout (line 273) | def calcRshout(self): ## unclear in Vytelingum's paper method calcAgg (line 306) | def calcAgg(self): method calcTarget (line 327) | def calcTarget(self): method getorder (line 385) | def getorder(self, time, countdown, lob, verbose): method respond (line 505) | def respond(self, time, lob, trade, verbose): FILE: ZhenZhang/source/IGDX_MLOFI.py class Trader_IGDX_MLOFI (line 13) | class Trader_IGDX_MLOFI(Trader): method __init__ (line 15) | def __init__(self, ttype, tid, balance, time,m): method is_imbalance_significant (line 55) | def is_imbalance_significant(self, m, threshold): method calc_bids_volume (line 100) | def calc_bids_volume(self, lob, m, verbose): method cal_bids_n (line 108) | def cal_bids_n(self, lob, n): method calc_asks_volume (line 117) | def calc_asks_volume(self, lob, m, verbose): method cal_asks_n (line 125) | def cal_asks_n(self, lob, n): method calc_level_n_e (line 133) | def calc_level_n_e(self, current_lob, n): method calc_es (line 191) | def calc_es(self, lob, m, verbose): method calc_ds (line 198) | def calc_ds(self, lob, m, verbose): method cal_depth_n (line 206) | def cal_depth_n(self, lob, n): method getorder (line 220) | def getorder(self, time, countdown, lob, verbose): method calc_p_bid (line 335) | def calc_p_bid(self, m, n): method calc_p_ask (line 365) | def calc_p_ask(self, m, n): method belief_sell (line 395) | def belief_sell(self, price): method belief_buy (line 413) | def belief_buy(self, price): method respond (line 430) | def respond(self, time, lob, trade, verbose): FILE: ZhenZhang/source/IZIP_MLOFI.py class Trader_IZIP_MLOFI (line 10) | class Trader_IZIP_MLOFI(Trader): method __init__ (line 17) | def __init__(self, ttype, tid, balance, time, m): method is_imbalance_significant (line 55) | def is_imbalance_significant(self, m,threshold): method calc_bids_volume (line 105) | def calc_bids_volume(self, lob, m, verbose): method cal_bids_n (line 113) | def cal_bids_n(self, lob, n): method calc_asks_volume (line 122) | def calc_asks_volume(self, lob, m, verbose): method cal_asks_n (line 130) | def cal_asks_n(self, lob, n): method calc_level_n_e (line 138) | def calc_level_n_e(self, current_lob, n): method calc_es (line 196) | def calc_es(self, lob, m, verbose): method calc_ds (line 203) | def calc_ds(self, lob, m, verbose): method cal_depth_n (line 211) | def cal_depth_n(self, lob, n): method __str__ (line 226) | def __str__(self): method getorder (line 241) | def getorder(self, time, countdown, lob, verbose): method respond (line 374) | def respond(self, time, lob, trade, verbose): FILE: ZhenZhang/source/Simple_MLOFI.py class Trader_Simple_MLOFI (line 9) | class Trader_Simple_MLOFI(Trader): method __init__ (line 11) | def __init__(self, ttype, tid, balance, time): method cal_level_n_e (line 24) | def cal_level_n_e(self, current_lob, n): method cal_e (line 82) | def cal_e(self, time, lob, trade, verbose): method cal_depth (line 96) | def cal_depth(self, lob): method cal_depth_n (line 109) | def cal_depth_n(self, lob, n): method getorder (line 123) | def getorder(self, time, countdown, lob, verbose): method respond (line 246) | def respond(self, time, lob, trade, verbose): FILE: ZhenZhang/source/ZZISHV.py class Trader_ZZISHV (line 10) | class Trader_ZZISHV(Trader): method __init__ (line 12) | def __init__(self, ttype, tid, balance, time,m): method is_imbalance_significant (line 31) | def is_imbalance_significant(self, m,threshold): method calc_bids_volume (line 81) | def calc_bids_volume(self, lob, m, verbose): method cal_bids_n (line 89) | def cal_bids_n(self, lob, n): method calc_asks_volume (line 98) | def calc_asks_volume(self, lob, m, verbose): method cal_asks_n (line 106) | def cal_asks_n(self, lob, n): method calc_level_n_e (line 114) | def calc_level_n_e(self, current_lob, n): method calc_es (line 172) | def calc_es(self, lob, m, verbose): method calc_ds (line 179) | def calc_ds(self, lob, m, verbose): method cal_depth_n (line 187) | def cal_depth_n(self, lob, n): method respond (line 200) | def respond(self, time, lob, trade, verbose): method getorder (line 211) | def getorder(self, time, countdown, lob, verbose): FILE: snashall2019.py class Order (line 60) | class Order: method __init__ (line 62) | def __init__(self, tid, otype, price, qty, time, qid): method __str__ (line 70) | def __str__(self): class Orderbook_half (line 78) | class Orderbook_half: method __init__ (line 80) | def __init__(self, booktype, worstprice): method anonymize_lob (line 97) | def anonymize_lob(self): method build_lob (line 106) | def build_lob(self): method book_add (line 141) | def book_add(self, order): method book_del (line 160) | def book_del(self, order): method delete_best (line 172) | def delete_best(self): class Orderbook (line 207) | class Orderbook(Orderbook_half): method __init__ (line 209) | def __init__(self): class Exchange (line 219) | class Exchange(Orderbook): method add_order (line 221) | def add_order(self, order, verbose): method del_order (line 240) | def del_order(self, time, order, verbose): method process_order2 (line 272) | def process_order2(self, time, order, verbose): method tape_dump (line 332) | def tape_dump(self, fname, fmode, tmode): method publish_lob (line 344) | def publish_lob(self, time, verbose): class Trader (line 376) | class Trader: method __init__ (line 378) | def __init__(self, ttype, tid, balance, time): method __str__ (line 393) | def __str__(self): method add_order (line 398) | def add_order(self, order, verbose): method del_order (line 412) | def del_order(self, order): method bookkeep (line 418) | def bookkeep(self, trade, order, verbose, time): method respond (line 446) | def respond(self, time, lob, trade, verbose): method mutate (line 451) | def mutate(self, time, lob, trade, verbose): class Trader_Giveaway (line 459) | class Trader_Giveaway(Trader): method getorder (line 461) | def getorder(self, time, countdown, lob): class Trader_AA (line 475) | class Trader_AA(Trader): method __init__ (line 477) | def __init__(self, ttype, tid, balance, time): method calcEq (line 527) | def calcEq(self): method calcAlpha (line 541) | def calcAlpha(self): method calcTheta (line 548) | def calcTheta(self): method calcRshout (line 559) | def calcRshout(self): method calcAgg (line 589) | def calcAgg(self): method calcTarget (line 610) | def calcTarget(self): method getorder (line 667) | def getorder(self, time, countdown, lob): method respond (line 720) | def respond(self, time, lob, trade, verbose): class Trader_ZIC (line 795) | class Trader_ZIC(Trader): method getorder (line 797) | def getorder(self, time, countdown, lob): class Trader_Shaver (line 820) | class Trader_Shaver(Trader): method getorder (line 822) | def getorder(self, time, countdown, lob): class Trader_Sniper (line 851) | class Trader_Sniper(Trader): method getorder (line 853) | def getorder(self, time, countdown, lob): class Trader_ASAD (line 886) | class Trader_ASAD(Trader): method __init__ (line 893) | def __init__(self, ttype, tid, balance, time): method getorder (line 925) | def getorder(self, time, countdown, lob): method respond (line 949) | def respond(self, time, lob, trade, verbose): class Trader_GDX (line 1134) | class Trader_GDX(Trader): method __init__ (line 1136) | def __init__(self, ttype, tid, balance, time): method getorder (line 1174) | def getorder(self, time, countdown, lob): method calc_p_bid (line 1196) | def calc_p_bid(self, m, n): method calc_p_ask (line 1226) | def calc_p_ask(self, m, n): method belief_sell (line 1256) | def belief_sell(self, price): method belief_buy (line 1274) | def belief_buy(self, price): method respond (line 1291) | def respond(self, time, lob, trade, verbose): class Trader_ZIP (line 1372) | class Trader_ZIP(Trader): method __init__ (line 1379) | def __init__(self, ttype, tid, balance, time): method getorder (line 1409) | def getorder(self, time, countdown, lob): method respond (line 1432) | def respond(self, time, lob, trade, verbose): function trade_stats (line 1604) | def trade_stats(expid, traders, dumpfile, time, lob): function populate_market (line 1670) | def populate_market(traders_spec, traders, shuffle, verbose): function customer_orders (line 1767) | def customer_orders(time, last_update, traders, trader_stats, os, pendin... function market_session (line 1942) | def market_session(sess_id, starttime, endtime, trader_spec, order_sched... function schedule_offsetfn (line 2063) | def schedule_offsetfn(t):