SYMBOL INDEX (126 symbols across 26 files) FILE: examples/Algo.py class Algo (line 15) | class Algo(object): method __init__ (line 24) | def __init__(self): method init_run (line 29) | def init_run(self): method run (line 39) | def run(self, env): method step (line 62) | def step(self, data_up_to_now): method collect_from_orders (line 68) | def collect_from_orders(self,last_message): method update_history (line 92) | def update_history(self,t,pt): method plot (line 99) | def plot(self): method get_total_value (line 122) | def get_total_value(self): class orders (line 128) | class orders(object): method __init__ (line 129) | def __init__(self, orders = [collections.Counter(), collections.Counte... method get_sell_orders (line 133) | def get_sell_orders(self): method get_buy_orders (line 136) | def get_buy_orders(self): method add_sell_order (line 139) | def add_sell_order(self, price, size): method add_buy_order (line 142) | def add_buy_order(self, price, size): method set_buy_order (line 145) | def set_buy_order(self, price, size): method set_sell_order (line 148) | def set_sell_order(self, price, size): method delete_buy_order (line 151) | def delete_buy_order(self, price): method delete_sell_order (line 154) | def delete_sell_order(self, price): method delete_all_buy_order (line 157) | def delete_all_buy_order(self): method delete_all_sell_order (line 160) | def delete_all_sell_order(self): method add_buy_orders_from_dict (line 163) | def add_buy_orders_from_dict(self, dct): method add_sell_orders_from_dict (line 166) | def add_sell_orders_from_dict(self, dct): FILE: examples/Algo_fixedSpread.py class fixed_spread (line 5) | class fixed_spread(Algo): method __init__ (line 7) | def __init__(self,spread_ticks): method init_run (line 13) | def init_run(self,env_p0): method step (line 25) | def step(self,last_message): FILE: examples/Algo_lowRegret.py class low_regret (line 8) | class low_regret(Algo): method __init__ (line 10) | def __init__(self,B): method init_run (line 18) | def init_run(self,env_p0): method step (line 25) | def step(self,last_message): method update_expert_distribution (line 49) | def update_expert_distribution(self): FILE: examples/environment.py class ts (line 16) | class ts: method __init__ (line 35) | def __init__(self, date, venue, stock, PATH=os.path.dirname(os.path.re... method get_heat_map (line 81) | def get_heat_map(self,t_boud,p_boud,n_t,n_p,levels): method plot_liquidity_heatmap (line 154) | def plot_liquidity_heatmap(self,t_boud=[34200000000000,57600000000000], method get_data_up_to (line 241) | def get_data_up_to(self,t): method get_data_at_time (line 251) | def get_data_at_time(self,idx): method get_last_execution (line 261) | def get_last_execution(self,t,idx=1): method plot_order_book (line 279) | def plot_order_book(self,i,index='true',**kwargs): method get_book_for_bar_plot (line 320) | def get_book_for_bar_plot(self,i,index): FILE: examples/utility.py function parseNanosecondsToDateTime (line 3) | def parseNanosecondsToDateTime(nanosecs,date=None): function get_last_execution (line 15) | def get_last_execution(message_df,t,idx=1): function normalize (line 25) | def normalize(vector): FILE: gtests/Message_test.cpp type Message_Test (line 6) | struct Message_Test : public testing::Test{ method SetUp (line 9) | void SetUp(){ method TearDown (line 13) | void TearDown(){ function TEST_F (line 19) | TEST_F(Message_Test, emptynessTest){ function TEST_F (line 23) | TEST_F(Message_Test, getStringEmptyTest){ function TEST_F (line 28) | TEST_F(Message_Test, getStringAndSettersTest){ function TEST_F (line 42) | TEST_F(Message_Test, getMPIDTest){ function TEST_F (line 49) | TEST_F(Message_Test, getSetMPIDTest){ FILE: gtests/OrderBook_test.cpp type OrderBook_Test (line 5) | struct OrderBook_Test : public testing::Test{ method SetUp (line 7) | void SetUp(){ method TearDown (line 11) | void TearDown(){ function TEST_F (line 16) | TEST_F(OrderBook_Test, NoOrdersTest){ function TEST_F (line 20) | TEST_F(OrderBook_Test, AddOrdersNotExisting){ function TEST_F (line 27) | TEST_F(OrderBook_Test, AddExistingOrders){ FILE: gtests/OrderPool_test.cpp type OrderPool_Test (line 5) | struct OrderPool_Test : public testing::Test{ method SetUp (line 8) | void SetUp(){ method TearDown (line 11) | void TearDown(){ function TEST_F (line 16) | TEST_F(OrderPool_Test, findOrder){ function TEST_F (line 28) | TEST_F(OrderPool_Test, nonExistingOrder){ FILE: gtests/Order_test.cpp type Order_Test (line 6) | struct Order_Test : public testing::Test{ method SetUp (line 9) | void SetUp(){ method TearDown (line 18) | void TearDown(){ function TEST_F (line 24) | TEST_F(Order_Test, emptynessTest){ function TEST_F (line 28) | TEST_F(Order_Test, fullnessTest){ function TEST_F (line 32) | TEST_F(Order_Test, negativeSizeTest){ FILE: gtests/Reader_test.cpp class MockReader (line 7) | class MockReader: public Reader{ method MockReader (line 11) | MockReader(const std::string &s):Reader(s){} method mock_readBytes_A (line 12) | void mock_readBytes_A(){ method mock_readBytes_F (line 15) | void mock_readBytes_F(){ method mock_readBytes_E (line 18) | void mock_readBytes_E(){ method mock_readBytes_X (line 21) | void mock_readBytes_X(){ method mock_readBytes_D (line 24) | void mock_readBytes_D(){ method mock_readBytes_U (line 27) | void mock_readBytes_U(){ method mock_readBytes_P (line 30) | void mock_readBytes_P(){ type Reader_Test (line 35) | struct Reader_Test : public testing::Test{ method SetUp (line 37) | void SetUp(){ method TearDown (line 40) | void TearDown(){ function TEST_F (line 45) | TEST_F(Reader_Test, conversion_A) { function TEST_F (line 61) | TEST_F(Reader_Test, conversion_F) { function TEST_F (line 77) | TEST_F(Reader_Test, conversion_E) { function TEST_F (line 93) | TEST_F(Reader_Test, conversion_X) { function TEST_F (line 109) | TEST_F(Reader_Test, conversion_D) { function TEST_F (line 125) | TEST_F(Reader_Test, conversion_P) { FILE: gtests/main_gtest.cpp function main (line 4) | int main(int argc, char **argv){ FILE: include/BookConstructor.hpp class BookConstructor (line 12) | class BookConstructor{ FILE: include/Message.hpp class Message (line 9) | class Message{ method Message (line 27) | Message() = default; FILE: include/Order.hpp class Order (line 8) | class Order{ method Order (line 16) | Order() = default; FILE: include/OrderBook.hpp class OrderBook (line 18) | class OrderBook{ method OrderBook (line 24) | OrderBook(void) = default; FILE: include/OrderPool.hpp class OrderPool (line 17) | class OrderPool{ method OrderPool (line 22) | OrderPool() = default; FILE: include/Reader.hpp class Reader (line 13) | class Reader{ FILE: include/Writer.hpp class Writer (line 8) | class Writer{ method Writer (line 23) | Writer() = default; FILE: src/Message.cpp function id_type (line 98) | id_type Message::getId() const{ function time_type (line 102) | time_type Message::getTimeStamp()const{ function side_type (line 106) | side_type Message::getSide()const{ function price_type (line 110) | price_type Message::getPrice()const{ function size_type (line 114) | size_type Message::getRemSize()const{ function size_type (line 118) | size_type Message::getCancSize()const{ function size_type (line 122) | size_type Message::getExecSize()const{ function id_type (line 126) | id_type Message::getOldId()const{ function price_type (line 130) | price_type Message::getOldPrice()const{ function size_type (line 134) | size_type Message::getOldSize()const{ FILE: src/Order.cpp function id_type (line 15) | id_type Order::getId(void) const{ function size_type (line 23) | size_type Order::getSize(void) const{ function price_type (line 27) | price_type Order::getPrice(void) const{ FILE: src/OrderPool.cpp function Order (line 3) | Order OrderPool::searchOrderPool(id_type idOrder){ FILE: src/Reader.cpp function Message (line 39) | Message Reader::createMessage(void){ FILE: src/main.cpp function main (line 28) | int main(int argc, char * argv[]){ FILE: src/utility.cpp function getFileName (line 8) | std::string getFileName(const std::string& path) { function bswap_16 (line 24) | uint16_t bswap_16(uint16_t value){ function bswap_32 (line 28) | uint32_t bswap_32(uint32_t value){ function bswap_64 (line 33) | uint64_t bswap_64(uint64_t value){ function parse_uint16 (line 38) | uint16_t parse_uint16(char * a){ function parse_uint32 (line 43) | uint32_t parse_uint32(char * a){ function parse_uint64 (line 48) | uint64_t parse_uint64(char * a){ function parse_ts (line 53) | uint64_t parse_ts(char * a){ FILE: tmp/readFile.cpp function main (line 10) | int main(){ FILE: tmp/test_htohs.cpp function main (line 5) | int main()