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Dave Cliff edited this page Mar 28, 2024 · 41 revisions

Welcome to the Bristol Stock Exchange (BSE) wiki.

This is the original BSE, BSE1.x, a project that started in September 2012. To keep things ultra-simple for Python novices, BSE1.x was deliberately written as a single file, BSE.py, with no run-time dependencies on any additional packages being installed (so, no calls to Numpy or Pandas, for example). It was intended to run in batch-mode, quietly pumping out CSV-format data files for later analysis. Remember, this was in the days before Jupyter notebooks.

Over the years BSE.py has grown to be more than 2000 lines of code, which is quite a lot to get your head around in a single file. And of course Jupyter notebooks are now something of a de facto standard, and Project Jupyter has taken things to another level with JupyterLab. And pretty-much anyone who uses Python is familiar with installing packages like Pandas or Seaborn, which are very stable bits of code, so it's no longer useful to assume that the code should be entirely self-contained, nor that it should all fit in a single file. So right now we're working on a refactored BSE1.x that is compatible with working practices of the 2020s: bear with us, it will be available RealSoonNowtm.

The original BSE user guide from 2012 is available on this GitHub repo here: https://github.com/davecliff/BristolStockExchange/blob/master/BSEguide1.2e.pdf.

This wiki started out as a verbatim copy of that user-guide, ported over to the project's wiki, so that it could be edited by many contributors and grow organically as BSE grows. The intention is that the wiki becomes the first port of call for people wanting to understand what BSE is about, how it works, and what you can do with it. This wiki now includes much information not in the initial user guide.

1. Introduction

2. BSE and the LOB

3. Trading Robots

4. Altering the Market Supply and Demand

5. Comparing Different Robot Traders

6. BSE output files

Bugs, Issues, and other Features

Footnote: How realistic is all this?

Programming Exercise

References & Further Reading

Peer-Reviewed Research Papers Using BSE