names.raw

Definitions:
- List:
| - PackageDef:
| | - Some:
| | | - QualifiedName:
| | | | - List:
| | | | | - side
| | - List:
| | - Definitions:
| | | - List:
| | | | - FunDef:
| | | | | - observableBuy
| | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Side
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Observable always equal to Buy side
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - side._Buy_Impl
| | | | - FunDef:
| | | | | - Nothing
| | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - FunctionType:
| | | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - Side
| | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Function always returning None of type Side
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - side._None_Impl
| | | | - FunDef:
| | | | | - Buy
| | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - FunctionType:
| | | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - Side
| | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Function always returning Buy side
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - side._Buy_Impl
| | | | - FunDef:
| | | | | - observableNothing
| | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Side
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Observable always equal to None of type Side
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - side._None_Impl
| | | | - FunDef:
| | | | | - observableSell
| | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Side
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Observable always equal to Sell side
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - side._Sell_Impl
| | | | - FunDef:
| | | | | - Sell
| | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - FunctionType:
| | | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - Side
| | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Function always returning Sell side
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - side._Sell_Impl
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Side
| | - List:
| | - false
| - PackageDef:
| | - Some:
| | | - QualifiedName:
| | | | - List:
| | | | | - event
| | - List:
| | - Definitions:
| | | - List:
| | | | - FunDef:
| | | | | - Every
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - intervalFunc
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - math
| | | | | | | | | | | - random
| | | | | | | | | | | - expovariate
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  interval of time between two events 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IEvent
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Event that fires every *intervalFunc* moments of time
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - event._Every_Impl
| | | | - FunDef:
| | | | | - After
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - delay
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 10.0
| | | | | | | - List:
| | | | | | | | -  when the event should be fired 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IEvent
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Event that once at *delay*
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - event._After_Impl
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Event
| | - List:
| | - false
| - PackageDef:
| | - Some:
| | | - QualifiedName:
| | | | - List:
| | | | | - veusz
| | - List:
| | - Definitions:
| | | - List:
| | | | - FunDef:
| | | | | - Graph
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - name
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - StringLit:
| | | | | | | | | - graph
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IGraph
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Graph to render at Veusz. Time series are added to it automatically in their constructor
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - veusz._Graph_Impl
| | - List:
| | | - Attribute:
| | | | - category
| | | | - N/A
| | - List:
| | - false
| - PackageDef:
| | - Some:
| | | - QualifiedName:
| | | | - List:
| | | | | - ops
| | - List:
| | - Definitions:
| | | - List:
| | | | - FunDef:
| | | | | - Negate
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Float
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - -%(x)s
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._Negate_Impl
| | | | - FunDef:
| | | | | - Add
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Float
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - ({%(x)s}{{symbol}}{%(y)s})
| | | | | | - Attribute:
| | | | | | | - symbol
| | | | | | | - +
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._Add_Impl
| | | | - FunDef:
| | | | | - Condition
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - cond
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - true
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - ifpart
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - elsepart
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Float
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s)
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._Condition_Impl
| | | | - FunDef:
| | | | | - Condition
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - cond
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - true
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - ifpart
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - side
| | | | | | | | | | | - Sell
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - elsepart
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - side
| | | | | | | | | | | - Buy
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Side
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s)
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._Condition_Impl
| | | | - FunDef:
| | | | | - Less
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Boolean
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - ({%(x)s}{{symbol}}{%(y)s})
| | | | | | - Attribute:
| | | | | | | - symbol
| | | | | | | - <
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._Less_Impl
| | | | - FunDef:
| | | | | - Mul
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Float
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - ({%(x)s}{{symbol}}{%(y)s})
| | | | | | - Attribute:
| | | | | | | - symbol
| | | | | | | - *
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._Mul_Impl
| | | | - FunDef:
| | | | | - NotEqual
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Boolean
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - ({%(x)s}{{symbol}}{%(y)s})
| | | | | | - Attribute:
| | | | | | | - symbol
| | | | | | | - <>
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._NotEqual_Impl
| | | | - FunDef:
| | | | | - GreaterEqual
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Boolean
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - ({%(x)s}{{symbol}}{%(y)s})
| | | | | | - Attribute:
| | | | | | | - symbol
| | | | | | | - >=
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._GreaterEqual_Impl
| | | | - FunDef:
| | | | | - Sub
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Float
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - ({%(x)s}{{symbol}}{%(y)s})
| | | | | | - Attribute:
| | | | | | | - symbol
| | | | | | | - -
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._Sub_Impl
| | | | - FunDef:
| | | | | - Div
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Float
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - \\frac{%(x)s}{%(y)s}
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._Div_Impl
| | | | - FunDef:
| | | | | - LessEqual
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Boolean
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - ({%(x)s}{{symbol}}{%(y)s})
| | | | | | - Attribute:
| | | | | | | - symbol
| | | | | | | - <=
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._LessEqual_Impl
| | | | - FunDef:
| | | | | - Equal
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Boolean
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - ({%(x)s}{{symbol}}{%(y)s})
| | | | | | - Attribute:
| | | | | | | - symbol
| | | | | | | - ==
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._Equal_Impl
| | | | - FunDef:
| | | | | - Greater
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IFunction
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Boolean
| | | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - ({%(x)s}{{symbol}}{%(y)s})
| | | | | | - Attribute:
| | | | | | | - symbol
| | | | | | | - >
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | | | - ops._Greater_Impl
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Ops
| | - List:
| | - false
| - PackageDef:
| | - Some:
| | | - QualifiedName:
| | | | - List:
| | | | | - math
| | - List:
| | - Definitions:
| | | - List:
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - random
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - gammavariate
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Beta
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Gamma distribution
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Conditions on the parameters are |alpha| > 0 and |beta| > 0.
| | | | | | | | | | | - 
| | | | | | | | | | | -   The probability distribution function is: ::
| | | | | | | | | | | - 
| | | | | | | | | | | -                x ** (alpha - 1) * math.exp(-x / beta)
| | | | | | | | | | | -      pdf(x) =  --------------------------------------
| | | | | | | | | | | -                   math.gamma(alpha) * beta ** alpha
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - random
| | | | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - normalvariate
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Mu
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  |mu| is the mean                  
| | | | | | | | | - Parameter:
| | | | | | | | | | - Sigma
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  |sigma| is the standard deviation 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Normal distribution
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - random
| | | | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - paretovariate
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  |alpha| is the shape parameter
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Pareto distribution
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - random
| | | | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - triangular
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Low
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.0
| | | | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - High
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Mode
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.5
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Triangular distribution
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  Return a random floating point number *N* such that *low* <= *N* <= *high* and
| | | | | | | | | | | -        with the specified *mode* between those bounds.
| | | | | | | | | | | -        The *low* and *high* bounds default to zero and one.
| | | | | | | | | | | -        The *mode* argument defaults to the midpoint between the bounds,
| | | | | | | | | | | -        giving a symmetric distribution.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - random
| | | | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - vonmisesvariate
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Mu
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  |mu| is the mean angle, expressed in radians between 0 and 2|pi|
| | | | | | | | | - Parameter:
| | | | | | | | | | - Kappa
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  |kappa| is the concentration parameter, which must be greater than or equal to zero.
| | | | | | | | | | | -       If |kappa| is equal to zero, this distribution reduces
| | | | | | | | | | | -       to a uniform random angle over the range 0 to 2|pi|        
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Von Mises distribution
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - random
| | | | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - uniform
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Low
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - -10.0
| | | | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - High
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Uniform distribution
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  Return a random floating point number *N* such that
| | | | | | | | | | | -  *a* <= *N* <= *b* for *a* <= *b* and *b* <= *N* <= *a* for *b* < *a*.
| | | | | | | | | | | -  The end-point value *b* may or may not be included in the range depending on
| | | | | | | | | | | -  floating-point rounding in the equation *a* + (*b*-*a*) * *random()*.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - random
| | | | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - weibullvariate
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  |alpha| is the scale parameter 
| | | | | | | | | - Parameter:
| | | | | | | | | | - Beta
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  |beta| is the shape parameter  
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Weibull distribution
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - random
| | | | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - expovariate
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Lambda
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  |lambda| is 1.0 divided by the desired mean. It should be greater zero.
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Exponential distribution
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Returned values range from 0 to positive infinity
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - random
| | | | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - lognormvariate
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Mu
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.0
| | | | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Sigma
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Log normal distribution
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  If you take the natural logarithm of this distribution,
| | | | | | | | | | | -   you'll get a normal distribution with mean |mu| and standard deviation |sigma|.
| | | | | | | | | | | -   |mu| can have any value, and |sigma| must be greater than zero.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - random
| | | | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - betavariate
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - Beta
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Beta distribution
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  Conditions on the parameters are |alpha| > 0 and |beta| > 0.
| | | | | | | | | | | -  Returned values range between 0 and 1.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - random
| | | | | | | | | | - List:
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - Cumulative
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - RelStdDev
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | - Some:
| | | | | | | | | - BinOp:
| | | | | | | | | | - Div
| | | | | | | | | | - BinOp:
| | | | | | | | | | | - Sub
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - source
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - Cumulative
| | | | | | | | | | | | | | - Avg
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - source
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - Cumulative
| | | | | | | | | | | | | - StdDev
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - source
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Cumulative relative standard deviation
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - RSD{{suffix}}
| | | | | | | - FunDef:
| | | | | | | | - Var
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Cumulative variance
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - moments.cmv.Variance_Impl
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - \\sigma^2{{suffix}}
| | | | | | | - FunDef:
| | | | | | | | - Avg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Cumulative average
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - moments.cma.CMA_Impl
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - Avg{{suffix}}
| | | | | | | - FunDef:
| | | | | | | | - MinEpsilon
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - epsilon
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.01
| | | | | | | | | | - List:
| | | | | | | | | | | -  tolerance step         
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IObservable
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Cumulative minimum of a function with positive tolerance.
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   It fires updates only if *source* value becomes less than the old value minus *epsilon*
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - observable.minmax_eps.MinEpsilon_Impl
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - Min_{\\epsilon}(%(source)s)
| | | | | | | - FunDef:
| | | | | | | | - MaxEpsilon
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - epsilon
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.01
| | | | | | | | | | - List:
| | | | | | | | | | | -  tolerance step         
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IObservable
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Cumulative maximum of a function with positive tolerance.
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   It fires updates only if *source* value becomes greater than the old value plus *epsilon*
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - observable.minmax_eps.MaxEpsilon_Impl
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - Max_{\\epsilon}(%(source)s)
| | | | | | | - FunDef:
| | | | | | | | - StdDev
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - Sqrt
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - Cumulative
| | | | | | | | | | | | | | - Var
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - source
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Cumulative standard deviation
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - \\sqrt{\\sigma^2{{suffix}}}
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Statistics
| | | | | | - Attribute:
| | | | | | | - suffix
| | | | | | | - _{cumul}(%(source)s)
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - rsi
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - Raw
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - timeframe
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  lag size 
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.015
| | | | | | | | | | - List:
| | | | | | | | | | | -  alpha parameter for EWMA 
| | | | | | | | - Some:
| | | | | | | | | - BinOp:
| | | | | | | | | | - Div
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - EW
| | | | | | | | | | | | | - Avg
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | - UpMovements
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - source
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - timeframe
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - alpha
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - EW
| | | | | | | | | | | | | - Avg
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | - DownMovements
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - source
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - timeframe
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - alpha
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Absolute value for Relative Strength Index
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - RSIRaw_{%(timeframe)s}^{%(alpha)s}(%(source)s)
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - RSI
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - macd
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - MACD
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - x
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - slow
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 26.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  long period 
| | | | | | | | | - Parameter:
| | | | | | | | | | - fast
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 12.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  short period 
| | | | | | | | - Some:
| | | | | | | | | - BinOp:
| | | | | | | | | | - Sub
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - EW
| | | | | | | | | | | | | - Avg
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - x
| | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | - Div
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 2.0
| | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | - Add
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - fast
| | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | - 1
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - EW
| | | | | | | | | | | | | - Avg
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - x
| | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | - Div
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 2.0
| | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | - Add
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - slow
| | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | - 1
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Moving average convergence/divergence
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - MACD_{%(fast)s}^{%(slow)s}(%(x)s)
| | | | | | | - FunDef:
| | | | | | | | - Signal
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - x
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - slow
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 26.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  long period 
| | | | | | | | | - Parameter:
| | | | | | | | | | - fast
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 12.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  short period 
| | | | | | | | | - Parameter:
| | | | | | | | | | - timeframe
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 9.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  signal period 
| | | | | | | | | - Parameter:
| | | | | | | | | | - step
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  discretization step 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - EW
| | | | | | | | | | | | - Avg
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - observable
| | | | | | | | | | | | | | - OnEveryDt
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - step
| | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | | - macd
| | | | | | | | | | | | | | | | - MACD
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | - x
| | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | - slow
| | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | - fast
| | | | | | | | | | | - BinOp:
| | | | | | | | | | | | - Div
| | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | - 2
| | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | - Add
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - timeframe
| | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | - 1
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Moving average convergence/divergence signal
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - Signal^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s))
| | | | | | | - FunDef:
| | | | | | | | - Histogram
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - x
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - slow
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 26.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  long period 
| | | | | | | | | - Parameter:
| | | | | | | | | | - fast
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 12.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  short period 
| | | | | | | | | - Parameter:
| | | | | | | | | | - timeframe
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 9.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  signal period 
| | | | | | | | | - Parameter:
| | | | | | | | | | - step
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  discretization step 
| | | | | | | | - Some:
| | | | | | | | | - BinOp:
| | | | | | | | | | - Sub
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - macd
| | | | | | | | | | | | | - MACD
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - x
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - slow
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - fast
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - macd
| | | | | | | | | | | | | - Signal
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - x
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - slow
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - fast
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - timeframe
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - step
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Moving average convergence/divergence histogram
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - Histogram^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s))
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - MACD
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - EW
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - Avg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.015
| | | | | | | | | | - List:
| | | | | | | | | | | -  alpha parameter 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IDifferentiable
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Exponentially weighted moving average
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - moments.ewma.EWMA_Impl
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - Avg{{suffix}}
| | | | | | | - FunDef:
| | | | | | | | - Var
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.015
| | | | | | | | | | - List:
| | | | | | | | | | | -  alpha parameter 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Exponentially weighted moving variance
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - moments.ewmv.EWMV_Impl
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - \\sigma^2{{suffix}}
| | | | | | | - FunDef:
| | | | | | | | - StdDev
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.015
| | | | | | | | | | - List:
| | | | | | | | | | | -  alpha parameter 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - Sqrt
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - EW
| | | | | | | | | | | | | | - Var
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - source
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - alpha
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Exponentially weighted moving standard deviation
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - \\sqrt{\\sigma^2{{suffix}}}
| | | | | | | - FunDef:
| | | | | | | | - RelStdDev
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.015
| | | | | | | | | | - List:
| | | | | | | | | | | -  alpha parameter 
| | | | | | | | - Some:
| | | | | | | | | - BinOp:
| | | | | | | | | | - Div
| | | | | | | | | | - BinOp:
| | | | | | | | | | | - Sub
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - source
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - EW
| | | | | | | | | | | | | | - Avg
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - source
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - alpha
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - EW
| | | | | | | | | | | | | - StdDev
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - source
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - alpha
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Exponentially weighted moving relative standard deviation
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - RSD{{suffix}}
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Statistics
| | | | | | - Attribute:
| | | | | | | - suffix
| | | | | | | - _{\\\\alpha=%(alpha)s}(%(source)s)
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - Moving
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - Min
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - timeframe
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 100.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  sliding window size    
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IObservable
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Running minimum of a function
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - observable.minmax.Min_Impl
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - Min_{n=%(timeframe)s}(%(source)s)
| | | | | | | - FunDef:
| | | | | | | | - RelStdDev
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - timeframe
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 100.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  sliding window size    
| | | | | | | | - Some:
| | | | | | | | | - BinOp:
| | | | | | | | | | - Div
| | | | | | | | | | - BinOp:
| | | | | | | | | | | - Sub
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - source
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - Moving
| | | | | | | | | | | | | | - Avg
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - source
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - timeframe
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - Moving
| | | | | | | | | | | | | - StdDev
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - source
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - timeframe
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Simple moving relative standard deviation
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - RSD{{suffix}}
| | | | | | | - FunDef:
| | | | | | | | - Var
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - timeframe
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 100.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  sliding window size    
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - Max
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | - 0
| | | | | | | | | | | - BinOp:
| | | | | | | | | | | | - Sub
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | - Moving
| | | | | | | | | | | | | | | - Avg
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | - Mul
| | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | - source
| | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | - source
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - timeframe
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | - Sqr
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | | | - Moving
| | | | | | | | | | | | | | | | | - Avg
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | - source
| | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | - timeframe
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Simple moving variance
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - moments.mv.MV_Impl
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - \\sigma^2{{suffix}}
| | | | | | | - FunDef:
| | | | | | | | - Max
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - timeframe
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 100.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  sliding window size    
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IObservable
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Running maximum of a function
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - observable.minmax.Max_Impl
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - Max_{n=%(timeframe)s}(%(source)s)
| | | | | | | - FunDef:
| | | | | | | | - Avg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - timeframe
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 100.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  sliding window size    
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Float
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Simple moving average
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - moments.ma.MA_Impl
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - Avg{{suffix}}
| | | | | | | - FunDef:
| | | | | | | | - StdDev
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - source
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable data source 
| | | | | | | | | - Parameter:
| | | | | | | | | | - timeframe
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 100.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  sliding window size    
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - Sqrt
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - Moving
| | | | | | | | | | | | | | - Var
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - source
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Simple moving standard deviation
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - \\sqrt{\\sigma^2{{suffix}}}
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Statistics
| | | | | | - Attribute:
| | | | | | | - suffix
| | | | | | | - _{n=%(timeframe)s}(%(source)s)
| | | | | - List:
| | | | | - false
| | | | - FunDef:
| | | | | - Min
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - Some:
| | | | | | - IfThenElse:
| | | | | | | - Condition:
| | | | | | | | - Less
| | | | | | | | - Var:
| | | | | | | | | - x
| | | | | | | | - Var:
| | | | | | | | | - y
| | | | | | | - Var:
| | | | | | | | - x
| | | | | | | - Var:
| | | | | | | | - y
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Function returning minimum of two functions *x* and *y*.
| | | | | | | - List:
| | | | | | | | -  If *x* or/and *y* are observables, *Min* is also observable
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - min{%(x)s, %(y)s}
| | | | - FunDef:
| | | | | - DownMovements
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - source
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - const
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  observable data source 
| | | | | | - Parameter:
| | | | | | | - timeframe
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 10.0
| | | | | | | - List:
| | | | | | | | -  lag size 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - math
| | | | | | | | | - Max
| | | | | | | - List:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.0
| | | | | | | | - BinOp:
| | | | | | | | | - Sub
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - Lagged
| | | | | | | | | | - List:
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - source
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - timeframe
| | | | | | | | | - Var:
| | | | | | | | | | - source
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns negative movements of some observable *source* with lag *timeframe*
| | | | | | | - List:
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - Downs_{%(timeframe)s}(%(source)s)
| | | | - FunDef:
| | | | | - Atan
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 0.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - FunctionType:
| | | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - Float
| | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Arc tangent of x, in radians.
| | | | | | | - List:
| | | | | | | | - 
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Trigonometric
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - mathops
| | | | | | | - List:
| | | | | | | | - atan
| | | | - FunDef:
| | | | | - Lagged
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - source
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - const
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  observable data source 
| | | | | | - Parameter:
| | | | | | | - timeframe
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 10.0
| | | | | | | - List:
| | | | | | | | -  lag size 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Float
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - observable.lagged.Lagged_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - Lagged_{%(timeframe)s}(%(source)s)
| | | | - FunDef:
| | | | | - Max
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - y
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - Some:
| | | | | | - IfThenElse:
| | | | | | | - Condition:
| | | | | | | | - Greater
| | | | | | | | - Var:
| | | | | | | | | - x
| | | | | | | | - Var:
| | | | | | | | | - y
| | | | | | | - Var:
| | | | | | | | - x
| | | | | | | - Var:
| | | | | | | | - y
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Function returning maximum of two functions *x* and *y*.
| | | | | | | - List:
| | | | | | | | -  If *x* or/and *y* are observables, *Min* is also observable
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - max{%(x)s, %(y)s}
| | | | - FunDef:
| | | | | - UpMovements
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - source
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - const
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  observable data source 
| | | | | | - Parameter:
| | | | | | | - timeframe
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 10.0
| | | | | | | - List:
| | | | | | | | -  lag size 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - math
| | | | | | | | | - Max
| | | | | | | - List:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.0
| | | | | | | | - BinOp:
| | | | | | | | | - Sub
| | | | | | | | | - Var:
| | | | | | | | | | - source
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - Lagged
| | | | | | | | | | - List:
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - source
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - timeframe
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns positive movements of some observable *source* with lag *timeframe*
| | | | | | | - List:
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - Ups_{%(timeframe)s}(%(source)s)
| | | | - FunDef:
| | | | | - Sqr
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - Some:
| | | | | | - BinOp:
| | | | | | | - Mul
| | | | | | | - Var:
| | | | | | | | - x
| | | | | | | - Var:
| | | | | | | | - x
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Square of *x*
| | | | | | | - List:
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Log/Pow
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - observable
| | | | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - {%(x)s}^2
| | | | - FunDef:
| | | | | - LogReturns
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - const
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  observable data source 
| | | | | | - Parameter:
| | | | | | | - timeframe
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 10.0
| | | | | | | - List:
| | | | | | | | -  lag size 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - math
| | | | | | | | | - Log
| | | | | | | - List:
| | | | | | | | - BinOp:
| | | | | | | | | - Div
| | | | | | | | | - Var:
| | | | | | | | | | - x
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - Lagged
| | | | | | | | | | - List:
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - x
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - timeframe
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Log returns
| | | | | | | - List:
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - LogReturns_{%(timeframe)s}(%(x)s)
| | | | - FunDef:
| | | | | - Sqrt
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - FunctionType:
| | | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - Float
| | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Square root of *x*
| | | | | | | - List:
| | | | | | | | - 
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Log/Pow
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - mathops
| | | | | | | - List:
| | | | | | | | - sqrt
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - \\sqrt{%(x)s}
| | | | - FunDef:
| | | | | - RSI
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - book
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - OfTrader
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  asset price in question  
| | | | | | - Parameter:
| | | | | | | - timeframe
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 10.0
| | | | | | | - List:
| | | | | | | | -  lag size 
| | | | | | - Parameter:
| | | | | | | - alpha
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.015
| | | | | | | - List:
| | | | | | | | -  alpha parameter for EWMA 
| | | | | - Some:
| | | | | | - BinOp:
| | | | | | | - Sub
| | | | | | | - FloatLit:
| | | | | | | | - 100.0
| | | | | | | - BinOp:
| | | | | | | | - Div
| | | | | | | | - FloatLit:
| | | | | | | | | - 100.0
| | | | | | | | - BinOp:
| | | | | | | | | - Add
| | | | | | | | | - FloatLit:
| | | | | | | | | | - 1.0
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - rsi
| | | | | | | | | | | | - Raw
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - MidPrice
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - timeframe
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - alpha
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Relative Strength Index
| | | | | | | - List:
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - RSI_{%(timeframe)s}^{%(alpha)s}(%(book)s)
| | | | - FunDef:
| | | | | - Exp
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - FunctionType:
| | | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - Float
| | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Exponent of *x*
| | | | | | | - List:
| | | | | | | | - 
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Log/Pow
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - mathops
| | | | | | | - List:
| | | | | | | | - exp
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - e^{%(x)s}
| | | | - FunDef:
| | | | | - Log
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - FunctionType:
| | | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - Float
| | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Natural logarithm of *x* (to base e)
| | | | | | | - List:
| | | | | | | | - 
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Log/Pow
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - mathops
| | | | | | | - List:
| | | | | | | | - log
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - log(%(x)s)
| | | | - FunDef:
| | | | | - RandomWalk
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - initialValue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.0
| | | | | | | - List:
| | | | | | | | -  initial value of the signal 
| | | | | | - Parameter:
| | | | | | | - deltaDistr
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - math
| | | | | | | | | | | - random
| | | | | | | | | | | - normalvariate
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 0.0
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  increment function 
| | | | | | - Parameter:
| | | | | | | - intervalDistr
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - math
| | | | | | | | | | | - random
| | | | | | | | | | | - expovariate
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  intervals between signal updates 
| | | | | | - Parameter:
| | | | | | | - name
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - StringLit:
| | | | | | | | | - -random-
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Float
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - A discrete signal with user-defined increments.
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - observable.randomwalk._RandomWalk_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - %(name)s
| | | | - FunDef:
| | | | | - Derivative
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - EW
| | | | | | | | | | | | - Avg
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IDifferentiable
| | | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - FunctionType:
| | | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - Float
| | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Function returning first derivative on time of *x*
| | | | | | | - List:
| | | | | | | | -  *x* should provide *derivative* member
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - observable.derivative._Derivative_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - \\frac{d%(x)s}{dt}
| | | | - FunDef:
| | | | | - Pow
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - base
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - power
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - FunctionType:
| | | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - Float
| | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Return *x* raised to the power *y*.
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -  Exceptional cases follow Annex F of the C99 standard as far as possible.
| | | | | | | | -  In particular, ``pow(1.0, x)`` and ``pow(x, 0.0)`` always return 1.0,
| | | | | | | | -  even when *x* is a zero or a NaN.
| | | | | | | | -  If both *x* and *y* are finite, *x* is negative, and *y* is not an integer then
| | | | | | | | -  ``pow(x, y)`` is undefined, and raises ``ValueError``.
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Log/Pow
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - mathops
| | | | | | | - List:
| | | | | | | | - pow
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - %(base)s^{%(power)s}
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | - List:
| | - false
| - PackageDef:
| | - Some:
| | | - QualifiedName:
| | | | - List:
| | | | | - order
| | - List:
| | - Definitions:
| | | - List:
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - side
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - PackageDef:
| | | | | | | | - Some:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - price
| | | | | | | | - List:
| | | | | | | | - Definitions:
| | | | | | | | | - List:
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - Limit
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - side_price_Limit
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - ImmediateOrCancel
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - side_price_ImmediateOrCancel
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - StopLoss
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - side_price_StopLoss
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - WithExpiry
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - side_price_WithExpiry
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - FloatingPrice
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - side_price_FloatingPrice
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - Iceberg
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - side_price_Iceberg
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - Peg
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - side_price_Peg
| | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | - false
| | | | | | | - FunAlias:
| | | | | | | | - Limit
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - side_Limit
| | | | | | | - FunAlias:
| | | | | | | | - ImmediateOrCancel
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - side_ImmediateOrCancel
| | | | | | | - FunAlias:
| | | | | | | | - Market
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - side_Market
| | | | | | | - FunAlias:
| | | | | | | | - StopLoss
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - side_StopLoss
| | | | | | | - FunAlias:
| | | | | | | | - WithExpiry
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - side_WithExpiry
| | | | | | | - FunAlias:
| | | | | | | | - FloatingPrice
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - side_FloatingPrice
| | | | | | | - FunAlias:
| | | | | | | | - Iceberg
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - side_Iceberg
| | | | | | | - FunAlias:
| | | | | | | | - FixedBudget
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - side_FixedBudget
| | | | | | | - FunAlias:
| | | | | | | | - Peg
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - side_Peg
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - side_price
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunAlias:
| | | | | | | | - Limit
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sideprice_Limit
| | | | | | | - FunAlias:
| | | | | | | | - ImmediateOrCancel
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sideprice_ImmediateOrCancel
| | | | | | | - FunAlias:
| | | | | | | | - StopLoss
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sideprice_StopLoss
| | | | | | | - FunAlias:
| | | | | | | | - WithExpiry
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sideprice_WithExpiry
| | | | | | | - FunAlias:
| | | | | | | | - FloatingPrice
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sideprice_FloatingPrice
| | | | | | | - FunAlias:
| | | | | | | | - Iceberg
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sideprice_Iceberg
| | | | | | | - FunAlias:
| | | | | | | | - Peg
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sideprice_Peg
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - side_volume
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - PackageDef:
| | | | | | | | - Some:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - price
| | | | | | | | - List:
| | | | | | | | - Definitions:
| | | | | | | | | - List:
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - Limit
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - sidevolume_price_Limit
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - ImmediateOrCancel
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - sidevolume_price_ImmediateOrCancel
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - StopLoss
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - sidevolume_price_StopLoss
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - WithExpiry
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - sidevolume_price_WithExpiry
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - FloatingPrice
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - sidevolume_price_FloatingPrice
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - Iceberg
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - sidevolume_price_Iceberg
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - Peg
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - sidevolume_price_Peg
| | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | - false
| | | | | | | - FunAlias:
| | | | | | | | - Limit
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sidevolume_Limit
| | | | | | | - FunAlias:
| | | | | | | | - ImmediateOrCancel
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sidevolume_ImmediateOrCancel
| | | | | | | - FunAlias:
| | | | | | | | - Market
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sidevolume_Market
| | | | | | | - FunAlias:
| | | | | | | | - StopLoss
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sidevolume_StopLoss
| | | | | | | - FunAlias:
| | | | | | | | - WithExpiry
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sidevolume_WithExpiry
| | | | | | | - FunAlias:
| | | | | | | | - FloatingPrice
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sidevolume_FloatingPrice
| | | | | | | - FunAlias:
| | | | | | | | - Iceberg
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sidevolume_Iceberg
| | | | | | | - FunAlias:
| | | | | | | | - Peg
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - sidevolume_Peg
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - price
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunAlias:
| | | | | | | | - Limit
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - price_Limit
| | | | | | | - FunAlias:
| | | | | | | | - ImmediateOrCancel
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - price_ImmediateOrCancel
| | | | | | | - FunAlias:
| | | | | | | | - StopLoss
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - price_StopLoss
| | | | | | | - FunAlias:
| | | | | | | | - WithExpiry
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - price_WithExpiry
| | | | | | | - FunAlias:
| | | | | | | | - FloatingPrice
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - price_FloatingPrice
| | | | | | | - FunAlias:
| | | | | | | | - Iceberg
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - price_Iceberg
| | | | | | | - FunAlias:
| | | | | | | | - Peg
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - price_Peg
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - signed
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunAlias:
| | | | | | | | - Limit
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - LimitSigned
| | | | | | | - FunAlias:
| | | | | | | | - Market
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - MarketSigned
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - signedVolume
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunAlias:
| | | | | | | | - LimitSigned
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - signedVolume_LimitSigned
| | | | | | | - FunAlias:
| | | | | | | | - MarketSigned
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - signedVolume_MarketSigned
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - _curried
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - side_ImmediateOrCancel
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  factory for underlying orders 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Immediate-Or-Cancel orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Immediate-Or-Cancel order sends an underlying order to the market and
| | | | | | | | | | | -   immediately sends a cancel request for it.
| | | | | | | | | | | -   It allows to combine market and limit order behaviour:
| | | | | | | | | | | -   the order is either executed immediately
| | | | | | | | | | | -   at price equal or better than given one
| | | | | | | | | | | -   either it is cancelled (and consequently never stored in the order queue).
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - ImmediateOrCancel
| | | | | | | - FunDef:
| | | | | | | | - volume_price_Limit
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - side
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Sell
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining side of orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating limit orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Limit orders ask to buy or sell some asset at price better than some limit price.
| | | | | | | | | | | -   If a limit order is not competely fulfilled
| | | | | | | | | | | -   it remains in an order book waiting to be matched with another order.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - price_Limit
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_Iceberg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - lotSize
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal size of order to send 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating iceberg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Iceberg order is initialized by an underlying order and a lot size.
| | | | | | | | | | | -   It sends consequently pieces of the underlying order of size equal or less to the lot size
| | | | | | | | | | | -   thus maximum lot size volume is visible at the market at any moment.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - Iceberg
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_WithExpiry
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - expiry
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  expiration period for orders 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating WithExpiry orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  WithExpiry orders can be viewed as ImmediateOrCancel orders
| | | | | | | | | | | -  where cancel order is sent not immediately but after some delay
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - WithExpiry
| | | | | | | - FunDef:
| | | | | | | | - side_price_StopLoss
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - maxloss
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.1
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal acceptable loss factor 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating StopLoss orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   StopLoss order is initialised by an underlying order and a maximal acceptable loss factor.
| | | | | | | | | | | -   It keeps track of position and balance change induced by trades of the underlying order and
| | | | | | | | | | | -   if losses from keeping the position exceed certain limit (given by maximum loss factor),
| | | | | | | | | | | -   the meta order clears its position.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_StopLoss
| | | | | | | - FunDef:
| | | | | | | | - price_Iceberg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - lotSize
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal size of order to send 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating iceberg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Iceberg order is initialized by an underlying order and a lot size.
| | | | | | | | | | | -   It sends consequently pieces of the underlying order of size equal or less to the lot size
| | | | | | | | | | | -   thus maximum lot size volume is visible at the market at any moment.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - Iceberg
| | | | | | | - FunDef:
| | | | | | | | - sideprice_FloatingPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - floatingPrice
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable defining price of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating orders with floating price
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Floating price order is initialized by an order having a price and an observable that generates new prices.
| | | | | | | | | | | -   When the observable value changes the order is cancelled and
| | | | | | | | | | | -   a new order with new price is created and sent to the order book.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - FloatingPrice
| | | | | | | - FunDef:
| | | | | | | | - price_StopLoss
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - maxloss
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.1
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal acceptable loss factor 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating StopLoss orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   StopLoss order is initialised by an underlying order and a maximal acceptable loss factor.
| | | | | | | | | | | -   It keeps track of position and balance change induced by trades of the underlying order and
| | | | | | | | | | | -   if losses from keeping the position exceed certain limit (given by maximum loss factor),
| | | | | | | | | | | -   the meta order clears its position.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - StopLoss
| | | | | | | - FunDef:
| | | | | | | | - price_ImmediateOrCancel
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  factory for underlying orders 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Immediate-Or-Cancel orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Immediate-Or-Cancel order sends an underlying order to the market and
| | | | | | | | | | | -   immediately sends a cancel request for it.
| | | | | | | | | | | -   It allows to combine market and limit order behaviour:
| | | | | | | | | | | -   the order is either executed immediately
| | | | | | | | | | | -   at price equal or better than given one
| | | | | | | | | | | -   either it is cancelled (and consequently never stored in the order queue).
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - ImmediateOrCancel
| | | | | | | - FunDef:
| | | | | | | | - volume_price_WithExpiry
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - expiry
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  expiration period for orders 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating WithExpiry orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  WithExpiry orders can be viewed as ImmediateOrCancel orders
| | | | | | | | | | | -  where cancel order is sent not immediately but after some delay
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_WithExpiry
| | | | | | | - FunDef:
| | | | | | | | - sideprice_StopLoss
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - maxloss
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.1
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal acceptable loss factor 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating StopLoss orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   StopLoss order is initialised by an underlying order and a maximal acceptable loss factor.
| | | | | | | | | | | -   It keeps track of position and balance change induced by trades of the underlying order and
| | | | | | | | | | | -   if losses from keeping the position exceed certain limit (given by maximum loss factor),
| | | | | | | | | | | -   the meta order clears its position.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - StopLoss
| | | | | | | - FunDef:
| | | | | | | | - volume_price_Peg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Peg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   A peg order is a particular case of the floating price order
| | | | | | | | | | | -   with the price better at one tick than the best price of the order queue.
| | | | | | | | | | | -   It implies that if several peg orders are sent to the same order queue
| | | | | | | | | | | -   they start to race until being matched against the counterparty orders.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_Peg
| | | | | | | - FunDef:
| | | | | | | | - side_Iceberg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - lotSize
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal size of order to send 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating iceberg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Iceberg order is initialized by an underlying order and a lot size.
| | | | | | | | | | | -   It sends consequently pieces of the underlying order of size equal or less to the lot size
| | | | | | | | | | | -   thus maximum lot size volume is visible at the market at any moment.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - Iceberg
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_price_WithExpiry
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - expiry
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  expiration period for orders 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating WithExpiry orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  WithExpiry orders can be viewed as ImmediateOrCancel orders
| | | | | | | | | | | -  where cancel order is sent not immediately but after some delay
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_WithExpiry
| | | | | | | - FunDef:
| | | | | | | | - volume_Peg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Peg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   A peg order is a particular case of the floating price order
| | | | | | | | | | | -   with the price better at one tick than the best price of the order queue.
| | | | | | | | | | | -   It implies that if several peg orders are sent to the same order queue
| | | | | | | | | | | -   they start to race until being matched against the counterparty orders.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - Peg
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_ImmediateOrCancel
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  factory for underlying orders 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Immediate-Or-Cancel orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Immediate-Or-Cancel order sends an underlying order to the market and
| | | | | | | | | | | -   immediately sends a cancel request for it.
| | | | | | | | | | | -   It allows to combine market and limit order behaviour:
| | | | | | | | | | | -   the order is either executed immediately
| | | | | | | | | | | -   at price equal or better than given one
| | | | | | | | | | | -   either it is cancelled (and consequently never stored in the order queue).
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - ImmediateOrCancel
| | | | | | | - FunDef:
| | | | | | | | - side_FixedBudget
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - budget
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1000.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining budget on which it may send orders at one time 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating fixed budget orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Fixed budget order acts like a market order
| | | | | | | | | | | -   but the volume is implicitly given by a budget available for trades.
| | | | | | | | | | | -   Internally first it sends request.EvalVolumesForBudget
| | | | | | | | | | | -   to estimate volumes and prices of orders to sent and
| | | | | | | | | | | -   then sends a sequence of order.ImmediateOrCancel to be sure that
| | | | | | | | | | | -   cumulative price of trades to be done won't exceed the given budget.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - FixedBudget
| | | | | | | - FunDef:
| | | | | | | | - sideprice_Limit
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - volume
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining volume of orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating limit orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Limit orders ask to buy or sell some asset at price better than some limit price.
| | | | | | | | | | | -   If a limit order is not competely fulfilled
| | | | | | | | | | | -   it remains in an order book waiting to be matched with another order.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - Limit
| | | | | | | - FunDef:
| | | | | | | | - sideprice_Peg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Peg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   A peg order is a particular case of the floating price order
| | | | | | | | | | | -   with the price better at one tick than the best price of the order queue.
| | | | | | | | | | | -   It implies that if several peg orders are sent to the same order queue
| | | | | | | | | | | -   they start to race until being matched against the counterparty orders.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - Peg
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_Peg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Peg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   A peg order is a particular case of the floating price order
| | | | | | | | | | | -   with the price better at one tick than the best price of the order queue.
| | | | | | | | | | | -   It implies that if several peg orders are sent to the same order queue
| | | | | | | | | | | -   they start to race until being matched against the counterparty orders.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - Peg
| | | | | | | - FunDef:
| | | | | | | | - side_Peg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Peg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   A peg order is a particular case of the floating price order
| | | | | | | | | | | -   with the price better at one tick than the best price of the order queue.
| | | | | | | | | | | -   It implies that if several peg orders are sent to the same order queue
| | | | | | | | | | | -   they start to race until being matched against the counterparty orders.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - Peg
| | | | | | | - FunDef:
| | | | | | | | - signedVolume_LimitSigned
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - price
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 100.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining price of orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating limit orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Limit orders ask to buy or sell some asset at price better than some limit price.
| | | | | | | | | | | -   If a limit order is not competely fulfilled
| | | | | | | | | | | -   it remains in an order book waiting to be matched with another order.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - LimitSigned
| | | | | | | - FunDef:
| | | | | | | | - side_price_Iceberg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - lotSize
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal size of order to send 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating iceberg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Iceberg order is initialized by an underlying order and a lot size.
| | | | | | | | | | | -   It sends consequently pieces of the underlying order of size equal or less to the lot size
| | | | | | | | | | | -   thus maximum lot size volume is visible at the market at any moment.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_Iceberg
| | | | | | | - FunDef:
| | | | | | | | - side_price_ImmediateOrCancel
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  factory for underlying orders 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Immediate-Or-Cancel orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Immediate-Or-Cancel order sends an underlying order to the market and
| | | | | | | | | | | -   immediately sends a cancel request for it.
| | | | | | | | | | | -   It allows to combine market and limit order behaviour:
| | | | | | | | | | | -   the order is either executed immediately
| | | | | | | | | | | -   at price equal or better than given one
| | | | | | | | | | | -   either it is cancelled (and consequently never stored in the order queue).
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_ImmediateOrCancel
| | | | | | | - FunDef:
| | | | | | | | - side_WithExpiry
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - expiry
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  expiration period for orders 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating WithExpiry orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  WithExpiry orders can be viewed as ImmediateOrCancel orders
| | | | | | | | | | | -  where cancel order is sent not immediately but after some delay
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - WithExpiry
| | | | | | | - FunDef:
| | | | | | | | - side_StopLoss
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - maxloss
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.1
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal acceptable loss factor 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating StopLoss orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   StopLoss order is initialised by an underlying order and a maximal acceptable loss factor.
| | | | | | | | | | | -   It keeps track of position and balance change induced by trades of the underlying order and
| | | | | | | | | | | -   if losses from keeping the position exceed certain limit (given by maximum loss factor),
| | | | | | | | | | | -   the meta order clears its position.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - StopLoss
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_price_StopLoss
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - maxloss
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.1
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal acceptable loss factor 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating StopLoss orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   StopLoss order is initialised by an underlying order and a maximal acceptable loss factor.
| | | | | | | | | | | -   It keeps track of position and balance change induced by trades of the underlying order and
| | | | | | | | | | | -   if losses from keeping the position exceed certain limit (given by maximum loss factor),
| | | | | | | | | | | -   the meta order clears its position.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_StopLoss
| | | | | | | - FunDef:
| | | | | | | | - price_Peg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Peg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   A peg order is a particular case of the floating price order
| | | | | | | | | | | -   with the price better at one tick than the best price of the order queue.
| | | | | | | | | | | -   It implies that if several peg orders are sent to the same order queue
| | | | | | | | | | | -   they start to race until being matched against the counterparty orders.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - Peg
| | | | | | | - FunDef:
| | | | | | | | - volume_StopLoss
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - maxloss
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.1
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal acceptable loss factor 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating StopLoss orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   StopLoss order is initialised by an underlying order and a maximal acceptable loss factor.
| | | | | | | | | | | -   It keeps track of position and balance change induced by trades of the underlying order and
| | | | | | | | | | | -   if losses from keeping the position exceed certain limit (given by maximum loss factor),
| | | | | | | | | | | -   the meta order clears its position.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - StopLoss
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_price_Limit
| | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating limit orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Limit orders ask to buy or sell some asset at price better than some limit price.
| | | | | | | | | | | -   If a limit order is not competely fulfilled
| | | | | | | | | | | -   it remains in an order book waiting to be matched with another order.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - price_Limit
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_StopLoss
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - maxloss
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.1
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal acceptable loss factor 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating StopLoss orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   StopLoss order is initialised by an underlying order and a maximal acceptable loss factor.
| | | | | | | | | | | -   It keeps track of position and balance change induced by trades of the underlying order and
| | | | | | | | | | | -   if losses from keeping the position exceed certain limit (given by maximum loss factor),
| | | | | | | | | | | -   the meta order clears its position.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - StopLoss
| | | | | | | - FunDef:
| | | | | | | | - volume_WithExpiry
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - expiry
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  expiration period for orders 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating WithExpiry orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  WithExpiry orders can be viewed as ImmediateOrCancel orders
| | | | | | | | | | | -  where cancel order is sent not immediately but after some delay
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - WithExpiry
| | | | | | | - FunDef:
| | | | | | | | - sideprice_WithExpiry
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - expiry
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  expiration period for orders 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating WithExpiry orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  WithExpiry orders can be viewed as ImmediateOrCancel orders
| | | | | | | | | | | -  where cancel order is sent not immediately but after some delay
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - WithExpiry
| | | | | | | - FunDef:
| | | | | | | | - volume_ImmediateOrCancel
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  factory for underlying orders 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Immediate-Or-Cancel orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Immediate-Or-Cancel order sends an underlying order to the market and
| | | | | | | | | | | -   immediately sends a cancel request for it.
| | | | | | | | | | | -   It allows to combine market and limit order behaviour:
| | | | | | | | | | | -   the order is either executed immediately
| | | | | | | | | | | -   at price equal or better than given one
| | | | | | | | | | | -   either it is cancelled (and consequently never stored in the order queue).
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - ImmediateOrCancel
| | | | | | | - FunDef:
| | | | | | | | - volume_FloatingPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - floatingPrice
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable defining price of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating orders with floating price
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Floating price order is initialized by an order having a price and an observable that generates new prices.
| | | | | | | | | | | -   When the observable value changes the order is cancelled and
| | | | | | | | | | | -   a new order with new price is created and sent to the order book.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - FloatingPrice
| | | | | | | - FunDef:
| | | | | | | | - volume_Market
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - side
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Sell
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining side of orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating market orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Market order intructs buy or sell given volume immediately
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - Market
| | | | | | | - FunDef:
| | | | | | | | - volume_price_StopLoss
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - maxloss
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.1
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal acceptable loss factor 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating StopLoss orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   StopLoss order is initialised by an underlying order and a maximal acceptable loss factor.
| | | | | | | | | | | -   It keeps track of position and balance change induced by trades of the underlying order and
| | | | | | | | | | | -   if losses from keeping the position exceed certain limit (given by maximum loss factor),
| | | | | | | | | | | -   the meta order clears its position.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_StopLoss
| | | | | | | - FunDef:
| | | | | | | | - volume_price_ImmediateOrCancel
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  factory for underlying orders 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Immediate-Or-Cancel orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Immediate-Or-Cancel order sends an underlying order to the market and
| | | | | | | | | | | -   immediately sends a cancel request for it.
| | | | | | | | | | | -   It allows to combine market and limit order behaviour:
| | | | | | | | | | | -   the order is either executed immediately
| | | | | | | | | | | -   at price equal or better than given one
| | | | | | | | | | | -   either it is cancelled (and consequently never stored in the order queue).
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_ImmediateOrCancel
| | | | | | | - FunDef:
| | | | | | | | - side_Limit
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - price
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 100.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining price of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - volume
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining volume of orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating limit orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Limit orders ask to buy or sell some asset at price better than some limit price.
| | | | | | | | | | | -   If a limit order is not competely fulfilled
| | | | | | | | | | | -   it remains in an order book waiting to be matched with another order.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - Limit
| | | | | | | - FunDef:
| | | | | | | | - side_price_FloatingPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - floatingPrice
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable defining price of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating orders with floating price
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Floating price order is initialized by an order having a price and an observable that generates new prices.
| | | | | | | | | | | -   When the observable value changes the order is cancelled and
| | | | | | | | | | | -   a new order with new price is created and sent to the order book.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_FloatingPrice
| | | | | | | - FunDef:
| | | | | | | | - side_FloatingPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - floatingPrice
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable defining price of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating orders with floating price
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Floating price order is initialized by an order having a price and an observable that generates new prices.
| | | | | | | | | | | -   When the observable value changes the order is cancelled and
| | | | | | | | | | | -   a new order with new price is created and sent to the order book.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - FloatingPrice
| | | | | | | - FunDef:
| | | | | | | | - side_price_WithExpiry
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - expiry
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  expiration period for orders 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating WithExpiry orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  WithExpiry orders can be viewed as ImmediateOrCancel orders
| | | | | | | | | | | -  where cancel order is sent not immediately but after some delay
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_WithExpiry
| | | | | | | - FunDef:
| | | | | | | | - side_price_Limit
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - volume
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining volume of orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating limit orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Limit orders ask to buy or sell some asset at price better than some limit price.
| | | | | | | | | | | -   If a limit order is not competely fulfilled
| | | | | | | | | | | -   it remains in an order book waiting to be matched with another order.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - price_Limit
| | | | | | | - FunDef:
| | | | | | | | - volume_Iceberg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - lotSize
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal size of order to send 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating iceberg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Iceberg order is initialized by an underlying order and a lot size.
| | | | | | | | | | | -   It sends consequently pieces of the underlying order of size equal or less to the lot size
| | | | | | | | | | | -   thus maximum lot size volume is visible at the market at any moment.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - Iceberg
| | | | | | | - FunDef:
| | | | | | | | - volume_price_FloatingPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - floatingPrice
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable defining price of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating orders with floating price
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Floating price order is initialized by an order having a price and an observable that generates new prices.
| | | | | | | | | | | -   When the observable value changes the order is cancelled and
| | | | | | | | | | | -   a new order with new price is created and sent to the order book.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_FloatingPrice
| | | | | | | - FunDef:
| | | | | | | | - side_Market
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - volume
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining volume of orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating market orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Market order intructs buy or sell given volume immediately
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - Market
| | | | | | | - FunDef:
| | | | | | | | - price_FloatingPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - floatingPrice
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable defining price of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating orders with floating price
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Floating price order is initialized by an order having a price and an observable that generates new prices.
| | | | | | | | | | | -   When the observable value changes the order is cancelled and
| | | | | | | | | | | -   a new order with new price is created and sent to the order book.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - FloatingPrice
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_FloatingPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - floatingPrice
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable defining price of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating orders with floating price
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Floating price order is initialized by an order having a price and an observable that generates new prices.
| | | | | | | | | | | -   When the observable value changes the order is cancelled and
| | | | | | | | | | | -   a new order with new price is created and sent to the order book.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - FloatingPrice
| | | | | | | - FunDef:
| | | | | | | | - price_WithExpiry
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - expiry
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  expiration period for orders 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating WithExpiry orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -  WithExpiry orders can be viewed as ImmediateOrCancel orders
| | | | | | | | | | | -  where cancel order is sent not immediately but after some delay
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - WithExpiry
| | | | | | | - FunDef:
| | | | | | | | - volume_price_Iceberg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - lotSize
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal size of order to send 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating iceberg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Iceberg order is initialized by an underlying order and a lot size.
| | | | | | | | | | | -   It sends consequently pieces of the underlying order of size equal or less to the lot size
| | | | | | | | | | | -   thus maximum lot size volume is visible at the market at any moment.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_Iceberg
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_price_FloatingPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - floatingPrice
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable defining price of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating orders with floating price
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Floating price order is initialized by an order having a price and an observable that generates new prices.
| | | | | | | | | | | -   When the observable value changes the order is cancelled and
| | | | | | | | | | | -   a new order with new price is created and sent to the order book.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_FloatingPrice
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_price_ImmediateOrCancel
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  factory for underlying orders 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Immediate-Or-Cancel orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Immediate-Or-Cancel order sends an underlying order to the market and
| | | | | | | | | | | -   immediately sends a cancel request for it.
| | | | | | | | | | | -   It allows to combine market and limit order behaviour:
| | | | | | | | | | | -   the order is either executed immediately
| | | | | | | | | | | -   at price equal or better than given one
| | | | | | | | | | | -   either it is cancelled (and consequently never stored in the order queue).
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_ImmediateOrCancel
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_Market
| | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating market orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Market order intructs buy or sell given volume immediately
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - Market
| | | | | | | - FunDef:
| | | | | | | | - price_Limit
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - side
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Sell
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining side of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - volume
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining volume of orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating limit orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Limit orders ask to buy or sell some asset at price better than some limit price.
| | | | | | | | | | | -   If a limit order is not competely fulfilled
| | | | | | | | | | | -   it remains in an order book waiting to be matched with another order.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - Limit
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_Limit
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - price
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 100.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining price of orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating limit orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Limit orders ask to buy or sell some asset at price better than some limit price.
| | | | | | | | | | | -   If a limit order is not competely fulfilled
| | | | | | | | | | | -   it remains in an order book waiting to be matched with another order.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - Limit
| | | | | | | - FunDef:
| | | | | | | | - sideprice_Iceberg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - lotSize
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal size of order to send 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating iceberg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Iceberg order is initialized by an underlying order and a lot size.
| | | | | | | | | | | -   It sends consequently pieces of the underlying order of size equal or less to the lot size
| | | | | | | | | | | -   thus maximum lot size volume is visible at the market at any moment.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - Iceberg
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_price_Peg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Peg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   A peg order is a particular case of the floating price order
| | | | | | | | | | | -   with the price better at one tick than the best price of the order queue.
| | | | | | | | | | | -   It implies that if several peg orders are sent to the same order queue
| | | | | | | | | | | -   they start to race until being matched against the counterparty orders.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_Peg
| | | | | | | - FunDef:
| | | | | | | | - signedVolume_MarketSigned
| | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating market orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Market order intructs buy or sell given volume immediately
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - MarketSigned
| | | | | | | - FunDef:
| | | | | | | | - sideprice_ImmediateOrCancel
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  factory for underlying orders 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Immediate-Or-Cancel orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Immediate-Or-Cancel order sends an underlying order to the market and
| | | | | | | | | | | -   immediately sends a cancel request for it.
| | | | | | | | | | | -   It allows to combine market and limit order behaviour:
| | | | | | | | | | | -   the order is either executed immediately
| | | | | | | | | | | -   at price equal or better than given one
| | | | | | | | | | | -   either it is cancelled (and consequently never stored in the order queue).
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - ImmediateOrCancel
| | | | | | | - FunDef:
| | | | | | | | - side_price_Peg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating Peg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   A peg order is a particular case of the floating price order
| | | | | | | | | | | -   with the price better at one tick than the best price of the order queue.
| | | | | | | | | | | -   It implies that if several peg orders are sent to the same order queue
| | | | | | | | | | | -   they start to race until being matched against the counterparty orders.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_Peg
| | | | | | | - FunDef:
| | | | | | | | - sidevolume_price_Iceberg
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - lotSize
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 10.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  maximal size of order to send 
| | | | | | | | | - Parameter:
| | | | | | | | | | - proto
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | - side_volume
| | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  underlying orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - FunctionType:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating iceberg orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Iceberg order is initialized by an underlying order and a lot size.
| | | | | | | | | | | -   It sends consequently pieces of the underlying order of size equal or less to the lot size
| | | | | | | | | | | -   thus maximum lot size volume is visible at the market at any moment.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - on_proto
| | | | | | | | | | - List:
| | | | | | | | | | | - price_Iceberg
| | | | | | | - FunDef:
| | | | | | | | - volume_Limit
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - side
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Sell
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining side of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - price
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 100.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function defining price of orders to create 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - IOrderGenerator
| | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Factory creating limit orders
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | -   Limit orders ask to buy or sell some asset at price better than some limit price.
| | | | | | | | | | | -   If a limit order is not competely fulfilled
| | | | | | | | | | | -   it remains in an order book waiting to be matched with another order.
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - order
| | | | | | | | | | | | - factory
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - Limit
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - volume
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - PackageDef:
| | | | | | | | - Some:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - price
| | | | | | | | - List:
| | | | | | | | - Definitions:
| | | | | | | | | - List:
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - Limit
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - volume_price_Limit
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - ImmediateOrCancel
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - volume_price_ImmediateOrCancel
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - StopLoss
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - volume_price_StopLoss
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - WithExpiry
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - volume_price_WithExpiry
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - FloatingPrice
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - volume_price_FloatingPrice
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - Iceberg
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - volume_price_Iceberg
| | | | | | | | | | - FunAlias:
| | | | | | | | | | | - Peg
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - _curried
| | | | | | | | | | | | | - volume_price_Peg
| | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | - false
| | | | | | | - FunAlias:
| | | | | | | | - Limit
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - volume_Limit
| | | | | | | - FunAlias:
| | | | | | | | - ImmediateOrCancel
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - volume_ImmediateOrCancel
| | | | | | | - FunAlias:
| | | | | | | | - Market
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - volume_Market
| | | | | | | - FunAlias:
| | | | | | | | - StopLoss
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - volume_StopLoss
| | | | | | | - FunAlias:
| | | | | | | | - WithExpiry
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - volume_WithExpiry
| | | | | | | - FunAlias:
| | | | | | | | - FloatingPrice
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - volume_FloatingPrice
| | | | | | | - FunAlias:
| | | | | | | | - Iceberg
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - volume_Iceberg
| | | | | | | - FunAlias:
| | | | | | | | - Peg
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - order
| | | | | | | | | | - _curried
| | | | | | | | | | - volume_Peg
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - FunDef:
| | | | | - Limit
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - side
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - side
| | | | | | | | | | | - Sell
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  function defining side of orders to create 
| | | | | | - Parameter:
| | | | | | | - price
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 100.0
| | | | | | | - List:
| | | | | | | | -  function defining price of orders to create 
| | | | | | - Parameter:
| | | | | | | - volume
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  function defining volume of orders to create 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderGenerator
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Factory creating limit orders
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   Limit orders ask to buy or sell some asset at price better than some limit price.
| | | | | | | | -   If a limit order is not competely fulfilled
| | | | | | | | -   it remains in an order book waiting to be matched with another order.
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - order
| | | | | | | | | - factory
| | | | | | | - List:
| | | | | | | | - order.limit.Order_Impl
| | | | - FunDef:
| | | | | - MarketSigned
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - signedVolume
| | | | | | | - Some:
| | | | | | | | - FunctionType:
| | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - Float
| | | | | | | | | | - List:
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | - signed volume
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderGenerator
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Factory creating market orders
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   Market order intructs buy or sell given volume immediately
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - order
| | | | | | | | | - factory
| | | | | | | - List:
| | | | | | | | - order.market.Order_Impl
| | | | - FunDef:
| | | | | - ImmediateOrCancel
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - proto
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - Limit
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  factory for underlying orders 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderGenerator
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Factory creating Immediate-Or-Cancel orders
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   Immediate-Or-Cancel order sends an underlying order to the market and
| | | | | | | | -   immediately sends a cancel request for it.
| | | | | | | | -   It allows to combine market and limit order behaviour:
| | | | | | | | -   the order is either executed immediately
| | | | | | | | -   at price equal or better than given one
| | | | | | | | -   either it is cancelled (and consequently never stored in the order queue).
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - order
| | | | | | | | | - factory
| | | | | | | - List:
| | | | | | | | - order.meta.ioc.Order_Impl
| | | | - FunDef:
| | | | | - Market
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - side
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - side
| | | | | | | | | | | - Sell
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  function defining side of orders to create 
| | | | | | - Parameter:
| | | | | | | - volume
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  function defining volume of orders to create 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderGenerator
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Factory creating market orders
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   Market order intructs buy or sell given volume immediately
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - order
| | | | | | | | | - factory
| | | | | | | - List:
| | | | | | | | - order.market.Order_Impl
| | | | - FunDef:
| | | | | - StopLoss
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - maxloss
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 0.1
| | | | | | | - List:
| | | | | | | | -  maximal acceptable loss factor 
| | | | | | - Parameter:
| | | | | | | - proto
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - Limit
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  underlying orders to create 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderGenerator
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Factory creating StopLoss orders
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   StopLoss order is initialised by an underlying order and a maximal acceptable loss factor.
| | | | | | | | -   It keeps track of position and balance change induced by trades of the underlying order and
| | | | | | | | -   if losses from keeping the position exceed certain limit (given by maximum loss factor),
| | | | | | | | -   the meta order clears its position.
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - order
| | | | | | | | | - factory
| | | | | | | - List:
| | | | | | | | - order.meta.stoploss.Order_Impl
| | | | - FunDef:
| | | | | - WithExpiry
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - expiry
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 10.0
| | | | | | | - List:
| | | | | | | | -  expiration period for orders 
| | | | | | - Parameter:
| | | | | | | - proto
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - Limit
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  underlying orders to create 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderGenerator
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Factory creating WithExpiry orders
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -  WithExpiry orders can be viewed as ImmediateOrCancel orders
| | | | | | | | -  where cancel order is sent not immediately but after some delay
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - order
| | | | | | | | | - factory
| | | | | | | - List:
| | | | | | | | - order.meta.with_expiry.Order_Impl
| | | | - FunDef:
| | | | | - FloatingPrice
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - floatingPrice
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - const
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 10.0
| | | | | | | - List:
| | | | | | | | -  observable defining price of orders to create 
| | | | | | - Parameter:
| | | | | | | - proto
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - price
| | | | | | | | | | | - Limit
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  underlying orders to create 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderGenerator
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Factory creating orders with floating price
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   Floating price order is initialized by an order having a price and an observable that generates new prices.
| | | | | | | | -   When the observable value changes the order is cancelled and
| | | | | | | | -   a new order with new price is created and sent to the order book.
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - order
| | | | | | | | | - factory
| | | | | | | - List:
| | | | | | | | - order.meta.floating_price.Factory_Impl
| | | | - FunDef:
| | | | | - Iceberg
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - lotSize
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 10.0
| | | | | | | - List:
| | | | | | | | -  maximal size of order to send 
| | | | | | - Parameter:
| | | | | | | - proto
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - Limit
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  underlying orders to create 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderGenerator
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Factory creating iceberg orders
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   Iceberg order is initialized by an underlying order and a lot size.
| | | | | | | | -   It sends consequently pieces of the underlying order of size equal or less to the lot size
| | | | | | | | -   thus maximum lot size volume is visible at the market at any moment.
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - order
| | | | | | | | | - factory
| | | | | | | - List:
| | | | | | | | - order.meta.iceberg.Order_Impl
| | | | - FunDef:
| | | | | - FixedBudget
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - side
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - side
| | | | | | | | | | | - Sell
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  function defining side of orders to create 
| | | | | | - Parameter:
| | | | | | | - budget
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1000.0
| | | | | | | - List:
| | | | | | | | -  function defining budget on which it may send orders at one time 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderGenerator
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Factory creating fixed budget orders
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   Fixed budget order acts like a market order
| | | | | | | | -   but the volume is implicitly given by a budget available for trades.
| | | | | | | | -   Internally first it sends request.EvalVolumesForBudget
| | | | | | | | -   to estimate volumes and prices of orders to sent and
| | | | | | | | -   then sends a sequence of order.ImmediateOrCancel to be sure that
| | | | | | | | -   cumulative price of trades to be done won't exceed the given budget.
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - order
| | | | | | | | | - factory
| | | | | | | - List:
| | | | | | | | - order.meta.fixed_budget.Order_Impl
| | | | - FunDef:
| | | | | - LimitSigned
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - signedVolume
| | | | | | | - Some:
| | | | | | | | - FunctionType:
| | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - Float
| | | | | | | | | | - List:
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | - signed volume
| | | | | | - Parameter:
| | | | | | | - price
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 100.0
| | | | | | | - List:
| | | | | | | | -  function defining price of orders to create 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderGenerator
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Factory creating limit orders
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   Limit orders ask to buy or sell some asset at price better than some limit price.
| | | | | | | | -   If a limit order is not competely fulfilled
| | | | | | | | -   it remains in an order book waiting to be matched with another order.
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - order
| | | | | | | | | - factory
| | | | | | | - List:
| | | | | | | | - order.limit.Order_Impl
| | | | - FunDef:
| | | | | - Peg
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - proto
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - price
| | | | | | | | | | | - Limit
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderGenerator
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Factory creating Peg orders
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   A peg order is a particular case of the floating price order
| | | | | | | | -   with the price better at one tick than the best price of the order queue.
| | | | | | | | -   It implies that if several peg orders are sent to the same order queue
| | | | | | | | -   they start to race until being matched against the counterparty orders.
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - order
| | | | | | | | | - factory
| | | | | | | - List:
| | | | | | | | - order.meta.peg.Factory_Impl
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Order
| | - List:
| | - false
| - PackageDef:
| | - Some:
| | | - QualifiedName:
| | | | - List:
| | | | | - strategy
| | - List:
| | - Definitions:
| | | - List:
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - side
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - PairTrading
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - bookToDependOn
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  reference to order book for another asset used to evaluate fair price of our asset 
| | | | | | | | | - Parameter:
| | | | | | | | | | - factor
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  multiplier to obtain fair asset price from the reference asset price 
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  asset in question 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - strategy
| | | | | | | | | | | | - side
| | | | | | | | | | | | - FundamentalValue
| | | | | | | | | | - List:
| | | | | | | | | | | - BinOp:
| | | | | | | | | | | | - Mul
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | - MidPrice
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - bookToDependOn
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - factor
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - book
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Side function for pair trading strategy
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - Signal
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - signal
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  signal to be listened to 
| | | | | | | | | - Parameter:
| | | | | | | | | | - threshold
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.7
| | | | | | | | | | - List:
| | | | | | | | | | | -  threshold when the trader starts to act 
| | | | | | | | - Some:
| | | | | | | | | - IfThenElse:
| | | | | | | | | | - Condition:
| | | | | | | | | | | - Greater
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - signal
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - threshold
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - Buy
| | | | | | | | | | | - List:
| | | | | | | | | | - IfThenElse:
| | | | | | | | | | | - Condition:
| | | | | | | | | | | | - Less
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - signal
| | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | - Sub
| | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | - 0
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - threshold
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Sell
| | | | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Nothing
| | | | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Side function for signal strategy
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - observable
| | | | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - CrossingAverages
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha_1
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.15
| | | | | | | | | | - List:
| | | | | | | | | | | -  parameter |alpha| for exponentially weighted moving average 1 
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha_2
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.015
| | | | | | | | | | - List:
| | | | | | | | | | | -  parameter |alpha| for exponentially weighted moving average 2 
| | | | | | | | | - Parameter:
| | | | | | | | | | - threshold
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  threshold when the trader starts to act 
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  asset in question 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - strategy
| | | | | | | | | | | | - side
| | | | | | | | | | | | - Signal
| | | | | | | | | | - List:
| | | | | | | | | | | - BinOp:
| | | | | | | | | | | | - Sub
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | - EW
| | | | | | | | | | | | | | | - Avg
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | | - MidPrice
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | - book
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - alpha_1
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | - EW
| | | | | | | | | | | | | | | - Avg
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | | - MidPrice
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | - book
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - alpha_2
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - threshold
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Side function for crossing averages strategy
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - TrendFollower
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.15
| | | | | | | | | | - List:
| | | | | | | | | | | -  parameter |alpha| for exponentially weighted moving average 
| | | | | | | | | - Parameter:
| | | | | | | | | | - threshold
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  threshold when the trader starts to act 
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  asset in question 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - strategy
| | | | | | | | | | | | - side
| | | | | | | | | | | | - Signal
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - Derivative
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | | - EW
| | | | | | | | | | | | | | | | - Avg
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | | | - MidPrice
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | - book
| | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | - alpha
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - threshold
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Side function for trend follower strategy
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - FundamentalValue
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - fv
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 200.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable fundamental value 
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  asset in question 
| | | | | | | | - Some:
| | | | | | | | | - IfThenElse:
| | | | | | | | | | - Condition:
| | | | | | | | | | | - Greater
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - bid
| | | | | | | | | | | | | | - Price
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - fv
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - Sell
| | | | | | | | | | | - List:
| | | | | | | | | | - IfThenElse:
| | | | | | | | | | | - Condition:
| | | | | | | | | | | | - Less
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | - ask
| | | | | | | | | | | | | | | - Price
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - book
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - fv
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Buy
| | | | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | - Nothing
| | | | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Side function for fundamental value strategy
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - observable
| | | | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - MeanReversion
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.015
| | | | | | | | | | - List:
| | | | | | | | | | | -  parameter |alpha| for exponentially weighted moving average 
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  asset in question 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - strategy
| | | | | | | | | | | | - side
| | | | | | | | | | | | - FundamentalValue
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - EW
| | | | | | | | | | | | | | - Avg
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | - MidPrice
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | - book
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - alpha
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - book
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Side function for mean reversion strategy
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - Noise
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - side_distribution
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - random
| | | | | | | | | | | | | | - uniform
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.0
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - IfThenElse:
| | | | | | | | | | - Condition:
| | | | | | | | | | | - Greater
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - side_distribution
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.5
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - Sell
| | | | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - Buy
| | | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Side function for a noise trading strategy
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Side function
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - weight
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - PackageDef:
| | | | | | | | - Some:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - array
| | | | | | | | - List:
| | | | | | | | - Definitions:
| | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - array_ChooseTheBest
| | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - List
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - List
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - DocString:
| | | | | | | | | | | | | - Function returning an array of length *len(array)*
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | -   having 1 at the index of the maximal element and 0 are at the rest
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Annotation:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - python
| | | | | | | | | | | | | | | - curried
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - ChooseTheBest
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - array_IdentityL
| | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - List
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - List
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - DocString:
| | | | | | | | | | | | | - Identity function for an array of floats
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Annotation:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - python
| | | | | | | | | | | | | | | - curried
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - IdentityL
| | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | - false
| | | | | | | - PackageDef:
| | | | | | | | - Some:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - trader
| | | | | | | | - List:
| | | | | | | | - Definitions:
| | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - trader_Efficiency
| | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - IAccount
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - DocString:
| | | | | | | | | | | | | - Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Annotation:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - python
| | | | | | | | | | | | | | | - curried
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - Efficiency
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - trader_Score
| | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - IAccount
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - DocString:
| | | | | | | | | | | | | - Calculates how many times efficiency of trader went up and went down
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | -  Returns difference between them.
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | -  TODO: should be UpScore(timeframe, Efficiency(trader)) - DownScore(timeframe, Efficiency(trader))
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Annotation:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - python
| | | | | | | | | | | | | | | - curried
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - Score
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - trader_EfficiencyTrend
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Parameter:
| | | | | | | | | | | | | - alpha
| | | | | | | | | | | | | - None
| | | | | | | | | | | | | - Some:
| | | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | | - 0.15
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | -  parameter alpha for the moving average 
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - IAccount
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - DocString:
| | | | | | | | | | | | | - Returns first derivative of a moving average of the trader efficiency
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Annotation:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - python
| | | | | | | | | | | | | | | - curried
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - EfficiencyTrend
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - trader_Unit
| | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - IAccount
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - DocString:
| | | | | | | | | | | | | - Unit function. Used to simulate uniform random choice of a strategy
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Annotation:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - python
| | | | | | | | | | | | | | | - curried
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - Unit
| | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | - false
| | | | | | | - PackageDef:
| | | | | | | | - Some:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - f
| | | | | | | | - List:
| | | | | | | | - Definitions:
| | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - f_Clamp0
| | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - DocString:
| | | | | | | | | | | | | - scaling function = max(0, f(x)) + 1
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Annotation:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - python
| | | | | | | | | | | | | | | - curried
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - Clamp0
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - f_AtanPow
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Parameter:
| | | | | | | | | | | | | - base
| | | | | | | | | | | | | - None
| | | | | | | | | | | | | - Some:
| | | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | | - 1.002
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | -  base for power function 
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - DocString:
| | | | | | | | | | | | | - scaling function = atan(base^f(x))
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Annotation:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - python
| | | | | | | | | | | | | | | - curried
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - AtanPow
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - f_IdentityF
| | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - DocString:
| | | | | | | | | | | | | - identity scaling = f(x)
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Annotation:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - python
| | | | | | | | | | | | | | | - curried
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - IdentityF
| | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | - false
| | | | | | | - FunAlias:
| | | | | | | | - efficiency
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - strategy
| | | | | | | | | | - weight
| | | | | | | | | | - trader
| | | | | | | | | | - trader_Efficiency
| | | | | | | - FunDef:
| | | | | | | | - ChooseTheBest
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - array
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - List
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - List_:
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - List
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Function returning an array of length *len(array)*
| | | | | | | | | | - List:
| | | | | | | | | | | -   having 1 at the index of the maximal element and 0 are at the rest
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - strategy.weight._ChooseTheBest_Impl
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - array
| | | | | | | - FunAlias:
| | | | | | | | - chooseTheBest
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - strategy
| | | | | | | | | | - weight
| | | | | | | | | | - array
| | | | | | | | | | - array_ChooseTheBest
| | | | | | | - FunAlias:
| | | | | | | | - score
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - strategy
| | | | | | | | | | - weight
| | | | | | | | | | - trader
| | | | | | | | | | - trader_Score
| | | | | | | - FunAlias:
| | | | | | | | - identityL
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - strategy
| | | | | | | | | | - weight
| | | | | | | | | | - array
| | | | | | | | | | - array_IdentityL
| | | | | | | - FunDef:
| | | | | | | | - Efficiency
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - trader
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IAccount
| | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | - SingleProxy
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  account in question 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trader
| | | | | | | | | | | | - Efficiency
| | | | | | | | | | - List:
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - trader
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IFunction
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - trader
| | | | | | | - FunAlias:
| | | | | | | | - efficiencyTrend
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - strategy
| | | | | | | | | | - weight
| | | | | | | | | | - trader
| | | | | | | | | | - trader_EfficiencyTrend
| | | | | | | - FunAlias:
| | | | | | | | - clamp0
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - strategy
| | | | | | | | | | - weight
| | | | | | | | | | - f
| | | | | | | | | | - f_Clamp0
| | | | | | | - FunDef:
| | | | | | | | - Score
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - trader
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IAccount
| | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | - SingleProxy
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  account in question 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IFunction
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Calculates how many times efficiency of trader went up and went down
| | | | | | | | | | - List:
| | | | | | | | | | | -  Returns difference between them.
| | | | | | | | | | | - 
| | | | | | | | | | | -  TODO: should be UpScore(timeframe, Efficiency(trader)) - DownScore(timeframe, Efficiency(trader))
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - strategy.weight._Score_Impl
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - trader
| | | | | | | - FunDef:
| | | | | | | | - Clamp0
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - f
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function to scale 
| | | | | | | | - Some:
| | | | | | | | | - BinOp:
| | | | | | | | | | - Add
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - Max
| | | | | | | | | | | - List:
| | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | - 0
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - f
| | | | | | | | | | - IntLit:
| | | | | | | | | | | - 1
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IFunction
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - scaling function = max(0, f(x)) + 1
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - f
| | | | | | | - FunAlias:
| | | | | | | | - identityF
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - strategy
| | | | | | | | | | - weight
| | | | | | | | | | - f
| | | | | | | | | | - f_IdentityF
| | | | | | | - FunDef:
| | | | | | | | - EfficiencyTrend
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - trader
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IAccount
| | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | - SingleProxy
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  account in question 
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.15
| | | | | | | | | | - List:
| | | | | | | | | | | -  parameter alpha for the moving average 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - Derivative
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - EW
| | | | | | | | | | | | | | - Avg
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | | | - Efficiency
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - alpha
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IFunction
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Returns first derivative of a moving average of the trader efficiency
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - trader
| | | | | | | - FunAlias:
| | | | | | | | - atanPow
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - strategy
| | | | | | | | | | - weight
| | | | | | | | | | - f
| | | | | | | | | | - f_AtanPow
| | | | | | | - FunAlias:
| | | | | | | | - unit
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - strategy
| | | | | | | | | | - weight
| | | | | | | | | | - trader
| | | | | | | | | | - trader_Unit
| | | | | | | - FunDef:
| | | | | | | | - Unit
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - trader
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IAccount
| | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | - SingleProxy
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  account in question 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - constant
| | | | | | | | | | - List:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IFunction
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Unit function. Used to simulate uniform random choice of a strategy
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - trader
| | | | | | | - FunDef:
| | | | | | | | - AtanPow
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - f
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  function to scale 
| | | | | | | | | - Parameter:
| | | | | | | | | | - base
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.002
| | | | | | | | | | - List:
| | | | | | | | | | | -  base for power function 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - math
| | | | | | | | | | | | - Atan
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - Pow
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - base
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - f
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IFunction
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - scaling function = atan(base^f(x))
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - f
| | | | | | | - FunDef:
| | | | | | | | - IdentityL
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - array
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - List
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - List_:
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - List
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Identity function for an array of floats
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - strategy.weight._Identity_Impl
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - array
| | | | | | | - FunDef:
| | | | | | | | - IdentityF
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - f
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - constant
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - Var:
| | | | | | | | | | - f
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IFunction
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Float
| | | | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - identity scaling = f(x)
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - f
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - price
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - LiquidityProvider
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - side
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - Cast:
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | | - Sell
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - Side
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  side of orders to create 
| | | | | | | | | - Parameter:
| | | | | | | | | | - initialValue
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 100.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  initial price which is taken if orderBook is empty 
| | | | | | | | | - Parameter:
| | | | | | | | | | - priceDistr
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | - random
| | | | | | | | | | | | | | - lognormvariate
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.0
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.1
| | | | | | | | | | - List:
| | | | | | | | | | | -  defines multipliers for current asset price when price of
| | | | | | | | | | | -              order to create is calculated
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  asset in question 
| | | | | | | | - Some:
| | | | | | | | | - BinOp:
| | | | | | | | | | - Mul
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | - SafeSidePrice
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | - Queue
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - book
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - side
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - initialValue
| | | | | | | | | | - Var:
| | | | | | | | | | | - priceDistr
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Price function for a liquidity provider strategy
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Price function
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - position
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - DesiredPosition
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - desiredPosition
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable desired position 
| | | | | | | | | - Parameter:
| | | | | | | | | | - trader
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | - SingleProxy
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  trader in question 
| | | | | | | | - Some:
| | | | | | | | | - BinOp:
| | | | | | | | | | - Sub
| | | | | | | | | | - BinOp:
| | | | | | | | | | | - Sub
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - desiredPosition
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | - Position
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - trader
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - trader
| | | | | | | | | | | | | - PendingVolume
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - trader
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Position function for desired position strategy
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - Bollinger_linear
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.15
| | | | | | | | | | - List:
| | | | | | | | | | | -  alpha parameter for exponentially weighted moving everage and variance 
| | | | | | | | | - Parameter:
| | | | | | | | | | - k
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 0.5
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable scaling function that maps relative deviation to desired position 
| | | | | | | | | - Parameter:
| | | | | | | | | | - trader
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | - SingleProxy
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  trader in question 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - strategy
| | | | | | | | | | | | - position
| | | | | | | | | | | | - DesiredPosition
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - observable
| | | | | | | | | | | | | | - OnEveryDt
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | - Mul
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | | | - EW
| | | | | | | | | | | | | | | | | - RelStdDev
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | | | | - MidPrice
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | - alpha
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - k
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - trader
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Position function for Bollinger bands strategy with linear scaling
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - RSI_linear
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - BinOp:
| | | | | | | | | | | | - Div
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 1.0
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 14.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  alpha parameter for exponentially moving averages of up movements and down movements 
| | | | | | | | | - Parameter:
| | | | | | | | | | - k
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - const
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - -0.04
| | | | | | | | | | - List:
| | | | | | | | | | | -  observable scaling function that maps RSI deviation from 50 to the desired position 
| | | | | | | | | - Parameter:
| | | | | | | | | | - timeframe
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 1.0
| | | | | | | | | | - List:
| | | | | | | | | | | -  lag for calculating up and down movements 
| | | | | | | | | - Parameter:
| | | | | | | | | | - trader
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | - SingleProxy
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  trader in question 
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - strategy
| | | | | | | | | | | | - position
| | | | | | | | | | | | - DesiredPosition
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - observable
| | | | | | | | | | | | | | - OnEveryDt
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 1.0
| | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | - Mul
| | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | - Sub
| | | | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | | | - 50.0
| | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | | | | - RSI
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | - timeframe
| | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | - alpha
| | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | - k
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - trader
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Position function for Relative Strength Index strategy with linear scaling
| | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - category
| | | | | | | - Volume function
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - account
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - PackageDef:
| | | | | | | | - Some:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - inner
| | | | | | | | - List:
| | | | | | | | - Definitions:
| | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - inner_Real
| | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - ISingleAssetStrategy
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IAccount
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - DocString:
| | | | | | | | | | | | | - Associated with a strategy account that tracks
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | -   how orders sent by the strategy have been actually traded
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Annotation:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - python
| | | | | | | | | | | | | | | - curried
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - Real
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - inner_VirtualMarket
| | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - ISingleAssetStrategy
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - IAccount
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - DocString:
| | | | | | | | | | | | | - Associated with a strategy account that evaluates for every order sent by the strategy
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | -   how it would be traded by sending request.evalMarketOrder
| | | | | | | | | | | | | | -   (note: orders sent by a strategy wrapped into an adaptive strategy may not come to the market
| | | | | | | | | | | | | | -   but we want evaluate in any case would it be profitable or not)
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Annotation:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - python
| | | | | | | | | | | | | | | - curried
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - VirtualMarket
| | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | - false
| | | | | | | - FunDef:
| | | | | | | | - Real
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - inner
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - ISingleAssetStrategy
| | | | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | | - Noise
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  strategy to track 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IAccount
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Associated with a strategy account that tracks
| | | | | | | | | | - List:
| | | | | | | | | | | -   how orders sent by the strategy have been actually traded
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - strategy.account._Account_Impl
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - inner
| | | | | | | - FunDef:
| | | | | | | | - VirtualMarket
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - inner
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - ISingleAssetStrategy
| | | | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | | - Noise
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | | | -  strategy to track 
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IAccount
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - DocString:
| | | | | | | | | | - Associated with a strategy account that evaluates for every order sent by the strategy
| | | | | | | | | | - List:
| | | | | | | | | | | -   how it would be traded by sending request.evalMarketOrder
| | | | | | | | | | | -   (note: orders sent by a strategy wrapped into an adaptive strategy may not come to the market
| | | | | | | | | | | -   but we want evaluate in any case would it be profitable or not)
| | | | | | | | - List:
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - python
| | | | | | | | | | | | - intrinsic
| | | | | | | | | | - List:
| | | | | | | | | | | - strategy.account._VirtualMarket_Impl
| | | | | | | | | - Annotation:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - curried
| | | | | | | | | | - List:
| | | | | | | | | | | - inner
| | | | | | | - FunAlias:
| | | | | | | | - real
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - strategy
| | | | | | | | | | - account
| | | | | | | | | | - inner
| | | | | | | | | | - inner_Real
| | | | | | | - FunAlias:
| | | | | | | | - virtualMarket
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - strategy
| | | | | | | | | | - account
| | | | | | | | | | - inner
| | | | | | | | | | - inner_VirtualMarket
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - FunDef:
| | | | | - Combine
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - A
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - Noise
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - B
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - Noise
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ISingleAssetStrategy
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Creates a strategy combining two strategies
| | | | | | | - List:
| | | | | | | | -   Can be considered as a particular case of Array strategy
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - strategy.combine._Combine_Impl
| | | | - FunDef:
| | | | | - RSI_linear
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - signedVolume
| | | | | | | | | | | - MarketSigned
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function 
| | | | | | - Parameter:
| | | | | | | - alpha
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - BinOp:
| | | | | | | | | - Div
| | | | | | | | | - FloatLit:
| | | | | | | | | | - 1.0
| | | | | | | | | - IntLit:
| | | | | | | | | | - 14
| | | | | | | - List:
| | | | | | | | -  alpha parameter for exponentially moving averages of up movements and down movements 
| | | | | | - Parameter:
| | | | | | | - k
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - const
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - -0.04
| | | | | | | - List:
| | | | | | | | -  observable scaling function that maps RSI deviation from 50 to the desired position 
| | | | | | - Parameter:
| | | | | | | - timeframe
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  lag for calculating up and down movements 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Generic
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - orderFactory
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - position
| | | | | | | | | | | | | - RSI_linear
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - alpha
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - k
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - timeframe
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Strategy believing that trader position should be proportional to 50 - RSI(asset)
| | | | | | | - List:
| | | | | - List:
| | | | - FunDef:
| | | | | - PairTrading
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - eventGen
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - event
| | | | | | | | | | | - Every
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - random
| | | | | | | | | | | | | - expovariate
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  Event source making the strategy to wake up
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - side
| | | | | | | | | | | - Market
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function
| | | | | | - Parameter:
| | | | | | | - bookToDependOn
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - OfTrader
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  reference to order book for another asset used to evaluate fair price of our asset 
| | | | | | - Parameter:
| | | | | | | - factor
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  multiplier to obtain fair asset price from the reference asset price 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Generic
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - orderFactory
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - PairTrading
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - bookToDependOn
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - factor
| | | | | | | | - Var:
| | | | | | | | | - eventGen
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Dependent price strategy believes that the fair price of an asset *A*
| | | | | | | - List:
| | | | | | | | -  is completely correlated with price of another asset *B* and the following relation
| | | | | | | | -  should be held: *PriceA* = *kPriceB*, where *k* is some factor.
| | | | | | | | -  It may be considered as a variety of a fundamental value strategy
| | | | | | | | -  with the exception that it is invoked every the time price of another
| | | | | | | | -  asset *B* changes.
| | | | | - List:
| | | | - FunDef:
| | | | | - ChooseTheBest
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - strategies
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - List_:
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - Noise
| | | | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  original strategies that can be suspended 
| | | | | | - Parameter:
| | | | | | | - account
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - account
| | | | | | | | | | | - virtualMarket
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  function creating phantom strategy used for efficiency estimation 
| | | | | | - Parameter:
| | | | | | | - performance
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - weight
| | | | | | | | | | | - efficiencyTrend
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  function estimating is the strategy efficient or not 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ISingleAssetStrategy
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - A composite strategy initialized with an array of strategies.
| | | | | | | - List:
| | | | | | | | -  In some moments of time the most effective strategy
| | | | | | | | -  is chosen and made running; other strategies are suspended.
| | | | | | | | -  It can be considered as a particular case for MultiArmedBandit strategy with
| | | | | | | | -  *corrector* parameter set to *chooseTheBest*
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - strategy.choose_the_best._ChooseTheBest_Impl
| | | | - FunDef:
| | | | | - Signal
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - eventGen
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - event
| | | | | | | | | | | - Every
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - random
| | | | | | | | | | | | | - expovariate
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  Event source making the strategy to wake up
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - side
| | | | | | | | | | | - Market
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function
| | | | | | - Parameter:
| | | | | | | - signal
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 0.0
| | | | | | | - List:
| | | | | | | | -  signal to be listened to 
| | | | | | - Parameter:
| | | | | | | - threshold
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.7
| | | | | | | - List:
| | | | | | | | -  threshold when the trader starts to act 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Generic
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - orderFactory
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - Signal
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - signal
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - threshold
| | | | | | | | - Var:
| | | | | | | | | - eventGen
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Signal strategy listens to some discrete signal
| | | | | | | - List:
| | | | | | | | -  and when the signal becomes more than some threshold the strategy starts to buy.
| | | | | | | | -  When the signal gets lower than -threshold the strategy starts to sell.
| | | | | - List:
| | | | - FunDef:
| | | | | - LiquidityProvider
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - eventGen
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - event
| | | | | | | | | | | - Every
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - random
| | | | | | | | | | | | | - expovariate
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  Event source making the strategy to wake up
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - side_price
| | | | | | | | | | | - Limit
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function
| | | | | | - Parameter:
| | | | | | | - initialValue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 100.0
| | | | | | | - List:
| | | | | | | | -  initial price which is taken if orderBook is empty 
| | | | | | - Parameter:
| | | | | | | - priceDistr
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - math
| | | | | | | | | | | - random
| | | | | | | | | | | - lognormvariate
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 0.0
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 0.1
| | | | | | | - List:
| | | | | | | | -  defines multipliers for current asset price when price of
| | | | | | | | -                     order to create is calculated
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Array
| | | | | | | - List:
| | | | | | | | - List_:
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - LiquidityProviderSide
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - eventGen
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - orderFactory
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | | - Sell
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - initialValue
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - priceDistr
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - LiquidityProviderSide
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - eventGen
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - orderFactory
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | | - Buy
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - initialValue
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - priceDistr
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Liquidity provider for two sides
| | | | | | | - List:
| | | | | - List:
| | | | - FunDef:
| | | | | - CrossingAverages
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - eventGen
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - event
| | | | | | | | | | | - Every
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - random
| | | | | | | | | | | | | - expovariate
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  Event source making the strategy to wake up
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - side
| | | | | | | | | | | - Market
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function
| | | | | | - Parameter:
| | | | | | | - ewma_alpha_1
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.15
| | | | | | | - List:
| | | | | | | | -  parameter |alpha| for exponentially weighted moving average 1 
| | | | | | - Parameter:
| | | | | | | - ewma_alpha_2
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.015
| | | | | | | - List:
| | | | | | | | -  parameter |alpha| for exponentially weighted moving average 2 
| | | | | | - Parameter:
| | | | | | | - threshold
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.0
| | | | | | | - List:
| | | | | | | | -  threshold when the trader starts to act 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Generic
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - orderFactory
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - CrossingAverages
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - ewma_alpha_1
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - ewma_alpha_2
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - threshold
| | | | | | | | - Var:
| | | | | | | | | - eventGen
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Two averages strategy compares two averages of price of the same asset but
| | | | | | | - List:
| | | | | | | | -  with different parameters ('slow' and 'fast' averages) and when
| | | | | | | | -  the first is greater than the second one it buys,
| | | | | | | | -  when the first is lower than the second one it sells
| | | | | - List:
| | | | - FunDef:
| | | | | - Suspendable
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - inner
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - Noise
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  wrapped strategy 
| | | | | | - Parameter:
| | | | | | | - predicate
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - true
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  predicate to evaluate 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ISingleAssetStrategy
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Strategy that wraps another strategy and passes its orders only if *predicate* is true
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - strategy.suspendable._Suspendable_Impl
| | | | - FunDef:
| | | | | - TrendFollower
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - eventGen
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - event
| | | | | | | | | | | - Every
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - random
| | | | | | | | | | | | | - expovariate
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  Event source making the strategy to wake up
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - side
| | | | | | | | | | | - Market
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function
| | | | | | - Parameter:
| | | | | | | - ewma_alpha
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.15
| | | | | | | - List:
| | | | | | | | -  parameter |alpha| for exponentially weighted moving average 
| | | | | | - Parameter:
| | | | | | | - threshold
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.0
| | | | | | | - List:
| | | | | | | | -  threshold when the trader starts to act 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Generic
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - orderFactory
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - TrendFollower
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - ewma_alpha
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - threshold
| | | | | | | | - Var:
| | | | | | | | | - eventGen
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Trend follower can be considered as a sort of a signal strategy
| | | | | | | - List:
| | | | | | | | -  where the *signal* is a trend of the asset.
| | | | | | | | -  Under trend we understand the first derivative of some moving average of asset prices.
| | | | | | | | -  If the derivative is positive, the trader buys; if negative - it sells.
| | | | | | | | -  Since moving average is a continuously changing signal, we check its
| | | | | | | | -  derivative at moments of time given by *eventGen*.
| | | | | - List:
| | | | - FunDef:
| | | | | - FundamentalValue
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - eventGen
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - event
| | | | | | | | | | | - Every
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - random
| | | | | | | | | | | | | - expovariate
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  Event source making the strategy to wake up
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - side
| | | | | | | | | | | - Market
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function
| | | | | | - Parameter:
| | | | | | | - fundamentalValue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 100.0
| | | | | | | - List:
| | | | | | | | -  defines fundamental value 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Generic
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - orderFactory
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - FundamentalValue
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - fundamentalValue
| | | | | | | | - Var:
| | | | | | | | | - eventGen
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Fundamental value strategy believes that an asset should have some specific price
| | | | | | | - List:
| | | | | | | | -  (*fundamental value*) and if the current asset price is lower than the fundamental value
| | | | | | | | -  it starts to buy the asset and if the price is higher it starts to sell the asset.
| | | | | - List:
| | | | - FunDef:
| | | | | - Arbitrage
| | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IMultiAssetStrategy
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Strategy for a multi asset trader.
| | | | | | | - List:
| | | | | | | | -  It believes that these assets represent a single asset traded on different venues
| | | | | | | | -  Once an ask at one venue becomes lower than a bid at another venue
| | | | | | | | -  it sends market sell and buy orders in order to exploit this arbitrage possibility
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - strategy.arbitrage._Arbitrage_Impl
| | | | - FunDef:
| | | | | - RSIbis
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - eventGen
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - event
| | | | | | | | | | | - Every
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - random
| | | | | | | | | | | | | - expovariate
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  Event source making the strategy to wake up
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - side
| | | | | | | | | | | - Market
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function
| | | | | | - Parameter:
| | | | | | | - alpha
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - BinOp:
| | | | | | | | | - Div
| | | | | | | | | - FloatLit:
| | | | | | | | | | - 1.0
| | | | | | | | | - IntLit:
| | | | | | | | | | - 14
| | | | | | | - List:
| | | | | | | | -  parameter |alpha| for exponentially weighted moving average when calculating RSI 
| | | | | | - Parameter:
| | | | | | | - timeframe
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  lag for calculating up and down movements for RSI 
| | | | | | - Parameter:
| | | | | | | - threshold
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 30.0
| | | | | | | - List:
| | | | | | | | -  strategy starts to act once RSI is out of [50-threshold, 50+threshold] 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Generic
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - orderFactory
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - Signal
| | | | | | | | | | | - List:
| | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | - Sub
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 50.0
| | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | | - RSI
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | - timeframe
| | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | - alpha
| | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | - Sub
| | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | - 50.0
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - threshold
| | | | | | | | - Var:
| | | | | | | | | - eventGen
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Strategy that calculates Relative Strength Index of an asset
| | | | | | | - List:
| | | | | | | | -   and starts to buy when RSI is greater than 50 + *threshold*
| | | | | | | | -   and sells when RSI is less than 50 - *thresold*
| | | | | - List:
| | | | - FunDef:
| | | | | - TradeIfProfitable
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - inner
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - Noise
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  wrapped strategy 
| | | | | | - Parameter:
| | | | | | | - account
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - account
| | | | | | | | | | | - virtualMarket
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  defines how strategy trades are booked: actually traded amount or virtual market orders are
| | | | | | | | -  used in order to estimate how the strategy would have traded if all her orders appear at market 
| | | | | | - Parameter:
| | | | | | | - performance
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - weight
| | | | | | | | | | | - efficiencyTrend
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  given a trading account tells should it be considered as effective or not 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Suspendable
| | | | | | | - List:
| | | | | | | | - Var:
| | | | | | | | | - inner
| | | | | | | | - Condition:
| | | | | | | | | - GreaterEqual
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - performance
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - account
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - inner
| | | | | | | | | - IntLit:
| | | | | | | | | | - 0
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Adaptive strategy that evaluates *inner* strategy efficiency and if it is considered as good, sends orders
| | | | | | | - List:
| | | | | - List:
| | | | - FunDef:
| | | | | - Array
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - strategies
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - List_:
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - Noise
| | | | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  strategies to combine 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ISingleAssetStrategy
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Creates a strategy combining an array of strategies
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - strategy.combine._Array_Impl
| | | | - FunDef:
| | | | | - MeanReversion
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - eventGen
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - event
| | | | | | | | | | | - Every
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - random
| | | | | | | | | | | | | - expovariate
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  Event source making the strategy to wake up
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - side
| | | | | | | | | | | - Market
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function
| | | | | | - Parameter:
| | | | | | | - ewma_alpha
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.15
| | | | | | | - List:
| | | | | | | | -  parameter |alpha| for exponentially weighted moving average 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Generic
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - orderFactory
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - MeanReversion
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - ewma_alpha
| | | | | | | | - Var:
| | | | | | | | | - eventGen
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Mean reversion strategy believes that asset price should return to its average value.
| | | | | | | - List:
| | | | | | | | -  It estimates this average using some functional and
| | | | | | | | -  if the current asset price is lower than the average
| | | | | | | | -  it buys the asset and if the price is higher it sells the asset.
| | | | | - List:
| | | | - FunDef:
| | | | | - Empty
| | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ISingleAssetStrategy
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Empty strategy doing nothing
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - strategy.basic._Empty_Impl
| | | | - FunDef:
| | | | | - MultiArmedBandit
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - strategies
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - List_:
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - Noise
| | | | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  original strategies that can be suspended 
| | | | | | - Parameter:
| | | | | | | - account
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - account
| | | | | | | | | | | - virtualMarket
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  function creating a virtual account used for estimate efficiency of the strategy itself 
| | | | | | - Parameter:
| | | | | | | - weight
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - weight
| | | | | | | | | | | - efficiencyTrend
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  function estimating is the strategy efficient or not 
| | | | | | - Parameter:
| | | | | | | - normalizer
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - weight
| | | | | | | | | | | - atanPow
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  function that maps trader efficiency to its weight that will be used for random choice 
| | | | | | - Parameter:
| | | | | | | - corrector
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - weight
| | | | | | | | | | | - identityL
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  given array of strategy weights corrects them.
| | | | | | | | -  for example it may set to 0 all weights except the maximal one 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ISingleAssetStrategy
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - A composite strategy initialized with an array of strategies.
| | | | | | | - List:
| | | | | | | | -  In some moments of time the efficiency of the strategies is evaluated
| | | | | | | | -  These efficiencies are mapped into weights using *weight* and *normilizer*
| | | | | | | | -  functions per every strategy and *corrector* for the whole collection of weights
| | | | | | | | -  These weights are used to choose randomly a strategy to run for the next quant of time.
| | | | | | | | -  All other strategies are suspended
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - strategy.multiarmed_bandit._MultiarmedBandit2_Impl
| | | | - FunDef:
| | | | | - MarketData
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - ticker
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - StringLit:
| | | | | | | | | - ^GSPC
| | | | | | | - List:
| | | | | | | | -  Ticker of the asset 
| | | | | | - Parameter:
| | | | | | | - start
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - StringLit:
| | | | | | | | | - 2001-1-1
| | | | | | | - List:
| | | | | | | | -  Start date in DD-MM-YYYY format 
| | | | | | - Parameter:
| | | | | | | - end
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - StringLit:
| | | | | | | | | - 2010-1-1
| | | | | | | - List:
| | | | | | | | -  End date in DD-MM-YYYY format 
| | | | | | - Parameter:
| | | | | | | - delta
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  Price difference between orders placed and underlying quotes 
| | | | | | - Parameter:
| | | | | | | - volume
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 1000.0
| | | | | | | - List:
| | | | | | | | -  Volume of Buy/Sell orders. Should be large compared to the volumes of other traders. 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Combine
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - Generic
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - Iceberg
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - volume
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | | - FloatingPrice
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - observable
| | | | | | | | | | | | | | | | | - BreaksAtChanges
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | - Add
| | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | - observable
| | | | | | | | | | | | | | | | | | | | - Quote
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | | | - ticker
| | | | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | | | - start
| | | | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | | | - end
| | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | - delta
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | | | | | | - Sell
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | - Mul
| | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | | - 1000
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - event
| | | | | | | | | | | | | - After
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 0.0
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - Generic
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - Iceberg
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - volume
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | | - FloatingPrice
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - observable
| | | | | | | | | | | | | | | | | - BreaksAtChanges
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | - Sub
| | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | - observable
| | | | | | | | | | | | | | | | | | | | - Quote
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | | | - ticker
| | | | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | | | - start
| | | | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | | | - end
| | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | - delta
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | | | | | | - Buy
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | - Mul
| | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | | - 1000
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - event
| | | | | | | | | | | | | - After
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 0.0
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - A Strategy that allows to drive the asset price based on historical market data
| | | | | | | - List:
| | | | | | | | -   by creating large volume orders for the given price.
| | | | | | | | - 
| | | | | | | | -   Every time step of 1 in the simulation corresponds to a 1 day in the market data.
| | | | | | | | - 
| | | | | | | | -   At each time step the previous Limit Buy/Sell orders are cancelled and new ones
| | | | | | | | -   are created based on the next price of the market data.
| | | | | - List:
| | | | - FunDef:
| | | | | - Canceller
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - cancellationIntervalDistr
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - math
| | | | | | | | | | | - random
| | | | | | | | | | | - expovariate
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  intervals between order cancellations 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ISingleAssetStrategy
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Strategy that listens to all orders sent by a trader to the market
| | | | | | | - List:
| | | | | | | | -   and in some moments of time it randomly chooses an order and cancels it
| | | | | | | | -   Note: a similar effect can be obtained using order.WithExpiry meta orders
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - strategy.canceller._Canceller_Impl
| | | | - FunDef:
| | | | | - LiquidityProviderSide
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - eventGen
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - event
| | | | | | | | | | | - Every
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - random
| | | | | | | | | | | | | - expovariate
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  Event source making the strategy to wake up
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - side_price
| | | | | | | | | | | - Limit
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function
| | | | | | - Parameter:
| | | | | | | - side
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - side
| | | | | | | | | | | | - Sell
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IFunction
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - Side
| | | | | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  side of orders to create 
| | | | | | - Parameter:
| | | | | | | - initialValue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 100.0
| | | | | | | - List:
| | | | | | | | -  initial price which is taken if orderBook is empty 
| | | | | | - Parameter:
| | | | | | | - priceDistr
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - math
| | | | | | | | | | | - random
| | | | | | | | | | | - lognormvariate
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 0.0
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 0.1
| | | | | | | - List:
| | | | | | | | -  defines multipliers for current asset price when price of
| | | | | | | | -                     order to create is calculated
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Generic
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - orderFactory
| | | | | | | | | - List:
| | | | | | | | | | - Var:
| | | | | | | | | | | - side
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - price
| | | | | | | | | | | | | - LiquidityProvider
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - side
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - initialValue
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - priceDistr
| | | | | | | | - Var:
| | | | | | | | | - eventGen
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Liquidity provider for one side
| | | | | | | - List:
| | | | | - List:
| | | | - FunDef:
| | | | | - Generic
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - Limit
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function
| | | | | | - Parameter:
| | | | | | | - eventGen
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - event
| | | | | | | | | | | - Every
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  Event source making the strategy to wake up
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ISingleAssetStrategy
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Generic strategy that wakes up on events given by *eventGen*,
| | | | | | | - List:
| | | | | | | | -   creates an order via *orderFactory* and sends the order to the market using its trader
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - strategy.generic._Generic_Impl
| | | | - FunDef:
| | | | | - MarketMaker
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - delta
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - volume
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 20.0
| | | | | | | - List:
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Combine
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - Generic
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - Iceberg
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - volume
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | | - FloatingPrice
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - observable
| | | | | | | | | | | | | | | | | - BreaksAtChanges
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - observable
| | | | | | | | | | | | | | | | | | | - OnEveryDt
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | | | | | | - 0.9
| | | | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | | | - Div
| | | | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | | | | | | | - SafeSidePrice
| | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | | | | | | | | | - Asks
| | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | | | | | | - Add
| | | | | | | | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | | | | | | | - 100
| | | | | | | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | | | | | | - delta
| | | | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | | | | | | | | - Exp
| | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | | | | | | - Div
| | | | | | | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | | | | | | | | | | | - Atan
| | | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | | | | | | | | | | | | | | - Position
| | | | | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | | | | | | | - 1000
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | | | | | | - Sell
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | - Mul
| | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | | - 1000
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - event
| | | | | | | | | | | | | - After
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 0.0
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - Generic
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - order
| | | | | | | | | | | | | - Iceberg
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - volume
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | | - FloatingPrice
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - observable
| | | | | | | | | | | | | | | | | - BreaksAtChanges
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - observable
| | | | | | | | | | | | | | | | | | | - OnEveryDt
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | | | | | | - 0.9
| | | | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | | | - Div
| | | | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | | | | | | | - SafeSidePrice
| | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | | | | | | | | | | | - Bids
| | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | | | | | | - Sub
| | | | | | | | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | | | | | | | - 100
| | | | | | | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | | | | | | - delta
| | | | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | | | | | | | | - Exp
| | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | | | | | | - Div
| | | | | | | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | | | | | - math
| | | | | | | | | | | | | | | | | | | | | | | | | - Atan
| | | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | | | | | | | | - trader
| | | | | | | | | | | | | | | | | | | | | | | | | | | - Position
| | | | | | | | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | | | | | | | - 1000
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - order
| | | | | | | | | | | | | | | | | - price
| | | | | | | | | | | | | | | | | - Limit
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - side
| | | | | | | | | | | | | | | | | | | - Buy
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | - Mul
| | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | - volume
| | | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | | - 1000
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - event
| | | | | | | | | | | | | - After
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 0.0
| | | | | - None
| | | | | - None
| | | | | - List:
| | | | - FunDef:
| | | | | - Noise
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - eventGen
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - event
| | | | | | | | | | | - Every
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - math
| | | | | | | | | | | | | - random
| | | | | | | | | | | | | - expovariate
| | | | | | | | | | | - List:
| | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  Event source making the strategy to wake up
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - side
| | | | | | | | | | | - Market
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Generic
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - orderFactory
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - side
| | | | | | | | | | | | | - Noise
| | | | | | | | | | | - List:
| | | | | | | | - Var:
| | | | | | | | | - eventGen
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Noise strategy is a quite dummy strategy that randomly chooses trade side and sends market orders
| | | | | | | - List:
| | | | | - List:
| | | | - FunDef:
| | | | | - Bollinger_linear
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - orderFactory
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - order
| | | | | | | | | | | - signedVolume
| | | | | | | | | | | - MarketSigned
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  order factory function 
| | | | | | - Parameter:
| | | | | | | - alpha
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.15
| | | | | | | - List:
| | | | | | | | -  alpha parameter for exponentially weighted moving everage and variance 
| | | | | | - Parameter:
| | | | | | | - k
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - const
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 0.5
| | | | | | | - List:
| | | | | | | | -  observable scaling function that maps relative deviation to desired position 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - strategy
| | | | | | | | | - Generic
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - orderFactory
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - strategy
| | | | | | | | | | | | | - position
| | | | | | | | | | | | | - Bollinger_linear
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - alpha
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - k
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Strategy believing that trader position should be proportional to the relative standard deviation of its price
| | | | | | | - List:
| | | | | - List:
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Strategy
| | - List:
| | - false
| - PackageDef:
| | - Some:
| | | - QualifiedName:
| | | | - List:
| | | | | - trader
| | - List:
| | - Definitions:
| | | - List:
| | | | - FunDef:
| | | | | - Balance
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - trader
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trader
| | | | | | | | | | | | - SingleProxy
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IAccount
| | | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Price
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Number of money owned by trader
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - trader.props.Balance_Impl
| | | | - FunDef:
| | | | | - RoughPnL
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - trader
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trader
| | | | | | | | | | | | - SingleProxy
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IAccount
| | | | | | | | | | - List:
| | | | | | | - List:
| | | | | - Some:
| | | | | | - BinOp:
| | | | | | | - Add
| | | | | | | - FunCall:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - trader
| | | | | | | | | | - Balance
| | | | | | | | - List:
| | | | | | | | | - Var:
| | | | | | | | | | - trader
| | | | | | | - FunCall:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - orderbook
| | | | | | | | | | - NaiveCumulativePrice
| | | | | | | | - List:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - OfTrader
| | | | | | | | | | - List:
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - trader
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trader
| | | | | | | | | | | | - Position
| | | | | | | | | | - List:
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - trader
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns traders naive approximation of trader eficiency.
| | | | | | | - List:
| | | | | | | | -   It takes into account only the best price of the order queue
| | | | | - List:
| | | | - FunDef:
| | | | | - Position
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - trader
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trader
| | | | | | | | | | | | - SingleProxy
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IAccount
| | | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Volume
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns position of the trader
| | | | | | | - List:
| | | | | | | | -   It is negative if trader has sold more assets than has bought and
| | | | | | | | -   positive otherwise
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - trader.props.Position_Impl
| | | | - FunDef:
| | | | | - Efficiency
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - trader
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trader
| | | | | | | | | | | | - SingleProxy
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IAccount
| | | | | | | | | | - List:
| | | | | | | - List:
| | | | | - Some:
| | | | | | - BinOp:
| | | | | | | - Add
| | | | | | | - FunCall:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - trader
| | | | | | | | | | - Balance
| | | | | | | | - List:
| | | | | | | | | - Var:
| | | | | | | | | | - trader
| | | | | | | - FunCall:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - orderbook
| | | | | | | | | | - CumulativePrice
| | | | | | | | - List:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - OfTrader
| | | | | | | | | | - List:
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - trader
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trader
| | | | | | | | | | | | - Position
| | | | | | | | | | - List:
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - trader
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared
| | | | | | | - List:
| | | | | - List:
| | | | - FunDef:
| | | | | - SingleProxy
| | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ISingleAssetTrader
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Phantom trader that is used to refer to the current trader
| | | | | | | - List:
| | | | | | | | -   (normally it is used to define trader properties and strategies)
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - trader.proxy._Single_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - N/A
| | | | - FunDef:
| | | | | - MultiAsset
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - traders
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - List_:
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - List
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - ISingleAssetTrader
| | | | | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  defines accounts for every asset to trade 
| | | | | | - Parameter:
| | | | | | | - strategy
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - Arbitrage
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  multi asset strategy run by the trader 
| | | | | | - Parameter:
| | | | | | | - name
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - StringLit:
| | | | | | | | | - -trader-
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - PnL
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.0
| | | | | | | - List:
| | | | | | | | -  current trader balance (number of money units that it owns) 
| | | | | | - Parameter:
| | | | | | | - timeseries
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - List_:
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - List
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - ITimeSerie
| | | | | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  defines what data should be gathered for the trader 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ITrader
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - A trader that trades different assets
| | | | | | | - List:
| | | | | | | | -   It can be considered as a composition of single asset traders and multi asset strategies
| | | | | | | | -   At the moment there is no way to instruct a multi asset strategy to trade only on subset of the assets
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - trader.classes._MultiAsset_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - %(name)s
| | | | - FunDef:
| | | | | - EfficiencyTrend
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - trader
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trader
| | | | | | | | | | | | - SingleProxy
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IAccount
| | | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - alpha
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.15
| | | | | | | - List:
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - math
| | | | | | | | | - Derivative
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - math
| | | | | | | | | | | - EW
| | | | | | | | | | | - Avg
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - trader
| | | | | | | | | | | | | - Efficiency
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - trader
| | | | | | | | | | - Var:
| | | | | | | | | | | - alpha
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns first derivative of a moving average of the trader efficiency
| | | | | | | - List:
| | | | | - List:
| | | | - FunDef:
| | | | | - PendingVolume
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - trader
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trader
| | | | | | | | | | | | - SingleProxy
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IAccount
| | | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Volume
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Cumulative volume of orders sent to the market but haven't matched yet
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - trader.props.PendingVolume_Impl
| | | | - FunDef:
| | | | | - SingleAsset
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - orderBook
| | | | | | | - Some:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - IOrderBook
| | | | | | | | | - List:
| | | | | | | - None
| | | | | | | - List:
| | | | | | | | -  order book for the asset being traded 
| | | | | | - Parameter:
| | | | | | | - strategy
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - strategy
| | | | | | | | | | | - Noise
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  strategy run by the trader 
| | | | | | - Parameter:
| | | | | | | - name
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - StringLit:
| | | | | | | | | - -trader-
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - amount
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.0
| | | | | | | - List:
| | | | | | | | -  current position of the trader (number of assets that it owns) 
| | | | | | - Parameter:
| | | | | | | - PnL
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.0
| | | | | | | - List:
| | | | | | | | -  current trader balance (number of money units that it owns) 
| | | | | | - Parameter:
| | | | | | | - timeseries
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - List_:
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - List
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - ITimeSerie
| | | | | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  defines what data should be gathered for the trader 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ISingleAssetTrader
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - A trader that trades a single asset on a single market
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - trader.classes._SingleAsset_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - %(name)s
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Trader
| | - List:
| | - false
| - PackageDef:
| | - Some:
| | | - QualifiedName:
| | | | - List:
| | | | | - orderbook
| | - List:
| | - Definitions:
| | | - List:
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - ask
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - WeightedPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.15
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - WeightedPrice
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - ask
| | | | | | | | | | | | | | - _queue
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - alpha
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - [{{queue}}]_{%(alpha)s}
| | | | | | | - FunDef:
| | | | | | | | - LastTradeVolume
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - LastTradeVolume
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - ask
| | | | | | | | | | | | | | - _queue
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - LastTradeVolume({{queue}})
| | | | | | | - FunDef:
| | | | | | | | - Price
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - BestPrice
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - ask
| | | | | | | | | | | | | | - _queue
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - {{queue}}
| | | | | | | - FunDef:
| | | | | | | | - LastPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - LastPrice
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - ask
| | | | | | | | | | | | | | - _queue
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - Last({{queue}})
| | | | | | | - FunAlias:
| | | | | | | | - _queue
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - orderbook
| | | | | | | | | | - Asks
| | | | | | | - FunDef:
| | | | | | | | - LastTradePrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - LastTradePrice
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - ask
| | | | | | | | | | | | | | - _queue
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - LastTrade({{queue}})
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - queue
| | | | | | | - Ask_{%(book)s}
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - bid
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - WeightedPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - alpha
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 0.15
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - WeightedPrice
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - bid
| | | | | | | | | | | | | | - _queue
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - alpha
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - [{{queue}}]_{%(alpha)s}
| | | | | | | - FunDef:
| | | | | | | | - LastTradeVolume
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - LastTradeVolume
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - bid
| | | | | | | | | | | | | | - _queue
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - LastTradeVolume({{queue}})
| | | | | | | - FunDef:
| | | | | | | | - Price
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - BestPrice
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - bid
| | | | | | | | | | | | | | - _queue
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - {{queue}}
| | | | | | | - FunDef:
| | | | | | | | - LastPrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - LastPrice
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - bid
| | | | | | | | | | | | | | - _queue
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - Last({{queue}})
| | | | | | | - FunAlias:
| | | | | | | | - _queue
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - orderbook
| | | | | | | | | | - Bids
| | | | | | | - FunDef:
| | | | | | | | - LastTradePrice
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - book
| | | | | | | | | | - None
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - OfTrader
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - LastTradePrice
| | | | | | | | | | - List:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | | - bid
| | | | | | | | | | | | | | - _queue
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | - book
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | | | - Attribute:
| | | | | | | | | | - label
| | | | | | | | | | - LastTrade({{queue}})
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - queue
| | | | | | | - Bid^{%(book)s}
| | | | | - List:
| | | | | - false
| | | | - FunDef:
| | | | | - Proxy
| | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderBook
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Phantom orderbook that is used to refer to the current order book
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   May be used only in objects held by orderbooks (so it is normally used in orderbook properties)
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.of_trader._Proxy_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - N/A
| | | | - FunDef:
| | | | | - SafeSidePrice
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - queue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - Asks
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - defaultValue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 100.0
| | | | | | | - List:
| | | | | | | | -  price to be used if there haven't been any trades 
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IfDefined
| | | | | | | - List:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - BestPrice
| | | | | | | | | - List:
| | | | | | | | | | - Var:
| | | | | | | | | | | - queue
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - IfDefined
| | | | | | | | | - List:
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | - LastPrice
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - queue
| | | | | | | | | | - Var:
| | | | | | | | | | | - defaultValue
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns best price if defined, otherwise last price
| | | | | | | - List:
| | | | | | | | -   and *defaultValue* if there haven't been any trades
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - observable
| | | | | | | - List:
| | | | - FunDef:
| | | | | - WeightedPrice
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - queue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - Asks
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - alpha
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.15
| | | | | | | - List:
| | | | | | | | -  parameter alpha for the moving average  
| | | | | - Some:
| | | | | | - BinOp:
| | | | | | | - Div
| | | | | | | - FunCall:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - math
| | | | | | | | | | - EW
| | | | | | | | | | - Avg
| | | | | | | | - List:
| | | | | | | | | - BinOp:
| | | | | | | | | | - Mul
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | - LastTradePrice
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - queue
| | | | | | | | | | - FunCall:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - orderbook
| | | | | | | | | | | | | - LastTradeVolume
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - queue
| | | | | | | | | - Var:
| | | | | | | | | | - alpha
| | | | | | | - FunCall:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - math
| | | | | | | | | | - EW
| | | | | | | | | | - Avg
| | | | | | | | - List:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - LastTradeVolume
| | | | | | | | | | - List:
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - queue
| | | | | | | | | - Var:
| | | | | | | | | | - alpha
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns moving average of trade prices weighted by their volumes
| | | | | | | - List:
| | | | | - List:
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - Price_{%(alpha)s}^{%(queue)s}
| | | | - FunDef:
| | | | | - TickSize
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - book
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - OfTrader
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - FunctionType:
| | | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - Price
| | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns tick size for the order *book*
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.props._TickSize_Impl
| | | | - FunDef:
| | | | | - MidPrice
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - book
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - OfTrader
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - Some:
| | | | | | - BinOp:
| | | | | | | - Div
| | | | | | | - BinOp:
| | | | | | | | - Add
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - ask
| | | | | | | | | | | - Price
| | | | | | | | | - List:
| | | | | | | | | | - Var:
| | | | | | | | | | | - book
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - bid
| | | | | | | | | | | - Price
| | | | | | | | | - List:
| | | | | | | | | | - Var:
| | | | | | | | | | | - book
| | | | | | | - FloatLit:
| | | | | | | | - 2.0
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - MidPrice of order *book*
| | | | | | | - List:
| | | | | - List:
| | | | - FunDef:
| | | | | - Asks
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - book
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - OfTrader
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - orderbook
| | | | | | | | | - Queue
| | | | | | | - List:
| | | | | | | | - Var:
| | | | | | | | | - book
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - side
| | | | | | | | | | | - Sell
| | | | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns sell side order queue for *book*
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.proxy._Asks_Impl
| | | | - FunDef:
| | | | | - LastTradeVolume
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - queue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - Asks
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Volume
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns volume of the last trade at *queue*
| | | | | | | - List:
| | | | | | | | -   Returns None if there haven't been any trades
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.last_trade._LastTradeVolume_Impl
| | | | - FunDef:
| | | | | - Bids
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - book
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - OfTrader
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - Some:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - orderbook
| | | | | | | | | - Queue
| | | | | | | - List:
| | | | | | | | - Var:
| | | | | | | | | - book
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - side
| | | | | | | | | | | - Buy
| | | | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns buy side order queue for *book*
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.proxy._Bids_Impl
| | | | - FunDef:
| | | | | - BestPrice
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - queue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - Asks
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Price
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns best order price of *queue*
| | | | | | | - List:
| | | | | | | | -   Returns None is *queue* is empty
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.props._BestPrice_Impl
| | | | - FunDef:
| | | | | - TwoWayLink
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - up
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - Link
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  Forward link (normally from a trader to a market)
| | | | | | - Parameter:
| | | | | | | - down
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - Link
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | | | -  Backward link (normally from a market to a trader)
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ITwoWayLink
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Represents latency in information propagation between two agents
| | | | | | | - List:
| | | | | | | | -  (normally between a trader and a market).
| | | | | | | | -  Ensures that sending packets via links preserves their order.
| | | | | | | | -  Holds two one-way links in opposite directions.
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.link._TwoWayLink_Impl
| | | | - FunDef:
| | | | | - Queue
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - book
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - OfTrader
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - side
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - side
| | | | | | | | | | | - Sell
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderQueue
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns order queue of order *book* for trade *side*
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.proxy._Queue_Impl
| | | | - FunDef:
| | | | | - OfTrader
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - Trader
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trader
| | | | | | | | | | | | - SingleProxy
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - IAccount
| | | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderBook
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Phantom orderbook used to refer to the order book associated with a single asset trader
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   May be used only in objects that are held by traders (so it is used in trader properties and strategies)
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.of_trader._OfTrader_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - N/A
| | | | - FunDef:
| | | | | - CumulativePrice
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - book
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - OfTrader
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - depth
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Price
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns price for best orders of total volume *depth*
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | -   In other words cumulative price corresponds to trader balance change
| | | | | | | | -   if a market order of volume *depth* is completely matched
| | | | | | | | - 
| | | | | | | | -   Negative *depth* correponds to will buy assets
| | | | | | | | -   Positive *depth* correponds to will sell assets
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.cumulative_price.CumulativePrice_Impl
| | | | - FunDef:
| | | | | - VolumeLevels
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - queue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - Asks
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - volumeDelta
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 30.0
| | | | | | | - List:
| | | | | | | | -  distance between two volumes 
| | | | | | - Parameter:
| | | | | | | - volumeCount
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - IntLit:
| | | | | | | | | - 10
| | | | | | | - List:
| | | | | | | | -  number of volume levels to track 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - IVolumeLevels
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns arrays of levels for given volumes [i*volumeDelta for i in range(0, volumeCount)]
| | | | | | | - List:
| | | | | | | | -   Level of volume V is a price at which cumulative volume of better orders is V
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.volume_levels.VolumeLevels_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - VolumeLevels(%(queue)s)
| | | | - FunDef:
| | | | | - LastPrice
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - queue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - Asks
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Price
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns last defined price at *queue*
| | | | | | | - List:
| | | | | | | | -   Returns None is *queue* has been always empty
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.last_price._LastPrice_Impl
| | | | - FunDef:
| | | | | - Local
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - name
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - StringLit:
| | | | | | | | | - -orderbook-
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - tickSize
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.01
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - _digitsToShow
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - IntLit:
| | | | | | | | | - 2
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - timeseries
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - List_:
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - List
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - ITimeSerie
| | | | | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderBook
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Order book for a single asset in a market.
| | | | | | | - List:
| | | | | | | | -  Maintains two order queues for orders of different sides
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.local._Local_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - %(name)s
| | | | - FunDef:
| | | | | - Remote
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - orderbook
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - Local
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - link
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - TwoWayLink
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - timeseries
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - Cast:
| | | | | | | | | - List_:
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - List
| | | | | | | | | | - List:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - ITimeSerie
| | | | | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IOrderBook
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Represent an *orderbook* from point of view of a remote trader connected
| | | | | | | - List:
| | | | | | | | -  to the market by means of a *link* that introduces some latency in information propagation
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.remote._Remote_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - %(orderbook)s.name^remote
| | | | - FunDef:
| | | | | - NaiveCumulativePrice
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - book
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - OfTrader
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | | - Parameter:
| | | | | | | - depth
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - Some:
| | | | | | - IfThenElse:
| | | | | | | - Condition:
| | | | | | | | - Less
| | | | | | | | - Var:
| | | | | | | | | - depth
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.0
| | | | | | | - BinOp:
| | | | | | | | - Mul
| | | | | | | | - Var:
| | | | | | | | | - depth
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - ask
| | | | | | | | | | | - Price
| | | | | | | | | - List:
| | | | | | | | | | - Var:
| | | | | | | | | | | - book
| | | | | | | - IfThenElse:
| | | | | | | | - Condition:
| | | | | | | | | - Greater
| | | | | | | | | - Var:
| | | | | | | | | | - depth
| | | | | | | | | - FloatLit:
| | | | | | | | | | - 0.0
| | | | | | | | - BinOp:
| | | | | | | | | - Mul
| | | | | | | | | - Var:
| | | | | | | | | | - depth
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - orderbook
| | | | | | | | | | | | - bid
| | | | | | | | | | | | - Price
| | | | | | | | | | - List:
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - book
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.0
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns naive approximation of price for best orders of total volume *depth*
| | | | | | | - List:
| | | | | | | | -   by taking into account prices only for the best order
| | | | | | | | - 
| | | | | | | | -   Negative *depth* correponds to will buy assets
| | | | | | | | -   Positive *depth* correponds to will sell assets
| | | | | - List:
| | | | - FunDef:
| | | | | - Link
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - latency
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - const
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 0.001
| | | | | | | - List:
| | | | | | | | -  function called for each packet in order to determine
| | | | | | | | -  when it will appear at the end point
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - ILink
| | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Represents latency in information propagation from one agent to another one
| | | | | | | - List:
| | | | | | | | -  (normally between a trader and a market).
| | | | | | | | -  Ensures that sending packets via a link preserves their order.
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.link._Link_Impl
| | | | - FunDef:
| | | | | - Spread
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - book
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - OfTrader
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - Some:
| | | | | | - BinOp:
| | | | | | | - Sub
| | | | | | | - FunCall:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - orderbook
| | | | | | | | | | - ask
| | | | | | | | | | - Price
| | | | | | | | - List:
| | | | | | | | | - Var:
| | | | | | | | | | - book
| | | | | | | - FunCall:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - orderbook
| | | | | | | | | | - bid
| | | | | | | | | | - Price
| | | | | | | | - List:
| | | | | | | | | - Var:
| | | | | | | | | | - book
| | | | | - None
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Spread of order *book*
| | | | | | | - List:
| | | | | - List:
| | | | - FunDef:
| | | | | - LastTradePrice
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - queue
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - orderbook
| | | | | | | | | | | - Asks
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Price
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Returns price of the last trade at *queue*
| | | | | | | - List:
| | | | | | | | -   Returns None if there haven't been any trades
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - orderbook.last_trade._LastTradePrice_Impl
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Asset
| | - List:
| | - false
| - PackageDef:
| | - Some:
| | | - QualifiedName:
| | | | - List:
| | | | | - observable
| | - List:
| | - Definitions:
| | | - List:
| | | | - FunDef:
| | | | | - OnEveryDt
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - dt
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FloatLit:
| | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  time discretization step 
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - constant
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | | | | -  function to discretize 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Float
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Discretizes function *x* at even time steps *dt*
| | | | | | | - List:
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - observable.on_every_dt._OnEveryDt_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - [%(x)s]_dt=%(dt)s
| | | | | | - Attribute:
| | | | | | | - observe_args
| | | | | | | - no
| | | | - FunDef:
| | | | | - Quote
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - ticker
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - StringLit:
| | | | | | | | | - ^GSPC
| | | | | | | - List:
| | | | | | | | -  defines quotes to download 
| | | | | | - Parameter:
| | | | | | | - start
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - StringLit:
| | | | | | | | | - 2001-1-1
| | | | | | | - List:
| | | | | | | | -  defines first day to download in form YYYY-MM-DD 
| | | | | | - Parameter:
| | | | | | | - end
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - StringLit:
| | | | | | | | | - 2010-1-1
| | | | | | | - List:
| | | | | | | | -  defines last day to download in form YYYY-MM-DD 
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Price
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Observable that downloads closing prices for every day from *start* to *end* for asset given by *ticker*
| | | | | | | - List:
| | | | | | | | -   and follows the price in scale 1 model unit of time = 1 real day
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - observable.quote.Quote_Impl
| | | | | | - Attribute:
| | | | | | | - label
| | | | | | | - %(ticker)s
| | | | - FunDef:
| | | | | - BreaksAtChanges
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - source
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - const
| | | | | | | | | - List:
| | | | | | | | | | - FloatLit:
| | | | | | | | | | | - 1.0
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Float
| | | | | | | | | - List:
| | | | | - Some:
| | | | | | - DocString:
| | | | | | | - Observable listening to *source*
| | | | | | | - List:
| | | | | | | | -   When *source* changes it inserts *undefined* value and then immidiately becomes equal to *source* value
| | | | | - List:
| | | | | | - Annotation:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - python
| | | | | | | | | - intrinsic
| | | | | | | - List:
| | | | | | | | - observable.breaks_at_changes._BreaksAtChanges_Impl
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | - List:
| | - false
| - PackageDef:
| | - Some:
| | | - QualifiedName:
| | | | - List:
| | | | | - trash
| | - List:
| | - Definitions:
| | | - List:
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - in1
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - PackageDef:
| | | | | | | | - Some:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - in2
| | | | | | | | - List:
| | | | | | | | - Definitions:
| | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - S1
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Parameter:
| | | | | | | | | | | | | - y
| | | | | | | | | | | | | - None
| | | | | | | | | | | | | - Some:
| | | | | | | | | | | | | | - StringLit:
| | | | | | | | | | | | | | | - abc
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - y
| | | | | | | | | | | - None
| | | | | | | | | | | - None
| | | | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - F
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Parameter:
| | | | | | | | | | | | | - x
| | | | | | | | | | | | | - None
| | | | | | | | | | | | | - Some:
| | | | | | | | | | | | | | - Cast:
| | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - trash
| | | | | | | | | | | | | | | | | | - in1
| | | | | | | | | | | | | | | | | | - in2
| | | | | | | | | | | | | | | | | | - IntFunc
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - x
| | | | | | | | | | | - None
| | | | | | | | | | | - None
| | | | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - A
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Parameter:
| | | | | | | | | | | | | - x
| | | | | | | | | | | | | - None
| | | | | | | | | | | | | - Some:
| | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - constant
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | - Parameter:
| | | | | | | | | | | | | - y
| | | | | | | | | | | | | - None
| | | | | | | | | | | | | - Some:
| | | | | | | | | | | | | | - IfThenElse:
| | | | | | | | | | | | | | | - Condition:
| | | | | | | | | | | | | | | | - Greater
| | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | - 3
| | | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | | - Add
| | | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | | - x
| | | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | | - 2
| | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | - x
| | | | | | | | | | | | | | | - BinOp:
| | | | | | | | | | | | | | | | - Mul
| | | | | | | | | | | | | | | | - Var:
| | | | | | | | | | | | | | | | | - x
| | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | - 2
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - trash
| | | | | | | | | | | | | | | | - types
| | | | | | | | | | | | | | | | - T
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - IntObs
| | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - IObservable
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - Int
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - IntFunc
| | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - Int
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - C
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Parameter:
| | | | | | | | | | | | | - x
| | | | | | | | | | | | | - Some:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | - CandleStick
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - None
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | - Parameter:
| | | | | | | | | | | | | - p
| | | | | | | | | | | | | - None
| | | | | | | | | | | | | - Some:
| | | | | | | | | | | | | | - List_:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | - 12
| | | | | | | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | | | | | | - 23.2
| | | | | | | | | | | | | | | | - IntLit:
| | | | | | | | | | | | | | | | | - 0
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - p
| | | | | | | | | | | - None
| | | | | | | | | | | - None
| | | | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - S2
| | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - trash
| | | | | | | | | | | | | | | - in1
| | | | | | | | | | | | | | | - in2
| | | | | | | | | | | | | | | - S1
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - Optional
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | - String
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | - None
| | | | | | | | | | | - List:
| | | | | | | | | | - FunDef:
| | | | | | | | | | | - O
| | | | | | | | | | | - List:
| | | | | | | | | | | | - Parameter:
| | | | | | | | | | | | | - x
| | | | | | | | | | | | | - None
| | | | | | | | | | | | | - Some:
| | | | | | | | | | | | | | - Cast:
| | | | | | | | | | | | | | | - FunCall:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - trash
| | | | | | | | | | | | | | | | | | - in1
| | | | | | | | | | | | | | | | | | - in2
| | | | | | | | | | | | | | | | | | - IntObs
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | - IObservable
| | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | | | | | - Float
| | | | | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | - Some:
| | | | | | | | | | | | - Var:
| | | | | | | | | | | | | - x
| | | | | | | | | | | - None
| | | | | | | | | | | - None
| | | | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | - false
| | | | | | | - FunDef:
| | | | | | | | - A
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - x
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunctionType:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | - trash
| | | | | | | | | | | | | | | - types
| | | | | | | | | | | | | | | - T1
| | | | | | | | | | | | | - List:
| | | | | | | | | | - Some:
| | | | | | | | | | | - FunCall:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - trash
| | | | | | | | | | | | | | - A
| | | | | | | | | | | | - List:
| | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - trash
| | | | | | | | | | | | | - types
| | | | | | | | | | | | | - U
| | | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - toInject1
| | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Int
| | | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - toInject2
| | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - Some:
| | | | | | | | | - FunctionType:
| | | | | | | | | | - List:
| | | | | | | | | | - SimpleType:
| | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - 
| | | | | | | | | | | | | - Int
| | | | | | | | | | | - List:
| | | | | | | | - None
| | | | | | | | - List:
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - types
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - Alias:
| | | | | | | | - T1
| | | | | | | | - Generics:
| | | | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - T
| | | | | | | | | - List:
| | | | | | | - Interface:
| | | | | | | | - T
| | | | | | | | - Generics:
| | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | - Interface:
| | | | | | | | - R
| | | | | | | | - Generics:
| | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - T
| | | | | | | | | | - List:
| | | | | | | - Interface:
| | | | | | | | - U
| | | | | | | | - Generics:
| | | | | | | | | - List:
| | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - T
| | | | | | | | | | - List:
| | | | | | | | | - SimpleType:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - R
| | | | | | | | | | - List:
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - PackageDef:
| | | | | - Some:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - overloading
| | | | | - List:
| | | | | - Definitions:
| | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - f
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - x
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Volume
| | | | | | | | | | | | | | - List:
| | | | | | | | | | - None
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - Var:
| | | | | | | | | | - x
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - f
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - x
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Price
| | | | | | | | | | | | | | - List:
| | | | | | | | | | - None
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - Var:
| | | | | | | | | | - x
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - g
| | | | | | | | - List:
| | | | | | | | | - Parameter:
| | | | | | | | | | - x
| | | | | | | | | | - Some:
| | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | - IFunction
| | | | | | | | | | | | - List:
| | | | | | | | | | | | | - SimpleType:
| | | | | | | | | | | | | | - QualifiedName:
| | | | | | | | | | | | | | | - List:
| | | | | | | | | | | | | | | | - 
| | | | | | | | | | | | | | | | - Volume
| | | | | | | | | | | | | | - List:
| | | | | | | | | | - None
| | | | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trash
| | | | | | | | | | | | - overloading
| | | | | | | | | | | | - f
| | | | | | | | | | - List:
| | | | | | | | | | | - Var:
| | | | | | | | | | | | - x
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - h
| | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trash
| | | | | | | | | | | | - overloading
| | | | | | | | | | | | - f
| | | | | | | | | | - List:
| | | | | | | | | | | - IntLit:
| | | | | | | | | | | | - 12
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | | | - FunDef:
| | | | | | | | - hh
| | | | | | | | - List:
| | | | | | | | - Some:
| | | | | | | | | - FunCall:
| | | | | | | | | | - QualifiedName:
| | | | | | | | | | | - List:
| | | | | | | | | | | | - 
| | | | | | | | | | | | - trash
| | | | | | | | | | | | - overloading
| | | | | | | | | | | | - f
| | | | | | | | | | - List:
| | | | | | | | | | | - FloatLit:
| | | | | | | | | | | | - 12.2
| | | | | | | | - None
| | | | | | | | - None
| | | | | | | | - List:
| | | | | - List:
| | | | | - List:
| | | | | - false
| | | | - FunDef:
| | | | | - A
| | | | | - List:
| | | | | | - Parameter:
| | | | | | | - x
| | | | | | | - None
| | | | | | | - Some:
| | | | | | | | - FunCall:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - trash
| | | | | | | | | | | - in1
| | | | | | | | | | | - in2
| | | | | | | | | | | - A
| | | | | | | | | - List:
| | | | | | | - List:
| | | | | - None
| | | | | - Some:
| | | | | | - FunctionType:
| | | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - trash
| | | | | | | | | | - types
| | | | | | | | | | - R
| | | | | | | | - List:
| | | | | - None
| | | | | - List:
| | - List:
| | | - Attribute:
| | | | - python
| | | | - no
| | - List:
| | - false
| - Interface:
| | - ITrader
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - IGraph
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - CandleStick
| | - Generics:
| | | - List:
| | - List:
| - Alias:
| | - Volume
| | - Generics:
| | | - List:
| | - SimpleType:
| | | - QualifiedName:
| | | | - List:
| | | | | - Int
| | | - List:
| - Interface:
| | - Optional
| | - Generics:
| | | - List:
| | | | - T
| | - List:
| - Interface:
| | - IAccount
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - Side
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - Boolean
| | - Generics:
| | | - List:
| | - List:
| - Alias:
| | - Price
| | - Generics:
| | | - List:
| | - SimpleType:
| | | - QualifiedName:
| | | | - List:
| | | | | - Float
| | | - List:
| - Interface:
| | - IOrderQueue
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - Float
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - Int
| | - Generics:
| | | - List:
| | - List:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - Float
| | | | - List:
| - Interface:
| | - ILink
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - IOrderBook
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - IEvent
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - IMultiAssetStrategy
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - ITwoWayLink
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - IObservable
| | - Generics:
| | | - List:
| | | | - U
| | - List:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - IFunction
| | | | - List:
| | | | | - SimpleType:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - U
| | | | | | - List:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - IEvent
| | | | - List:
| - Alias:
| | - IFunction
| | - Generics:
| | | - List:
| | | | - T
| | - FunctionType:
| | | - List:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - T
| | | | - List:
| - Interface:
| | - ISingleAssetStrategy
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - ISingleAssetTrader
| | - Generics:
| | | - List:
| | - List:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - IAccount
| | | | - List:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - ITrader
| | | | - List:
| - Interface:
| | - IVolumeLevels
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - Order
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - List
| | - Generics:
| | | - List:
| | | | - T
| | - List:
| - Interface:
| | - IDifferentiable
| | - Generics:
| | | - List:
| | - List:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - IFunction
| | | | - List:
| | | | | - SimpleType:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - Float
| | | | | | - List:
| - Interface:
| | - ITimeSerie
| | - Generics:
| | | - List:
| | - List:
| - Interface:
| | - Any
| | - Generics:
| | | - List:
| | - List:
| - Alias:
| | - IOrderGenerator
| | - Generics:
| | | - List:
| | - SimpleType:
| | | - QualifiedName:
| | | | - List:
| | | | | - IObservable
| | | - List:
| | | | - SimpleType:
| | | | | - QualifiedName:
| | | | | | - List:
| | | | | | | - Order
| | | | | - List:
| - Interface:
| | - String
| | - Generics:
| | | - List:
| | - List:
| - FunDef:
| | - constant
| | - List:
| | | - Parameter:
| | | | - x
| | | | - None
| | | | - Some:
| | | | | - FloatLit:
| | | | | | - 1.0
| | | | - List:
| | - Some:
| | | - Cast:
| | | | - FunCall:
| | | | | - QualifiedName:
| | | | | | - List:
| | | | | | | - 
| | | | | | | - const
| | | | | - List:
| | | | | | - Var:
| | | | | | | - x
| | | | - SimpleType:
| | | | | - QualifiedName:
| | | | | | - List:
| | | | | | | - 
| | | | | | | - IFunction
| | | | | - List:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - Float
| | | | | | | - List:
| | - None
| | - Some:
| | | - DocString:
| | | | - Function always returning *x*
| | | | - List:
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Attribute:
| | | | - label
| | | | - C=%(x)s
| - FunDef:
| | - constant
| | - List:
| | | - Parameter:
| | | | - x
| | | | - None
| | | | - Some:
| | | | | - IntLit:
| | | | | | - 1
| | | | - List:
| | - Some:
| | | - Cast:
| | | | - FunCall:
| | | | | - QualifiedName:
| | | | | | - List:
| | | | | | | - 
| | | | | | | - const
| | | | | - List:
| | | | | | - Var:
| | | | | | | - x
| | | | - SimpleType:
| | | | | - QualifiedName:
| | | | | | - List:
| | | | | | | - 
| | | | | | | - IFunction
| | | | | - List:
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - Int
| | | | | | | - List:
| | - None
| | - Some:
| | | - DocString:
| | | | - Function always returning *x*
| | | | - List:
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Attribute:
| | | | - label
| | | | - C=%(x)s
| - FunDef:
| | - false
| | - List:
| | - None
| | - Some:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - 
| | | | | | - IFunction
| | | | - List:
| | | | | - SimpleType:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - Boolean
| | | | | | - List:
| | - Some:
| | | - DocString:
| | | | - Function always returning *False*
| | | | - List:
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Annotation:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - python
| | | | | | - intrinsic
| | | | | | - function
| | | | - List:
| | | | | - _constant._False_Impl
| | | - Attribute:
| | | | - label
| | | | - False
| - FunDef:
| | - observableTrue
| | - List:
| | - None
| | - Some:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - 
| | | | | | - IObservable
| | | | - List:
| | | | | - SimpleType:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - Boolean
| | | | | | - List:
| | - Some:
| | | - DocString:
| | | | - Trivial observable always returning *True*
| | | | - List:
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Annotation:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - python
| | | | | | - intrinsic
| | | | | | - observable
| | | | - List:
| | | | | - _constant._True_Impl
| | | - Attribute:
| | | | - label
| | | | - True
| - FunDef:
| | - null
| | - List:
| | - None
| | - Some:
| | | - FunctionType:
| | | | - List:
| | | | - SimpleType:
| | | | | - QualifiedName:
| | | | | | - List:
| | | | | | | - 
| | | | | | | - Float
| | | | | - List:
| | - Some:
| | | - DocString:
| | | | - Trivial observable always returning *undefined* or *None* value
| | | | - List:
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Annotation:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - python
| | | | | | - intrinsic
| | | | - List:
| | | | | - _constant._Null_Impl
| - FunDef:
| | - TimeSerie
| | - List:
| | | - Parameter:
| | | | - source
| | | | - None
| | | | - Some:
| | | | | - Cast:
| | | | | | - FunCall:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - const
| | | | | | | - List:
| | | | | | | | - FloatLit:
| | | | | | | | | - 0.0
| | | | | | - SimpleType:
| | | | | | | - QualifiedName:
| | | | | | | | - List:
| | | | | | | | | - 
| | | | | | | | | - IObservable
| | | | | | | - List:
| | | | | | | | - SimpleType:
| | | | | | | | | - QualifiedName:
| | | | | | | | | | - List:
| | | | | | | | | | | - 
| | | | | | | | | | | - Any
| | | | | | | | | - List:
| | | | - List:
| | | - Parameter:
| | | | - graph
| | | | - None
| | | | - Some:
| | | | | - FunCall:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - veusz
| | | | | | | | - Graph
| | | | | | - List:
| | | | - List:
| | | - Parameter:
| | | | - _digitsToShow
| | | | - None
| | | | - Some:
| | | | | - IntLit:
| | | | | | - 4
| | | | - List:
| | | - Parameter:
| | | | - _smooth
| | | | - None
| | | | - Some:
| | | | | - IntLit:
| | | | | | - 1
| | | | - List:
| | - None
| | - Some:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - 
| | | | | | - ITimeSerie
| | | | - List:
| | - Some:
| | | - DocString:
| | | | - Time serie to store and render it after on a graph
| | | | - List:
| | | | | -   Used to specify what data should be collected about order books and traders
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Annotation:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - python
| | | | | | - intrinsic
| | | | - List:
| | | | | - timeserie._ToRecord_Impl
| | | - Attribute:
| | | | - label
| | | | - %(source)s
| - FunDef:
| | - observableFalse
| | - List:
| | - None
| | - Some:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - 
| | | | | | - IObservable
| | | | - List:
| | | | | - SimpleType:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - Boolean
| | | | | | - List:
| | - Some:
| | | - DocString:
| | | | - Trivial observable always returning *False*
| | | | - List:
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Annotation:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - python
| | | | | | - intrinsic
| | | | | | - observable
| | | | - List:
| | | | | - _constant._False_Impl
| | | - Attribute:
| | | | - label
| | | | - False
| - FunDef:
| | - const
| | - List:
| | | - Parameter:
| | | | - x
| | | | - None
| | | | - Some:
| | | | | - FloatLit:
| | | | | | - 1.0
| | | | - List:
| | - None
| | - Some:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - 
| | | | | | - IObservable
| | | | - List:
| | | | | - SimpleType:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - Float
| | | | | | - List:
| | - Some:
| | | - DocString:
| | | | - Trivial observable always returning *x*
| | | | - List:
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Annotation:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - python
| | | | | | - intrinsic
| | | | | | - observable
| | | | - List:
| | | | | - _constant._Constant_Impl
| | | - Attribute:
| | | | - label
| | | | - C=%(x)s
| - FunDef:
| | - const
| | - List:
| | | - Parameter:
| | | | - x
| | | | - None
| | | | - Some:
| | | | | - IntLit:
| | | | | | - 1
| | | | - List:
| | - None
| | - Some:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - 
| | | | | | - IObservable
| | | | - List:
| | | | | - SimpleType:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - Int
| | | | | | - List:
| | - Some:
| | | - DocString:
| | | | - Trivial observable always returning *x*
| | | | - List:
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Annotation:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - python
| | | | | | - intrinsic
| | | | | | - observable
| | | | - List:
| | | | | - _constant._Constant_Impl
| | | - Attribute:
| | | | - label
| | | | - C=%(x)s
| - FunDef:
| | - CandleSticks
| | - List:
| | | - Parameter:
| | | | - source
| | | | - None
| | | | - Some:
| | | | | - FunCall:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - const
| | | | | | - List:
| | | | | | | - FloatLit:
| | | | | | | | - 1.0
| | | | - List:
| | | | | -  observable data source considered as asset price 
| | | - Parameter:
| | | | - timeframe
| | | | - None
| | | | - Some:
| | | | | - FloatLit:
| | | | | | - 10.0
| | | | - List:
| | | | | -  size of timeframe 
| | - None
| | - Some:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - 
| | | | | | - IObservable
| | | | - List:
| | | | | - SimpleType:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - CandleStick
| | | | | | - List:
| | - Some:
| | | - DocString:
| | | | - Observable returning at the end of every *timeframe*
| | | | - List:
| | | | | -  open/close/min/max price, its average and standard deviation
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Annotation:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - python
| | | | | | - intrinsic
| | | | - List:
| | | | | - observable.candlestick.CandleSticks_Impl
| | | - Attribute:
| | | | - label
| | | | - Candles_{%(source)s}
| - FunDef:
| | - true
| | - List:
| | - None
| | - Some:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - 
| | | | | | - IFunction
| | | | - List:
| | | | | - SimpleType:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - Boolean
| | | | | | - List:
| | - Some:
| | | - DocString:
| | | | - Function always returning *True*
| | | | - List:
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Annotation:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - python
| | | | | | - intrinsic
| | | | | | - function
| | | | - List:
| | | | | - _constant._True_Impl
| | | - Attribute:
| | | | - label
| | | | - True
| - FunDef:
| | - IfDefined
| | - List:
| | | - Parameter:
| | | | - x
| | | | - None
| | | | - Some:
| | | | | - FunCall:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - constant
| | | | | | - List:
| | | | | | | - FloatLit:
| | | | | | | | - 1.0
| | | | - List:
| | | - Parameter:
| | | | - elsePart
| | | | - None
| | | | - Some:
| | | | | - FunCall:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - constant
| | | | | | - List:
| | | | | | | - FloatLit:
| | | | | | | | - 1.0
| | | | - List:
| | | | | -  function to take values from when *x* is undefined 
| | - Some:
| | | - IfThenElse:
| | | | - Condition:
| | | | | - NotEqual
| | | | | - Var:
| | | | | | - x
| | | | | - FunCall:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - null
| | | | | | - List:
| | | | - Var:
| | | | | - x
| | | | - Var:
| | | | | - elsePart
| | - None
| | - Some:
| | | - DocString:
| | | | - Returns *x* if defined and *elsePart* otherwise
| | | | - List:
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Annotation:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - python
| | | | | | - observable
| | | | - List:
| | | - Attribute:
| | | | - label
| | | | - If def(%(x)s) else %(elsePart)s
| - FunDef:
| | - volumeLevels
| | - List:
| | | - Parameter:
| | | | - source
| | | | - Some:
| | | | | - SimpleType:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - IFunction
| | | | | | - List:
| | | | | | | - SimpleType:
| | | | | | | | - QualifiedName:
| | | | | | | | | - List:
| | | | | | | | | | - 
| | | | | | | | | | - IVolumeLevels
| | | | | | | | - List:
| | | | - None
| | | | - List:
| | | - Parameter:
| | | | - graph
| | | | - None
| | | | - Some:
| | | | | - FunCall:
| | | | | | - QualifiedName:
| | | | | | | - List:
| | | | | | | | - 
| | | | | | | | - veusz
| | | | | | | | - Graph
| | | | | | - List:
| | | | - List:
| | | - Parameter:
| | | | - _digitsToShow
| | | | - None
| | | | - Some:
| | | | | - IntLit:
| | | | | | - 4
| | | | - List:
| | | - Parameter:
| | | | - _smooth
| | | | - None
| | | | - Some:
| | | | | - IntLit:
| | | | | | - 1
| | | | - List:
| | | - Parameter:
| | | | - _volumes
| | | | - None
| | | | - Some:
| | | | | - List_:
| | | | | | - List:
| | | | | | | - FloatLit:
| | | | | | | | - 30.0
| | | | - List:
| | | - Parameter:
| | | | - _isBuy
| | | | - None
| | | | - Some:
| | | | | - IntLit:
| | | | | | - 1
| | | | - List:
| | - None
| | - Some:
| | | - SimpleType:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - 
| | | | | | - ITimeSerie
| | | | - List:
| | - Some:
| | | - DocString:
| | | | - Time serie holding volume levels of an asset
| | | | - List:
| | | | | -  Level of volume V is a price at which cumulative volume of better orders is V
| | - List:
| | | - Attribute:
| | | | - category
| | | | - Basic
| | | - Annotation:
| | | | - QualifiedName:
| | | | | - List:
| | | | | | - python
| | | | | | - intrinsic
| | | | - List:
| | | | | - timeserie._VolumeLevels_Impl
| | | - Attribute:
| | | | - label
| | | | - %(source)s