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package parameters are parsed, printed but not handled
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antonkolotaev committed Feb 14, 2014
1 parent 8d560ae commit d847a0b
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Showing 35 changed files with 14,674 additions and 6,315 deletions.
967 changes: 489 additions & 478 deletions marketsim/gen/.output/names.failed.sc

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790 changes: 635 additions & 155 deletions marketsim/gen/.output/typed.failed.sc

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1,585 changes: 799 additions & 786 deletions marketsim/gen/.parsed/.output/names.pretty-printed.sc

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2,587 changes: 1,804 additions & 783 deletions marketsim/gen/.parsed/.output/names.raw

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1,337 changes: 900 additions & 437 deletions marketsim/gen/.parsed/.output/typed.pretty-printed.sc

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13,594 changes: 9,980 additions & 3,614 deletions marketsim/gen/.parsed/.output/typed.raw

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2 changes: 1 addition & 1 deletion marketsim/gen/.parsed/defs/event.pretty-printed.sc
@@ -1,6 +1,6 @@
@category = "Event"

package event {
package event() {
// defined at defs\event.sc: 4.5
/** Event that fires every *intervalFunc* moments of time
*/
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4 changes: 2 additions & 2 deletions marketsim/gen/.parsed/defs/graph.pretty-printed.sc
@@ -1,6 +1,6 @@
@category = "Basic"

package {
package () {
// defined at defs\graph.sc: 4.5
/** Observable returning at the end of every *timeframe*
* open/close/min/max price, its average and standard deviation
Expand Down Expand Up @@ -36,7 +36,7 @@ package {
}
@category = "N/A"

package veusz {
package veusz() {
// defined at defs\graph.sc: 45.5
/** Graph to render at Veusz. Time series are added to it automatically in their constructor
*/
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8 changes: 4 additions & 4 deletions marketsim/gen/.parsed/defs/math/basic.pretty-printed.sc
@@ -1,8 +1,8 @@
@category = "Basic"

package math {@category = "Log/Pow"
package math() {@category = "Log/Pow"

package {
package () {
// defined at defs\math\basic.sc: 7.5
/** Square of *x*
*/
Expand Down Expand Up @@ -49,7 +49,7 @@ package math {@category = "Log/Pow"
power = constant(1.0)) : () => Float
}

package {
package () {
// defined at defs\math\basic.sc: 49.5
/** Function returning minimum of two functions *x* and *y*.
* If *x* or/and *y* are observables, *Min* is also observable
Expand Down Expand Up @@ -78,7 +78,7 @@ package math {@category = "Log/Pow"
}
@category = "Trigonometric"

package {
package () {
// defined at defs\math\basic.sc: 76.5
/** Arc tangent of x, in radians.
*
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2 changes: 1 addition & 1 deletion marketsim/gen/.parsed/defs/math/macd.pretty-printed.sc
@@ -1,6 +1,6 @@
@category = "MACD"

package math.macd {
package math.macd() {
// defined at defs\math\macd.sc: 4.5
/** Moving average convergence/divergence
*/
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6 changes: 3 additions & 3 deletions marketsim/gen/.parsed/defs/math/minmax.pretty-printed.sc
@@ -1,7 +1,7 @@

package math {@category = "Statistics"
package math() {@category = "Statistics"

package Moving {
package Moving() {
// defined at defs\math\minmax.sc: 6.9
/** Running minimum of a function
*/
Expand All @@ -20,7 +20,7 @@ package math {@category = "Statistics"
}
@category = "Statistics"

package Cumulative {
package Cumulative() {
// defined at defs\math\minmax.sc: 26.9
/** Cumulative minimum of a function with positive tolerance.
*
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10 changes: 5 additions & 5 deletions marketsim/gen/.parsed/defs/math/moments.pretty-printed.sc
@@ -1,9 +1,9 @@

package math {@category = "Statistics"
package math() {@category = "Statistics"

package {@suffix = "_{\\\\alpha=%(alpha)s}(%(source)s)"
package () {@suffix = "_{\\\\alpha=%(alpha)s}(%(source)s)"

package EW {
package EW() {
// defined at defs\math\moments.sc: 9.13
/** Exponentially weighted moving average
*/
Expand Down Expand Up @@ -36,7 +36,7 @@ package math {@category = "Statistics"
}
@suffix = "_{cumul}(%(source)s)"

package Cumulative {
package Cumulative() {
// defined at defs\math\moments.sc: 43.13
/** Cumulative average
*/
Expand Down Expand Up @@ -65,7 +65,7 @@ package math {@category = "Statistics"
}
@suffix = "_{n=%(timeframe)s}(%(source)s)"

package Moving {
package Moving() {
// defined at defs\math\moments.sc: 75.13
/** Simple moving average
*/
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2 changes: 1 addition & 1 deletion marketsim/gen/.parsed/defs/math/process.pretty-printed.sc
@@ -1,5 +1,5 @@

package math {
package math() {
// defined at defs\math\process.sc: 3.5
/** A discrete signal with user-defined increments.
*/
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2 changes: 1 addition & 1 deletion marketsim/gen/.parsed/defs/math/random.pretty-printed.sc
@@ -1,5 +1,5 @@

package math.random {
package math.random() {
// defined at defs\math\random.sc: 3.1
/** Beta distribution
*
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4 changes: 2 additions & 2 deletions marketsim/gen/.parsed/defs/math/rsi.pretty-printed.sc
@@ -1,5 +1,5 @@

package math {
package math() {
// defined at defs\math\rsi.sc: 3.5
/** Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt
*/
Expand All @@ -23,7 +23,7 @@ package math {
/** lag size */ timeframe = 10.0) = Max(0.0,Lagged(source,timeframe)-source)
@category = "RSI"

package rsi {
package rsi() {
// defined at defs\math\rsi.sc: 32.9
/** Absolute value for Relative Strength Index
*/
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2 changes: 1 addition & 1 deletion marketsim/gen/.parsed/defs/misc.pretty-printed.sc
@@ -1,6 +1,6 @@
@category = "Basic"

package {
package () {
// defined at defs\misc.sc: 3.5
/** Function always returning *x*
*/
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2 changes: 1 addition & 1 deletion marketsim/gen/.parsed/defs/observable.pretty-printed.sc
@@ -1,6 +1,6 @@
@category = "Basic"

package observable {
package observable() {
// defined at defs\observable.sc: 4.5
/** Discretizes function *x* at even time steps *dt*
*/
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8 changes: 4 additions & 4 deletions marketsim/gen/.parsed/defs/ops.pretty-printed.sc
@@ -1,6 +1,6 @@
@category = "Ops"

package ops {
package ops() {
// defined at defs\ops.sc: 4.5
@label = "-%(x)s"
@python.intrinsic.observable("ops._Negate_Impl")
Expand All @@ -13,7 +13,7 @@ package ops {
y = constant(1.0)) : IFunction[Float]
@label = "({%(x)s}{{symbol}}{%(y)s})"

package {
package () {
// defined at defs\ops.sc: 15.9
@symbol = "*"
@python.intrinsic.observable("ops._Mul_Impl")
Expand All @@ -34,7 +34,7 @@ package ops {
}
@label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)"

package {
package () {
// defined at defs\ops.sc: 30.9
@python.intrinsic.observable("ops._Condition_Impl")
def Condition(cond = true(),
Expand All @@ -49,7 +49,7 @@ package ops {
}
@label = "({%(x)s}{{symbol}}{%(y)s})"

package {
package () {
// defined at defs\ops.sc: 46.9
@symbol = "=="
@python.intrinsic.observable("ops._Equal_Impl")
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2 changes: 1 addition & 1 deletion marketsim/gen/.parsed/defs/order.pretty-printed.sc
@@ -1,6 +1,6 @@
@category = "Order"

package order {
package order() {
// defined at defs\order.sc: 12.5
/** Factory creating market orders
*
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@@ -1,6 +1,6 @@
@category = "Asset"

package orderbook {
package orderbook() {
// defined at defs\orderbook\classes.sc: 4.5
/** Order book for a single asset in a market.
* Maintains two order queues for orders of different sides
Expand Down
@@ -1,6 +1,6 @@
@category = "Asset"

package orderbook {
package orderbook() {
// defined at defs\orderbook\properties.sc: 4.5
/** Returns order queue of order *book* for trade *side*
*/
Expand Down Expand Up @@ -112,7 +112,7 @@ package orderbook {
/** distance between two volumes */ volumeDelta = 30.0,
/** number of volume levels to track */ volumeCount = 10) : IObservable[IVolumeLevels]

abstract package _base_impl {
abstract package _base_impl() {
// defined at defs\orderbook\properties.sc: 134.9
@label = "{{queue}}"
def Price(book = OfTrader()) = BestPrice(_queue(book))
Expand All @@ -136,12 +136,12 @@ package orderbook {
}
@queue = "Ask_{%(book)s}"

package ask extends _base_impl {
package ask() extends _base_impl {
def _queue = Asks
}
@queue = "Bid^{%(book)s}"

package bid extends _base_impl {
package bid() extends _base_impl {
def _queue = Bids
}
}
2 changes: 1 addition & 1 deletion marketsim/gen/.parsed/defs/side.pretty-printed.sc
Expand Up @@ -2,7 +2,7 @@
type Side
@category = "Side"

package side {
package side() {
// defined at defs\side.sc: 10.5
/** Function always returning Sell side
*/
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@@ -1,5 +1,5 @@

package strategy {
package strategy() {
// defined at defs\strategies\adaptive.sc: 3.5
/** Strategy that wraps another strategy and passes its orders only if *predicate* is true
*/
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@@ -1,6 +1,6 @@
@category = "Strategy"

package strategy {
package strategy() {
// defined at defs\strategies\common.sc: 4.5
/** Generic strategy that wakes up on events given by *eventGen*,
* creates an order via *orderFactory* and sends the order to the market using its trader
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@@ -1,5 +1,5 @@

package strategy.account {
package strategy.account() {
// defined at defs\strategies\efficiency.sc: 3.5
/** Associated with a strategy account that tracks
* how orders sent by the strategy have been actually traded
Expand All @@ -23,7 +23,7 @@ package strategy.account {
def virtualMarket = inner.inner_VirtualMarket
}

package strategy.weight {
package strategy.weight() {
def atanPow = f.f_AtanPow

def clamp0 = f.f_Clamp0
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@@ -1,6 +1,6 @@
@category = "Volume function"

package strategy.position {
package strategy.position() {
// defined at defs\strategies\parts\position.sc: 4.5
/** Position function for desired position strategy
*/
Expand Down
@@ -1,6 +1,6 @@
@category = "Price function"

package strategy.price {
package strategy.price() {
// defined at defs\strategies\parts\price.sc: 4.5
/** Price function for a liquidity provider strategy
*/
Expand Down
@@ -1,6 +1,6 @@
@category = "Side function"

package strategy.side {
package strategy.side() {
// defined at defs\strategies\parts\side.sc: 4.5
/** Side function for a noise trading strategy
*/
Expand Down
@@ -1,5 +1,5 @@

package strategy {
package strategy() {
// defined at defs\strategies\position.sc: 3.5
/** Strategy believing that trader position should be proportional to 50 - RSI(asset)
*/
Expand Down
@@ -1,5 +1,5 @@

package strategy {
package strategy() {
// defined at defs\strategies\side.sc: 3.5
/** Noise strategy is a quite dummy strategy that randomly chooses trade side and sends market orders
*/
Expand Down
@@ -1,5 +1,5 @@

package strategy {
package strategy() {
// defined at defs\strategies\sideprice.sc: 3.5
/** Liquidity provider for one side
*/
Expand Down
@@ -1,6 +1,6 @@
@category = "Trader"

package trader {
package trader() {
// defined at defs\trader\classes.sc: 4.5
/** A trader that trades a single asset on a single market
*/
Expand Down
@@ -1,6 +1,6 @@
@category = "Trader"

package trader {
package trader() {
// defined at defs\trader\properties.sc: 4.5
/** Returns position of the trader
* It is negative if trader has sold more assets than has bought and
Expand Down

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