Improved some naming

neurallayer · Jun 30, 2024 · ffba91e · ffba91e
1 parent ab107df
commit ffba91e
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Showing 8 changed files with 23 additions and 23 deletions.
diff --git a/roboquant-avro/src/test/kotlin/org/roboquant/samples/AvroSamples.kt b/roboquant-avro/src/test/kotlin/org/roboquant/samples/AvroSamples.kt
@@ -94,12 +94,12 @@ internal class AvroSamples {
 
         // Since we only trade in one asset and have leverage, we allow up to 1000% of our equity (10k) allocated to
         // one order
-        val policy = FlexConverter.capitalBased {
+        val converter = FlexConverter.capitalBased {
             shorting = true
             orderPercentage = 90.percent
             safetyMargin = 10.percent
         }
-        strategy.signalConverter = policy
+        strategy.signalConverter = converter
 
         val account = run(feed, strategy, broker = broker)
 

diff --git a/roboquant-perf/src/main/kotlin/org/roboquant/perf/Performance.kt b/roboquant-perf/src/main/kotlin/org/roboquant/perf/Performance.kt
@@ -156,10 +156,10 @@ private object Performance {
             )
 
             val broker = SimBroker(accountModel = MarginAccount())
-            val policy = FlexConverter {
+            val converter = FlexConverter {
                 shorting = true
             }
-            strategy.signalConverter = policy
+            strategy.signalConverter = converter
 
             run(feed, strategy,  broker = broker)
         }

diff --git a/roboquant-server/src/main/kotlin/org/roboquant/server/routes/overview.kt b/roboquant-server/src/main/kotlin/org/roboquant/server/routes/overview.kt
@@ -51,20 +51,20 @@ private fun FlowContent.runTable() {
         tableHeader("run", "state", "timeframe", "events", "instructions", "last update", "actions")
         tbody {
             runs.forEach { (run, info) ->
-                val policy = info.strategy
+                val strategy = info.strategy
                 tr {
                     td { +run }
-                    td { state(info, policy.pause) }
+                    td { state(info, strategy.pause) }
                     td { +info.timeframe.toPrettyString() }
                     td {
-                        +"total = ${policy.totalEvents}"
+                        +"total = ${strategy.totalEvents}"
                         br
-                        +"empty = ${policy.emptyEvents}"
+                        +"empty = ${strategy.emptyEvents}"
                         br
-                        +"actions = ${policy.totalActions}"
+                        +"actions = ${strategy.totalActions}"
                     }
-                    td { +policy.totalInstructions.toString() }
-                    td { +policy.lastUpdate.truncatedTo(ChronoUnit.SECONDS).toString() }
+                    td { +strategy.totalInstructions.toString() }
+                    td { +strategy.lastUpdate.truncatedTo(ChronoUnit.SECONDS).toString() }
                     td {
                         a(href = "/run/$run") { +"details" }
                         if (! info.done) {
@@ -106,11 +106,11 @@ internal fun Route.overview() {
             }
 
             val run = params.getOrFail("run")
-            val policy = runs.getValue(run).strategy
+            val strategy = runs.getValue(run).strategy
 
             when (action) {
-                    "pause" -> policy.pause = true
-                    "resume" -> policy.pause = false
+                    "pause" -> strategy.pause = true
+                    "resume" -> strategy.pause = false
             }
 
         }

diff --git a/.../roboquant/ta/BettingAgainstBetaTrader.kt → ...in/org/roboquant/ta/BettingAgainstBeta.kt b/.../roboquant/ta/BettingAgainstBetaTrader.kt → ...in/org/roboquant/ta/BettingAgainstBeta.kt
@@ -49,7 +49,7 @@ import kotlin.math.min
  *
  * @constructor Create a new instance of Betting Against Beta
  */
-open class BettingAgainstBetaTrader(
+open class BettingAgainstBeta(
     assets: Collection<Asset>,
     private val market: Asset,
     private val holdingPeriod: TimeSpan = 20.days,

diff --git a/roboquant-ta/src/test/kotlin/org/roboquant/samples/TaSamples.kt b/roboquant-ta/src/test/kotlin/org/roboquant/samples/TaSamples.kt
@@ -136,11 +136,11 @@ internal class TaSamples {
     @Ignore
     internal fun atrPolicy() {
         val strategy = EMACrossover.PERIODS_5_15
-        val policy = AtrSignalConverter(10, 6.0, 3.0, null) {
+        val converter = AtrSignalConverter(10, 6.0, 3.0, null) {
             orderPercentage = 0.02
             shorting = true
         }
-        strategy.signalConverter = policy
+        strategy.signalConverter = converter
         val broker = SimBroker(accountModel = MarginAccount(minimumEquity = 50_000.0))
 
         val feed = RandomWalk.lastYears(5)

diff --git a/roboquant-ta/src/test/kotlin/org/roboquant/ta/AtrSignalConverterTest.kt b/roboquant-ta/src/test/kotlin/org/roboquant/ta/AtrSignalConverterTest.kt
@@ -43,7 +43,7 @@ internal class AtrSignalConverterTest {
         return account.toAccount()
     }
 
-    private fun run(policy: FlexConverter): List<Instruction> {
+    private fun run(converter: FlexConverter): List<Instruction> {
         val asset = Asset("TEST")
         val signals = listOf(Signal.buy(asset))
         val now = Instant.now()
@@ -55,7 +55,7 @@ internal class AtrSignalConverterTest {
             val p = 5.0
             val priceBar = PriceBar(asset, p + it, p + it, p + it, p + it)
             val event = Event(now + it.millis, listOf(priceBar))
-            val o = policy.convert(signals, account, event)
+            val o = converter.convert(signals, account, event)
             instructions.addAll(o)
         }
         return instructions

diff --git a/roboquant-ta/src/test/kotlin/org/roboquant/ta/BettingAgainstBetaSignalConverterTest.kt b/roboquant-ta/src/test/kotlin/org/roboquant/ta/BettingAgainstBetaSignalConverterTest.kt
@@ -31,11 +31,11 @@ internal class BettingAgainstBetaSignalConverterTest {
         val assets = feed.assets.toList()
         val marketAsset = assets.first()
 
-        val policy = BettingAgainstBetaTrader(assets, marketAsset, maxPositions = 6)
+        val strategy = BettingAgainstBeta(assets, marketAsset, maxPositions = 6)
         val broker = SimBroker(accountModel = MarginAccount())
         val account = run(
             feed,
-            policy,
+            strategy,
             broker = broker
         )
 

diff --git a/roboquant/src/test/kotlin/org/roboquant/strategies/FlexSignalConverterTest.kt b/roboquant/src/test/kotlin/org/roboquant/strategies/FlexSignalConverterTest.kt
@@ -32,11 +32,11 @@ internal class FlexSignalConverterTest {
 
     @Test
     fun order() {
-        val policy = FlexConverter()
+        val converter = FlexConverter()
         val signals = mutableListOf<Signal>()
         val event = Event(Instant.now(), emptyList())
         val account = InternalAccount(Currency.USD).toAccount()
-        val orders = policy.convert(signals, account, event)
+        val orders = converter.convert(signals, account, event)
         assertTrue(orders.isEmpty())
     }