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Formalization of Automated Trading Systems in a Concurrent Linear Framework


File Descriptions

There are 9 files in the source code. This was done to divide the entire code base into separate files such that each file only have functions, tests and rules for one particular type. Thus, it is easier to look for errors and change it in the small files rather than one big file.

  • arbitrary-complete.clf: It is the main code file generated by combining the rest of the files into one using the make command.
  • arbitrary-rules.clf: It contains the ATS rules along with their declarations.
  • arbitrary-tests.clf: It contains the simulation tests for the ATS.
  • list-nat.clf: It contains our formalism of natural number lists.
  • list-pair.clf: It contains our formalism of pairwise lists.
  • Makefile: Combines all the files into arbitrary-complete.clf so the ATS can be ran.
  • nat.clf: It contains the functions for natural numbers.
  • queue.clf: It contains our formalism of the order queue.
  • types.clf: It contains all the defined types used in the ATS like natural number, order, action and timestamp.

Running Files

  1. Install Celf from https://github.com/clf/celf
  2. Run 'make' on the terminal to create arbitrary-complete.clf
  3. Compile everything by running './celf arbitrary-complete.clf' on the terminal

Note

If you want to add more tests, you add them to arbitrary-tests.clf and run 'make'.

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Formalization of financial systems in linear logic

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