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Add new data structures and event handling classes for trading platform. Include base classes, value and bar structs, event arguments, emitters, listeners. Update ruleset for SonarLint.

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Miha Kralj
2024-07-25 17:42:09 -07:00
parent f7fd3fbf9f
commit 7dd938c368
86 changed files with 9367 additions and 9153 deletions
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docs/To illuminate and standardize the vast d.md
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"To use unique insights from EPAM's history, expertise, and innovative spirit we want to recalibrate technology strategies to deliver solutions that are not just innovative, but driven by value creation. We envision a future where every client engagement is delivers integrated value from strategy to optimization, and where our technical thought leadership is a benchmark for the industry, ensuring that EPAM is synonymous with transformative digital engineering."
"To use unique insights from EPAM's history, expertise, and innovative spirit we want to recalibrate technology strategies to deliver solutions that are not just innovative, but driven by value creation. We envision a future where every client engagement is delivers integrated value from strategy to optimization, and where our technical thought leadership is a benchmark for the industry, ensuring that EPAM is synonymous with transformative digital engineering."
docs/Trading_example.ipynb
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"TSeries data = bars.Close; //we need just one average value - (Open+High+Low+CLose)/4\n",
"\n",
"//make a chart\n",
"var d = Chart2D.Chart.Candlestick<double, double, double, double, DateTime, string>(bars.Open.v.Skip(warmup).ToList(), bars.High.v.Skip(warmup).ToList(), \n",
"var d = Chart2D.Chart.Candlestick<double, double, double, double, DateTime, string>(bars.Open.v.Skip(warmup).ToList(), bars.High.v.Skip(warmup).ToList(),\n",
"bars.Low.v.Skip(warmup).ToList(), bars.Close.v.Skip(warmup).ToList(), bars.Open.t.Skip(warmup).ToList(), symbol)\n",
" .WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(30,10,40,30,1,false)).WithXAxisRangeSlider(RangeSlider.init(Visible:false)).WithTitle(symbol);\n",
"d"
@@ -344,7 +344,7 @@
}
],
"source": [
"EQUITY_Series folio = new(trades, data, Long:true, Short:false, Warmup:warmup); //generate equity curve from trades and \n",
"EQUITY_Series folio = new(trades, data, Long:true, Short:false, Warmup:warmup); //generate equity curve from trades and\n",
"\n",
"//make a chart\n",
"var cbars = Chart2D.Chart.Area<DateTime, double,bool>(folio.t.Skip(warmup).ToList(), folio.v.Skip(warmup).ToList(),false ).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(30,10,40,30,1,false))\n",