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financialCLF

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Commits

List of commits on branch master.
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8acb96e71a2dd2753dd04750b636eec51994575a

Updated ATS Complete 2

committed 6 years ago
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1592185032a6ea86ec8b7710fe24409b406990df

Updated ATS

committed 6 years ago
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b2abcedfa4d3eb1d7892eea7d11fafa9e5ff12a7

Added a doc folder

committed 6 years ago
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97a4ba6a7afd1c938793eadf1873b0973fcc637f

Added the Technical Report

committed 6 years ago
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8fc11b474f3b91130bed14e13887fab8388e1445

Match paper

committed 6 years ago
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aaf00b88006100a774d9c6da7adf525e6e0d125a

Code

committed 6 years ago

README

The README file for this repository.

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'.