C# (CSharp) MyTrajectory.add Examples

Example #1

 public override void CancelOrderNotification(IOrder cancelledOrder)
 {
     if (cancelledOrder.getOwner() == _agent)
     {
         MyTrajectory.add(TimeNow, _agent.NumBids);
     }
 }

Example #2

 public override void PartialFilledOrderNotification(IOrder partialOrder, double price, int volume)
 {
     if (partialOrder.getOwner() == _agent)
     {
         MyTrajectory.add(TimeNow, _agent.NumBids);
     }
 }

Example #3

 public override void NewOrderNotification(IOrder newOrder)
 {
     if (newOrder.getOwner() == _agent)
     {
         MyTrajectory.add(TimeNow, _agent.NumBids);
     }
 }

Example #4

 public override void NewOrderNotification(IOrder newOrder)
 {
     if (Orderbook.isNonDegenerate())
     {
         MyTrajectory.add(TimeNow, Orderbook.getNumBids() + Orderbook.getNumAsks());
     }
 }

Example #5

File: TrajectoryFactory_AgentNamedMetric.cs Project: grouptheory/moadb

 public override void FilledOrderNotification(IOrder filledOrder, double price, int volume)
 {
     if (filledOrder.getOwner() == _agent)
     {
         MyTrajectory.add(TimeNow, _agent.GetMetricValue(_metricName));
     }
 }

Example #6

File: TrajectoryFactory_AgentNamedMetric.cs Project: grouptheory/moadb

 public override void CancelOrderNotification(IOrder cancelledOrder)
 {
     if (cancelledOrder.getOwner() == _agent)
     {
         MyTrajectory.add(TimeNow, _agent.GetMetricValue(_metricName));
     }
 }

Example #7

        public override void SimulationEndNotification()
        {
            // Console.WriteLine("XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX "+this+";  time now is: "+TimeNow);

            SingletonLogger.Instance().DebugLog(typeof(TrajectoryFactory_Price), "SimulationEndNotification");
            MyTrajectory.add(TimeNow, Orderbook.getNumBids());
        }

Example #8

 public override void FilledOrderNotification(IOrder filledOrder, double price, int volume)
 {
     if (Orderbook.isNonDegenerate())
     {
         MyTrajectory.add(TimeNow, Orderbook.getNumBids() + Orderbook.getNumAsks());
     }
 }

Example #9

 public override void CancelOrderNotification(IOrder cancelledOrder)
 {
     SingletonLogger.Instance().DebugLog(typeof(TrajectoryFactory_Price), "CancelOrderNotification");
     if (Orderbook.isNonDegenerate())
     {
         MyTrajectory.add(TimeNow, Orderbook.getNumBids());
     }
 }

Example #10

 public override void PartialFilledOrderNotification(IOrder partialOrder, double price, int volume)
 {
     SingletonLogger.Instance().DebugLog(typeof(TrajectoryFactory_Price), "PartialFilledOrderNotification");
     if (Orderbook.isNonDegenerate())
     {
         MyTrajectory.add(TimeNow, Orderbook.getNumBids());
     }
 }

Example #11

 public override void CancelOrderNotification(IOrder cancelledOrder)
 {
     if (Orderbook.isNonDegenerate())
     {
         if (Orderbook.getSpread() >= 0.0)
         {
             MyTrajectory.add(TimeNow, Orderbook.getSpread());
         }
     }
 }

Example #12

 public override void FilledOrderNotification(IOrder filledOrder, double price, int volume)
 {
     if (Orderbook.isNonDegenerate())
     {
         if (Orderbook.getSpread() >= 0.0)
         {
             MyTrajectory.add(TimeNow, Orderbook.getSpread());
         }
     }
 }

Example #13

File: TrajectoryFactory_AlphaSlice.cs Project: grouptheory/moadb

        public override void FilledOrderNotification(IOrder filledOrder, double price, int volume)
        {
            if (Orderbook.getSpread() <= 0.0)
            {
                return;
            }

            SingletonLogger.Instance().DebugLog(typeof(TrajectoryFactory_Price), "FilledOrderNotification");
            if (Orderbook.isNonDegenerate() && MyTrajectory.ThresholdTimePassed(TimeNow))
            {
                MyTrajectory.add(TimeNow, GetPriceNormalizedAlphaSpread());
            }
        }

Example #14

File: TrajectoryFactory_AlphaSlice.cs Project: grouptheory/moadb

 public override void SimulationEndNotification()
 {
     SingletonLogger.Instance().DebugLog(typeof(TrajectoryFactory_Price), "SimulationEndNotification");
     MyTrajectory.add(TimeNow, GetPriceNormalizedAlphaSpread());
 }

Example #15

 public override void SimulationEndNotification()
 {
     MyTrajectory.add(TimeNow, Orderbook.getSpread());
 }

Example #16

 public override void SimulationEndNotification()
 {
     MyTrajectory.add(TimeNow, Orderbook.getNumBids() + Orderbook.getNumAsks());
 }

Example #17

File: TrajectoryFactory_TotalTrades.cs Project: grouptheory/moadb

 public override void SimulationEndNotification()
 {
     MyTrajectory.add(TimeNow, (Orderbook.getMatcher().NumFillsSent + Orderbook.getMatcher().NumPartialFillsSent) / 2.0);
 }

Example #18

File: TrajectoryFactory_TotalTrades.cs Project: grouptheory/moadb

 public override void PartialFilledOrderNotification(IOrder partialOrder, double price, int volume)
 {
     MyTrajectory.add(TimeNow, (Orderbook.getMatcher().NumFillsSent + Orderbook.getMatcher().NumPartialFillsSent) / 2.0);
 }

Example #19

File: TrajectoryFactory_AgentAsks.cs Project: grouptheory/moadb

 public override void SimulationEndNotification()
 {
     MyTrajectory.add(TimeNow, _agent.NumAsks);
 }

Example #20

File: TrajectoryFactory_AgentNamedMetric.cs Project: grouptheory/moadb

 public override void SimulationEndNotification()
 {
     MyTrajectory.add(TimeNow, _agent.GetMetricValue(_metricName));
 }