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Trading Engine Topic WIP

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Julian Molina committed 2021-01-21 21:30:08 +01:00
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Projects/Superalgos/Schemas/Docs-Books/user-manual.json
+6 -1
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@@ -49,9 +49,14 @@
"style": "Text",
"text": ""
},
{
"style": "Chapter",
"text": "IX->Superalgos->Topic->Trading Engine->The trading engine is about making the data processed by the Trading Bot accessible. Use it while debugging strategies to visually track every piece of information processed by the trading bot at any point in time. Use it from within trading systems to feed strategies with the details of what happens at runtime.",
"updated": 1611260954268
},
{
"style": "Text",
"text": "Work in Progress"
"text": ""
},
{
"style": "Text",
Projects/Superalgos/Schemas/Docs-Topics/trading-engine-007-counters.json
+171
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@@ -0,0 +1,171 @@
{
"topic": "Trading Engine",
"pageNumber": "7",
"type": "Counters",
"definition": {
"text": "Keep track of how many instances of certain objects have existed in a given context. On this page: Periods, Strategies, Positions, Orders, and Days.",
"updated": 1611259332958
},
"paragraphs": [
{
"style": "Text",
"text": "A counter keeps track of how many instances of certain objects have come to exist—or have taken a certain value—during the duration of a certain context.",
"updated": 1611259349617
},
{
"style": "Text",
"text": "For example, how many positions have been open during an episode, or how many of those positions have been hits."
},
{
"style": "Text",
"text": "Counters are kept in multiple contexts simultaneously. In particular, you will find episode counters, strategy counters, position counters, and order counters."
},
{
"style": "Text",
"text": ""
},
{
"style": "Title",
"text": "Counter-specific Nodes"
},
{
"style": "Subtitle",
"text": "Periods",
"updated": 1611259406618
},
{
"style": "Include",
"text": "Superalgos->Node->Periods->Definition",
"updated": 1611259409668
},
{
"style": "Subtitle",
"text": "Strategies",
"updated": 1611259416144
},
{
"style": "Include",
"text": "Superalgos->Node->Strategies->Definition",
"updated": 1611259419177
},
{
"style": "Subtitle",
"text": "Positions",
"updated": 1611259428759
},
{
"style": "Include",
"text": "Superalgos->Node->Positions->Definition",
"updated": 1611259431976
},
{
"style": "Subtitle",
"text": "Orders",
"updated": 1611259442020
},
{
"style": "Include",
"text": "Superalgos->Node->Orders->Definition",
"updated": 1611259444724
},
{
"style": "Subtitle",
"text": "Days",
"updated": 1611259453496
},
{
"style": "Include",
"text": "Superalgos->Node->Days->Definition",
"updated": 1611259459728
},
{
"style": "Include",
"text": "Superalgos->Node->Days->Content",
"updated": 1611259823914
},
{
"style": "Text",
"text": ""
},
{
"style": "Note",
"text": "Other properties typical to counters are defined elsewhere, as they are not specific to counters. Find below the different contexts in which counters are found.",
"updated": 1611259860203
},
{
"style": "Title",
"text": "Episode Counters",
"updated": 1611260075956
},
{
"style": "Include",
"text": "Superalgos->Node->Episode Counters->Definition",
"updated": 1611260079244
},
{
"style": "Include",
"text": "Superalgos->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion"
},
{
"style": "Hierarchy",
"text": "Superalgos->Episode Counters->2",
"updated": 1611260082549
},
{
"style": "Title",
"text": "Strategy Counters"
},
{
"style": "Include",
"text": "Superalgos->Node->Strategy Counters->Definition",
"updated": 1611259923717
},
{
"style": "Include",
"text": "Superalgos->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion"
},
{
"style": "Hierarchy",
"text": "Superalgos->Strategy Counters->2",
"updated": 1611259927606
},
{
"style": "Title",
"text": "Position Counters",
"updated": 1611259936812
},
{
"style": "Include",
"text": "Superalgos->Node->Position Counters->Definition",
"updated": 1611259939595
},
{
"style": "Include",
"text": "Superalgos->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion"
},
{
"style": "Hierarchy",
"text": "Superalgos->Position Counters->2",
"updated": 1611259944892
},
{
"style": "Title",
"text": "Order Counters",
"updated": 1611259959379
},
{
"style": "Include",
"text": "Superalgos->Node->Order Counters->Definition",
"updated": 1611259963832
},
{
"style": "Include",
"text": "Superalgos->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion"
},
{
"style": "Hierarchy",
"text": "Superalgos->Order Counters->2",
"updated": 1611259967561
}
]
}
Projects/Superalgos/Schemas/Docs-Topics/trading-engine-008-statistics.json
+77
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@@ -0,0 +1,77 @@
{
"topic": "Trading Engine",
"pageNumber": "8",
"type": "Statistics",
"definition": {
"text": "Track popular statistics consolidating both the base asset and the quoted asset. On this page: Episode Statistics, Position Statistics, and Order Statistics.",
"updated": 1611260196449
},
"paragraphs": [
{
"style": "Text",
"text": "Statistics are accounts and performance metrics calculated by consolidating the base asset and the quoted asset, that is, taking both assets into account.",
"updated": 1611260210428
},
{
"style": "Text",
"text": "The mechanics of how both assets are consolidated and how the consolidation affects the calculations are explained in the definitions of each of the concepts."
},
{
"style": "Title",
"text": "Episode Statistics",
"updated": 1611260256691
},
{
"style": "Include",
"text": "Superalgos->Node->Episode Statistics->Definition",
"updated": 1611260259469
},
{
"style": "Include",
"text": "Superalgos->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion"
},
{
"style": "Hierarchy",
"text": "Superalgos->Episode Statistics->2",
"updated": 1611260262273
},
{
"style": "Title",
"text": "Position Statistics",
"updated": 1611260273697
},
{
"style": "Include",
"text": "Superalgos->Node->Position Statistics->Definition",
"updated": 1611260277415
},
{
"style": "Include",
"text": "Superalgos->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion"
},
{
"style": "Hierarchy",
"text": "Superalgos->Position Statistics->2",
"updated": 1611260280519
},
{
"style": "Title",
"text": "Order Statistics",
"updated": 1611260292859
},
{
"style": "Include",
"text": "Superalgos->Node->Order Statistics->Definition",
"updated": 1611260295959
},
{
"style": "Include",
"text": "Superalgos->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion"
},
{
"style": "Hierarchy",
"text": "Superalgos->Order Statistics->2",
"updated": 1611260299229
}
]
}