From 8f3b6aa7e9a77e2804b39ac31b95677e21679be2 Mon Sep 17 00:00:00 2001 From: Julian Molina Date: Thu, 21 Jan 2021 21:30:08 +0100 Subject: [PATCH] Trading Engine Topic WIP --- .../Schemas/Docs-Books/user-manual.json | 7 +- .../trading-engine-007-counters.json | 171 ++++++++++++++++++ .../trading-engine-008-statistics.json | 77 ++++++++ 3 files changed, 254 insertions(+), 1 deletion(-) create mode 100644 Projects/Superalgos/Schemas/Docs-Topics/trading-engine-007-counters.json create mode 100644 Projects/Superalgos/Schemas/Docs-Topics/trading-engine-008-statistics.json diff --git a/Projects/Superalgos/Schemas/Docs-Books/user-manual.json b/Projects/Superalgos/Schemas/Docs-Books/user-manual.json index 6c4651588..fe3e608d2 100644 --- a/Projects/Superalgos/Schemas/Docs-Books/user-manual.json +++ b/Projects/Superalgos/Schemas/Docs-Books/user-manual.json @@ -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", diff --git a/Projects/Superalgos/Schemas/Docs-Topics/trading-engine-007-counters.json b/Projects/Superalgos/Schemas/Docs-Topics/trading-engine-007-counters.json new file mode 100644 index 000000000..5e64b9baf --- /dev/null +++ b/Projects/Superalgos/Schemas/Docs-Topics/trading-engine-007-counters.json @@ -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 + } + ] +} \ No newline at end of file diff --git a/Projects/Superalgos/Schemas/Docs-Topics/trading-engine-008-statistics.json b/Projects/Superalgos/Schemas/Docs-Topics/trading-engine-008-statistics.json new file mode 100644 index 000000000..429c0932d --- /dev/null +++ b/Projects/Superalgos/Schemas/Docs-Topics/trading-engine-008-statistics.json @@ -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 + } + ] +} \ No newline at end of file