Session

class pams.Session(session_id, prng, session_start_time, simulator, name, logger=None)

Session management class.

setup(settings, *args, **kwargs)

setup session configuration from setting format.

Parameters:

settings (Dict[str, Any]) – session configuration. Usually, automatically set from json config of simulator. This must include the parameters “iterationSteps”, “withOrderPlacement”, “withOrderExecution”, and “withPrint”. This can include the parameter “maxNormalOrders”, “maxHighFrequencyOrders”, and “highFrequencySubmitRate”.

Return type:

None

Returns:

None