Market#
- class pams.Market(market_id, prng, simulator, name, logger=None)[ソース]#
Market class.
参考
pams.index_market.IndexMarket: IndexMarket
- change_fundamental_price(scale)[ソース]#
change fundamental price.
- パラメータ:
scale (float) -- scale.
- 戻り値の型:
None- 戻り値:
None
- convert_to_price(tick_level)[ソース]#
convert tick to price.
- パラメータ:
tick_level (int) -- tick level.
- 戻り値:
price.
- 戻り値の型:
float
- convert_to_tick_level(price, is_buy)[ソース]#
convert price to tick level. If it is buy order price, it is rounded lower. If it is sell order price, it is rounded upper.
- パラメータ:
price (float) -- price.
is_buy (bool) -- buy order or not.
- 戻り値:
price for tick level.
- 戻り値の型:
int
- convert_to_tick_level_rounded_lower(price)[ソース]#
convert price to tick level rounded lower.
- パラメータ:
price (float) -- price.
- 戻り値:
price for tick level rounded lower.
- 戻り値の型:
int
- convert_to_tick_level_rounded_upper(price)[ソース]#
convert price to tick level rounded upper.
- パラメータ:
price (float) -- price.
- 戻り値:
price for tick level rounded upper.
- 戻り値の型:
int
- get_best_sell_price()[ソース]#
get the best sell price.
- 戻り値:
the best sell price.
- 戻り値の型:
float, Optional
- get_buy_order_book()[ソース]#
get buy order book.
- 戻り値:
buy order book.
- 戻り値の型:
Dict[Optional[float], int]
- get_executed_total_price(time=None)[ソース]#
get executed total price.
- パラメータ:
time (Union[int, None]) -- time step.
- 戻り値:
total price.
- 戻り値の型:
float
- get_executed_total_prices(times=None)[ソース]#
get executed total prices.
- パラメータ:
times (Union[Iterable[int], None]) -- time steps.
- 戻り値:
total prices.
- 戻り値の型:
List[float]
- get_executed_volume(time=None)[ソース]#
get executed volume.
- パラメータ:
time (Union[int, None]) -- time step.
- 戻り値:
volume.
- 戻り値の型:
int
- get_executed_volumes(times=None)[ソース]#
get executed volumes.
- パラメータ:
times (Union[Iterable[int], None]) -- time steps.
- 戻り値:
volumes.
- 戻り値の型:
List[int]
- get_fundamental_price(time=None)[ソース]#
get fundamental price.
- パラメータ:
time (Union[int, None]) -- time step.
- 戻り値:
fundamental price.
- 戻り値の型:
float
- get_fundamental_prices(times=None)[ソース]#
get fundamental prices.
- パラメータ:
times (Union[Iterable[int], None]) -- time steps.
- 戻り値:
fundamental prices.
- 戻り値の型:
List[float]
- get_last_executed_price(time=None)[ソース]#
get price executed last step.
- パラメータ:
time (Union[int, None]) -- time step.
- 戻り値:
price.
- 戻り値の型:
float, Optional
- get_last_executed_prices(times=None)[ソース]#
get prices executed last steps.
- パラメータ:
times (Union[Iterable[int], None]) -- time steps.
- 戻り値:
prices.
- 戻り値の型:
List[Optional[float]]
- get_market_price(time=None)[ソース]#
get market price.
- パラメータ:
time (Union[int, None]) -- time step.
- 戻り値:
extracted data.
- 戻り値の型:
float
- get_market_prices(times=None)[ソース]#
get market prices.
- パラメータ:
times (Union[Iterable[int], None]) -- range of time steps.
- 戻り値:
extracted sequential data.
- 戻り値の型:
List[float]
- get_mid_price(time=None)[ソース]#
get middle price.
- パラメータ:
time (Union[int, None]) -- time step.
- 戻り値:
middle price.
- 戻り値の型:
float, Optional
- get_mid_prices(times=None)[ソース]#
get middle prices.
- パラメータ:
times (Union[Iterable[int], None]) -- time steps.
- 戻り値:
middle prices.
- 戻り値の型:
List[Optional[float]]
- get_n_buy_order(time=None)[ソース]#
get the number of buy order.
- パラメータ:
time (Union[int, None]) -- time step.
- 戻り値:
number of buy order.
- 戻り値の型:
int
- get_n_buy_orders(times=None)[ソース]#
get the number of buy orders.
- パラメータ:
times (Union[Iterable[int], None]) -- time steps.
- 戻り値:
number of buy orders.
- 戻り値の型:
List[int]
- get_n_sell_order(time=None)[ソース]#
get the number of sell order.
- パラメータ:
time (Union[int, None]) -- time step.
- 戻り値:
number of sell order.
- 戻り値の型:
int
- get_n_sell_orders(times=None)[ソース]#
get the number of sell orders.
- パラメータ:
times (Union[Iterable[int], None]) -- time steps.
- 戻り値:
number of sell orders.
- 戻り値の型:
List[int]
- get_sell_order_book()[ソース]#
get sell order book.
- 戻り値:
sell order book.
- 戻り値の型:
Dict[Optional[float], int]
- get_vwap(time=None)[ソース]#
get VWAP.
- パラメータ:
time (int, Optional) -- time step.
- 戻り値:
VWAP.
- 戻り値の型:
float
- property is_running: bool#
get whether this market is running or not.
- 戻り値:
whether this market is running or not.
- 戻り値の型:
bool
- remain_executable_orders()[ソース]#
check if there are remain executable orders in this market.
- 戻り値:
whether some orders is executable or not.
- 戻り値の型:
bool
- setup(settings, *args, **kwargs)[ソース]#
setup market configuration from setting format.
- パラメータ:
settings (Dict[str, Any]) -- market configuration. Usually, automatically set from json config of simulator. This must include the parameters "tickSize" and either "marketPrice" or "fundamentalPrice". This can include the parameter "outstandingShares" and "tradeVolume".
- 戻り値の型:
None- 戻り値:
None