arbitrage | Javascript library that introduces R idioms | Runtime Evironment library

 by   zatonovo JavaScript Version: Current License: LGPL-3.0

kandi X-RAY | arbitrage Summary

kandi X-RAY | arbitrage Summary

arbitrage is a JavaScript library typically used in Server, Runtime Evironment, Nodejs applications. arbitrage has no bugs, it has no vulnerabilities, it has a Weak Copyleft License and it has low support. You can download it from GitHub.

Arbitrage.js takes advantage of R idioms in the world of Javascript giving you a risk-free gain in productivity. In particular, Arbitrage.js implements vectorization, recycling, and many base R functions in Javascript. For data scientists that need to write Javascript but don’t have the time to learn all its idiosyncracies, arbitrage.js makes Javascript feel more like R. Since Javascript doesn’t support vectors out of the box, an external library must do the work. Arbitrage.js does just this, while also providing tools to work with sequences in general as well as sample spaces and probability distributions.
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            kandi-support Support

              arbitrage has a low active ecosystem.
              It has 17 star(s) with 3 fork(s). There are 5 watchers for this library.
              OutlinedDot
              It had no major release in the last 6 months.
              There are 1 open issues and 0 have been closed. There are 1 open pull requests and 0 closed requests.
              It has a neutral sentiment in the developer community.
              The latest version of arbitrage is current.

            kandi-Quality Quality

              arbitrage has 0 bugs and 0 code smells.

            kandi-Security Security

              arbitrage has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              arbitrage code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              arbitrage is licensed under the LGPL-3.0 License. This license is Weak Copyleft.
              Weak Copyleft licenses have some restrictions, but you can use them in commercial projects.

            kandi-Reuse Reuse

              arbitrage releases are not available. You will need to build from source code and install.
              Installation instructions are not available. Examples and code snippets are available.
              arbitrage saves you 4 person hours of effort in developing the same functionality from scratch.
              It has 12 lines of code, 0 functions and 3 files.
              It has low code complexity. Code complexity directly impacts maintainability of the code.

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            arbitrage Key Features

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            arbitrage Examples and Code Snippets

            No Code Snippets are available at this moment for arbitrage.

            Community Discussions

            QUESTION

            Exception not intercepted by try: except:
            Asked 2021-May-23 at 00:32

            I created an app that heavily relies on asyncio, and which uses additional third party library that also relies on asyncio (to deal with websockets).

            With few websockets opened, my code works fine. When I increase the number of websockets I start having some exceptions. In order to debug the anomaly, I tried to surround the lines within my code that generates the exception with a try: except ValueError: and put a breakpoint in the except part.

            For instance, the here under exception was raised

            ...

            ANSWER

            Answered 2021-May-23 at 00:32

            Mmmm, seems like you are excepting ValueError.

            Source https://stackoverflow.com/questions/67654854

            QUESTION

            Live statistics chess960 from chess.com?
            Asked 2021-May-02 at 09:14

            Cross-posted chess se, but nothing.

            Both lichess and chess.com have the feature to play the variant chess960 live. However, only lichess has a graph showing how your live chess960 rating has changed over time. Lichess also shows other statistics like highest, lowest, best wins, worst losses, average opponent rating, etc. (chess.com does have this for correspondence chess960 though.)

            I could create my own graph and statistics in Excel/Google Sheets by manually recording each game's date and my rating afterwards indicated beside my username, but...

            Question: Is there a way to obtain, or what in general is the way to go about obtaining, ratings after each chess960 game using some kind of script that sees a player's public profile and then extracts the data?

            I have a feeling this kind of script has been done before even if this was not specifically done for chess.com's live chess960. The script doesn't have to graph (pretty easy to do once you have to the data: just use excel/google sheets). I just need the script to collect all the dates and rating numbers for each line of the user's games.

            Edit 1: Not sure of on-topic, off-topic stuff on stack of, but i've posted on stack of before. My 1st post was in 2014. It seems these post is getting negative reaction due to that I seem like I'm asking to be spoon fed or something. I don't believe spoon feeding is necessarily an issue here if it's not some homework thing, and spoon feeding is not necessarily what I am asking or at least intend (or 'am intending' ?) to ask anyway. You could just give me the general ideas. For example, if this is to do with 'scraping' or something, then just say so.'

            However, I don't quite see this question as any different as like these:

            1. How do I get notified if SE tweets my question? --> Here you could argue I'm asking about se itself on se, so it should be allowed. I've asked chess.com people, but they haven't replied to me, so here I am.

            2. Pricing when arbitrage is possible through Negative Probabilities or something else --> I mean is the guy spoonfeeding or whatever by writing the script?

            Edit 2: Additionally, what I'm trying to get at in this post is avoiding the concept of reinventing the wheel/wheel reinvention. I mean, I can't possibly be the 1st person in the history of the internet to ever want to extract their data from chess.com or lichess or something. Plus, chess is a game that has been around for awhile. It isn't like csgo or valorant w/c is relatively new. I really do not see any point A - to look up myself how to do go about extracting data from a site as an alternative to manually typing it up myself and of course B - to manually type it up myself when it would seem pretty weird if there weren't already readily available methods to do this.

            Update 2: Fixed now. see the 'json' vs the 'preformed'. WOW.

            Update 1: It appears Mike Steelson has an answer here, where the code is given as

            ...

            ANSWER

            Answered 2021-May-01 at 13:44

            Copy of my answer on Chess.SE, in case someone is looking here for an answer.

            Yes, it's possible to obtain the data you want. Chess.com has a REST API which is described in the following news post:

            https://www.chess.com/news/view/published-data-api

            You can use the following URL to get a list of monthly archives of a players games:

            Source https://stackoverflow.com/questions/67159513

            QUESTION

            Web scraping with Python and beautifulsoup: What is saved by the BeautifulSoup function?
            Asked 2021-Feb-19 at 23:22

            This question follows this previous question. I want to scrape data from a betting site using Python. I first tried to follow this tutorial, but the problem is that the site tipico is not available from Switzerland. I thus chose another betting site: Winamax. In the tutorial, the webpage tipico is first inspected, in order to find where the betting rates are located in the html file. In the tipico webpage, they were stored in buttons of class “c_but_base c_but". By writing the following lines, the rates could therefore be saved and printed using the Beautiful soup module:

            ...

            ANSWER

            Answered 2020-Dec-30 at 16:19

            That's because the website is using JavaScript to display these details and BeautifulSoup does not interact with JS on it's own.

            First try to find out if the element you want to scrape is present in the page source, if so you can scrape, pretty much everything! In your case the button/span tag's were not in the page source(meaning hidden or it's pulled through a script)

            No tag in the page source :

            So I suggest using Selenium as the solution, and I tried a basic scrape of the website.

            Here is the code I used :

            Source https://stackoverflow.com/questions/65509322

            QUESTION

            Remodelling a dataframe in R
            Asked 2020-Nov-20 at 06:20

            I am trying to remodel my data into the following (from the left shape to the right shape):

            Below is the reproducible initial dataframe:

            ...

            ANSWER

            Answered 2020-Nov-18 at 17:02

            You are not really trying to reshape (that would be adding columns based on the content of rows), here you just want to summarize the tag values for each company. So that can be done easily with dplyr:

            Source https://stackoverflow.com/questions/64897636

            QUESTION

            How to use Gekko for trajectory optimization in discrete time
            Asked 2020-Sep-21 at 14:54

            I am trying to use Gekko to optimize (dis)charging of a battery energy storage system. Electricity prices per hour EP, energy production from solar panels PV, and energy demand Dem are considered over the entire horizon (0-24h) to minize total costs TC. Arbitrage should take place as the battery is (dis)charged (Pbat_ch & Pbat_dis) to/from the grid (Pgrid_in & Pgrid_out) at the optimal moments.

            As opposed to most of the examples online, the problem is not formulated as a state-space model, but mostly relies on exogenous data for price, consumption and production. 3 specific issues with reference to Gurobi are outlined below, the entire code which results in the following error, can be found at the bottom of this post.

            ...

            ANSWER

            Answered 2020-Sep-21 at 14:54

            Nice application! You can either write out all of your discrete equations yourself with m.options.IMODE=3 or else let Gekko manage the time dimension for you. When you include an objective or constraint, it applies them to all of the time points that you specify. With m.options.IMODE=6, there is no need to add the set indices in Gekko such as [t]. Here is a simplified model:

            Source https://stackoverflow.com/questions/63981411

            QUESTION

            Setting up an arbitrage strategy in R by solving system of inequalities subject to an equality constraint
            Asked 2020-Sep-17 at 15:10

            I am trying to construct an arbitrage portfolio x such that Sx = 0 and Ax>=0, where A is the payoff matrix at t=1 and S is the price at t=0. I was not able to do it manually, so I tried using functions contained in the limSolve and lpSolve packages in R with no success, as I keep getting the zero-vector (I need nontrivial solutions). I am not sure how to code it up myself either. Any help or hints on how to proceed would be much appreciated. Thanks!

            ...

            ANSWER

            Answered 2020-Sep-17 at 15:10

            We first explain why the code in the question got the results that it did.

            Note that there is an implicit constraint of x >= 0.

            Regarding the subject that refers to a equality constraint there are no equality constraints in the code shown in the question.

            Regarding the minimum, in the lp arguments > means >= so clearly x=0 is feasible. Given that all components of the objective vector are positive it leads to a minimum of 0. From ?lp

            const.dir: Vector of character strings giving the direction of the constraint: each value should be one of "<," "<=," "=," "==," ">," or ">=". (In each pair the two values are identical.)

            Regarding the maximum, there are no upper bound constraints on the solution and the objective vector's components are all positive so there is no finite solution. Whether the linear program was successful or not should always be shown prior to displaying the solution and if it was unsuccessful then the solution should not be displayed since it has no meaning.

            Regarding the code, cbind already produces a matrix so it is pointless to convert it to a data frame and then back to a matrix. Also the objective can be expressed as a plain vector and the rhs of the constraints can be written as a scalar which will be recycled to the appropriate length. We can write the code in the question equivalently as:

            Source https://stackoverflow.com/questions/63917647

            QUESTION

            Python - how to do complex IF iterations over all rows of a column and return a value
            Asked 2020-Sep-01 at 13:04

            Apologies in advance as technically i have a few questions regarding the problem i would like to solve with python but since they are related i am putting it all in one post (at least i am hoping it will be a worthy challenge for whoever is able to help me with this).

            I have the following pandas dataframe called df example:

            ...

            ANSWER

            Answered 2020-Sep-01 at 13:04

            Roughly - you need to do a df.groupby(["REF", "Product"]).count(), this will give you a table that just contains ref, product, and a count. From there you can project/join in RAW_TRADE_TYPE - one of "Flat" "Spread" or "Trio", using where() or select().

            You can join() this to the original table. From there you have all the information you need to calculate the columns as you describe.

            Source https://stackoverflow.com/questions/63687918

            QUESTION

            Simple Pine-script code to chart a pair price of two equities (code included)
            Asked 2020-Aug-12 at 18:28

            So, I would like to monitor some pairs I trade on trading view and am completely new to coding and pine-script . I am actually learning python at this time but ventured off the beaten path to figure out this simple bit of pine script code .

            ...

            ANSWER

            Answered 2020-Aug-12 at 17:02

            Ok, there is a logic problem, not with the code.

            Lets take a closer look:

            Source https://stackoverflow.com/questions/63367434

            QUESTION

            Optimizing high-speed browser interaction with Selenium/Puppeteer
            Asked 2020-Aug-05 at 12:41

            I wish to create a script that can interact with any webpage with as little delay as possible, excepting network delay. This is to be used for arbitrage trading so any tips in this direction are welcome.

            My current approach has been to use Selenium with Python as I am a beginner in web scraping. However, I have investigated some approaches and from my findings it seems that Selenium has a considerable delay (See benchmark results below) I mention other things besides it in this question but the focus is on Selenium.

            In general, I need to send a BUY or SELL request to whatever broker I am currently working with. Using the web browser client, I have found a few approaches to do this:

            ...

            ANSWER

            Answered 2020-Aug-05 at 10:39

            Quite a few questions there!

            "Why does Selenium with Python have such a delay to issue commands"

            I don't have any direct referencable evidence for this but the selenium delay is probably down to the amount of work it has to do. It was created for testing not for performance. The difference in that is that the most valuable part of a test is that MUST run reliably, if it's slower and does more checks in order to make it more reliable than so be it. You still get a massive performance gain over manual testing, and that's what we're replacing.

            This is where you'll need the reliability - and i see you mention this need in your question too. It's great if you have a trading script that can complete an action in <1s - but what if it fails 5% of the time? How much will that cause problems?

            Selenium also needs to render the GUI then, depending on how you identify your objects it needs to scan the entire DOM for what you want. Generic locators will logically take longer.

            Selenium's greater power is the simplicity and the provided ability synchronisation. There's lots of talk in lots of SO articles about webdriverwait (which is great for in-page script sync), but there's also good recognition of page load wait-times. i.e. no point pushing the button before all the source is loaded.

            "Why does Puppeteer seem to have a lower delay when interacting with the same browser?" Puppeteer works with chrome devtools - selenium works with the DOM. So the two are interacting in a different way. Obviously, puppeteer is only for chrome, but selenium can go to almost any browser. It might not be a problem for you if you don't care about cross-browser capability.

            However - how much faster is it really?

            In your execution timings, you might also want to factor in the whole life cycle of what you aim to do - namely, include: browser load time, and page render time. From your story, you want to buy or sell something. So, you kick off the script - how long does it take from pressing GO to the end result. You most likely will need synchronisation and that's where puppeteer might not be as strong (or take you much longer to get a handle on).

            You say you want to "interact with any webpage with as little delay as possible", but you have to get to the page first and get it in the right state. I wouldn't be concerned about milliseconds per action. Kicking open chrome isn't the quickest action in itself and your overall millisecond test becomes >seconds to minutes.

            When you have full selenium script taking 65 seconds and a puppeteer script taking 64 seconds, the overall consideration changes :-)

            Some other options to think about if you really need speed:

            • Try running selenium headless - no gui, less resources, runs faster. (google it) :-)
            • Try other browsers
            • If you're all about speed - Drop the GUI entirely. Create an API script or start to investigate the use of performance scripts (for example jmeter or loadrunner).
            • Another option that isn't selenium or puppeteer is javascript directly in the browser
            • Try your speed tests with other free web tools like cypress or Microsoft's playwright - they interact with JS in the browser directly and brag about some excellent inbuilt stability features.

            If it was me, and it was about a single performant action - my first port of call would be doing it at the API level. There's lots of resources and practice sites out there to help get you started and there's no browser to render, there's barely anything more than the network delay. That's the real way to keep it as a sub-second script.

            Final thought, when you ask "can it be improved": if you have some code, there may be other ways to make it faster. Share your script so far and i'm sure folks will love to chip in their 2 cents on how you can streamline it :-)

            Source https://stackoverflow.com/questions/63261362

            QUESTION

            How to copy a Julia DataFrame in a threaded loop?
            Asked 2020-Aug-02 at 12:02

            I've got the following problem :

            A DataFrame named cr1 with 553 columns

            Then, I make two loops as follow :

            ...

            ANSWER

            Answered 2020-Aug-02 at 12:02

            This is what I would do (not seeing the full code it is hard to write a full solution (also this will eat up a lot of memory, but again - in order to optimize this I would need to see the code; what I write has a benefit of being simple to implement and not require locking).

            So the recommendation is:

            1. create cr2_vec = [copy(cr1) for i in 0:499]
            2. in outer loop write cr2 = cr2_vec[k]
            3. Then do all the processing on cr2
            4. after the @threads loop finishes take cr2_vec, which will have updated data frames and from each data frame of this vector take the columns that are needed and add it to your original cr1 data frame.

            A more advanced solution would be not to use a vector of data frames, but just a single data frame, as you do, but after the computing is done use a lock and within a lock update the global cr1 with only the computed columns (you need to use lock to avoid race condition).

            EDIT

            An example of a more efficient implementation:

            Source https://stackoverflow.com/questions/63214127

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