trade | trade Trade TRADE epitech | Cryptocurrency library
kandi X-RAY | trade Summary
kandi X-RAY | trade Summary
Crypto-currency: 15 / 15 / Raw material: 10 / 15 / Stock exchange: 5 / 15 FOREX: 10 / 15 / Total: 5 / 15 / Algo: 2 / 2 / Risk factor: 2 / 3 / Machine Learning: 0 / 10 GUI: 3 / 5 / Helping tools: 1 / 3 / Other bonuses: 0 / 10.
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Top functions reviewed by kandi - BETA
- Launch the main routine
- Push index to server
- Get list of datas
- Send index to server
- Initialize datas
- sell function
- Sends an account to the given market
- Default error handling
- Get the value for a given marketplace
- Balance account
- Exit function
- Dump all shares
- Full dump of current transaction
- Main function
- Writes log statistics
- Writes the log file to disk
- Buy function
- Buy a market
- Stats function
trade Key Features
trade Examples and Code Snippets
public void plain() {
Order order = new Order();
order.setCustomer( "BigBank" );
Trade trade1 = new Trade();
trade1.setType( Trade.Type.BUY );
Stock stock1 = new Stock();
stock1.setSymbol( "IBM" );
@Subscribe
@AllowConcurrentEvents
private void handleNewStockTradeEvent(StockTrade trade) {
// publish to DB, send to PubNub, whatever you want here
final Set listeners;
synchronized (this.stockTradeListeners) {
private static Trade buildTrade( Stock stock, double price, Trade.Type buy ) {
Trade trade = new Trade();
trade.setType( buy );
trade.setStock( stock );
trade.setPrice( price );
return trade;
}
Community Discussions
Trending Discussions on trade
QUESTION
ANSWER
Answered 2022-Apr-09 at 00:01It depends on how realistic your example is. But the code below may help. It works on your posted data.
But you need to have unambiguous rules.
I derived some from your data and what you wrote, and noted them in the code comments. Of course, if your actual data doesn't follow these rules, the algorithm will not work. And if that is the case, you will have to modify the rules.
QUESTION
I tried to upload my python code (Binance trade-bot) on Heroku, but there is an error oссured. Could someone help me, please?
...ANSWER
Answered 2022-Mar-16 at 18:49I had the same issue - regex library was updated from 2022.3.2 to 2022.3.15. You can set version in requirements for a while issue will fixed in next version.
QUESTION
I know this is well trodden territory but I have a specific question... I promise.
Having spent very little time in the statically typed, object oriented world, I recently came across this design pattern while reading Crafting Interpreters. While I understand this pattern allows for extensible behavior (methods) on a set of well defined existing types (classes), I don't quite get the characterization of it as a solution to the double dispatch problem, at least not without some additional assumptions. I see it more as making a tradeoff to the expression problem, where you trade closed types for open methods.
In most of the examples I've seen, you end up with something like this (shamelessly stolen from the awesome Clojure Design Patterns)
...ANSWER
Answered 2022-Feb-23 at 19:13The comment from @user207421 is spot on. If a language does not natively support double dispatch, no design pattern can alter the language to make it so. A pattern merely provides an alternative which may solve some of the problems that double dispatch would be applied to in another language.
People learning the Visitor Pattern who already have an understanding of double dispatch may be assisted by explanations such as, "Visitor solves a similar set of problems to those solved by double dispatch". Unfortunately, that explanation is often reduced to, "Visitor implements double dispatch" which is not true.
The fact you've recognized this means you have a solid understanding of both concepts already.
QUESTION
Let's say I have the following list, corresponding to stock prices in time:
...ANSWER
Answered 2022-Jan-28 at 10:46Don't do complicated things.
To compute the cumulated positive differences, you just want to sum
the diff
ignoring the negative values (with clip
).
Let's just do that:
QUESTION
I'm working on a decision making analysis where I'm trying to illustrate the trade off between false positive (false go) vs. false negative (false no-go) using R. I have created a density plot with null and alternative hypothesis curves, but would like to further illustrate the relationship via the example plots like these. Would appreciate the help in creating plots like example 1 and 2, especially example 1. Thank you!
Density plot
Example 1
Example 2
...ANSWER
Answered 2022-Jan-25 at 00:16It looks like your sticking point is figuring out how to access the values of the density curve at a given value of x or y.
You can use ggplot_build()
to access the underlying data.frame
constructed by the geom_density
function. Here is some further discussion.
QUESTION
I am trying to achieve a calculation involving geometric progression (split). Is there any effective/efficient way of doing it. The data set has millions of rows. I need the column "Traded_quantity"
Marker Action Traded_quantity 2019-11-05 09:25 0 0 09:35 2 BUY 3 09:45 0 0 09:55 1 BUY 4 10:05 0 0 10:15 3 BUY 56 10:24 6 BUY 8128turtle = 2 (User defined)
base_quantity = 1 (User defined)
...ANSWER
Answered 2022-Jan-22 at 10:09This should work
QUESTION
I've defined the dictionary for the weights of the nodes:
...ANSWER
Answered 2021-Dec-15 at 14:02In your call of nx.draw
you still have the fixed node size. I guess you want to have
QUESTION
Consider the following:
...ANSWER
Answered 2021-Sep-30 at 19:22If it's using RBP as a frame pointer at all, yes, mov %rbp, %rsp
would be more compact and AFAIK at least as fast on all x86 microarchitectures. (mov-elimination probably even works on it). Even moreso when the add constant doesn't fit in an imm8.
This is probably a missed optimization, very similar to https://bugs.llvm.org/show_bug.cgi?id=10319 (which proposes using leave
instead of mov/pop, which would cost 1 extra uop on Intel but save another 3 bytes). It points out the overall static code size savings are pretty small in normal cases, but isn't considering efficiency benefits. In normal builds (-O2
without -fno-omit-frame-pointer
) only a few functions will use a frame pointer at all (only when using VLA / alloca, or over-aligning the stack) so the possible benefit is even smaller.
It seems from that bug that it's just a peephole the LLVM doesn't bother to look for, because many functions also need to restore other registers, so you actually need to add
some other value to point RSP below other pushes.
(GCC sometimes uses mov
to restore call-preserved regs so it can use leave
. With a frame pointer, that makes the addressing mode fairly compact to encode, although a 4-byte qword mov -8(%rbp), %r12
is still not as small as 2-byte pop of course. And if we don't have a frame pointer (e.g. in -O2
code), mov %rbp, %rsp
was never an option.)
Before considering the "not worth looking for" reason, I thought of another minor benefit:
After calling a function that saves/restores RBP, RBP is a load result. So after mov %rbp, %rsp
, future use of RSP would need to wait for that load. Possibly some corner cases end up bottlenecked on store-fowrwarding latency, vs. register modification just being 1 cycle.
But that seems unlikely to be worth the extra code size in general; I expect such corner cases are rare. Although that new RSP value is needed for a pop %rbp
, so then the caller's restored RBP value is the result of a chain of two loads after we return. (Fortunately ret
has branch prediction to hide latency.)
So it might be worth trying both ways in some benchmarks; e.g. comparing this vs. a tweaked version of LLVM on some standard benchmarks like SPECint.
QUESTION
I'm using webpack-dev-server in a webpack 5/Vuejs 3 application to make use of the feature of code changes showing in the browser as soon as they were saved in the editor during the application development (long explanation of the feature that I am interested in, but I think it trades under "hot" or "HMR").
The good thing is that this works in principal. I can update a .vue file in my editor, save it, see the webpack-dev-server recompiling, see the JS console log indicating that it's detected a change and the change (for instance a textual change) showing up in the browser page.
However, when one navigates to another route (URL) after the initial (hard) page load, so that the initial page URL differs from the current URL, the code change is not reflected in the browser page. All other steps such as compile, change detection on the client, reload changes, logs are performed, but it's just not updating the browser page. It does however update then page when one navigates somewhere else and back.
Does this issue sound familiar to anyone? I suppose that this the live update is meant to be working even when navigating to another route (URL) within the single page app (please correct if my expectations are wrong).
The relevant part of my webpack.conf.js
(nothing special IMHO):
ANSWER
Answered 2021-Sep-21 at 13:51Just write historyApiFallback: true
. It should work.
QUESTION
Below is an example of animating vehicle moving from A to B. [solved by @mrhellmann here, there are solutions also available]
I want to animate vehicle moving from A to B and then wait at B for sometime and then return to A. Below is the code which has animations of both the trip (A-B and B-A).
How can we merge
osroute_sampled_1
andosroute_sampled_2
to create single animation?Also, how can we add wait time (make vehicle stationary for few seconds at B?
Note - Vehicle may not return to A, it may go to C. So creating a single route using same origin and destination (A) via B may not work
...ANSWER
Answered 2021-Aug-25 at 07:46Never really worked with sf
and friends before, but after reading the docs I could imagine a solution like this to fulfill your needs.
Since sf
are in fact extended data.frames
they naturally come with an rbind
functionality. Having said that, the whole task should be as easy as rbind
'ing all the relevant paths together. As for the waiting time, simply repeat the last row in the sf
a couple of times, which would give you the impression of the vehicle stopping at B (and A on the way back).
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install trade
You can use trade like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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