Michael J Ward Michael-J-Ward

## agg_example.txt
> db.students.find().limit(2).pretty()
{
	"_id" : 2,
	"name" : "Corliss Zuk",
	"scores" : [
		{
			"score" : 67.03077096065002,
			"type" : "exam"
		},
		{

## central_limit_demo.py
# Demonstrating the Central Limit Theorem for MITs Probabilistic Systems course

import numpy as np
import matplotlib.pyplot as plt


def genTest(distribution,**kwargs):
	"""Returns a score generating function from the given distribution"""
	def test(num_students):
		kwargs['size'] = num_students

## TSplot.csv
	Cluster	Week	Overload
0	1	1	429
1	1	1	-247
2	1	1	-655
3	1	1	682
4	1	1	-178
5	1	1	-791
6	1	1	262
7	1	1	-46
8	1	1	-358

## FunSetSuite.scala
package funsets

import org.scalatest.FunSuite


import org.junit.runner.RunWith
import org.scalatest.junit.JUnitRunner

/**
 * This class is a test suite for the methods in object FunSets. To run

## magicFormula.py
class Magic_Formula(CustomFactor):
    inputs = [mstar.income_statement.ebit, mstar.valuation.enterprise_value,
              mstar.operation_ratios.roic]
    outputs = ['earnings_yield', 'roic']
    window_length = 1

    def compute(self, today, assets, out, ebit, ev, roic):
        out.earnings_yield[:] = ebit[-1] / ev[-1]
        out.roic[:] = roic[-1]

## polymorphic_serializer.py
"""
PolymorphicSerializer Implementation taken from this stack overflow answer:
https://stackoverflow.com/a/44727343/1948982

Copied here to imortalize it to remove the risk of the answer dissappearing
"""

class PolymorphicSerializer(serializers.Serializer):
    """
    Serializer to handle multiple subclasses of another class

## checksum.py
import zlib
import itertools

def get_signed_value(unsigned_value):
    bitsize = 32
    return unsigned_value if unsigned_value < (1 << bitsize-1) else unsigned_value - (1 << bitsize)

def create_checksum_string(bids, asks):
    bids = (f"{price}:{qty}" for price, qty, _, _ in bids)
    asks = (f"{price}:{qty}" for price, qty, _, _ in asks)

## okex_v3_sign.py
import base64
import datetime
import hmac


def get_timestamp() -> str:
    """
    The OKEX api requires the timestamp to be in exactly this format

    example: '2018-10-23T17:27:40.340Z'

## depths.py
step_0_depth = {"ch":"market.BTC_CQ.depth.step0","ts":1567795124843,"tick":{"mrid":17445416471,"id":1567795124,"bids":[[10514.47,6565],[10514.46,80],[10514.02,1],[10514,53],[10513.6,10],[10513.59,5],[10513.58,153],[10513.34,9],[10512.99,11],[10512.71,8],[10512.7,217],[10512.69,233],[10512.65,40],[10512.64,2],[10512.6,20],[10512.48,8],[10512.3,3],[10511.59,4],[10511.21,2],[10510.97,23],[10510.64,32],[10510.55,11],[10510,7],[10509.88,5],[10509.63,8],[10509.54,17],[10509.26,80],[10508.49,42],[10508.23,15],[10507.76,355],[10507.74,160],[10507.7,133],[10507.51,31],[10507.37,145],[10506.7,132],[10506.6,218],[10506.18,80],[10506.17,80],[10506,869],[10505.78,200],[10505.73,27],[10505.66,20],[10505.62,27],[10505.16,82],[10505,22],[10504.79,54],[10504.67,190],[10504.51,15],[10504.45,54],[10504.35,10],[10504.23,70],[10504.04,5],[10503.66,20],[10503.6,40],[10503.43,210],[10503.36,2],[10503.25,78],[10503.01,1],[10502.65,233],[10502.5,81],[10502.07,200],[10501.85,378],[10501.84,6],[10501.82,5],[10501.81,50],[10501.59,260],

## modified_monty.py
"""Monte Carlo'ing Hillogram's Monty Hall Variant

Hillelogram on twitter came up with a surprising Monty Hall Variant: https://twitter.com/hillelogram/status/1175125663247998978

[BEGIN EDIT]

@hillelogram gives credit to this paper https://pubs.aeaweb.org/doi/pdfplus/10.1257/jep.33.3.144

/u/edderiofer on reddit pointed out that this is in fact the "Monty Crawl" variant from here: http://www.probability.ca/jeff/writing/montyfall.pdf
	> db.students.find().limit(2).pretty()
	{
	"_id" : 2,
	"name" : "Corliss Zuk",
	"scores" : [
	{
	"score" : 67.03077096065002,
	"type" : "exam"
	},
	{
	# Demonstrating the Central Limit Theorem for MITs Probabilistic Systems course

	import numpy as np
	import matplotlib.pyplot as plt


	def genTest(distribution,**kwargs):
	"""Returns a score generating function from the given distribution"""
	def test(num_students):
	kwargs['size'] = num_students
	Cluster Week Overload
	0 1 1 429
	1 1 1 -247
	2 1 1 -655
	3 1 1 682
	4 1 1 -178
	5 1 1 -791
	6 1 1 262
	7 1 1 -46
	8 1 1 -358
	package funsets

	import org.scalatest.FunSuite


	import org.junit.runner.RunWith
	import org.scalatest.junit.JUnitRunner

	/**
	* This class is a test suite for the methods in object FunSets. To run
	class Magic_Formula(CustomFactor):
	inputs = [mstar.income_statement.ebit, mstar.valuation.enterprise_value,
	mstar.operation_ratios.roic]
	outputs = ['earnings_yield', 'roic']
	window_length = 1

	def compute(self, today, assets, out, ebit, ev, roic):
	out.earnings_yield[:] = ebit[-1] / ev[-1]
	out.roic[:] = roic[-1]
	"""
	PolymorphicSerializer Implementation taken from this stack overflow answer:
	https://stackoverflow.com/a/44727343/1948982

	Copied here to imortalize it to remove the risk of the answer dissappearing
	"""

	class PolymorphicSerializer(serializers.Serializer):
	"""
	Serializer to handle multiple subclasses of another class
	import zlib
	import itertools

	def get_signed_value(unsigned_value):
	bitsize = 32
	return unsigned_value if unsigned_value < (1 << bitsize-1) else unsigned_value - (1 << bitsize)

	def create_checksum_string(bids, asks):
	bids = (f"{price}:{qty}" for price, qty, _, _ in bids)
	asks = (f"{price}:{qty}" for price, qty, _, _ in asks)
	import base64
	import datetime
	import hmac


	def get_timestamp() -> str:
	"""
	The OKEX api requires the timestamp to be in exactly this format

	example: '2018-10-23T17:27:40.340Z'
	"""Monte Carlo'ing Hillogram's Monty Hall Variant

	Hillelogram on twitter came up with a surprising Monty Hall Variant: https://twitter.com/hillelogram/status/1175125663247998978

	[BEGIN EDIT]

	@hillelogram gives credit to this paper https://pubs.aeaweb.org/doi/pdfplus/10.1257/jep.33.3.144

	/u/edderiofer on reddit pointed out that this is in fact the "Monty Crawl" variant from here: http://www.probability.ca/jeff/writing/montyfall.pdf