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## short_term_alpha.ipynb

      
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                ericyue
                / short_term_alpha.ipynb
            
            
              Created
              March 29, 2022 01:43
                — forked from sebjai/short_term_alpha.ipynb
            
              
                Market Making in Short-Term Alpha (Chapter 10.4.2 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
              
          
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## tensorboard_logging.py
"""Simple example on how to log scalars and images to tensorboard without tensor ops.

License: BSD License 2.0
"""
__author__ = "Michael Gygli"

import tensorflow as tf
from StringIO import StringIO
import matplotlib.pyplot as plt
import numpy as np

## portaudio-py-client.py
# Silvius microphone client based on Tanel's client.py
__author__ = 'dwk'

import argparse
from ws4py.client.threadedclient import WebSocketClient
import threading
import sys
import urllib
import json

## a.py
def main():

  # Read TFRecords files for training
  def read_and_decode(filename_queue):
    reader = tf.TFRecordReader()
    _, serialized_example = reader.read(filename_queue)
    return serialized_example

  # Read TFRecords files for training
  filename_queue = tf.train.string_input_producer(

## _feature_hasher.pyx
# distutils: language=c++

import collections
import operator

from cpython.bytes cimport PyBytes_AS_STRING, PyBytes_GET_SIZE
import cython
import numpy as np
import pandas as pd
from libc.stdint cimport uint8_t, uint32_t

## tf-benchmark.py
import datetime
import pytz
from tensorflow.contrib.session_bundle import exporter
from tensorflow.python.client import timeline
import glob
import json
import time
import math
import numpy as np
import os

## gist:e840551697d90686fc14fdf5b26436a3
set noswapfile
inoremap (  ()
inoremap [ []
inoremap " ""
inoremap ' ''

set t_Co=256
nnoremap ; :
:command W w
:command P set paste

## sharded_ps_benchmark.py
#!/usr/bin/env python
# Benchmark transferring data.
#
# Take a independent workers communicating with b parameter shards
# Each worker tries to add to variables stored on parameter server as fast as
# possible.
#
# macbook
# ps=1: 1.6 GB/s
# ps=2: 2.6 GB/s

## tf_serving.sh
sudo su

# Java
yum -y install java-1.8.0-openjdk-devel

# Build Esentials (minimal)
yum -y install gcc gcc-c++ kernel-devel make automake autoconf swig git unzip libtool binutils

# Extra Packages for Enterprise Linux (EPEL) (for pip, zeromq3)
yum -y install epel-release

## wentao-sma.py
import sys,os
import datetime
from pyalgotrade import bar
from pyalgotrade import strategy
from pyalgotrade import plotter
from pyalgotrade.technical import vwap,ma,cumret,cross
from pyalgotrade.barfeed import csvfeed
from pyalgotrade.bitstamp import broker
from pyalgotrade import broker as basebroker
from pyalgotrade.stratanalyzer import sharpe,drawdown,returns,trades
	"""Simple example on how to log scalars and images to tensorboard without tensor ops.

	License: BSD License 2.0
	"""
	__author__ = "Michael Gygli"

	import tensorflow as tf
	from StringIO import StringIO
	import matplotlib.pyplot as plt
	import numpy as np
	# Silvius microphone client based on Tanel's client.py
	__author__ = 'dwk'

	import argparse
	from ws4py.client.threadedclient import WebSocketClient
	import threading
	import sys
	import urllib
	import json
	def main():

	# Read TFRecords files for training
	def read_and_decode(filename_queue):
	reader = tf.TFRecordReader()
	_, serialized_example = reader.read(filename_queue)
	return serialized_example

	# Read TFRecords files for training
	filename_queue = tf.train.string_input_producer(
	# distutils: language=c++

	import collections
	import operator

	from cpython.bytes cimport PyBytes_AS_STRING, PyBytes_GET_SIZE
	import cython
	import numpy as np
	import pandas as pd
	from libc.stdint cimport uint8_t, uint32_t
	import datetime
	import pytz
	from tensorflow.contrib.session_bundle import exporter
	from tensorflow.python.client import timeline
	import glob
	import json
	import time
	import math
	import numpy as np
	import os
	set noswapfile
	inoremap ( ()
	inoremap [ []
	inoremap " ""
	inoremap ' ''

	set t_Co=256
	nnoremap ; :
	:command W w
	:command P set paste
	#!/usr/bin/env python
	# Benchmark transferring data.
	#
	# Take a independent workers communicating with b parameter shards
	# Each worker tries to add to variables stored on parameter server as fast as
	# possible.
	#
	# macbook
	# ps=1: 1.6 GB/s
	# ps=2: 2.6 GB/s
	sudo su

	# Java
	yum -y install java-1.8.0-openjdk-devel

	# Build Esentials (minimal)
	yum -y install gcc gcc-c++ kernel-devel make automake autoconf swig git unzip libtool binutils

	# Extra Packages for Enterprise Linux (EPEL) (for pip, zeromq3)
	yum -y install epel-release
	import sys,os
	import datetime
	from pyalgotrade import bar
	from pyalgotrade import strategy
	from pyalgotrade import plotter
	from pyalgotrade.technical import vwap,ma,cumret,cross
	from pyalgotrade.barfeed import csvfeed
	from pyalgotrade.bitstamp import broker
	from pyalgotrade import broker as basebroker
	from pyalgotrade.stratanalyzer import sharpe,drawdown,returns,trades