def __init__(self, order_id, price, quantity, timeout, timestamp, is_ask):
"""
:param order_id: An order id to identify the order
:param price: A price to indicate for which amount to sell or buy
:param quantity: A quantity to indicate how much to sell or buy
:param timeout: A timeout when this tick is going to expire
:param timestamp: A timestamp when the order was created
:param is_ask: A bool to indicate if this order is an ask
:type order_id: OrderId
:type price: Price
:type quantity: Quantity
:type timeout: Timeout
:type timestamp: Timestamp
:type is_ask: bool
"""
super(Order, self).__init__()
self._logger = logging.getLogger(self.__class__.__name__)
assert isinstance(order_id, OrderId), type(order_id)
assert isinstance(price, Price), type(price)
assert isinstance(quantity, Quantity), type(quantity)
assert isinstance(timeout, Timeout), type(timeout)
assert isinstance(timestamp, Timestamp), type(timestamp)
assert isinstance(is_ask, bool), type(is_ask)
self._order_id = order_id
self._price = price
self._quantity = quantity
self._reserved_quantity = Quantity(0)
self._traded_quantity = Quantity(0)
self._timeout = timeout
self._timestamp = timestamp
self._completed_timestamp = None
self._is_ask = is_ask
self._reserved_ticks = {}
def _search_for_quantity_in_price_level_total(self, tick_entry, quantity_to_trade, order):
if tick_entry.quantity <= Quantity(0):
return quantity_to_trade, []
trading_quantity = quantity_to_trade
quantity_to_trade = Quantity(0)
self._logger.debug("Match with the id (%s) was found for order (%s). Price: %i, Quantity: %i)",
str(tick_entry.order_id), str(order.order_id), int(tick_entry.price), int(trading_quantity))
reserved = order.reserve_quantity_for_tick(tick_entry.tick.order_id, trading_quantity)
if not reserved: # Error happened
self._logger.warn("Something went wrong")
return self._search_for_quantity_in_price_level(tick_entry.next_tick(), quantity_to_trade, order)
proposed_trades = [Trade.propose(
self.order_book.message_repository.next_identity(),
order.order_id,
tick_entry.order_id,
tick_entry.price,
trading_quantity,
Timestamp.now()
)]
return quantity_to_trade, proposed_trades
def trade_tick(self, order_id, recipient_order_id, quantity):
"""
:type order_id: OrderId
:type recipient_order_id: OrderId
:type quantity: Quantity
"""
assert isinstance(order_id, OrderId), type(order_id)
assert isinstance(recipient_order_id, OrderId), type(recipient_order_id)
assert isinstance(quantity, Quantity), type(quantity)
self._logger.debug("Trading tick in order book for own order %s vs order %s",
str(order_id), str(recipient_order_id))
if self.bid_exists(order_id):
tick = self.get_bid(order_id)
tick.quantity -= quantity
if tick.quantity == Quantity(0):
self.remove_tick(tick.order_id)
if self.ask_exists(order_id):
tick = self.get_ask(order_id)
tick.quantity -= quantity
if tick.quantity == Quantity(0):
self.remove_tick(tick.order_id)
if self.bid_exists(recipient_order_id):
tick = self.get_bid(recipient_order_id)
tick.quantity -= quantity
if tick.quantity == Quantity(0):
self.remove_tick(tick.order_id)
if self.ask_exists(recipient_order_id):
tick = self.get_ask(recipient_order_id)
tick.quantity -= quantity
if tick.quantity == Quantity(0):
self.remove_tick(tick.order_id)
def test_isStateValid_multiRelation_valid(self):
state = {
"B": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.MINUS))
},
"C": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.MINUS))
},
}
relations = [
{
"type": "EX",
"args": None,
"Q1": ("B", "Q"),
"Q2": ("B", "Q"),
},
{
"type": "I-",
"args": None,
"Q1": ("C", "Q"),
"Q2": ("B", "Q"),
},
{
"type": "P+",
"args": None,
"Q1": ("B", "Q"),
"Q2": ("C", "Q"),
},
]
self.assertEqual(isStateValid(state, relations), True)
def determine_incremental_quantity_list(total_quantity):
"""
Determines an incremental quantity list
:type total_quantity: Quantity
:return: Incremental quantity list
:rtype: List[Quantity]
"""
# Check whether we should change the INCREMENTAL_QUANTITY to avoid not going over our MAX transactions
quantity_per_trade = IncrementalQuantityManager.INCREMENTAL_QUANTITY
if quantity_per_trade * IncrementalQuantityManager.MAX_TRANSACTIONS < int(total_quantity):
quantity_per_trade = int(total_quantity) / IncrementalQuantityManager.MAX_TRANSACTIONS
incremental_quantities = []
remaining_quantity = int(total_quantity)
if remaining_quantity > 0:
initial_quantity = min(IncrementalQuantityManager.INITIAL_QUANTITY, remaining_quantity)
incremental_quantities.append(Quantity(initial_quantity))
remaining_quantity -= initial_quantity
while remaining_quantity > 0:
incremental_quantity = min(quantity_per_trade, remaining_quantity)
incremental_quantities.append(Quantity(incremental_quantity))
remaining_quantity -= incremental_quantity
return incremental_quantities
def test_isStateValid_relationOrder(self):
state = {
"A": {
"Q": Quantity(Magnitude(MValue.ZERO), Derivative(DValue.ZERO))
},
"B": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.MINUS))
},
"C": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.ZERO))
},
}
relations = [
{
"type": "I+",
"args": None,
"Q1": ("A", "Q"),
"Q2": ("B", "Q"),
},
{
"type": "I-",
"args": None,
"Q1": ("C", "Q"),
"Q2": ("B", "Q"),
},
{
"type": "P+",
"args": None,
"Q1": ("B", "Q"),
"Q2": ("C", "Q"),
},
]
self.assertEqual(isStateValid(state, relations), False)
def test_p_plus_change_positive(self):
q1 = Quantity(None, Derivative(DValue.PLUS))
q2 = Quantity(None, Derivative(DValue.ZERO))
r.propotionalPositive(q1, q2)
self.assertEqual(q2.derivative.value, DValue.PLUS)
def _unit_class_mul(self, other):
"""Multiply a Unit by an object.
If other is another Unit, returns a new composite Unit.
Exponents of similar dimensions are added. If self and
other share similar BaseDimension, but
with different BaseUnits, the resulting BaseUnit for that
BaseDimension will be that used in self.
If other is a not another Unit, this method returns a
new Quantity... UNLESS other is a Quantity and the resulting
unit is dimensionless, in which case the underlying value type
of the Quantity is returned.
"""
if is_unit(other):
if self in Unit._multiplication_cache:
if other in Unit._multiplication_cache[self]:
return Unit._multiplication_cache[self][other]
else:
Unit._multiplication_cache[self] = {}
# print "unit * unit"
result1 = {
} # dictionary of dimensionTuple: (BaseOrScaledUnit, exponent)
for unit, exponent in self.iter_base_or_scaled_units():
d = unit.get_dimension_tuple()
if d not in result1:
result1[d] = {}
assert unit not in result1[d]
result1[d][unit] = exponent
for unit, exponent in other.iter_base_or_scaled_units():
d = unit.get_dimension_tuple()
if d not in result1:
result1[d] = {}
if unit not in result1[d]:
result1[d][unit] = 0
result1[d][unit] += exponent
result2 = {} # stripped of zero exponents
for d in result1:
for unit in result1[d]:
exponent = result1[d][unit]
if exponent != 0:
assert unit not in result2
result2[unit] = exponent
new_unit = Unit(result2)
Unit._multiplication_cache[self][other] = new_unit
return new_unit
elif is_quantity(other):
# print "unit * quantity"
value = other._value
unit = self * other.unit
return Quantity(value, unit).reduce_unit(self)
else:
# print "scalar * unit"
value = other
unit = self
# Is reduce_unit needed here? I hope not, there is a performance issue...
# return Quantity(other, self).reduce_unit(self)
return Quantity(other, self)
def balance(self):
"""
:rtype: Quantity
"""
total = self.multi_chain_community.persistence.get_total(self.public_key)
if total == (-1, -1):
return Quantity(0)
else:
return Quantity(int(max(0, total[0] - total[1]) / 2))
def test_p_plus_copy_value(self):
q1 = Quantity(None, Derivative(DValue.PLUS))
q2 = Quantity(None, Derivative(DValue.ZERO))
# apply proportion relation
r.propotionalPositive(q1, q2)
self.assertEqual(q2.derivative.value, DValue.PLUS)
# change q1 derivative without affecting q2 derivative
q1.derivative.value = DValue.MINUS
self.assertEqual(q2.derivative.value, DValue.PLUS)
def test_isStateValid_multiRelation_sameTail_ambiguous(self):
state1 = {
"A": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.MINUS))
},
"B": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.MINUS))
},
"C": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.ZERO))
},
}
state2 = {
"A": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.MINUS))
},
"B": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.ZERO))
},
"C": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.ZERO))
},
}
state3 = {
"A": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.MINUS))
},
"B": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.PLUS))
},
"C": {
"Q": Quantity(Magnitude(MValue.PLUS), Derivative(DValue.ZERO))
},
}
relations = [
{
"type": "EX",
"args": None,
"Q1": ("A", "Q"),
"Q2": ("A", "Q"),
},
{
"type": "P+",
"args": None,
"Q1": ("A", "Q"),
"Q2": ("B", "Q"),
},
{
"type": "I+",
"args": None,
"Q1": ("C", "Q"),
"Q2": ("B", "Q"),
},
]
self.assertEqual(isStateValid(state1, relations), True)
self.assertEqual(isStateValid(state2, relations), True)
self.assertEqual(isStateValid(state3, relations), True)
def generate():
magnitudes = list(map(int, MagnitudeValues))
derivatives = list(map(int, DerivativeValues))
state = State(0)
state.quantities = {
# ASSUMPTION: Inflow has no MAX
"Inflow": (magnitudes[:2], derivatives),
"Volume": (magnitudes, derivatives),
"Outflow": (magnitudes, derivatives),
}
states = []
temp = []
for s in state.quantities:
temp.extend(state.quantities[s])
prod = product(*temp)
for p in prod:
idx = 0
new_state = State(len(states))
for s in state.quantities:
new_state.quantities[s] = {}
mag_bound = state.quantities[s][0][-1]
q = Quantity(Magnitude(p[idx], maximum=mag_bound),
Derivative(p[idx + 1]))
new_state.quantities[s] = q
idx += 2
states.append(new_state)
return states
def __init__(self):
self._price_level_list = PriceLevelList(
) # Sorted list containing dictionary with price levels: Price -> PriceLevel
self._price_map = {} # Map: Price -> PriceLevel
self._tick_map = {} # Map: MessageId -> TickEntry
self._volume = Quantity(
0) # Total number of quantity contained in all the price levels
self._depth = 0 # Total amount of price levels
def over_generate(blue_print=None, mag_Enum=MValue, der_Enum=DValue):
"""generates all combinations of states.
Assumes that all quantities have the can take the same magnetude and
derivative values.
Input:
blue_print: dict(dict: (list, list))) defining the state and the values it
can take.
mag_Enum: IntEnum with the possible values for magntudes.
der_Enum: IntEnum with the possible values for derivatives.
Output:
list(states) all possible states.
"""
#defaut state blueprint in case none is given.
if blue_print == None:
mags = list(map(int, mag_Enum))
ders = list(map(int, der_Enum))
blue_print = {
"Hoose": {
"Inflow": ([0, 1], ders)
},
"Container": {
"Volume": (mags, ders)
},
"Drain": {
"Outflow": (mags, ders)
},
}
#Creates all states
states = []
t = []
for e in blue_print:
for q in blue_print[e]:
t.append(blue_print[e][q][0])
t.append(blue_print[e][q][1])
t = tuple(t)
combs = list(product(*t))
for c in combs:
idx = 0
state = {}
for e in blue_print:
state[e] = {}
for q in blue_print[e]:
mag_bound = blue_print[e][q][0][-1]
state[e][q] = Quantity(Magnitude(c[idx], upperBound=mag_bound),
Derivative(c[idx + 1]))
idx += 2
states.append(state)
return states
def rng(self):
self.size.rng()
self.unit.rng()
arr = np.random.random(size=self.size.value) * (self.ub -
self.lb) + self.lb
arr *= self.unit.conversion_factor
arr = prec_round(arr, self.precision)
del self.value
self.value = Quantity(arr, self.unit.value)
def test_isStateValid_noEX(self):
state = {
"A": {
"Q": Quantity(Magnitude(MValue.ZERO), Derivative(DValue.PLUS))
}
}
relations = []
self.assertEqual(isStateValid(state, relations), False)
def test_isStateValid_singleRelation_valid(self):
state = {
"B": {
"Q": Quantity(Magnitude(MValue.ZERO), Derivative(DValue.ZERO))
},
"C": {
"Q": Quantity(Magnitude(MValue.ZERO), Derivative(DValue.ZERO))
},
}
relations = [
{
"type": "P+",
"args": None,
"Q1": ("B", "Q"),
"Q2": ("C", "Q"),
},
]
self.assertEqual(isStateValid(state, relations), True)
def getNminiAODEvts(self, rootfile):
quantity = Quantity(name_nano='genEventCount',
name_flat='geneventcount',
nbins=100,
bin_min=1,
bin_max=1e9)
hist = self.createHisto(rootfile=rootfile,
tree_name='run_tree',
quantity=quantity)
n_reco_evts = hist.GetMean() * hist.GetEntries()
return n_reco_evts
def test_isStateValid_lower_boundary_derivatives(self):
state_invalid = {
"A": {
"Q": Quantity(Magnitude(MValue.ZERO), Derivative(DValue.MINUS))
},
}
state_valid = {
"A": {
"Q": Quantity(Magnitude(MValue.ZERO), Derivative(DValue.PLUS))
},
}
relations = [{
"type": "EX",
"args": None,
"Q1": ("A", "Q"),
"Q2": ("A", "Q"),
}]
self.assertEqual(isStateValid(state_invalid, relations), False)
self.assertEqual(isStateValid(state_valid, relations), True)
def add_trade(self, other_order_id, quantity):
self._logger.debug("Adding trade for order %s with quantity %s (other id: %s)",
str(self.order_id), quantity, str(other_order_id))
self._traded_quantity += quantity
try:
self.release_quantity_for_tick(other_order_id)
except TickWasNotReserved:
pass
assert self.available_quantity >= Quantity(0)
if self.is_complete():
self._completed_timestamp = Timestamp.now()
def test_getRelationQuantities(self):
state = {
"B": {
"Q": Quantity(Magnitude(MValue.ZERO), Derivative(DValue.PLUS))
},
"C": {
"Q": Quantity(Magnitude(MValue.ZERO), Derivative(DValue.ZERO))
},
}
relation = {
"type": "P+",
"args": None,
"Q1": ("B", "Q"),
"Q2": ("C", "Q"),
}
head, tail = getRelationQuantities(state, relation)
self.assertEqual(
head, Quantity(Magnitude(MValue.ZERO), Derivative(DValue.PLUS)))
self.assertEqual(
tail, Quantity(Magnitude(MValue.ZERO), Derivative(DValue.ZERO)))
def _match_bid(self, order):
proposed_trades = []
quantity_to_trade = order.available_quantity
if order.price >= self.order_book.ask_price and quantity_to_trade > Quantity(0):
# Scan the price levels in the order book
quantity_to_trade, proposed_trades = self._search_for_quantity_in_order_book(
self.order_book.ask_price,
self.order_book.ask_price_level,
quantity_to_trade,
order)
return quantity_to_trade, proposed_trades
def computeBkgYieldsFromABCDQCDMC(self):
'''
Estimate background yields from data using the ABCD method
A = b_mass < 6.27 && hnl_charge == 0 (SR)
B = b_mass < 6.27 && hnl_charge != 0
C = b_mass > 6.27 && hnl_charge == 0
D = b_mass > 6.27 && hnl_charge != 0
N_A = N_B * N_C/N_D
'''
quantity = Quantity(name_flat='hnl_mass', nbins=1, bin_min=0, bin_max=1000)
bin_selection = self.selection
hist_mc_tot_A = self.getHistoMC(quantity=quantity, selection=self.selection+' && b_mass<6.27 && hnl_charge==0')
hist_mc_tot_B = self.getHistoMC(quantity=quantity, selection=self.selection+' && b_mass<6.27 && hnl_charge!=0')
hist_mc_tot_C = self.getHistoMC(quantity=quantity, selection=self.selection+' && b_mass>6.27 && hnl_charge==0')
hist_mc_tot_D = self.getHistoMC(quantity=quantity, selection=self.selection+' && b_mass>6.27 && hnl_charge!=0')
#hist_mc_tot_A = self.getHistoMC(quantity=quantity, selection='b_mass<6.27 && hnl_charge==0')
#hist_mc_tot_A = self.getHistoMC(quantity=quantity, selection='sv_prob>0.05 && hnl_charge==0')
#hist_mc_tot_A = self.getHistoMC(quantity=quantity, selection='b_mass<6.27 && hnl_mass<5.4')
#hist_mc_tot_B = self.getHistoMC(quantity=quantity, selection='b_mass<6.27 && hnl_charge!=0')
#hist_mc_tot_B = self.getHistoMC(quantity=quantity, selection='sv_prob>0.05 && hnl_charge!=0')
#hist_mc_tot_B = self.getHistoMC(quantity=quantity, selection='b_mass<6.27 && hnl_mass>5.4')
#hist_mc_tot_C = self.getHistoMC(quantity=quantity, selection='b_mass>6.27 && hnl_charge==0')
#hist_mc_tot_C = self.getHistoMC(quantity=quantity, selection='sv_prob<0.05 && hnl_charge==0')
#hist_mc_tot_C = self.getHistoMC(quantity=quantity, selection='b_mass>6.27 && hnl_mass<5.4')
#hist_mc_tot_D = self.getHistoMC(quantity=quantity, selection='b_mass>6.27 && hnl_charge!=0')
#hist_mc_tot_D = self.getHistoMC(quantity=quantity, selection='sv_prob<0.05 && hnl_charge!=0')
#hist_mc_tot_D = self.getHistoMC(quantity=quantity, selection='b_mass>6.27 && hnl_mass>5.4')
n_obs_mc_A = hist_mc_tot_A.GetBinContent(1)
n_obs_mc_B = hist_mc_tot_B.GetBinContent(1)
n_obs_mc_C = hist_mc_tot_C.GetBinContent(1)
n_obs_mc_D = hist_mc_tot_D.GetBinContent(1)
n_err_mc_A = hist_mc_tot_A.GetBinError(1) #math.sqrt(n_obs_mc_A)
n_err_mc_B = hist_mc_tot_B.GetBinError(1) #math.sqrt(n_obs_mc_B)
n_err_mc_C = hist_mc_tot_C.GetBinError(1) #math.sqrt(n_obs_mc_C)
n_err_mc_D = hist_mc_tot_D.GetBinError(1) #math.sqrt(n_obs_mc_D)
n_obs_mc_A = n_obs_mc_B * (n_obs_mc_C / n_obs_mc_D)
n_err_mc_A = n_obs_mc_A * (n_err_mc_B / n_obs_mc_B + n_err_mc_C / n_obs_mc_C + n_err_mc_D / n_obs_mc_D)
n_real_mc_A = hist_mc_tot_A.GetBinContent(1)
n_realerr_mc_A = hist_mc_tot_A.GetBinError(1)
print 'ABCD estimation SR: {} +- {}'.format(int(n_obs_mc_A), int(n_err_mc_A))
print 'True SR: {} +- {}'.format(int(n_real_mc_A), int(n_realerr_mc_A))
def release_quantity_for_tick(self, order_id):
"""
:param order_id: The order id from another peer that the quantity needs to be released for
:type order_id: OrderId
:raises TickWasNotReserved: Thrown when the tick was not reserved first
"""
if order_id in self._reserved_ticks:
self._logger.debug("Releasing quantity for order id %s (own order id: %s), total quantity: %s, traded: %s",
str(order_id), str(self.order_id), self.total_quantity, self.traded_quantity)
if self._reserved_quantity >= self._reserved_ticks[order_id]:
self._reserved_quantity -= self._reserved_ticks[order_id]
assert self.available_quantity >= Quantity(0)
del self._reserved_ticks[order_id]
else:
raise TickWasNotReserved()
def _unit_class_rdiv(self, other):
"""
Divide another object type by a Unit.
Returns a new Quantity with a value of other and units
of the inverse of self.
"""
if is_unit(other):
raise NotImplementedError(
'programmer is surprised __rtruediv__ was called instead of __truediv__'
)
else:
# print "R scalar / unit"
unit = pow(self, -1.0)
value = other
return Quantity(value, unit).reduce_unit(self)
def match_order(self, order):
"""
:param order: The order to match against
:type order: Order
:return: The proposed trades
:rtype: [ProposedTrade]
"""
assert isinstance(order, Order), type(order)
if order.is_ask():
quantity_to_trade, proposed_trades = self._match_ask(order)
else:
quantity_to_trade, proposed_trades = self._match_bid(order)
if quantity_to_trade > Quantity(0):
self._logger.debug("Quantity not matched: %i", int(quantity_to_trade))
return proposed_trades
def _search_for_quantity_in_price_level(self, tick_entry, quantity_to_trade, order):
"""
Search through the tick entries in the price levels
:param tick_entry: The tick entry to match against
:param quantity_to_trade: The quantity still to be matched
:param order: The order to match for
:type tick_entry: TickEntry
:type quantity_to_trade: Quantity
:type order: Order
:return: The quantity to trade and the proposed trades
:rtype: Quantity, [ProposedTrade]
"""
if tick_entry is None: # Last tick
return quantity_to_trade, []
if tick_entry.quantity <= Quantity(0):
return quantity_to_trade, []
# Check if order and tick entry have the same trader id / origin
if order.order_id.trader_id == tick_entry.order_id.trader_id:
return quantity_to_trade, []
assert isinstance(tick_entry, TickEntry), type(tick_entry)
assert isinstance(quantity_to_trade, Quantity), type(quantity_to_trade)
assert isinstance(order, Order), type(order)
if tick_entry.order_id in order.reserved_ticks: # Tick is already reserved for this order
return self._search_for_quantity_in_price_level(tick_entry.next_tick(), quantity_to_trade, order)
if not tick_entry.is_valid(): # Tick is time out or reserved
return self._search_for_quantity_in_price_level(tick_entry.next_tick(), quantity_to_trade, order)
if quantity_to_trade <= tick_entry.quantity: # All the quantity can be matched in this tick
quantity_to_trade, proposed_trades = self._search_for_quantity_in_price_level_total(tick_entry,
quantity_to_trade,
order)
else: # Not all the quantity can be matched in this tick
quantity_to_trade, proposed_trades = self._search_for_quantity_in_price_level_partial(tick_entry,
quantity_to_trade,
order)
return quantity_to_trade, proposed_trades
def getSignalEfficiency(self):
'''
eff(bin) = N_flat(bin) / N_gen
N_gen = N_reco / filter_efficiency
'''
# get number of generated events
f = ROOT.TFile.Open('root://t3dcachedb.psi.ch:1094/'+self.signal_file.filename, 'READ')
n_reco = PlottingTools.getNminiAODEvts(self, f)
n_gen = n_reco / self.signal_file.filter_efficiency
# get number of selected reco events
quantity = Quantity(name_flat='hnl_mass', nbins=1, bin_min=0, bin_max=1000)
hist_flat_bin = PlottingTools.createHisto(self, f, 'signal_tree', quantity, branchname='flat', selection='ismatched==1' if self.selection=='' else 'ismatched==1 && '+self.selection)
n_selected_bin = hist_flat_bin.GetBinContent(1)
#print 'n_selected_bin',n_selected_bin
efficiency = n_selected_bin / n_gen
#print 'efficiency',efficiency
return efficiency
def generate():
magnitudes = list(map(int, MagnitudeValues))
derivatives = list(map(int, DerivativeValues))
system = {
"Bathtub": {
"Volume": (magnitudes, derivatives)
},
"Tab": {
# ASSUMPTION: Inflow has no negative magnitude.
"Inflow": (magnitudes[1:], derivatives)
},
"Drain": {
"Outflow": (magnitudes, derivatives)
}
}
states = []
temp = []
for s in system:
for quantity in system[s]:
print(system[s])
temp.extend(system[s][quantity])
prod = product(*temp)
for p in prod:
idx = 0
state = {}
for s in system:
state[s] = {}
for quantity in system[s]:
mag_bound = system[s][quantity][0][-1]
q = Quantity(Magnitude(p[idx], maximum=mag_bound),
Derivative(p[idx + 1]))
state[s][quantity] = q
idx += 2
states.append(state)
return states
def reserve_quantity_for_tick(self, order_id, quantity):
"""
:param order_id: The order id from another peer that the quantity needs to be reserved for
:param quantity: The quantity to reserve
:type order_id: OrderId
:type quantity: Quantity
:return: True if the quantity was reserved, False otherwise
:rtype: bool
"""
assert isinstance(order_id, OrderId), type(order_id)
assert isinstance(quantity, Quantity), type(quantity)
if self.available_quantity >= quantity:
if order_id not in self._reserved_ticks:
self._logger.debug("Reserving quantity %s for order %s (own order id: %s), total quantity: %s, traded: %s",
quantity, str(order_id), str(self.order_id), self.total_quantity, self.traded_quantity)
self._reserved_quantity += quantity
self._reserved_ticks[order_id] = quantity
assert self.available_quantity >= Quantity(0)
return True
else:
return False