├── .gitignore ├── CommonTradeUtils ├── __init__.py ├── security_definitions.py └── watch.py ├── ExecLogic ├── __init__.py ├── base_trading.py ├── directional_aggressive_trading.py └── trade_vars.py ├── ExternalData ├── __init__.py ├── external_data_listener.py ├── external_time_listener.py ├── filesource.py ├── historical_dispatcher.py └── message.py ├── Indicators ├── __init__.py ├── common_indicator.py ├── indicator_listener.py └── simple_trend.py ├── InitLogic ├── __init__.py ├── paramset.py ├── sim_strategy.py └── strategy_desc.py ├── MarketAdapter ├── __init__.py ├── security_market_view.py └── shortcode_security_market_view_map.py ├── ModelMath ├── __init__.py ├── base_model_math.py ├── linear_model_aggregator.py └── model_creator.py ├── ModelScripts ├── __init__.py ├── linear_regression.py └── place_coefficients_in_model.py ├── OrderManager ├── __init__.py ├── base_order.py ├── base_order_manager.py ├── base_pnl.py ├── base_sim_market_maker.py ├── base_trader.py └── order_manager_listeners.py ├── README.md ├── Strategies ├── sample_ilist ├── sample_model ├── sample_param └── sample_strategy ├── TradingPlatform ├── __init__.py ├── compress_data_file.py ├── compress_data_file_opt.py ├── data_file_constants.py ├── get_data_file_name.py ├── get_int_price.py ├── get_min_price_increment.py ├── print_indicator_values.py ├── sample_lines.py └── utilities.py └── trades.13011 /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/point-line-surface-body/hftrap/HEAD/.gitignore -------------------------------------------------------------------------------- /CommonTradeUtils/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /CommonTradeUtils/security_definitions.py: -------------------------------------------------------------------------------- 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