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Example 11 with String_

use of suite.util.String_ in project suite by stupidsing.

the class SewingProverImpl method compileTr.

private Trampoline compileTr(BinderFactory bf, Node node) {
    List<Node> list;
    Trampoline tr;
    Tree tree;
    Node[] m;
    if (1 < (list = TreeUtil.breakdown(TermOp.AND___, node)).size())
        tr = andTr(Read.from(list).map(n -> compileTr(bf, n)));
    else if (1 < (list = TreeUtil.breakdown(TermOp.OR____, node)).size())
        tr = orTr(Read.from(list).map(n -> compileTr(bf, n)));
    else if ((m = Suite.pattern(".0 = .1").match(node)) != null) {
        boolean b = complexity(m[0]) <= complexity(m[1]);
        Node n0 = b ? m[0] : m[1];
        Node n1 = b ? m[1] : m[0];
        Bind_ p = bf.binder(n1);
        Clone_ f = bf.cloner(n0);
        tr = rt -> p.test(rt, f.apply(rt.env)) ? okay : fail;
    } else if ((m = Suite.pattern("builtin:.0:.1 .2").match(node)) != null) {
        String className = ((Atom) m[0]).name;
        String fieldName = ((Atom) m[1]).name;
        BuiltinPredicate predicate = Rethrow.ex(() -> {
            Class<?> clazz = Class.forName(className);
            return (BuiltinPredicate) clazz.getField(fieldName).get(Object_.new_(clazz));
        });
        tr = compileTrCallPredicate(bf, predicate, m[2]);
    } else if ((m = Suite.pattern("find.all .0 .1 .2").match(node)) != null) {
        Clone_ f = bf.cloner(m[0]);
        Trampoline tr1 = compileTr(bf, m[1]);
        Bind_ p = bf.binder(m[2]);
        List<Node> vs = new ArrayList<>();
        tr = rt -> {
            Restore restore = save(rt);
            rt.pushRem(rt_ -> {
                vs.add(new Cloner().clone(f.apply(rt_.env)));
                return fail;
            });
            rt.pushAlt(rt_ -> {
                restore.restore(rt);
                return p.test(rt, Tree.of(TermOp.AND___, vs)) ? okay : fail;
            });
            return tr1;
        };
    } else if ((m = Suite.pattern("if .0 .1 .2").match(node)) != null) {
        Trampoline tr0 = compileTr(bf, m[0]);
        Trampoline tr1 = compileTr(bf, m[1]);
        Trampoline tr2 = compileTr(bf, m[2]);
        tr = if_(tr0, tr1, tr2);
    } else if ((m = Suite.pattern("let .0 .1").match(node)) != null) {
        Bind_ p = bf.binder(m[0]);
        Evaluate_ eval = new CompileExpressionImpl(bf).evaluator(m[1]);
        tr = rt -> p.test(rt, Int.of(eval.evaluate(rt.env))) ? okay : fail;
    } else if ((m = Suite.pattern("list.fold .0/.1/.2 .3").match(node)) != null) {
        Clone_ list0_ = bf.cloner(m[0]);
        Clone_ value0_ = bf.cloner(m[1]);
        Bind_ valuex_ = bf.binder(m[2]);
        Clone_ ht_ = bf.cloner(m[3]);
        tr = rt -> {
            Node[] ht = Suite.pattern(".0 .1").match(ht_.apply(rt.env));
            Trampoline tr1 = saveEnvTr(compileTrRule(ht[0], ht[1]));
            Mutable<Node> current = Mutable.of(value0_.apply(rt.env));
            rt.pushRem(rt_ -> valuex_.test(rt_, current.get()) ? okay : fail);
            for (Node elem : Tree.iter(list0_.apply(rt.env))) {
                Reference result = new Reference();
                rt.pushRem(rt_ -> {
                    current.update(result.finalNode());
                    return okay;
                });
                rt.pushRem(rt_ -> {
                    rt_.query = Tree.of(TermOp.ITEM__, Tree.of(TermOp.ITEM__, elem, current.get()), result);
                    return tr1;
                });
            }
            return okay;
        };
    } else if ((m = Suite.pattern("list.fold.clone .0/.1/.2 .3/.4/.5 .6").match(node)) != null) {
        Clone_ list0_ = bf.cloner(m[0]);
        Clone_ value0_ = bf.cloner(m[1]);
        Bind_ valuex_ = bf.binder(m[2]);
        Bind_ elem_ = bf.binder(m[3]);
        Bind_ v0_ = bf.binder(m[4]);
        Clone_ vx_ = bf.cloner(m[5]);
        Trampoline tr1 = compileTr(bf, m[6]);
        tr = rt -> {
            Mutable<Node> current = Mutable.of(value0_.apply(rt.env));
            Env env0 = rt.env;
            rt.pushRem(rt_ -> {
                rt_.env = env0;
                return valuex_.test(rt_, current.get()) ? okay : fail;
            });
            for (Node elem : Tree.iter(list0_.apply(rt.env))) {
                rt.pushRem(rt_ -> {
                    current.update(vx_.apply(rt_.env));
                    return okay;
                });
                rt.pushRem(rt_ -> {
                    rt_.env = env0.clone();
                    return elem_.test(rt_, elem) && v0_.test(rt_, current.get()) ? tr1 : fail;
                });
            }
            return okay;
        };
    } else if ((m = Suite.pattern("list.query .0 .1").match(node)) != null) {
        Clone_ l_ = bf.cloner(m[0]);
        Clone_ ht_ = bf.cloner(m[1]);
        tr = rt -> {
            Node[] ht = Suite.pattern(".0 .1").match(ht_.apply(rt.env));
            Trampoline tr1 = saveEnvTr(compileTrRule(ht[0], ht[1]));
            for (Node n : Tree.iter(l_.apply(rt.env))) rt.pushRem(rt_ -> {
                rt_.query = n;
                return tr1;
            });
            return okay;
        };
    } else if ((m = Suite.pattern("list.query.clone .0 .1 .2").match(node)) != null) {
        Clone_ f = bf.cloner(m[0]);
        Bind_ p = bf.binder(m[1]);
        Trampoline tr1 = compileTr(bf, m[2]);
        tr = rt -> {
            Env env0 = rt.env;
            rt.pushRem(rt_ -> {
                rt_.env = env0;
                return okay;
            });
            for (Node n : Tree.iter(f.apply(rt.env))) rt.pushRem(rt_ -> {
                rt_.env = env0.clone();
                return p.test(rt_, n) ? tr1 : fail;
            });
            return okay;
        };
    } else if ((m = Suite.pattern("member .0 .1").match(node)) != null && TreeUtil.isList(m[0], TermOp.AND___)) {
        List<Bind_> elems_ = Read.from(Tree.iter(m[0])).map(bf::binder).toList();
        Clone_ f = bf.cloner(m[1]);
        tr = rt -> {
            Iterator<Bind_> iter = elems_.iterator();
            Trampoline[] alt = new Trampoline[1];
            Restore restore = save(rt);
            return alt[0] = rt_ -> {
                while (iter.hasNext()) {
                    restore.restore(rt);
                    if (iter.next().test(rt_, f.apply(rt.env))) {
                        rt_.pushAlt(alt[0]);
                        return okay;
                    }
                }
                return fail;
            };
        };
    } else if ((m = Suite.pattern("not .0").match(node)) != null)
        tr = if_(compileTr(bf, m[0]), fail, okay);
    else if ((m = Suite.pattern("once .0").match(node)) != null) {
        Trampoline tr0 = compileTr(bf, m[0]);
        tr = rt -> {
            IList<Trampoline> alts0 = rt.alts;
            rt.pushRem(rt_ -> {
                rt_.alts = alts0;
                return okay;
            });
            return tr0;
        };
    } else if ((m = Suite.pattern("suspend .0 .1 .2").match(node)) != null) {
        Clone_ f0 = bf.cloner(m[0]);
        Clone_ f1 = bf.cloner(m[1]);
        Trampoline tr0 = compileTr(bf, m[2]);
        tr = rt -> {
            List<Node> results = new ArrayList<>();
            Env env = rt.env;
            Trampoline tr_ = andTr(Read.each(tr0, rt_ -> {
                results.add(f1.apply(env));
                return fail;
            }));
            Node n0 = f0.apply(rt.env);
            Suspend suspend = new Suspend(() -> {
                Runtime rt_ = new Runtime(rt, tr_);
                rt_.trampoline();
                return Read.from(results).uniqueResult();
            });
            if (n0 instanceof Reference) {
                rt.trail.addBind((Reference) n0, suspend);
                return okay;
            } else
                return fail;
        };
    } else if ((m = Suite.pattern("throw .0").match(node)) != null) {
        Clone_ f = bf.cloner(m[0]);
        tr = rt -> {
            rt.handler.sink(new Cloner().clone(f.apply(rt.env)));
            return okay;
        };
    } else if ((m = Suite.pattern("try .0 .1 .2").match(node)) != null) {
        Trampoline tr0 = compileTr(bf, m[0]);
        Bind_ p = bf.binder(m[1]);
        Trampoline catch0 = compileTr(bf, m[2]);
        tr = rt -> {
            BindEnv be = rt;
            Restore restore = save(rt);
            IList<Trampoline> alts0 = rt.alts;
            Sink<Node> handler0 = rt.handler;
            rt.handler = node_ -> {
                restore.restore(rt);
                if (p.test(be, node_)) {
                    rt.alts = alts0;
                    rt.pushRem(catch0);
                } else
                    handler0.sink(node_);
            };
            rt.pushRem(rt_ -> {
                rt_.handler = handler0;
                return okay;
            });
            return tr0;
        };
    } else if ((m = Suite.pattern(".0 .1").match(node)) != null && m[0] instanceof Atom)
        tr = compileTrCallPredicate(bf, ((Atom) m[0]).name, m[1], node);
    else if (node instanceof Atom) {
        String name = ((Atom) node).name;
        if (node == ProverConstant.cut)
            tr = cutEnd();
        else if (String_.equals(name, ""))
            tr = okay;
        else if (String_.equals(name, "fail"))
            tr = fail;
        else
            tr = compileTrCallPredicate(bf, name, Atom.NIL, node);
    } else if (node instanceof Data<?>) {
        Object data = ((Data<?>) node).data;
        if (data instanceof Source<?>)
            tr = rt -> ((Source<?>) data).source() != Boolean.TRUE ? okay : fail;
        else
            tr = Fail.t("cannot understand " + node);
    } else if (node instanceof Reference) {
        Clone_ f = bf.cloner(node);
        tr = rt -> compileTr(passThru, f.apply(rt.env));
    } else if ((tree = Tree.decompose(node)) != null)
        tr = compileTrCallPredicate(bf, tree.getOperator().getName(), node, node);
    else if (node instanceof Tuple)
        tr = compileTrCallPredicate(bf, node);
    else
        tr = Fail.t("cannot understand " + node);
    return tr;
}
Also used : Prover(suite.lp.doer.Prover) BindEnv(suite.lp.doer.BinderFactory.BindEnv) BuiltinPredicate(suite.lp.predicate.PredicateUtil.BuiltinPredicate) LogUtil(suite.os.LogUtil) Mutable(suite.adt.Mutable) BinderFactory(suite.lp.doer.BinderFactory) Node(suite.node.Node) ProverConstant(suite.lp.doer.ProverConstant) VariableMapper(suite.lp.sewing.VariableMapper) Suspend(suite.node.Suspend) Map(java.util.Map) Prototype(suite.lp.kb.Prototype) RuleSet(suite.lp.kb.RuleSet) Generalizer(suite.lp.doer.Generalizer) Bind_(suite.lp.doer.BinderFactory.Bind_) Cloner(suite.lp.doer.Cloner) Object_(suite.util.Object_) SystemPredicates(suite.lp.predicate.SystemPredicates) Tree(suite.node.Tree) Pair(suite.adt.pair.Pair) Friends.max(suite.util.Friends.max) List(java.util.List) Clone_(suite.lp.doer.ClonerFactory.Clone_) ListMultimap(suite.adt.map.ListMultimap) As(suite.streamlet.As) Int(suite.node.Int) TreeUtil(suite.node.util.TreeUtil) ProverConfig(suite.lp.Configuration.ProverConfig) Read(suite.streamlet.Read) Rule(suite.lp.kb.Rule) HashMap(java.util.HashMap) IList(suite.immutable.IList) ArrayList(java.util.ArrayList) Data(suite.node.Data) Formatter(suite.node.io.Formatter) String_(suite.util.String_) Rethrow(suite.util.Rethrow) Binder(suite.lp.doer.Binder) Tuple(suite.node.Tuple) Reference(suite.node.Reference) Suite(suite.Suite) SuiteException(suite.node.util.SuiteException) Iterator(java.util.Iterator) CompileExpressionImpl(suite.lp.compile.impl.CompileExpressionImpl) Source(suite.util.FunUtil.Source) TermOp(suite.node.io.TermOp) List_(suite.util.List_) Evaluate_(suite.lp.doer.EvaluatorFactory.Evaluate_) Rewrite(suite.node.util.Rewrite) Streamlet(suite.streamlet.Streamlet) Atom(suite.node.Atom) Sink(suite.util.FunUtil.Sink) ProverFactory(suite.lp.doer.ProverFactory) Env(suite.lp.sewing.Env) Fail(suite.util.Fail) Node(suite.node.Node) ArrayList(java.util.ArrayList) CompileExpressionImpl(suite.lp.compile.impl.CompileExpressionImpl) Suspend(suite.node.Suspend) BindEnv(suite.lp.doer.BinderFactory.BindEnv) Env(suite.lp.sewing.Env) BindEnv(suite.lp.doer.BinderFactory.BindEnv) Iterator(java.util.Iterator) Tree(suite.node.Tree) List(java.util.List) IList(suite.immutable.IList) ArrayList(java.util.ArrayList) BuiltinPredicate(suite.lp.predicate.PredicateUtil.BuiltinPredicate) Evaluate_(suite.lp.doer.EvaluatorFactory.Evaluate_) Reference(suite.node.Reference) Atom(suite.node.Atom) Cloner(suite.lp.doer.Cloner) IList(suite.immutable.IList) Bind_(suite.lp.doer.BinderFactory.Bind_) Mutable(suite.adt.Mutable) Clone_(suite.lp.doer.ClonerFactory.Clone_) Tuple(suite.node.Tuple)

Example 12 with String_

use of suite.util.String_ in project suite by stupidsing.

the class ReversePolish method fromRpn.

public Node fromRpn(Reader reader) throws IOException {
    BufferedReader br = new BufferedReader(reader);
    Map<String, Reference> references = new HashMap<>();
    Deque<Node> deque = new ArrayDeque<>();
    br.lines().filter(elem -> !elem.isEmpty()).forEach(elem -> {
        char type = elem.charAt(0);
        String s = elem.substring(1);
        Node n;
        if (type == '\\')
            n = Atom.of(s);
        else if (type == '^') {
            String[] a = s.split(":");
            int size = Integer.valueOf(a[3]);
            List<Pair<Node, Node>> children = new ArrayList<>();
            for (int i = 0; i < size; i++) {
                Node key = deque.pop();
                Node value = deque.pop();
                children.add(Pair.of(key, value));
            }
            n = new // 
            NodeWrite(// 
            ReadType.valueOf(a[0]), // 
            !String_.equals(a[1], "null") ? Suite.parse(a[1]) : null, // 
            TermOp.valueOf(a[2]), children).node;
        // n = Suite.parse(s);
        } else if (type == 'i')
            n = Int.of(Integer.parseInt(s));
        else if (type == 'r')
            n = references.computeIfAbsent(s, key -> new Reference());
        else if (type == 't') {
            TermOp op = TermOp.valueOf(s);
            Node left = deque.pop();
            Node right = deque.pop();
            n = Tree.of(op, left, right);
        } else
            n = Fail.t("RPN conversion error: " + elem);
        deque.push(n);
    });
    return deque.pop();
}
Also used : Reference(suite.node.Reference) Suite(suite.Suite) NodeWrite(suite.node.io.Rewrite_.NodeWrite) IOException(java.io.IOException) HashMap(java.util.HashMap) NodeRead(suite.node.io.Rewrite_.NodeRead) Reader(java.io.Reader) Deque(java.util.Deque) Tree(suite.node.Tree) ArrayList(java.util.ArrayList) Node(suite.node.Node) Pair(suite.adt.pair.Pair) List(java.util.List) String_(suite.util.String_) StringReader(java.io.StringReader) Rethrow(suite.util.Rethrow) Atom(suite.node.Atom) Map(java.util.Map) BufferedReader(java.io.BufferedReader) ArrayDeque(java.util.ArrayDeque) Int(suite.node.Int) Fail(suite.util.Fail) ReadType(suite.node.io.Rewrite_.ReadType) HashMap(java.util.HashMap) Reference(suite.node.Reference) Node(suite.node.Node) ArrayDeque(java.util.ArrayDeque) BufferedReader(java.io.BufferedReader) ArrayList(java.util.ArrayList) List(java.util.List)

Example 13 with String_

use of suite.util.String_ in project suite by stupidsing.

the class DailyMain method sellForEarn.

// some orders caused by stupid bugs. need to sell those at suitable times.
private Result sellForEarn(String tag) {
    Streamlet<Trade> history = cfg.queryHistory().filter(r -> String_.equals(r.strategy, tag));
    Account account = Account.ofPortfolio(history);
    Map<String, Float> faceValueBySymbol = // 
    history.groupBy(record -> record.symbol, // 
    rs -> (float) Read.from(rs).toDouble(Obj_Dbl.sum(Trade::amount))).toMap();
    List<Trade> trades = // 
    account.portfolio().map((symbol, sell) -> {
        double targetPrice = (1d + 3 * Trade_.riskFreeInterestRate) * faceValueBySymbol.get(symbol) / sell;
        return Trade.of(-sell, symbol, (float) targetPrice);
    }).toList();
    return new Result(tag, trades);
}
Also used : BackAllocator(suite.trade.backalloc.BackAllocator) Read(suite.streamlet.Read) LogUtil(suite.os.LogUtil) SerializedStoreCache(suite.os.SerializedStoreCache) Trade_(suite.trade.Trade_) RunUtil(suite.util.RunUtil) ArrayList(java.util.ArrayList) Bacs(suite.trade.backalloc.BackAllocConfigurations.Bacs) ConfigurationImpl(suite.trade.data.ConfigurationImpl) String_(suite.util.String_) BackAllocatorOld(suite.trade.backalloc.strategy.BackAllocatorOld) Map(java.util.Map) BackAllocTester(suite.trade.backalloc.BackAllocTester) Simulate(suite.trade.backalloc.BackAllocTester.Simulate) Set_(suite.util.Set_) BuySellStrategy(suite.trade.singlealloc.BuySellStrategy) Streamlet2(suite.streamlet.Streamlet2) ExecutableProgram(suite.util.RunUtil.ExecutableProgram) Summarize(suite.trade.analysis.Summarize) Set(java.util.Set) To(suite.util.To) Obj_Dbl(suite.primitive.DblPrimitives.Obj_Dbl) Serialize(suite.util.Serialize) Strategos(suite.trade.singlealloc.Strategos) Pair(suite.adt.pair.Pair) List(java.util.List) Trade(suite.trade.Trade) BackAllocConfiguration(suite.trade.backalloc.BackAllocConfiguration) Streamlet(suite.streamlet.Streamlet) Time(suite.trade.Time) BackAllocConfigurations(suite.trade.backalloc.BackAllocConfigurations) Configuration(suite.trade.data.Configuration) MathUtil(suite.math.MathUtil) Account(suite.trade.Account) DataSource(suite.trade.data.DataSource) Sink(suite.util.FunUtil.Sink) As(suite.streamlet.As) SingleAllocBackTest(suite.trade.singlealloc.SingleAllocBackTest) DblStreamlet(suite.primitive.streamlet.DblStreamlet) Asset(suite.trade.Asset) SmtpSslGmail(suite.smtp.SmtpSslGmail) TimeRange(suite.trade.TimeRange) SummarizeByStrategy(suite.trade.analysis.Summarize.SummarizeByStrategy) Trade(suite.trade.Trade) Account(suite.trade.Account)

Example 14 with String_

use of suite.util.String_ in project suite by stupidsing.

the class DailyMain method run.

@Override
protected boolean run(String[] args) {
    Trade_.blackList = Set_.union(Trade_.blackList, blackList);
    String sellPool = "sellpool";
    String ymd = Time.now().ymd();
    String td = ymd + "#";
    // perform systematic trading
    List<Result> results = // 
    List.of(// 
    alloc(bacs.pair_bb, 66666f), // 
    alloc("bug", bacs.bac_sell, 0f), // 
    alloc(bacs.pair_donchian, 100000f), // 
    alloc(bacs.pair_ema, 0f), // 
    mamr(50000f), // 
    alloc(bacs.pair_pmamr, 150000f), // 
    alloc(bacs.pair_pmamr2, 366666f), // 
    alloc(bacs.pair_pmmmr, 80000f), // 
    alloc(bacs.pair_revco, 0f), // 
    alloc(bacs.pair_tma, 0f), alloc(sellPool, bacs.bac_sell, 0f));
    // unused strategies
    if (Boolean.FALSE) {
        alloc(bacs.pair_donchian, 100000f);
        pairs(0f, "0341.HK", "0052.HK");
        sellForEarn(sellPool);
    }
    SummarizeByStrategy<Object> sbs = Summarize.of(cfg).summarize();
    Streamlet2<String, Trade> strategyTrades = // 
    Read.from(// 
    results).concatMap2(// 
    result -> Read.from(result.trades).map2(trade -> result.strategy, trade -> trade)).filterValue(// 
    trade -> trade.buySell != 0).collect(As::streamlet2);
    Streamlet2<String, Trade> requestTrades = strategyTrades.filterKey(strategy -> !String_.equals(strategy, sellPool));
    DblStreamlet amounts = strategyTrades.values().collect(Obj_Dbl.lift(Trade::amount));
    double buys_ = amounts.filter(amount -> 0d < amount).sum();
    double sells = amounts.filter(amount -> amount < 0d).sum();
    sb.append(// 
    sbs.log + "\n" + // 
    sbs.pnlByKey + "\n" + // 
    strategyTrades.sortBy(// 
    (strategy, trade) -> trade.amount()).map((strategy, trade) -> // 
    "\n" + // 
    (0 <= trade.buySell ? "BUY^" : "SELL") + " SIGNAL(" + strategy + ")" + // 
    trade + " = " + // 
    To.string(trade.amount())).collect(// 
    As::joined) + // 
    "\n" + // 
    "\nBUY REQUESTS" + // 
    requestTrades.filterValue(// 
    trade -> 0 < trade.buySell).map((strategy, t) -> // 
    "" + "\n" + // 
    Trade.of(td, -t.buySell, t.symbol, t.price, sellPool).record() + "\n" + // 
    Trade.of(td, +t.buySell, t.symbol, t.price, strategy).record()).collect(// 
    As::joined) + // 
    "\n" + // 
    "\nSELL REQUESTS" + // 
    requestTrades.filterValue(// 
    trade -> trade.buySell < 0).map((strategy, t) -> // 
    "" + "\n" + // 
    Trade.of(td, +t.buySell, t.symbol, t.price, strategy).record() + "\n" + // 
    Trade.of(td, -t.buySell, t.symbol, t.price, sellPool).record()).collect(// 
    As::joined) + // 
    "\n" + "\nTOTAL BUYS_ = " + // 
    To.string(buys_) + "\nTOTAL SELLS = " + // 
    To.string(sells) + // 
    "\n" + // 
    "\nSUGGESTIONS" + // 
    "\n- check your balance" + // 
    "\n- sort the orders and get away the small ones" + // 
    "\n- get away the stocks after ex-date" + "\n- sell mamr and " + // 
    sellPool + // 
    "\n- for mamr, check actual execution using SingleAllocBackTestTest.testBackTestHkexDetails()" + "\n");
    String result = sb.toString();
    LogUtil.info(result);
    SmtpSslGmail smtp = new SmtpSslGmail();
    smtp.send(null, getClass().getName(), result);
    return true;
}
Also used : BackAllocator(suite.trade.backalloc.BackAllocator) Read(suite.streamlet.Read) LogUtil(suite.os.LogUtil) SerializedStoreCache(suite.os.SerializedStoreCache) Trade_(suite.trade.Trade_) RunUtil(suite.util.RunUtil) ArrayList(java.util.ArrayList) Bacs(suite.trade.backalloc.BackAllocConfigurations.Bacs) ConfigurationImpl(suite.trade.data.ConfigurationImpl) String_(suite.util.String_) BackAllocatorOld(suite.trade.backalloc.strategy.BackAllocatorOld) Map(java.util.Map) BackAllocTester(suite.trade.backalloc.BackAllocTester) Simulate(suite.trade.backalloc.BackAllocTester.Simulate) Set_(suite.util.Set_) BuySellStrategy(suite.trade.singlealloc.BuySellStrategy) Streamlet2(suite.streamlet.Streamlet2) ExecutableProgram(suite.util.RunUtil.ExecutableProgram) Summarize(suite.trade.analysis.Summarize) Set(java.util.Set) To(suite.util.To) Obj_Dbl(suite.primitive.DblPrimitives.Obj_Dbl) Serialize(suite.util.Serialize) Strategos(suite.trade.singlealloc.Strategos) Pair(suite.adt.pair.Pair) List(java.util.List) Trade(suite.trade.Trade) BackAllocConfiguration(suite.trade.backalloc.BackAllocConfiguration) Streamlet(suite.streamlet.Streamlet) Time(suite.trade.Time) BackAllocConfigurations(suite.trade.backalloc.BackAllocConfigurations) Configuration(suite.trade.data.Configuration) MathUtil(suite.math.MathUtil) Account(suite.trade.Account) DataSource(suite.trade.data.DataSource) Sink(suite.util.FunUtil.Sink) As(suite.streamlet.As) SingleAllocBackTest(suite.trade.singlealloc.SingleAllocBackTest) DblStreamlet(suite.primitive.streamlet.DblStreamlet) Asset(suite.trade.Asset) SmtpSslGmail(suite.smtp.SmtpSslGmail) TimeRange(suite.trade.TimeRange) SummarizeByStrategy(suite.trade.analysis.Summarize.SummarizeByStrategy) Trade(suite.trade.Trade) As(suite.streamlet.As) DblStreamlet(suite.primitive.streamlet.DblStreamlet) SmtpSslGmail(suite.smtp.SmtpSslGmail)

Aggregations

String_ (suite.util.String_)14 Map (java.util.Map)12 Read (suite.streamlet.Read)12 List (java.util.List)11 As (suite.streamlet.As)10 Pair (suite.adt.pair.Pair)9 Streamlet (suite.streamlet.Streamlet)9 ArrayList (java.util.ArrayList)8 Set (java.util.Set)8 To (suite.util.To)7 HashMap (java.util.HashMap)6 LogUtil (suite.os.LogUtil)6 Streamlet2 (suite.streamlet.Streamlet2)6 Fail (suite.util.Fail)6 Sink (suite.util.FunUtil.Sink)6 Suite (suite.Suite)5 Node (suite.node.Node)5 Time (suite.trade.Time)5 Rethrow (suite.util.Rethrow)5 MathUtil (suite.math.MathUtil)4