Marc Juchli
Marc Juchli
Hi there, Checking if a table exists : ``` scala dynamoDB.table("mytable").nonEmpty ``` I expect to get either None or Table. Instead, it results in: ``` bash java.util.NoSuchElementException: None.get at scala.None$.get(Option.scala:347)...
Once the academic part is finished, I'll do a code refactoring. I think the separation between the RL environment and components are okay. However, at least the following needs to...
Instead of decreasing the inventory only after the step at which a partial fill was done, the environment decreases the inventory for each subsequent step. For example here: the inventory...
Was a quote cancelled and replaced at a different price level, or cancelled without replacement?
Previously name classes with the name `Action` actually indicate an `Execution`. Therefore a renaming of all the related files and classes should be done. Preferably, a class called `ExecutionSet` should...
Instead of `(p_0 - vwap_t)` compare against `p_0 - (max([p_0; p_t]) + min([p_0; p_t])) / 2` (normalized between -1 and 1). Therefore we have a stable reward for any kind...
Use given implementation from https://github.com/danielktaylor/PyLimitBook and fix breaking changes from other components, including match engine.
This shall be the proposal using the the RestFabricationBundle as mentioned here: https://groups.google.com/forum/#!topic/resting-with-symfony/UNaK4fFzVF0 In this sample project we can unfortunately just profit from a subset of the provided features: -...
I'm wondering if the time complexity for cancel is indeed O(1), as stated in the wiki? Since `remove` is called on a TreeMap: https://github.com/DrAshBooth/JavaLOB/blob/master/src/lob/OrderTree.java#L55, this would imply time complexity O(logN).