From ffba91e37ee9e57205299bb7c6c1068a9bac15be Mon Sep 17 00:00:00 2001 From: Peter Dekkers Date: Sun, 30 Jun 2024 22:10:30 +0200 Subject: [PATCH] Improved some naming --- .../org/roboquant/samples/AvroSamples.kt | 4 ++-- .../kotlin/org/roboquant/perf/Performance.kt | 4 ++-- .../org/roboquant/server/routes/overview.kt | 20 +++++++++---------- ...nstBetaTrader.kt => BettingAgainstBeta.kt} | 2 +- .../kotlin/org/roboquant/samples/TaSamples.kt | 4 ++-- .../roboquant/ta/AtrSignalConverterTest.kt | 4 ++-- .../BettingAgainstBetaSignalConverterTest.kt | 4 ++-- .../strategies/FlexSignalConverterTest.kt | 4 ++-- 8 files changed, 23 insertions(+), 23 deletions(-) rename roboquant-ta/src/main/kotlin/org/roboquant/ta/{BettingAgainstBetaTrader.kt => BettingAgainstBeta.kt} (99%) diff --git a/roboquant-avro/src/test/kotlin/org/roboquant/samples/AvroSamples.kt b/roboquant-avro/src/test/kotlin/org/roboquant/samples/AvroSamples.kt index 20aa54d0..19b0b92a 100644 --- a/roboquant-avro/src/test/kotlin/org/roboquant/samples/AvroSamples.kt +++ b/roboquant-avro/src/test/kotlin/org/roboquant/samples/AvroSamples.kt @@ -94,12 +94,12 @@ internal class AvroSamples { // Since we only trade in one asset and have leverage, we allow up to 1000% of our equity (10k) allocated to // one order - val policy = FlexConverter.capitalBased { + val converter = FlexConverter.capitalBased { shorting = true orderPercentage = 90.percent safetyMargin = 10.percent } - strategy.signalConverter = policy + strategy.signalConverter = converter val account = run(feed, strategy, broker = broker) diff --git a/roboquant-perf/src/main/kotlin/org/roboquant/perf/Performance.kt b/roboquant-perf/src/main/kotlin/org/roboquant/perf/Performance.kt index 6b17d0a6..67668e47 100644 --- a/roboquant-perf/src/main/kotlin/org/roboquant/perf/Performance.kt +++ b/roboquant-perf/src/main/kotlin/org/roboquant/perf/Performance.kt @@ -156,10 +156,10 @@ private object Performance { ) val broker = SimBroker(accountModel = MarginAccount()) - val policy = FlexConverter { + val converter = FlexConverter { shorting = true } - strategy.signalConverter = policy + strategy.signalConverter = converter run(feed, strategy, broker = broker) } diff --git a/roboquant-server/src/main/kotlin/org/roboquant/server/routes/overview.kt b/roboquant-server/src/main/kotlin/org/roboquant/server/routes/overview.kt index bfb1fb15..a4919bc6 100644 --- a/roboquant-server/src/main/kotlin/org/roboquant/server/routes/overview.kt +++ b/roboquant-server/src/main/kotlin/org/roboquant/server/routes/overview.kt @@ -51,20 +51,20 @@ private fun FlowContent.runTable() { tableHeader("run", "state", "timeframe", "events", "instructions", "last update", "actions") tbody { runs.forEach { (run, info) -> - val policy = info.strategy + val strategy = info.strategy tr { td { +run } - td { state(info, policy.pause) } + td { state(info, strategy.pause) } td { +info.timeframe.toPrettyString() } td { - +"total = ${policy.totalEvents}" + +"total = ${strategy.totalEvents}" br - +"empty = ${policy.emptyEvents}" + +"empty = ${strategy.emptyEvents}" br - +"actions = ${policy.totalActions}" + +"actions = ${strategy.totalActions}" } - td { +policy.totalInstructions.toString() } - td { +policy.lastUpdate.truncatedTo(ChronoUnit.SECONDS).toString() } + td { +strategy.totalInstructions.toString() } + td { +strategy.lastUpdate.truncatedTo(ChronoUnit.SECONDS).toString() } td { a(href = "/run/$run") { +"details" } if (! info.done) { @@ -106,11 +106,11 @@ internal fun Route.overview() { } val run = params.getOrFail("run") - val policy = runs.getValue(run).strategy + val strategy = runs.getValue(run).strategy when (action) { - "pause" -> policy.pause = true - "resume" -> policy.pause = false + "pause" -> strategy.pause = true + "resume" -> strategy.pause = false } } diff --git a/roboquant-ta/src/main/kotlin/org/roboquant/ta/BettingAgainstBetaTrader.kt b/roboquant-ta/src/main/kotlin/org/roboquant/ta/BettingAgainstBeta.kt similarity index 99% rename from roboquant-ta/src/main/kotlin/org/roboquant/ta/BettingAgainstBetaTrader.kt rename to roboquant-ta/src/main/kotlin/org/roboquant/ta/BettingAgainstBeta.kt index 7e9ee356..9d9c8c89 100644 --- a/roboquant-ta/src/main/kotlin/org/roboquant/ta/BettingAgainstBetaTrader.kt +++ b/roboquant-ta/src/main/kotlin/org/roboquant/ta/BettingAgainstBeta.kt @@ -49,7 +49,7 @@ import kotlin.math.min * * @constructor Create a new instance of Betting Against Beta */ -open class BettingAgainstBetaTrader( +open class BettingAgainstBeta( assets: Collection, private val market: Asset, private val holdingPeriod: TimeSpan = 20.days, diff --git a/roboquant-ta/src/test/kotlin/org/roboquant/samples/TaSamples.kt b/roboquant-ta/src/test/kotlin/org/roboquant/samples/TaSamples.kt index 3a50e934..384976a9 100644 --- a/roboquant-ta/src/test/kotlin/org/roboquant/samples/TaSamples.kt +++ b/roboquant-ta/src/test/kotlin/org/roboquant/samples/TaSamples.kt @@ -136,11 +136,11 @@ internal class TaSamples { @Ignore internal fun atrPolicy() { val strategy = EMACrossover.PERIODS_5_15 - val policy = AtrSignalConverter(10, 6.0, 3.0, null) { + val converter = AtrSignalConverter(10, 6.0, 3.0, null) { orderPercentage = 0.02 shorting = true } - strategy.signalConverter = policy + strategy.signalConverter = converter val broker = SimBroker(accountModel = MarginAccount(minimumEquity = 50_000.0)) val feed = RandomWalk.lastYears(5) diff --git a/roboquant-ta/src/test/kotlin/org/roboquant/ta/AtrSignalConverterTest.kt b/roboquant-ta/src/test/kotlin/org/roboquant/ta/AtrSignalConverterTest.kt index 644e2a0d..0167125f 100644 --- a/roboquant-ta/src/test/kotlin/org/roboquant/ta/AtrSignalConverterTest.kt +++ b/roboquant-ta/src/test/kotlin/org/roboquant/ta/AtrSignalConverterTest.kt @@ -43,7 +43,7 @@ internal class AtrSignalConverterTest { return account.toAccount() } - private fun run(policy: FlexConverter): List { + private fun run(converter: FlexConverter): List { val asset = Asset("TEST") val signals = listOf(Signal.buy(asset)) val now = Instant.now() @@ -55,7 +55,7 @@ internal class AtrSignalConverterTest { val p = 5.0 val priceBar = PriceBar(asset, p + it, p + it, p + it, p + it) val event = Event(now + it.millis, listOf(priceBar)) - val o = policy.convert(signals, account, event) + val o = converter.convert(signals, account, event) instructions.addAll(o) } return instructions diff --git a/roboquant-ta/src/test/kotlin/org/roboquant/ta/BettingAgainstBetaSignalConverterTest.kt b/roboquant-ta/src/test/kotlin/org/roboquant/ta/BettingAgainstBetaSignalConverterTest.kt index f8898c03..ed7e616d 100644 --- a/roboquant-ta/src/test/kotlin/org/roboquant/ta/BettingAgainstBetaSignalConverterTest.kt +++ b/roboquant-ta/src/test/kotlin/org/roboquant/ta/BettingAgainstBetaSignalConverterTest.kt @@ -31,11 +31,11 @@ internal class BettingAgainstBetaSignalConverterTest { val assets = feed.assets.toList() val marketAsset = assets.first() - val policy = BettingAgainstBetaTrader(assets, marketAsset, maxPositions = 6) + val strategy = BettingAgainstBeta(assets, marketAsset, maxPositions = 6) val broker = SimBroker(accountModel = MarginAccount()) val account = run( feed, - policy, + strategy, broker = broker ) diff --git a/roboquant/src/test/kotlin/org/roboquant/strategies/FlexSignalConverterTest.kt b/roboquant/src/test/kotlin/org/roboquant/strategies/FlexSignalConverterTest.kt index 1aa7f558..14dbd8d6 100644 --- a/roboquant/src/test/kotlin/org/roboquant/strategies/FlexSignalConverterTest.kt +++ b/roboquant/src/test/kotlin/org/roboquant/strategies/FlexSignalConverterTest.kt @@ -32,11 +32,11 @@ internal class FlexSignalConverterTest { @Test fun order() { - val policy = FlexConverter() + val converter = FlexConverter() val signals = mutableListOf() val event = Event(Instant.now(), emptyList()) val account = InternalAccount(Currency.USD).toAccount() - val orders = policy.convert(signals, account, event) + val orders = converter.convert(signals, account, event) assertTrue(orders.isEmpty()) }