solalatus

#loading model
loaded_model = NHiTSModel.load_from_checkpoint("old_checkpoint","/content/", best=True)

#defining new parameters
MODEL_NAME = "finetune_only"
from torch.optim import RAdam
OPTIMIZER_CLS = RAdam
BASE_LR = 0.00001 
EPOCHS = 25

solalatus

import pandas as pd 
import numpy as np

class DiffNormalizer():

    def __init__(self, diff_len=1):
        self.diff_len = diff_len
        self.fitted = False
        self.first_values = None 

solalatus

from orderbook import OrderBook

class ElectraOrderBook(OrderBook):
  
  def get_executed_trades(self):
    trades_list=[]
    #...
    # do some magic with self.idontknowwhat variables, put them into the trades_list...
    #...
    return trades_list

solalatus

from orderbook import OrderBook


contract_ids = [111,2222,3333,4444]#df...contractId.unique()

orderbooks={}

for contract_id in contract_ids:
  orderbooks[contract_id]=OrderBook()

solalatus

Fltered by area and by contractid.

Unsorted is sorted only by created_at, "sorted" is sorted by revisionNo.

Unsorted: Sorted:
469 469
470 470
471 471
472 472
473 473

solalatus

import pandas as pd
from sqlalchemy import create_engine

...


engine = create_engine('postgresql://'+user+':'+password+'@'+host+':'+port+'/'+dbname,echo=False)

df_orderbook = pd.read_sql_query('select * from "public_orderbook"',con=engine)

solalatus

my_dict={"key1":13,"key2":14}

assert type(my_dict) == type({})

print(my_dict.keys())
print(my_dict.values())
print(my_dict.items())

for i in my_dict.items():
  print(i)

solalatus

my_dict={"key1":(1,2,13141), "key2":(1,2,4354365462)}

for k,v in my_dict.items():
    tmp = my_dict[k]
    tmp = (tmp[0],tmp[1],"owerwritten")
    my_dict[k]=tmp
    
print(my_dict)
assert my_dict["key1"]==my_dict["key2"]

solalatus

# -*- coding: utf-8 -*-

import threading
import time
#import queue
#import logging
from unittest import TestCase

from HFTOrderbook.lob import LimitOrderBook, Order

solalatus

import _thread
import ...whatever the orderbook needs to be..

def multi_order_sumit(thread_num):
  print("This is thread",thread_num)
  LOB = instance of an orderbook please ()
  for i in range(1000):
    result = LOB.submit_order( some test cases with incermentally groving price or such...) #or whatever it is callled
  
  return  whatever we ecpect result to be