javifalces/HFTFramework

main

HFTFramework

Grade	Name	Complexity	Churn	Issues
A	java\common\models\pom.xml		6	-
A	java\algorithmic_trading_framework\src\main\java\com\lambda\investing\algorithmic_trading\reinforcement_learning\MatrixRoundUtils.java	11	5	-
A	java\algorithmic_trading_framework\src\main\java\com\lambda\investing\algorithmic_trading\reinforcement_learning\action\AvellanedaAction.java	25	5	-
A	java\executables\AlgoTradingZeroMq\src\main\java\com\lambda\investing\algo_trading\AlgorithmConfiguration.java	1	5	-
A	java\common\broker_connector_instances\pom.xml		5	-
A	python\backtest\pnl_utils.py	67	5	2
A	java\common\trading_engine_connectors\src\test\java\com\lambda\investing\trading_engine_connector\metatrader\MetatraderTradingEngineTest.java	51	5	-
A	java\common\trading_engine_connectors\src\main\java\com\lambda\investing\trading_engine_connector\paper\latency\PoissonLatencyEngine.java	9	5	-
A	java\algorithmic_trading_framework\src\main\java\com\lambda\investing\algorithmic_trading\reinforcement_learning\action\ActionColumn.java	4	5	2
A	java\algorithmic_trading_framework\src\main\java\com\lambda\investing\algorithmic_trading\reinforcement_learning\state\StateManager.java	21	5	-
A	java\algorithmic_trading_framework\src\main\java\com\lambda\investing\algorithmic_trading\QuoteManager.java	62	5	1
A	java\algorithmic_trading_framework\src\main\java\com\lambda\investing\algorithmic_trading\hedging\LinearRegressionHedgeManager.java	17	5	-
B	java\algorithmic_trading_framework\src\main\java\com\lambda\investing\algorithmic_trading\reinforcement_learning\state\DiscreteTAState.java	98	5	6
A	java\backtest_engine\src\main\java\com\lambda\investing\backtest_engine\BacktestConfiguration.java	25	5	-
A	java\algorithmic_trading_framework\src\main\java\com\lambda\investing\algorithmic_trading\BacktestTimeService.java	4	5	-
A	java\algorithmic_trading_framework\src\main\java\com\lambda\investing\algorithmic_trading\QuoteSideManager.java	73	5	4
A	python\notebooks\lambda_imports.py	7	5	-
A	java\common\trading_engine_connectors\src\main\java\com\lambda\investing\trading_engine_connector\paper\PaperTradingEngine.java	88	5	1
D	java\common\models\src\main\java\com\lambda\investing\model\market_data\Depth.java	175	5	13
C	java\common\market_data_connectors\src\main\java\com\lambda\investing\market_data_connector\persist\PersistorMarketDataConnector.java	109	5	8