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data: add example CSV files

This commit is contained in:
Bruno BELANYI 2022-03-12 02:45:02 +01:00
parent 0157c7b193
commit 8c33e298da
26 changed files with 201 additions and 0 deletions
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9
data/inputs/balanced-book-1.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,1,IBM,11,100,B,3
N,2,IBM,10,100,S,103
N,1,IBM,10,100,B,4
N,2,IBM,11,100,S,104
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,1,IBM,11,100,B,3
6 N,2,IBM,10,100,S,103
7 N,1,IBM,10,100,B,4
8 N,2,IBM,11,100,S,104
9 F

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data/inputs/balanced-book-2.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,2,IBM,9,100,S,103
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,2,IBM,9,100,S,103
6 F

6
data/inputs/balanced-book-3.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,1,IBM,12,100,B,103
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,1,IBM,12,100,B,103
6 F

6
data/inputs/balanced-book-4.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,2,IBM,10,20,S,103
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,2,IBM,10,20,S,103
6 F

6
data/inputs/balanced-book-5.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,1,IBM,11,20,B,3
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,1,IBM,11,20,B,3
6 F

7
data/inputs/balanced-book-6.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
C,1,1
C,2,102
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 C,1,1
6 C,2,102
7 F

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data/inputs/balanced-book-7.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
C,1,2
C,2,101
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 C,1,2
6 C,2,101
7 F

7
data/inputs/balanced-book-8.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
C,1,1
C,2,101
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 C,1,1
6 C,2,101
7 F

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data/inputs/balanced-book-9.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,12,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,11,100,S,102
N,2,IBM,11,100,S,103
C,2,103
C,2,102
C,1,2
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,12,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,11,100,S,102
5 N,2,IBM,11,100,S,103
6 C,2,103
7 C,2,102
8 C,1,2
9 F

0
data/inputs/empty.in.csv Normal file
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data/inputs/shallow-ask.in.csv Normal file
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N,1,VAL,10,100,B,1
N,2,VAL,9,100,B,101
N,2,VAL,11,100,S,102
N,1,VAL,11,100,B,2
N,2,VAL,11,100,S,103
F
1 N,1,VAL,10,100,B,1
2 N,2,VAL,9,100,B,101
3 N,2,VAL,11,100,S,102
4 N,1,VAL,11,100,B,2
5 N,2,VAL,11,100,S,103
6 F

6
data/inputs/shallow-bid.in.csv Normal file
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N,1,AAPL,10,100,B,1
N,1,AAPL,12,100,S,2
N,2,AAPL,11,100,S,102
N,2,AAPL,10,100,S,103
N,1,AAPL,10,100,B,3
F
1 N,1,AAPL,10,100,B,1
2 N,1,AAPL,12,100,S,2
3 N,2,AAPL,11,100,S,102
4 N,2,AAPL,10,100,S,103
5 N,1,AAPL,10,100,B,3
6 F

7
data/inputs/tighten-spread-through-new-limit-orders.in.csv Normal file
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N,1,IBM,10,100,B,1
N,1,IBM,16,100,S,2
N,2,IBM,9,100,B,101
N,2,IBM,15,100,S,102
N,2,IBM,11,100,B,103
N,1,IBM,14,100,S,3
F
1 N,1,IBM,10,100,B,1
2 N,1,IBM,16,100,S,2
3 N,2,IBM,9,100,B,101
4 N,2,IBM,15,100,S,102
5 N,2,IBM,11,100,B,103
6 N,1,IBM,14,100,S,3
7 F

13
data/outputs/balanced-book-1.out.csv Normal file
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A,1,1
B,B,10,100
A,1,2
B,S,12,100
A,2,101
A,2,102
B,S,11,100
R,1,3
R,2,103
A,1,4
B,B,10,200
A,2,104
B,S,11,200
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,12,100
5 A,2,101
6 A,2,102
7 B,S,11,100
8 R,1,3
9 R,2,103
10 A,1,4
11 B,B,10,200
12 A,2,104
13 B,S,11,200

8
data/outputs/balanced-book-2.out.csv Normal file
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A,1,1
B,B,10,100
A,1,2
B,S,12,100
A,2,101
A,2,102
B,S,11,100
R,2,103
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,12,100
5 A,2,101
6 A,2,102
7 B,S,11,100
8 R,2,103

8
data/outputs/balanced-book-3.out.csv Normal file
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A,1,1
B,B,10,100
A,1,2
B,S,12,100
A,2,101
A,2,102
B,S,11,100
R,1,103
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,12,100
5 A,2,101
6 A,2,102
7 B,S,11,100
8 R,1,103

8
data/outputs/balanced-book-4.out.csv Normal file
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@ -0,0 +1,8 @@
A,1,1
B,B,10,100
A,1,2
B,S,12,100
A,2,101
A,2,102
B,S,11,100
R,2,103
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,12,100
5 A,2,101
6 A,2,102
7 B,S,11,100
8 R,2,103

8
data/outputs/balanced-book-5.out.csv Normal file
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@ -0,0 +1,8 @@
A,1,1
B,B,10,100
A,1,2
B,S,12,100
A,2,101
A,2,102
B,S,11,100
R,1,3
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,12,100
5 A,2,101
6 A,2,102
7 B,S,11,100
8 R,1,3

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data/outputs/balanced-book-6.out.csv Normal file
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A,1,1
B,B,10,100
A,1,2
B,S,12,100
A,2,101
A,2,102
B,S,11,100
A,1,1
B,B,9,100
A,2,102
B,S,12,100
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,12,100
5 A,2,101
6 A,2,102
7 B,S,11,100
8 A,1,1
9 B,B,9,100
10 A,2,102
11 B,S,12,100

9
data/outputs/balanced-book-7.out.csv Normal file
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@ -0,0 +1,9 @@
A,1,1
B,B,10,100
A,1,2
B,S,12,100
A,2,101
A,2,102
B,S,11,100
A,1,2
A,2,101
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,12,100
5 A,2,101
6 A,2,102
7 B,S,11,100
8 A,1,2
9 A,2,101

11
data/outputs/balanced-book-8.out.csv Normal file
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@ -0,0 +1,11 @@
A,1,1
B,B,10,100
A,1,2
B,S,12,100
A,2,101
A,2,102
B,S,11,100
A,1,1
B,B,9,100
A,2,101
B,B,-,-
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,12,100
5 A,2,101
6 A,2,102
7 B,S,11,100
8 A,1,1
9 B,B,9,100
10 A,2,101
11 B,B,-,-

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data/outputs/balanced-book-9.out.csv Normal file
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A,1,1
B,B,10,100
A,1,2
B,S,12,100
A,2,101
A,2,102
B,S,11,100
A,2,103
B,S,11,200
A,2,103
B,S,11,100
A,2,102
B,S,12,100
A,1,2
B,S,-,-
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,12,100
5 A,2,101
6 A,2,102
7 B,S,11,100
8 A,2,103
9 B,S,11,200
10 A,2,103
11 B,S,11,100
12 A,2,102
13 B,S,12,100
14 A,1,2
15 B,S,-,-

0
data/outputs/empty.out.csv Normal file
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data/outputs/shallow-ask.out.csv Normal file
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A,1,1
B,B,10,100
A,2,101
A,2,102
B,S,11,100
R,1,2
A,2,103
B,S,11,200
1 A,1,1
2 B,B,10,100
3 A,2,101
4 A,2,102
5 B,S,11,100
6 R,1,2
7 A,2,103
8 B,S,11,200

9
data/outputs/shallow-bid.out.csv Normal file
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A,1,1
B,B,10,100
A,1,2
B,S,12,100
A,2,102
B,S,11,100
R,2,103
A,1,3
B,B,10,200
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,12,100
5 A,2,102
6 B,S,11,100
7 R,2,103
8 A,1,3
9 B,B,10,200

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data/outputs/tighten-spread-through-new-limit-orders.out.csv Normal file
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@ -0,0 +1,11 @@
A,1,1
B,B,10,100
A,1,2
B,S,16,100
A,2,101
A,2,102
B,S,15,100
A,2,103
B,B,11,100
A,1,3
B,S,14,100
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,16,100
5 A,2,101
6 A,2,102
7 B,S,15,100
8 A,2,103
9 B,B,11,100
10 A,1,3
11 B,S,14,100