From 8c33e298daa42cd16c4b630f8067d0fce35329a9 Mon Sep 17 00:00:00 2001 From: Bruno BELANYI Date: Sat, 12 Mar 2022 02:45:02 +0100 Subject: [PATCH] data: add example CSV files --- data/inputs/balanced-book-1.in.csv | 9 +++++++++ data/inputs/balanced-book-2.in.csv | 6 ++++++ data/inputs/balanced-book-3.in.csv | 6 ++++++ data/inputs/balanced-book-4.in.csv | 6 ++++++ data/inputs/balanced-book-5.in.csv | 6 ++++++ data/inputs/balanced-book-6.in.csv | 7 +++++++ data/inputs/balanced-book-7.in.csv | 7 +++++++ data/inputs/balanced-book-8.in.csv | 7 +++++++ data/inputs/balanced-book-9.in.csv | 9 +++++++++ data/inputs/empty.in.csv | 0 data/inputs/shallow-ask.in.csv | 6 ++++++ data/inputs/shallow-bid.in.csv | 6 ++++++ ...tighten-spread-through-new-limit-orders.in.csv | 7 +++++++ data/outputs/balanced-book-1.out.csv | 13 +++++++++++++ data/outputs/balanced-book-2.out.csv | 8 ++++++++ data/outputs/balanced-book-3.out.csv | 8 ++++++++ data/outputs/balanced-book-4.out.csv | 8 ++++++++ data/outputs/balanced-book-5.out.csv | 8 ++++++++ data/outputs/balanced-book-6.out.csv | 11 +++++++++++ data/outputs/balanced-book-7.out.csv | 9 +++++++++ data/outputs/balanced-book-8.out.csv | 11 +++++++++++ data/outputs/balanced-book-9.out.csv | 15 +++++++++++++++ data/outputs/empty.out.csv | 0 data/outputs/shallow-ask.out.csv | 8 ++++++++ data/outputs/shallow-bid.out.csv | 9 +++++++++ ...ighten-spread-through-new-limit-orders.out.csv | 11 +++++++++++ 26 files changed, 201 insertions(+) create mode 100644 data/inputs/balanced-book-1.in.csv create mode 100644 data/inputs/balanced-book-2.in.csv create mode 100644 data/inputs/balanced-book-3.in.csv create mode 100644 data/inputs/balanced-book-4.in.csv create mode 100644 data/inputs/balanced-book-5.in.csv create mode 100644 data/inputs/balanced-book-6.in.csv create mode 100644 data/inputs/balanced-book-7.in.csv create mode 100644 data/inputs/balanced-book-8.in.csv create mode 100644 data/inputs/balanced-book-9.in.csv create mode 100644 data/inputs/empty.in.csv create mode 100644 data/inputs/shallow-ask.in.csv create mode 100644 data/inputs/shallow-bid.in.csv create mode 100644 data/inputs/tighten-spread-through-new-limit-orders.in.csv create mode 100644 data/outputs/balanced-book-1.out.csv create mode 100644 data/outputs/balanced-book-2.out.csv create mode 100644 data/outputs/balanced-book-3.out.csv create mode 100644 data/outputs/balanced-book-4.out.csv create mode 100644 data/outputs/balanced-book-5.out.csv create mode 100644 data/outputs/balanced-book-6.out.csv create mode 100644 data/outputs/balanced-book-7.out.csv create mode 100644 data/outputs/balanced-book-8.out.csv create mode 100644 data/outputs/balanced-book-9.out.csv create mode 100644 data/outputs/empty.out.csv create mode 100644 data/outputs/shallow-ask.out.csv create mode 100644 data/outputs/shallow-bid.out.csv create mode 100644 data/outputs/tighten-spread-through-new-limit-orders.out.csv diff --git a/data/inputs/balanced-book-1.in.csv b/data/inputs/balanced-book-1.in.csv new file mode 100644 index 0000000..a6127e3 --- /dev/null +++ b/data/inputs/balanced-book-1.in.csv @@ -0,0 +1,9 @@ +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 diff --git a/data/inputs/balanced-book-2.in.csv b/data/inputs/balanced-book-2.in.csv new file mode 100644 index 0000000..9a40dc9 --- /dev/null +++ b/data/inputs/balanced-book-2.in.csv @@ -0,0 +1,6 @@ +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 diff --git a/data/inputs/balanced-book-3.in.csv b/data/inputs/balanced-book-3.in.csv new file mode 100644 index 0000000..8975217 --- /dev/null +++ b/data/inputs/balanced-book-3.in.csv @@ -0,0 +1,6 @@ +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 diff --git a/data/inputs/balanced-book-4.in.csv b/data/inputs/balanced-book-4.in.csv new file mode 100644 index 0000000..e606b6d --- /dev/null +++ b/data/inputs/balanced-book-4.in.csv @@ -0,0 +1,6 @@ +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 diff --git a/data/inputs/balanced-book-5.in.csv b/data/inputs/balanced-book-5.in.csv new file mode 100644 index 0000000..7f1e7fe --- /dev/null +++ b/data/inputs/balanced-book-5.in.csv @@ -0,0 +1,6 @@ +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 diff --git a/data/inputs/balanced-book-6.in.csv b/data/inputs/balanced-book-6.in.csv new file mode 100644 index 0000000..300e811 --- /dev/null +++ b/data/inputs/balanced-book-6.in.csv @@ -0,0 +1,7 @@ +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 diff --git a/data/inputs/balanced-book-7.in.csv b/data/inputs/balanced-book-7.in.csv new file mode 100644 index 0000000..12da81f --- /dev/null +++ b/data/inputs/balanced-book-7.in.csv @@ -0,0 +1,7 @@ +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 diff --git a/data/inputs/balanced-book-8.in.csv b/data/inputs/balanced-book-8.in.csv new file mode 100644 index 0000000..f40af1e --- /dev/null +++ b/data/inputs/balanced-book-8.in.csv @@ -0,0 +1,7 @@ +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 diff --git a/data/inputs/balanced-book-9.in.csv b/data/inputs/balanced-book-9.in.csv new file mode 100644 index 0000000..948e5d5 --- /dev/null +++ b/data/inputs/balanced-book-9.in.csv @@ -0,0 +1,9 @@ +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 diff --git a/data/inputs/empty.in.csv b/data/inputs/empty.in.csv new file mode 100644 index 0000000..e69de29 diff --git a/data/inputs/shallow-ask.in.csv b/data/inputs/shallow-ask.in.csv new file mode 100644 index 0000000..433b4ed --- /dev/null +++ b/data/inputs/shallow-ask.in.csv @@ -0,0 +1,6 @@ +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 diff --git a/data/inputs/shallow-bid.in.csv b/data/inputs/shallow-bid.in.csv new file mode 100644 index 0000000..6ea5c88 --- /dev/null +++ b/data/inputs/shallow-bid.in.csv @@ -0,0 +1,6 @@ +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 diff --git a/data/inputs/tighten-spread-through-new-limit-orders.in.csv b/data/inputs/tighten-spread-through-new-limit-orders.in.csv new file mode 100644 index 0000000..b7e4555 --- /dev/null +++ b/data/inputs/tighten-spread-through-new-limit-orders.in.csv @@ -0,0 +1,7 @@ +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 diff --git a/data/outputs/balanced-book-1.out.csv b/data/outputs/balanced-book-1.out.csv new file mode 100644 index 0000000..1a8d419 --- /dev/null +++ b/data/outputs/balanced-book-1.out.csv @@ -0,0 +1,13 @@ +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 diff --git a/data/outputs/balanced-book-2.out.csv b/data/outputs/balanced-book-2.out.csv new file mode 100644 index 0000000..1e7248d --- /dev/null +++ b/data/outputs/balanced-book-2.out.csv @@ -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 diff --git a/data/outputs/balanced-book-3.out.csv b/data/outputs/balanced-book-3.out.csv new file mode 100644 index 0000000..0bdb012 --- /dev/null +++ b/data/outputs/balanced-book-3.out.csv @@ -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,1,103 diff --git a/data/outputs/balanced-book-4.out.csv b/data/outputs/balanced-book-4.out.csv new file mode 100644 index 0000000..1e7248d --- /dev/null +++ b/data/outputs/balanced-book-4.out.csv @@ -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 diff --git a/data/outputs/balanced-book-5.out.csv b/data/outputs/balanced-book-5.out.csv new file mode 100644 index 0000000..a17f118 --- /dev/null +++ b/data/outputs/balanced-book-5.out.csv @@ -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 diff --git a/data/outputs/balanced-book-6.out.csv b/data/outputs/balanced-book-6.out.csv new file mode 100644 index 0000000..744aaf4 --- /dev/null +++ b/data/outputs/balanced-book-6.out.csv @@ -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,2,102 +B,S,12,100 diff --git a/data/outputs/balanced-book-7.out.csv b/data/outputs/balanced-book-7.out.csv new file mode 100644 index 0000000..24e311c --- /dev/null +++ b/data/outputs/balanced-book-7.out.csv @@ -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 diff --git a/data/outputs/balanced-book-8.out.csv b/data/outputs/balanced-book-8.out.csv new file mode 100644 index 0000000..0ead100 --- /dev/null +++ b/data/outputs/balanced-book-8.out.csv @@ -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,-,- diff --git a/data/outputs/balanced-book-9.out.csv b/data/outputs/balanced-book-9.out.csv new file mode 100644 index 0000000..6694e17 --- /dev/null +++ b/data/outputs/balanced-book-9.out.csv @@ -0,0 +1,15 @@ +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,-,- diff --git a/data/outputs/empty.out.csv b/data/outputs/empty.out.csv new file mode 100644 index 0000000..e69de29 diff --git a/data/outputs/shallow-ask.out.csv b/data/outputs/shallow-ask.out.csv new file mode 100644 index 0000000..0665b01 --- /dev/null +++ b/data/outputs/shallow-ask.out.csv @@ -0,0 +1,8 @@ +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 diff --git a/data/outputs/shallow-bid.out.csv b/data/outputs/shallow-bid.out.csv new file mode 100644 index 0000000..52d413e --- /dev/null +++ b/data/outputs/shallow-bid.out.csv @@ -0,0 +1,9 @@ +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 diff --git a/data/outputs/tighten-spread-through-new-limit-orders.out.csv b/data/outputs/tighten-spread-through-new-limit-orders.out.csv new file mode 100644 index 0000000..6bd36d8 --- /dev/null +++ b/data/outputs/tighten-spread-through-new-limit-orders.out.csv @@ -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