Austin Liu austin362667
austin362667
/ playground.rs
Created
June 12, 2024 05:41
— forked from rust-play/playground.rs
Code shared from the Rust Playground
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| // WARNING: THIS CODE IS A HACKY PROTOTYPE FOR TOY PURPOSES ONLY. | |
| // CHOOSING TO COPY THIS CODE INTO YOUR RUST PROGRAM IS WILDLY UNSOUND. | |
| // | |
| // ping me (davidhewitt) on the PyO3 issue tracker and we can figure out | |
| // how to do this safely. | |
| use std::collections::{HashMap, hash_map::Iter as MapIter}; | |
| // pyclass 1 | |
| pub struct Class { |
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| #![feature(arbitrary_self_types)] | |
| use pyo3::prelude::*; | |
| use pyo3::pyclass::PyClassShell; | |
| use pyo3::types::{PyBytes, PyTuple}; | |
| use pyo3::ToPyObject; | |
| use bincode::{deserialize, serialize}; | |
| use serde::{Deserialize, Serialize}; | |
| #[derive(Serialize, Deserialize)] |
sebjai
/ short_term_alpha.ipynb
Last active
November 21, 2025 19:00
Market Making in Short-Term Alpha (Chapter 10.4.2 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
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| # LVDB - LLOOGG Memory DB | |
| # Copyriht (C) 2009 Salvatore Sanfilippo <[email protected]> | |
| # All Rights Reserved | |
| # TODO | |
| # - cron with cleanup of timedout clients, automatic dump | |
| # - the dump should use array startsearch to write it line by line | |
| # and may just use gets to read element by element and load the whole state. | |
| # - 'help','stopserver','saveandstopserver','save','load','reset','keys' commands. | |
| # - ttl with milliseconds resolution 'ttl a 1000'. Check ttl in dump! |