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everything I changed to get this running as in the readme#10

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kwmcclintick wants to merge 3 commits into
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everything I changed to get this running as in the readme#10
kwmcclintick wants to merge 3 commits into
brprojects:mainfrom
kwmcclintick:main

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@kwmcclintick
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Many thanks for making this repo, I like the data-first approach

I'm seeing that other people are having issues running this code. I wanted to see if I could make trades go faster. Here's the changes I made to get this research-grade code to run

  • build script was looking for a googletest dir that doesn't exist
  • added a new executable to generate orders. It looks like the author used comments in Book.cpp and main.cpp to run LimitOrderBook twice, once to generate orders and once to process them. The generate executable uses macros (sorry)
  • adjusted all paths from absolute on the authors system to relative, assuming you're running from the repos base dir, as in the new readme instructions. Not super robust/portable, but better than before
  • The generate trades probabilities did not match the readme. The readme pie-chart also actually adds to 99%, not 100%, so I had to bump one of the values by 1%.
  • The data_visualization was not plotting the 15th/85th percentile as in the readme, but the 25th and 75th
  • added --save arg to data_visualization to avoid commenting out code

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