ericyue’s gists

ericyue / short_term_alpha.ipynb

Created March 29, 2022 01:43 — forked from sebjai/short_term_alpha.ipynb

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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ericyue / tensorboard_logging.py

Created April 12, 2020 03:25 — forked from gyglim/tensorboard_logging.py

Logging to tensorboard without tensorflow operations. Uses manually generated summaries instead of summary ops

	"""Simple example on how to log scalars and images to tensorboard without tensor ops.

	License: BSD License 2.0
	"""
	__author__ = "Michael Gygli"

	import tensorflow as tf
	from StringIO import StringIO
	import matplotlib.pyplot as plt
	import numpy as np

ericyue / portaudio-py-client.py

Created September 7, 2018 02:50

	# Silvius microphone client based on Tanel's client.py
	__author__ = 'dwk'

	import argparse
	from ws4py.client.threadedclient import WebSocketClient
	import threading
	import sys
	import urllib
	import json

ericyue / a.py

Created February 21, 2017 19:21

	def main():

	# Read TFRecords files for training
	def read_and_decode(filename_queue):
	reader = tf.TFRecordReader()
	_, serialized_example = reader.read(filename_queue)
	return serialized_example

	# Read TFRecords files for training
	filename_queue = tf.train.string_input_producer(

ericyue / _feature_hasher.pyx

Created February 15, 2017 06:32 — forked from rafbarr/_feature_hasher.pyx

Very efficient implementation of feature hashing for Python.

	# distutils: language=c++

	import collections
	import operator

	from cpython.bytes cimport PyBytes_AS_STRING, PyBytes_GET_SIZE
	import cython
	import numpy as np
	import pandas as pd
	from libc.stdint cimport uint8_t, uint32_t

ericyue / tf-benchmark.py

Last active February 15, 2018 17:24

	import datetime
	import pytz
	from tensorflow.contrib.session_bundle import exporter
	from tensorflow.python.client import timeline
	import glob
	import json
	import time
	import math
	import numpy as np
	import os

ericyue / gist:e840551697d90686fc14fdf5b26436a3

Created December 30, 2016 09:01

yb'vimrc

	set noswapfile
	inoremap ( ()
	inoremap [ []
	inoremap " ""
	inoremap ' ''

	set t_Co=256
	nnoremap ; :
	:command W w
	:command P set paste

ericyue / sharded_ps_benchmark.py

Created December 12, 2016 03:13 — forked from yaroslavvb/sharded_ps_benchmark.py

Example of local cluster with multiple workers/training loops sharded parameter server

	#!/usr/bin/env python
	# Benchmark transferring data.
	#
	# Take a independent workers communicating with b parameter shards
	# Each worker tries to add to variables stored on parameter server as fast as
	# possible.
	#
	# macbook
	# ps=1: 1.6 GB/s
	# ps=2: 2.6 GB/s

ericyue / tf_serving.sh

Created December 5, 2016 07:44 — forked from jarutis/tf_serving.sh

Install Tensorflow Serving on Centos 7 (CPU)

	sudo su

	# Java
	yum -y install java-1.8.0-openjdk-devel

	# Build Esentials (minimal)
	yum -y install gcc gcc-c++ kernel-devel make automake autoconf swig git unzip libtool binutils

	# Extra Packages for Enterprise Linux (EPEL) (for pip, zeromq3)
	yum -y install epel-release

ericyue / wentao-sma.py

Created October 20, 2016 14:55

wentao-sma.py

	import sys,os
	import datetime
	from pyalgotrade import bar
	from pyalgotrade import strategy
	from pyalgotrade import plotter
	from pyalgotrade.technical import vwap,ma,cumret,cross
	from pyalgotrade.barfeed import csvfeed
	from pyalgotrade.bitstamp import broker
	from pyalgotrade import broker as basebroker
	from pyalgotrade.stratanalyzer import sharpe,drawdown,returns,trades

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