You will likely have executed a git clone on this package from https://github.com/paulyd82/HSBC/tree/main. Some assumptions for this project:

• The user is on a Linux server with q installed.
• The package, once cloned, may be named "HSBC-main". Please rename it to HSBC

mv HSBC-main HSBC

• The repository has been cloned into the home/root directory of your user/appuser. Files are loaded based on this location i.e. sourced from ~/HSBC/... If the package does not reside here then please move it to the ~/ directory.

mv HSBC ~/.

Once the package is ready in the correct location you can then run the following command to start the q process. On start-up it automatically loads the CSV files and q functions from the package:

q ~/HSBC/q/vwap_funcs.q

Successful start-up should be illustrated with the following example messages logged to your q session (note the counts may differ, but should be > 0):

"Loading CSV file ~/HSBC/data/fx_data.csv"
"CSV file successfully loaded. Count 150"
"Loading CSV file ~/HSBC/data/clientorders_data.csv"
"CSV file successfully loaded. Count 75"
"Loading CSV file ~/HSBC/data/markettrades_data.csv"
"CSV file successfully loaded. Count 50"

Upon loading, the 3 tables associated with these tasks should subsequently be available for inspection as part of assessment:

select from fx
select from clientorders
select from markettrades

The function to load the CSVs is error trapped and the logged error should be intuitively handled by the user.

VWAP

• Function call format:

calcVWAP[fx;s;st;et]

// fx: the name of the pre-loaded table from csv
// s: sym or list of syms
// st: start time
// et: end time

• Example call:

calcVWAP[fx;`USDEUR;11:30:00;12:00:00]
calcVWAP[fx;`CADUSD`SGDUSD;11:00:00;12:00:00]

// inspect table fx for appropriate sym and time range parameters for any other calls

• Returns a 2 column table of sym and VWAP values
• Catches and prints error if encountered

TWAP

• Function call format:

calcTWAP[fx;s;st;et]

// fx: the name of the pre-loaded table from csv
// s: sym or list of syms
// st: start time
// et: end time

• Example call:

calcTWAP[fx;`USDEUR;11:30:00;12:00:00]
calcTWAP[fx;`CADUSD`SGDUSD;11:00:00;12:00:00]

// inspect table fx for appropriate sym and time range parameters for any other calls

• Returns a 2 column table of sym and TWAP values
• Catches and prints error if encountered

Conditional VWAP

• Function call format:

calcCondVWAP[clientorders;markettrades]

// clientorders:  the name of the pre-loaded table from csv
// markettrades:  the name of the pre-loaded table from csv

• Example call:

calcCondVWAP[clientorders;markettrades]

• Returns a 4 column table of sym, start, end and condVWAP values
• Catches and prints error if encountered

Start up the q process and load in the unit testing script:

q ~/HSBC/unitTests/k4unit.q

Run the following to load in the tests:

KUltf `$":~/HSBC/unitTests/tests.csv"

Run the following to inspect the tests:

KUT

To execute the tests, run following:

KUrt[]

To inspect results:

KUTR

// or some other examples:
show select from KUTR where not ok
show select from KUTR where not okms
show select count i by ok,okms,action from KUTR
show select count i by ok,okms,action,file from KUTR

Running the following saves the table KUtr to a file KUTR.csv:

KUstr[]