Uniform General Algorithmic (UNIGA) Financial Trading Language Language Reference Manual Leon Wu ([email protected]) Jiahua Ni ([email protected]) Jian Pan ([email protected]) Yang Sha ([email protected]) Yu Song ([email protected]) Columbia University in the City of New YorkIntroduction Today many financial firms have their own trading software tools to facilitate investors’ investment process. These tools often differ from each other and usually take a long time to learn. They are also not easy to be customized and very expensive. Many institutional and individual investors have their own custom-designed investment strategies. They want to implement their investment strategies using some easy-to-use software with low cost. However, designing financial trading software from scratch requires professional knowledge and can be costly and time-consuming. The UNIGA Language provides an easy and efficient way for people to design their own investment plans. The language allows users to write a program that can automatically trade financial instruments including Stock, Options, Bonds, and Mutual Funds etc. using pre-defined trading strategy that defines trading rules such as set-price, sell-price, comparisons, quantity and other elements. Overview of this Language UNIGA is a high-level scripting language. Script programming languages enable programmers to specify trading operations intuitively. Although not as comprehensive as the more well known scripting languages such as Perl or Python, the built-in keywords make the language more intuitive and easy to use. The user is able to design trading software in the form of a program. The translator will then output a Java source file that can be edited and compiled into Java byte-code. 1. Lexicon 1.1 Identifiers Identifiers consist of a sequence of one or more uppercase or lowercase alphabetic characters, (digits 0 to 9). The first character of an identifier should be a letter and cannot be a number. Identifiers are case sensitive, upper case and lower case letters are treated differently. Keywords are not identifiers. 1.2 Keywords The following identifiers are reserved as keywords: boolean double date void if else for break while function return market open close volume high low sell buy 1.3 Numbers A number consists of digits, decimal point “.” All numbers in our language are implemented as double precision floating point numbers by default. 1.4 String literalsStrings are sequences of zero or more characters. String literals are character strings surrounded by quotation marks (“ ”). String literals can include any valid character, including white-space characters and character escape sequences. 1.5 Operators An operator is a token that specifies an operation on at least one operand, and yields some result (a value, designator, side effect, or some combination). Operands are expressions or constants (a form of expression). Operators in UNIGA are: + - * / > < = = = & | 2. Data Types We have defined our data type as follows: Numeric: double (to represent date, time, price, trade volume), and its array double[]; True/False: Boolean values, there’s no array for this data type. 3. Declarations 3.1 General type declaration The general syntax of a declaration is as follows: declaration: type-specifier init-declarator-list(opt); init-declarator-list: declarator init_declarator-list , declarator Type specifiers are: double, boolean 3.2 Declaring Arrays Arrays are declared with the bracket punctuators [ ], as shown in the following syntax: type-specifier declarator [constant-expression-list(opt)] 4. Functions 4.1 Function CallsA function call is a primary expression, usually a function identifier followed by parentheses, which is used to invoke a function. The parentheses contain a (possibly empty) comma-separated list of expressions that are the arguments to the function. 4.2 Functions Types A function has the derived type "function returning type". The type can be any data type except array types or function types. If the function returns no value, its type is "function returning void ", sometimes called a void function. Functions can be introduced into a program in one of two ways: 1. A function definition can create a function designator, define its parameters and their type, define the type of its return value, and supply the body of the function. 2. A function declaration announces the properties of a function defined elsewhere. 4.3 Function Definitions A function definition includes the code for the function. Function definitions can appear in any order, and in one source file or several, although a function cannot be split between files. Function definitions cannot be nested. A function definition has the following syntax: function-definition: function declaration-specifiers(opt) declarator declaration-list(opt) compound-statement declaration-specifiers The declaration-specifiers (type-qualifier, and type- specifier) can be listed in any order. Type specifiers are: double, boolean Type qualifiers are: const Example: main () { buy "MSFT" 100; buy "MSFT" Max(100, 50); } function double Max( x, y ) { if x > y then return x; else return y; } 4.4 Function Declarations For all functions if the function definition is located after the calling function in the source code, the function must be declared before calling it.4.5 Function Parameters and Arguments UNIGA functions exchange information by means of parameters and arguments. The term parameter refers to any declaration within the parentheses following the function name in a function declaration or definition; the term argument refers to any expression within the parentheses of a function call. The following rules apply to parameters and arguments of UNIGA functions: z Except for functions with variable-length argument lists, the number of arguments in a function call must be the same as the number of parameters in the function definition. This number can be zero. z The maximum number of arguments (and corresponding parameters) is 50 for a single function. z Arguments are separated by commas. However, the comma is not an operator in this context, and the arguments can be evaluated by the compiler in any order. There is, however, a sequence point before the actual call. z Arguments are passed by value; that is, when a function is
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