def __init__(self):
Strategy.__init__(self)
from marketsim._pub import strategy, side
self._seller = strategy.price.Ladder(self.orderFactory, self.initialSize, side.Sell())
self._buyer = strategy.price.Ladder(self.orderFactory, self.initialSize, side.Buy())
event.subscribe(self._seller.on_order_created, _(self)._send, self)
event.subscribe(self._buyer.on_order_created, _(self)._send, self)
def __init__(self):
Strategy.__init__(self)
self._current = None
self._estimators = []
for s in self.strategies:
event.subscribe(s.on_order_created, _(self).send, self)
e = self.performance(self.account(s))
e._origin = s
self._estimators.append(e)
event.subscribe(event.Every(constant(1.)), _(self)._wakeUp, self)
def __init__(self):
Strategy.__init__(self)
self._current = None
self._estimators = []
for s in self.strategies:
event.subscribe(s.on_order_created, _(self).send, self)
e = self.normalizer(self.weight(self.account(s)))
e._origin = s
self._estimators.append(e)
event.subscribe(event.Every(constant(1.)), _(self)._wakeUp, self)
def __init__(self):
Strategy.__init__(self)
from marketsim._pub import trader, orderbook
self._balance = trader.Balance()
self._position = trader.Position()
self._pendingVolume = trader.PendingVolume()
self._internalSuspended = False
event.subscribe(self.inner.on_order_created, _(self)._send, self)
event.subscribe(self.predicate, _(self)._wakeUp, self)
def __init__(self):
Strategy.__init__(self)
# our order book
self._book = OfTrader()
# our order queue
self._orderQueue = Queue(self._book, side = self.side)
# we are going to track best price changes
self._source = self._orderQueue.BestPrice
event.subscribe(self._source, _(self)._wakeUp, self)
# deque containing issued orders
self._orders = None
# how many orders can be issued
self._size = self.initialSize
self._suspended = False
def __init__(self):
Strategy.__init__(self)
event.subscribe(self.inner.on_order_created, _(self).onOrderCreated, self)
def __init__(self):
Strategy.__init__(self)
from marketsim import event, _
event.subscribe(self.eventGen, _(self)._wakeUp, self)
def __init__(self):
Strategy.__init__(self)
for s in [self.A, self.B]:
event.subscribe(s.on_order_created, _(self)._send, self)
def __init__(self):
Strategy.__init__(self)
for s in self.strategies:
event.subscribe(s.on_order_created, _(self)._send, self)
def __init__(self):
Strategy.__init__(self)
from marketsim import event, _
event.subscribe(self.eventGen, _(self)._wakeUp, self)
def __init__(self):
Strategy.__init__(self)
event.subscribe(self.predicate, _(self)._wakeUp, self)
event.subscribe(self.inner.on_order_created, _(self)._send, self)
self._suspended = False
def bind_impl(self, context):
if not hasattr(self, '_subscriptions'):
Strategy.bind_impl(self, context)
event.subscribe(context.trader.on_order_matched, _(self)._onOrderMatched, self)
def __init__(self):
Strategy.__init__(self)
event.subscribe(self.inner.on_order_created, _(self)._send, self)
def __init__(self):
Strategy.__init__(self)
for s in [self.A, self.B]:
event.subscribe(s.on_order_created, _(self)._send, self)
def __init__(self):
Strategy.__init__(self)
for s in self.strategies:
event.subscribe(s.on_order_created, _(self)._send, self)
