def __init__(self, intervalFunc=None):
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import rtti
self.intervalFunc = intervalFunc if intervalFunc is not None else _math_random_expovariate_Float(
1.0)
rtti.check_fields(self)
_Every_Impl.__init__(self)
def __init__(self, eventGen = None, orderFactory = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.order._curried._side_market import side_Market_Float as _order__curried_side_Market_Float
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import event
self.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0))
self.orderFactory = orderFactory if orderFactory is not None else _order__curried_side_Market_Float()
rtti.check_fields(self)
self.impl = self.getImpl()
self.on_order_created = event.Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, eventGen = None, orderFactory = None, ewma_alpha = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.order._curried._side_market import side_Market_Float as _order__curried_side_Market_Float
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import event
self.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0))
self.orderFactory = orderFactory if orderFactory is not None else _order__curried_side_Market_Float()
self.ewma_alpha = ewma_alpha if ewma_alpha is not None else 0.15
rtti.check_fields(self)
self.impl = self.getImpl()
self.on_order_created = event.Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, eventGen = None, orderFactory = None, initialValue = None, priceDistr = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.math.random._lognormvariate import lognormvariate_FloatFloat as _math_random_lognormvariate_FloatFloat
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import event
self.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0))
self.orderFactory = orderFactory if orderFactory is not None else _order__curried_sideprice_Limit_Float()
self.initialValue = initialValue if initialValue is not None else 100.0
self.priceDistr = priceDistr if priceDistr is not None else _math_random_lognormvariate_FloatFloat(0.0,0.1)
rtti.check_fields(self)
self.impl = self.getImpl()
self.on_order_created = event.Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, eventGen = None, orderFactory = None, bookToDependOn = None, factor = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.order._curried._side_market import side_Market_Float as _order__curried_side_Market_Float
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import event
self.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0))
self.orderFactory = orderFactory if orderFactory is not None else _order__curried_side_Market_Float()
self.bookToDependOn = bookToDependOn if bookToDependOn is not None else _orderbook_OfTrader_IAccount()
self.factor = factor if factor is not None else 1.0
rtti.check_fields(self)
self.impl = self.getImpl()
self.on_order_created = event.Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, initialValue = None, deltaDistr = None, intervalDistr = None, name = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.math.random._normalvariate import normalvariate_FloatFloat as _math_random_normalvariate_FloatFloat
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.initialValue = initialValue if initialValue is not None else 0.0
self.deltaDistr = deltaDistr if deltaDistr is not None else _math_random_normalvariate_FloatFloat(0.0,1.0)
self.intervalDistr = intervalDistr if intervalDistr is not None else _math_random_expovariate_Float(1.0)
self.name = name if name is not None else "-random-"
rtti.check_fields(self)
_RandomWalk_Impl.__init__(self)
def __init__(self, initialValue = None, priceDistr = None, eventGen = None, orderFactory = None, side = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.math.random._lognormvariate import lognormvariate_FloatFloat as _math_random_lognormvariate_FloatFloat
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import event
self.initialValue = initialValue if initialValue is not None else 100.0
self.priceDistr = priceDistr if priceDistr is not None else _math_random_lognormvariate_FloatFloat(0.0,0.1)
self.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0))
self.orderFactory = orderFactory if orderFactory is not None else _order__curried_sideprice_Limit_Float()
self.side = side if side is not None else _side_Sell_()
rtti.check_fields(self)
self.impl = self.getImpl()
self.on_order_created = event.Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, x=None, eventGen=None, orderFactory=None):
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(
_strategy_price_LiquidityProvider_FloatFloatIOrderBook())
self.eventGen = eventGen if eventGen is not None else deref_opt(
_event_Every_Float(deref_opt(_math_random_expovariate_Float(1.0))))
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(
_order__curried_sideprice_Limit_Float())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self,
eventGen=None,
orderFactory=None,
signal=None,
threshold=None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.order._curried._side_market import side_Market_Float as _order__curried_side_Market_Float
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import event
self.eventGen = eventGen if eventGen is not None else _event_Every_Float(
_math_random_expovariate_Float(1.0))
self.orderFactory = orderFactory if orderFactory is not None else _order__curried_side_Market_Float(
)
self.signal = signal if signal is not None else _constant_Float(0.0)
self.threshold = threshold if threshold is not None else 0.7
rtti.check_fields(self)
self.impl = self.getImpl()
self.on_order_created = event.Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self,
eventGen=None,
orderFactory=None,
alpha=None,
timeframe=None,
threshold=None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.order._curried._side_market import side_Market_Float as _order__curried_side_Market_Float
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import event
self.eventGen = eventGen if eventGen is not None else _event_Every_Float(
_math_random_expovariate_Float(1.0))
self.orderFactory = orderFactory if orderFactory is not None else _order__curried_side_Market_Float(
)
self.alpha = alpha if alpha is not None else (1.0 / 14)
self.timeframe = timeframe if timeframe is not None else 1.0
self.threshold = threshold if threshold is not None else 30.0
rtti.check_fields(self)
self.impl = self.getImpl()
self.on_order_created = event.Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, x = None, eventGen = None, orderFactory = None):
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(_strategy_price_LiquidityProvider_FloatFloatIOrderBook())
self.eventGen = eventGen if eventGen is not None else deref_opt(_event_Every_Float(deref_opt(_math_random_expovariate_Float(1.0))))
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(_order__curried_sideprice_Limit_Float())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, intervalFunc=None):
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import deref_opt
self.intervalFunc = intervalFunc if intervalFunc is not None else deref_opt(
_math_random_expovariate_Float(1.0))
Every_Impl.__init__(self)
def __init__(self, cancellationIntervalDistr = None):
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import deref_opt
self.cancellationIntervalDistr = cancellationIntervalDistr if cancellationIntervalDistr is not None else deref_opt(_math_random_expovariate_Float(1.0))
Canceller_Impl.__init__(self)
def __init__(self, intervalFunc = None):
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import deref_opt
self.intervalFunc = intervalFunc if intervalFunc is not None else deref_opt(_math_random_expovariate_Float(1.0))
Every_Impl.__init__(self)
def __init__(self, cancellationIntervalDistr=None):
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import deref_opt
self.cancellationIntervalDistr = cancellationIntervalDistr if cancellationIntervalDistr is not None else deref_opt(
_math_random_expovariate_Float(1.0))
Canceller_Impl.__init__(self)
def __init__(self, intervalFunc = None):
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import rtti
self.intervalFunc = intervalFunc if intervalFunc is not None else _math_random_expovariate_Float(1.0)
rtti.check_fields(self)
_Every_Impl.__init__(self)
def __init__(self, cancellationIntervalDistr=None):
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import rtti
self.cancellationIntervalDistr = cancellationIntervalDistr if cancellationIntervalDistr is not None else _math_random_expovariate_Float(
1.0)
rtti.check_fields(self)
_Canceller_Impl.__init__(self)
