Beispiel #1
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 def getImpl(self):
     from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
     from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
     from marketsim.gen._out.ops._condition import Condition_BooleanSideSide as _ops_Condition_BooleanSideSide
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     return _ops_Condition_BooleanSideSide(_ops_Greater_FloatFloat(self.side_distribution,_constant_Float(0.5)),_side_Sell_(),_side_Buy_())
Beispiel #2
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 def getImpl(self):
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out.ops._condition import Condition_BooleanSideSide as _ops_Condition_BooleanSideSide
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.strategy.side._side_distribution import Side_distribution_strategysideNoise as _strategy_side_Side_distribution_strategysideNoise
     from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
     from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Condition_BooleanSideSide(deref_opt(_ops_Greater_FloatFloat(deref_opt(_strategy_side_Side_distribution_strategysideNoise(self.x)),deref_opt(_constant_Float(0.5)))),deref_opt(_side_Buy_()),deref_opt(_side_Sell_())))
Beispiel #3
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 def getImpl(self):
     from marketsim.gen._out.strategy.side._signal_value import Signal_Value_strategysideSignal as _strategy_side_Signal_Value_strategysideSignal
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out.ops._condition import Condition_BooleanSideSide as _ops_Condition_BooleanSideSide
     from marketsim.gen._out.strategy.side._threshold import Threshold_strategysideSignal as _strategy_side_Threshold_strategysideSignal
     from marketsim.gen._out.ops._less import Less_FloatFloat as _ops_Less_FloatFloat
     from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
     from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Condition_BooleanSideSide(deref_opt(_ops_Greater_FloatFloat(deref_opt(_strategy_side_Signal_Value_strategysideSignal(self.x)),deref_opt(_constant_Float(deref_opt(_strategy_side_Threshold_strategysideSignal(self.x)))))),deref_opt(_side_Buy_()),deref_opt(_ops_Condition_BooleanSideSide(deref_opt(_ops_Less_FloatFloat(deref_opt(_strategy_side_Signal_Value_strategysideSignal(self.x)),deref_opt(_constant_Float((0-deref_opt(_strategy_side_Threshold_strategysideSignal(self.x))))))),deref_opt(_side_Sell_()),deref_opt(_side_Nothing_())))))
Beispiel #4
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 def getImpl(self):
     from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_
     from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
     from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
     from marketsim.gen._out.ops._condition import Condition_BooleanSideSide as _ops_Condition_BooleanSideSide
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.ops._less import Less_FloatFloat as _ops_Less_FloatFloat
     return _ops_Condition_BooleanSideSide(
         _ops_Greater_FloatFloat(self.signal,
                                 _constant_Float(self.threshold)),
         _side_Buy_(),
         _ops_Condition_BooleanSideSide(
             _ops_Less_FloatFloat(self.signal,
                                  _constant_Float((0 - self.threshold))),
             _side_Sell_(), _side_Nothing_()))
 def getImpl(self):
     from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
     from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
     from marketsim.gen._out.ops._less import Less_FloatFloat as _ops_Less_FloatFloat
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatIObservableFloat as _ops_Condition_BooleanIObservableFloatIObservableFloat
     from marketsim.gen._out.ops._mul import Mul_FloatIObservableFloat as _ops_Mul_FloatIObservableFloat
     from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
     from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
     from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatFloat as _ops_Condition_BooleanIObservableFloatFloat
     from marketsim import deref_opt
     return deref_opt(
         _ops_Condition_BooleanIObservableFloatIObservableFloat(
             deref_opt(
                 _ops_Less_FloatFloat(self.depth,
                                      deref_opt(_constant_Float(0.0)))),
             deref_opt(
                 _ops_Mul_FloatIObservableFloat(
                     self.depth,
                     deref_opt(
                         _orderbook_BestPrice_IOrderQueue(
                             deref_opt(_orderbook_Asks_IOrderBook(
                                 self.book)))))),
             deref_opt(
                 _ops_Condition_BooleanIObservableFloatFloat(
                     deref_opt(
                         _ops_Greater_FloatFloat(
                             self.depth, deref_opt(_constant_Float(0.0)))),
                     deref_opt(
                         _ops_Mul_FloatIObservableFloat(
                             self.depth,
                             deref_opt(
                                 _orderbook_BestPrice_IOrderQueue(
                                     deref_opt(
                                         _orderbook_Bids_IOrderBook(
                                             self.book)))))),
                     deref_opt(_constant_Float(0.0))))))
Beispiel #6
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 def getImpl(self):
     from marketsim.gen._out.ops._condition import Condition_BooleanFloatFloat as _ops_Condition_BooleanFloatFloat
     from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Condition_BooleanFloatFloat(deref_opt(_ops_Greater_FloatFloat(self.x,self.y)),self.x,self.y))
 def getImpl(self):
     from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
     from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
     from marketsim.gen._out.ops._less import Less_FloatFloat as _ops_Less_FloatFloat
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatIObservableFloat as _ops_Condition_BooleanIObservableFloatIObservableFloat
     from marketsim.gen._out.ops._mul import Mul_FloatIObservableFloat as _ops_Mul_FloatIObservableFloat
     from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
     from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
     from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatFloat as _ops_Condition_BooleanIObservableFloatFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Condition_BooleanIObservableFloatIObservableFloat(deref_opt(_ops_Less_FloatFloat(self.depth,deref_opt(_constant_Float(0.0)))),deref_opt(_ops_Mul_FloatIObservableFloat(self.depth,deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(self.book)))))),deref_opt(_ops_Condition_BooleanIObservableFloatFloat(deref_opt(_ops_Greater_FloatFloat(self.depth,deref_opt(_constant_Float(0.0)))),deref_opt(_ops_Mul_FloatIObservableFloat(self.depth,deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(self.book)))))),deref_opt(_constant_Float(0.0))))))