def getImpl(self):
from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out.strategy.side._booktodependon import BookToDependOn_strategysidePairTrading as _strategy_side_BookToDependOn_strategysidePairTrading
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.strategy.side._factor import Factor_strategysidePairTrading as _strategy_side_Factor_strategysidePairTrading
from marketsim import deref_opt
return deref_opt(_ops_Mul_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_BookToDependOn_strategysidePairTrading(self.x)))),deref_opt(_constant_Float(deref_opt(_strategy_side_Factor_strategysidePairTrading(self.x))))))
def getImpl(self):
from marketsim.gen._out.strategy.side._signal import Signal_FloatFloat as _strategy_side_Signal_FloatFloat
from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable
from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
return _strategy_side_Signal_FloatFloat(_math_Derivative_IDifferentiable(_math_EW_Avg_IObservableFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.alpha)),self.threshold)
def getImpl(self):
from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out.strategy.side._alpha import Alpha_strategysideMeanReversion as _strategy_side_Alpha_strategysideMeanReversion
from marketsim.gen._out.strategy.side._book import book_strategysideMeanReversion as _strategy_side_book_strategysideMeanReversion
from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
from marketsim import deref_opt
return deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_book_strategysideMeanReversion(self.x)))),deref_opt(_strategy_side_Alpha_strategysideMeanReversion(self.x))))))
def getImpl(self):
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionBollinger_linear as _strategy_position_Alpha_strategypositionBollinger_linear
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out.strategy.position._k import K_strategypositionBollinger_linear as _strategy_position_K_strategypositionBollinger_linear
from marketsim.gen._out.strategy.position._trader import Trader_strategypositionBollinger_linear as _strategy_position_Trader_strategypositionBollinger_linear
from marketsim.gen._out.math._relstddev import RelStdDev_mathEW as _math_RelStdDev_mathEW
from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
return deref_opt(_ops_Mul_IObservableFloatIObservableFloat(deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_math_RelStdDev_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_orderbook_OfTrader_IAccount(deref_opt(_strategy_position_Trader_strategypositionBollinger_linear(self.x)))))),deref_opt(_strategy_position_Alpha_strategypositionBollinger_linear(self.x)))))),1.0)),deref_opt(_strategy_position_K_strategypositionBollinger_linear(self.x))))
def getImpl(self):
from marketsim.gen._out.strategy.position._k import K_strategypositionRSI_linear as _strategy_position_K_strategypositionRSI_linear
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
from marketsim.gen._out.strategy.position._trader import Trader_strategypositionRSI_linear as _strategy_position_Trader_strategypositionRSI_linear
from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionRSI_linear as _strategy_position_Alpha_strategypositionRSI_linear
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out.strategy.position._timeframe import Timeframe_strategypositionRSI_linear as _strategy_position_Timeframe_strategypositionRSI_linear
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.math._value import Value_mathRSI as _math_Value_mathRSI
from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
return deref_opt(_ops_Mul_IObservableFloatIObservableFloat(deref_opt(_ops_Sub_FloatIObservableFloat(deref_opt(_constant_Float(50.0)),deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_math_Value_mathRSI(deref_opt(_math_RSI_IObservableFloatFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_orderbook_OfTrader_IAccount(deref_opt(_strategy_position_Trader_strategypositionRSI_linear(self.x)))))),deref_opt(_strategy_position_Timeframe_strategypositionRSI_linear(self.x)),deref_opt(_strategy_position_Alpha_strategypositionRSI_linear(self.x)))))),1.0)))),deref_opt(_strategy_position_K_strategypositionRSI_linear(self.x))))
def getImpl(self):
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math.rsi._raw import Raw_IObservableFloatFloatFloat as _math_rsi_Raw_IObservableFloatFloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat
from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
return _ops_Sub_FloatFloat(_constant_Float(100.0),_ops_Div_FloatFloat(_constant_Float(100.0),_ops_Add_FloatFloat(_constant_Float(1.0),_math_rsi_Raw_IObservableFloatFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.timeframe,self.alpha))))
def getImpl(self):
from marketsim.gen._out.strategy.side._signal import Signal_FloatFloat as _strategy_side_Signal_FloatFloat
from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
return _strategy_side_Signal_FloatFloat(_ops_Sub_FloatFloat(_math_EW_Avg_IObservableFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.alpha_1),_math_EW_Avg_IObservableFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.alpha_2)),self.threshold)
def getImpl(self):
from marketsim.gen._out.strategy.side._timeframe import Timeframe_strategysideRSIbis as _strategy_side_Timeframe_strategysideRSIbis
from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.strategy.side._alpha import Alpha_strategysideRSIbis as _strategy_side_Alpha_strategysideRSIbis
from marketsim.gen._out.math._value import Value_mathRSI as _math_Value_mathRSI
from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
return deref_opt(_ops_Sub_FloatFloat(deref_opt(_constant_Float(50.0)),deref_opt(_math_Value_mathRSI(deref_opt(_math_RSI_IObservableFloatFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_orderbook_OfTrader_IAccount()))),deref_opt(_strategy_side_Timeframe_strategysideRSIbis(self.x)),deref_opt(_strategy_side_Alpha_strategysideRSIbis(self.x))))))))
def getImpl(self):
from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out.strategy.side._book import Book_strategysideCrossingAverages as _strategy_side_Book_strategysideCrossingAverages
from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
from marketsim.gen._out.strategy.side._alpha_1 import Alpha_1_strategysideCrossingAverages as _strategy_side_Alpha_1_strategysideCrossingAverages
from marketsim.gen._out.strategy.side._alpha_2 import Alpha_2_strategysideCrossingAverages as _strategy_side_Alpha_2_strategysideCrossingAverages
from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
from marketsim import deref_opt
return deref_opt(_ops_Sub_FloatFloat(deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_Book_strategysideCrossingAverages(self.x)))),deref_opt(_strategy_side_Alpha_1_strategysideCrossingAverages(self.x)))))),deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_Book_strategysideCrossingAverages(self.x)))),deref_opt(_strategy_side_Alpha_2_strategysideCrossingAverages(self.x))))))))
def getImpl(self):
from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out.strategy.side._alpha import Alpha_strategysideTrendFollower as _strategy_side_Alpha_strategysideTrendFollower
from marketsim.gen._out.strategy.side._book import Book_strategysideTrendFollower as _strategy_side_Book_strategysideTrendFollower
from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable
from marketsim import deref_opt
return deref_opt(_math_Derivative_IDifferentiable(deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_Book_strategysideTrendFollower(self.x)))),deref_opt(_strategy_side_Alpha_strategysideTrendFollower(self.x))))))))
def getImpl(self):
from marketsim.gen._out.strategy.side._fundamentalvalue import FundamentalValue_IObservableFloatIOrderBook as _strategy_side_FundamentalValue_IObservableFloatIOrderBook
from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out._constant import constant_Float as _constant_Float
return _strategy_side_FundamentalValue_IObservableFloatIOrderBook(_ops_Mul_IObservableFloatFloat(_orderbook_MidPrice_IOrderBook(self.bookToDependOn),_constant_Float(self.factor)),self.book)
def getImpl(self):
from marketsim.gen._out.strategy.side._fundamentalvalue import FundamentalValue_FloatIOrderBook as _strategy_side_FundamentalValue_FloatIOrderBook
from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
return _strategy_side_FundamentalValue_FloatIOrderBook(_math_EW_Avg_IObservableFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.alpha),self.book)
