def __call__(self, trader = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
from marketsim.gen._out.strategy.weight._traderefficiency import TraderEfficiency_IAccount as _strategy_weight_TraderEfficiency_IAccount
trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
return _strategy_weight_TraderEfficiency_IAccount(trader)
def __init__(self, trader=None, alpha=None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import rtti
self.trader = trader if trader is not None else _trader_SingleProxy_()
self.alpha = alpha if alpha is not None else 0.15
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, trader=None, alpha=None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
self.trader = trader if trader is not None else deref_opt(
_trader_SingleProxy_())
self.alpha = alpha if alpha is not None else 0.15
self.impl = self.getImpl()
def __init__(self, trader = None, alpha = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import rtti
self.trader = trader if trader is not None else _trader_SingleProxy_()
self.alpha = alpha if alpha is not None else 0.15
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, trader=None, alpha=None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
self.alpha = alpha if alpha is not None else 0.15
self.impl = self.getImpl()
def __call__(self, trader = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
from marketsim.gen._out.strategy.weight._unit import Unit_IAccount as _strategy_weight_Unit_IAccount
trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
return _strategy_weight_Unit_IAccount(trader)
def __init__(self, alpha = None, k = None, trader = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
self.alpha = alpha if alpha is not None else 0.15
self.k = k if k is not None else deref_opt(_const_Float(0.5))
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
def __init__(self, trader = None):
from marketsim.gen._out._observable._observableint import Observableint
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
Observableint.__init__(self)
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
PendingVolume_Impl.__init__(self)
def __call__(self, trader = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
from marketsim.gen._out.strategy.weight._traderefficiencytrend import TraderEfficiencyTrend_IAccountFloat as _strategy_weight_TraderEfficiencyTrend_IAccountFloat
trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
alpha = self.alpha
return _strategy_weight_TraderEfficiencyTrend_IAccountFloat(trader,alpha)
def __init__(self, alpha = None, k = None, timeframe = None, trader = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
self.alpha = alpha if alpha is not None else (1.0/14.0)
self.k = k if k is not None else deref_opt(_const_Float(-0.04))
self.timeframe = timeframe if timeframe is not None else 1.0
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
def __init__(self, alpha=None, k=None, trader=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
self.alpha = alpha if alpha is not None else 0.15
self.k = k if k is not None else deref_opt(_const_Float(0.5))
self.trader = trader if trader is not None else deref_opt(
_trader_SingleProxy_())
def __init__(self, trader=None):
from marketsim.gen._out._observable._observableint import Observableint
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
Observableint.__init__(self)
self.trader = trader if trader is not None else deref_opt(
_trader_SingleProxy_())
Position_Impl.__init__(self)
def __init__(self, alpha=None, k=None, timeframe=None, trader=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
self.alpha = alpha if alpha is not None else (1.0 / 14.0)
self.k = k if k is not None else deref_opt(_const_Float(-0.04))
self.timeframe = timeframe if timeframe is not None else 1.0
self.trader = trader if trader is not None else deref_opt(
_trader_SingleProxy_())
def __call__(self, trader=None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
from marketsim.gen._out.strategy.weight._traderefficiencytrend import TraderEfficiencyTrend_IAccountFloat as _strategy_weight_TraderEfficiencyTrend_IAccountFloat
trader = trader if trader is not None else deref_opt(
_trader_SingleProxy_())
alpha = self.alpha
return _strategy_weight_TraderEfficiencyTrend_IAccountFloat(
trader, alpha)
def __init__(self, trader=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import rtti
Observablefloat.__init__(self)
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
Balance_Impl.__init__(self)
def __init__(self, trader = None):
from marketsim.gen._out._observable import Observableint
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import rtti
Observableint.__init__(self)
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
PendingVolume_Impl.__init__(self)
def __init__(self, trader = None):
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
Observablefloat.__init__(self)
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, trader=None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import _
from marketsim import rtti
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, trader = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import _
from marketsim import rtti
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, trader=None):
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
Observablefloat.__init__(self)
self.trader = trader if trader is not None else deref_opt(
_trader_SingleProxy_())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, alpha=None, k=None, trader=None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.alpha = alpha if alpha is not None else 0.15
self.k = k if k is not None else _const_Float(0.5)
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, alpha = None, k = None, timeframe = None, trader = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.alpha = alpha if alpha is not None else (1.0/14.0)
self.k = k if k is not None else _const_Float(-0.04)
self.timeframe = timeframe if timeframe is not None else 1.0
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, trader = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import rtti
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
_Score_Impl.__init__(self)
def __init__(self, trader = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
OnOrderMatched_Impl.__init__(self)
def __call__(self, trader=None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim.gen._out.strategy.weight._score import Score_IAccount as _strategy_weight_Score_IAccount
trader = trader if trader is not None else _trader_SingleProxy_()
return _strategy_weight_Score_IAccount(trader)
def __call__(self, trader = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim.gen._out.strategy.weight._score import Score_IAccount as _strategy_weight_Score_IAccount
trader = trader if trader is not None else _trader_SingleProxy_()
return _strategy_weight_Score_IAccount(trader)
def __init__(self, Trader = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
self.Trader = Trader if Trader is not None else deref_opt(_trader_SingleProxy_())
OfTrader_Impl.__init__(self)
def __init__(self, trader=None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
self.trader = trader if trader is not None else deref_opt(
_trader_SingleProxy_())
OnTraded_Impl.__init__(self)
