def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(IFunctionSide, self.side)
rtti.typecheck(IFunctionfloat, self.volume)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(IObservablefloat, self.x)
rtti.typecheck(IFunctionfloat, self.elsePart)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iorder import IOrder
from marketsim.gen._out._iobservable._iobservableiorder import IObservableIOrder
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(IObservableIOrder, self.proto)
rtti.typecheck(IFunctionfloat, self.maxloss)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import (
IFunctionIObservableIOrder_from_IFunctionSide,
)
rtti.typecheck(IFunctionIObservableIOrder_from_IFunctionSide, self.proto)
def typecheck(self):
from marketsim import rtti
rtti.typecheck(str, self.ticker)
rtti.typecheck(str, self.start)
rtti.typecheck(str, self.end)
rtti.typecheck(float, self.delta)
rtti.typecheck(float, self.volume)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iorder import IOrder
from marketsim.gen._out._iobservable._iobservableiorder import IObservableIOrder
from marketsim.gen._out._ievent import IEvent
rtti.typecheck(IObservableIOrder, self.orderFactory)
rtti.typecheck(IEvent, self.eventGen)
def typecheck(self):
for obj in self._id2obj.itervalues():
for p in rtti.properties(obj):
try:
rtti.typecheck(p.type, getattr(obj, p.name))
except exception.Constraint, err:
print err
print ' at ', repr(obj), '.', p.name
def typecheck(self):
from marketsim import listOf
from marketsim.gen._out._imultiassetstrategy import IMultiAssetStrategy
from marketsim.gen._out._itimeserie import ITimeSerie
from marketsim import rtti
from marketsim.gen._out._isingleassettrader import ISingleAssetTrader
rtti.typecheck(listOf(ISingleAssetTrader), self.traders)
rtti.typecheck(IMultiAssetStrategy, self.strategy)
rtti.typecheck(str, self.name)
rtti.typecheck(float, self.PnL)
rtti.typecheck(listOf(ITimeSerie), self.timeseries)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(float, self.initialValue)
rtti.typecheck(IFunctionfloat, self.deltaDistr)
rtti.typecheck(IFunctionfloat, self.intervalDistr)
rtti.typecheck(str, self.name)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iorderbook import IOrderBook
rtti.typecheck(float, self.alpha_1)
rtti.typecheck(float, self.alpha_2)
rtti.typecheck(float, self.threshold)
rtti.typecheck(IOrderBook, self.book)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat
from marketsim.gen._out._isingleassettrader import ISingleAssetTrader
rtti.typecheck(float, self.alpha)
rtti.typecheck(IObservablefloat, self.k)
rtti.typecheck(float, self.timeframe)
rtti.typecheck(ISingleAssetTrader, self.trader)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._itimeserie import ITimeSerie
from marketsim import listOf
rtti.typecheck(str, self.name)
rtti.typecheck(float, self.tickSize)
rtti.typecheck(int, self._digitsToShow)
rtti.typecheck(listOf(ITimeSerie), self.timeseries)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iobservable._iobservableobject import IObservableobject
from marketsim.gen._out._igraph import IGraph
rtti.typecheck(IObservableobject, self.source)
rtti.typecheck(IGraph, self.graph)
rtti.typecheck(int, self._digitsToShow)
rtti.typecheck(int, self._smooth)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ievent import IEvent
from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider
from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide
rtti.typecheck(LiquidityProvider, self.x)
rtti.typecheck(IEvent, self.eventGen)
rtti.typecheck(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, self.orderFactory)
rtti.typecheck(IFunctionSide, self.side)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
from marketsim.gen._out._iorderbook import IOrderBook
rtti.typecheck(float, self.initialValue)
rtti.typecheck(IFunctionfloat, self.priceDistr)
rtti.typecheck(IOrderBook, self.book)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat
from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide
rtti.typecheck(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, self.orderFactory)
rtti.typecheck(int, self.initialSize)
rtti.typecheck(IFunctionSide, self.side)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.math._macd import macd
rtti.typecheck(macd, self.x)
rtti.typecheck(float, self.timeframe)
rtti.typecheck(float, self.step)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.strategy.price._marketdata import MarketData
from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide
rtti.typecheck(MarketData, self.x)
rtti.typecheck(IFunctionSide, self.side)
rtti.typecheck(float, self.sign)
def typecheck(self):
from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy
from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import (
IFunctionIAccount_from_ISingleAssetStrategy,
)
from marketsim import listOf
from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import (
IFunctionIFunctionfloat_from_IAccount,
)
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctionifunctionlistoffloat_from_listoffloat import (
IFunctionIFunctionlistOffloat_from_listOffloat,
)
from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_ifunctionfloat import (
IFunctionIFunctionfloat_from_IFunctionfloat,
)
rtti.typecheck(listOf(ISingleAssetStrategy), self.strategies)
rtti.typecheck(IFunctionIAccount_from_ISingleAssetStrategy, self.account)
rtti.typecheck(IFunctionIFunctionfloat_from_IAccount, self.weight)
rtti.typecheck(IFunctionIFunctionfloat_from_IFunctionfloat, self.normalizer)
rtti.typecheck(IFunctionIFunctionlistOffloat_from_listOffloat, self.corrector)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.strategy.price._marketmaker import MarketMaker
from marketsim.gen._out._side import Side
from marketsim.gen._out._iobservable._iobservableside import IObservableSide
rtti.typecheck(MarketMaker, self.x)
rtti.typecheck(IObservableSide, self.side)
rtti.typecheck(float, self.sign)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.orderbook._iorderqueueimpl import IOrderQueueImpl
from marketsim.gen._out._iorderbook import IOrderBook
from marketsim.gen._out._ilink import ILink
rtti.typecheck(IOrderQueueImpl, self.queue)
rtti.typecheck(IOrderBook, self.book)
rtti.typecheck(ILink, self.link)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy
from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import IFunctionIAccount_from_ISingleAssetStrategy
from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount
rtti.typecheck(ISingleAssetStrategy, self.inner)
rtti.typecheck(IFunctionIAccount_from_ISingleAssetStrategy, self.account)
rtti.typecheck(IFunctionIFunctionfloat_from_IAccount, self.performance)
def typecheck(self):
from marketsim.gen._out._itwowaylink import ITwoWayLink
from marketsim import listOf
from marketsim.gen._out._itimeserie import ITimeSerie
from marketsim import rtti
from marketsim.gen._out._iorderbook import IOrderBook
rtti.typecheck(IOrderBook, self.orderbook)
rtti.typecheck(ITwoWayLink, self.link)
rtti.typecheck(listOf(ITimeSerie), self.timeseries)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider
rtti.typecheck(LiquidityProvider, self.x)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.math._moving import Moving
rtti.typecheck(Moving, self.x)
def typecheck(self):
from marketsim import rtti
rtti.typecheck(float, self.alpha)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.math._cumulative import Cumulative
rtti.typecheck(Cumulative, self.x)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iorderqueue import IOrderQueue
from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat
rtti.typecheck(IOrderQueue, self.queue)
rtti.typecheck(IObservablefloat, self.defaultValue)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iorderqueue import IOrderQueue
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(IOrderQueue, self.queue)
rtti.typecheck(IFunctionfloat, self.defaultValue)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.math._rsi import RSI
rtti.typecheck(RSI, self.x)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(IFunctionfloat, self.signedVolume)
def typecheck(self):
from marketsim import rtti
rtti.typecheck(float, self.currentTime)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider
from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide
rtti.typecheck(LiquidityProvider, self.x)
rtti.typecheck(IFunctionSide, self.side)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iorderbook import IOrderBook
rtti.typecheck(IOrderBook, self.book)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.orderbook._iorderqueueimpl import IOrderQueueImpl
rtti.typecheck(IOrderQueueImpl, self.queue)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy
from marketsim.gen._out._ifunction._ifunctionbool import IFunctionbool
rtti.typecheck(ISingleAssetStrategy, self.inner)
rtti.typecheck(IFunctionbool, self.predicate)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat
rtti.typecheck(IObservablefloat, self.source)
rtti.typecheck(float, self.timeframe)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.strategy.side._pairtrading import PairTrading
rtti.typecheck(PairTrading, self.x)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(IFunctionIObservableIOrder_from_IFunctionfloat, self.proto)
rtti.typecheck(IFunctionfloat, self.lotSize)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(IObservablefloat, self.x)
rtti.typecheck(IFunctionfloat, self.y)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.strategy.position._rsi_linear import RSI_linear
rtti.typecheck(RSI_linear, self.x)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.strategy.position._rsi_linear import RSI_linear
rtti.typecheck(RSI_linear, self.x)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear
rtti.typecheck(Bollinger_linear, self.x)
def typecheck(self):
from marketsim import rtti
rtti.typecheck(int, self.x)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.strategy.side._crossingaverages import CrossingAverages
rtti.typecheck(CrossingAverages, self.x)
def typecheck(self):
from marketsim import rtti
rtti.typecheck(float, self.alpha)
rtti.typecheck(float, self.timeframe)
rtti.typecheck(float, self.threshold)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(IFunctionfloat, self.base)
rtti.typecheck(IFunctionfloat, self.power)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iaccount import IAccount
rtti.typecheck(IAccount, self.trader)
rtti.typecheck(float, self.alpha)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.math._ew import EW
rtti.typecheck(EW, self.x)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.math._macd import macd
rtti.typecheck(macd, self.x)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(IFunctionfloat, self.x)
rtti.typecheck(IFunctionfloat, self.elsePart)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(IFunctionfloat, self.side_distribution)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iorderbook import IOrderBook
rtti.typecheck(IOrderBook, self.book)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat
rtti.typecheck(IObservablefloat, self.x)
rtti.typecheck(IObservablefloat, self.elsePart)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iaccount import IAccount
rtti.typecheck(IAccount, self.trader)
def typecheck(self):
from marketsim import rtti
rtti.typecheck(object, self.source)
rtti.typecheck(int, self.idx)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._iorderqueue import IOrderQueue
rtti.typecheck(IOrderQueue, self.queue)
rtti.typecheck(float, self.volumeDelta)
rtti.typecheck(int, self.volumeCount)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
rtti.typecheck(IFunctionSide, self.side)
rtti.typecheck(IFunctionfloat, self.volume)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out.strategy.side._crossingaverages import CrossingAverages
rtti.typecheck(CrossingAverages, self.x)
def typecheck(self):
from marketsim import rtti
from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy
from marketsim import listOf
rtti.typecheck(listOf(ISingleAssetStrategy), self.strategies)
