def getImpl(self): 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.trader._efficiency import Efficiency_IAccount as _trader_Efficiency_IAccount return _math_Derivative_IDifferentiable( _math_EW_Avg_IObservableFloatFloat( _trader_Efficiency_IAccount(self.trader), self.alpha))
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._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.trader._efficiency import Efficiency_IAccount as _trader_Efficiency_IAccount from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW 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( _trader_Efficiency_IAccount(self.trader)), self.alpha))))))
def getImpl(self): from marketsim.gen._out.trader._efficiency import Efficiency_IAccount as _trader_Efficiency_IAccount from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW 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(_trader_Efficiency_IAccount(self.trader)), self.alpha ) ) ) ) ) )
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._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.trader._efficiency import Efficiency_IAccount as _trader_Efficiency_IAccount return _math_Derivative_IDifferentiable(_math_EW_Avg_IObservableFloatFloat(_trader_Efficiency_IAccount(self.trader),self.alpha))