def __init__(self, x = None): from marketsim import _ from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader from marketsim import event from marketsim.gen._out._observable._observablefloat import Observablefloat from marketsim import deref_opt Observablefloat.__init__(self) self.x = x if x is not None else deref_opt(_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader()) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None): from marketsim import _ from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader from marketsim import event from marketsim.gen._out._observable._observablefloat import Observablefloat from marketsim import deref_opt Observablefloat.__init__(self) self.x = x if x is not None else deref_opt( _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader( )) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None, orderFactory = None): from marketsim.gen._out.event._event import Event from marketsim import _ from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader from marketsim import event from marketsim.gen._out.order._curried._signedvolume_marketsigned import signedVolume_MarketSigned_ as _order__curried_signedVolume_MarketSigned_ from marketsim import deref_opt self.x = x if x is not None else deref_opt(_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader()) self.orderFactory = orderFactory if orderFactory is not None else deref_opt(_order__curried_signedVolume_MarketSigned_()) self.impl = self.getImpl() self.on_order_created = Event() event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, x=None, orderFactory=None): from marketsim.gen._out.event._event import Event from marketsim import _ from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader from marketsim import event from marketsim.gen._out.order._curried._signedvolume_marketsigned import signedVolume_MarketSigned_ as _order__curried_signedVolume_MarketSigned_ from marketsim import deref_opt self.x = x if x is not None else deref_opt( _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader( )) self.orderFactory = orderFactory if orderFactory is not None else deref_opt( _order__curried_signedVolume_MarketSigned_()) self.impl = self.getImpl() self.on_order_created = Event() event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, x = None): from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader from marketsim import deref_opt self.x = x if x is not None else deref_opt(_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader())
def __init__(self, x = None): from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader from marketsim import deref_opt self.x = x if x is not None else deref_opt(_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader())
def getImpl(self): from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader(self.alpha,self.k)))