def __init__(self, book=None, depth=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim import deref_opt
from marketsim.gen._out._constant import constant_Float as _constant_Float
Observablefloat.__init__(self)
self.book = book if book is not None else deref_opt(
_orderbook_OfTrader_IAccount())
self.depth = depth if depth is not None else deref_opt(
_constant_Float(1.0))
CumulativePrice_Impl.__init__(self)
def __init__(self, book=None, depth=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.book = book if book is not None else _orderbook_OfTrader_IAccount(
)
self.depth = depth if depth is not None else _constant_Float(1.0)
rtti.check_fields(self)
CumulativePrice_Impl.__init__(self)
def reset(self):
CumulativePrice_Impl.reset(self)
def bind_impl(self, ctx):
CumulativePrice_Impl.bind_impl(self, ctx)
