def __init__(self, price=None, volume=None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt self.price = price if price is not None else deref_opt( _constant_Float(100.0)) self.volume = volume if volume is not None else deref_opt( _constant_Float(1.0))
def __init__(self, base = None, power = None): from marketsim.gen._out._observable._observablefloat import Observablefloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt Observablefloat.__init__(self) self.base = base if base is not None else deref_opt(_constant_Float(1.0)) self.power = power if power is not None else deref_opt(_constant_Float(1.0))
def getImpl(self): from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.math.rsi._raw import Raw_IObservableFloatFloatFloat as _math_rsi_Raw_IObservableFloatFloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat return _ops_Sub_FloatFloat(_constant_Float(100.0),_ops_Div_FloatFloat(_constant_Float(100.0),_ops_Add_FloatFloat(_constant_Float(1.0),_math_rsi_Raw_IObservableFloatFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.timeframe,self.alpha))))
def __init__(self, signedVolume = None, price = None): from marketsim.gen._out._iorder import IOrder from marketsim.gen._out._observable._observableiorder import ObservableIOrder from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt ObservableIOrder.__init__(self) self.signedVolume = signedVolume if signedVolume is not None else deref_opt(_constant_Float(1.0)) self.price = price if price is not None else deref_opt(_constant_Float(100.0))
def __init__(self, x = None, y = None): from marketsim.gen._out._observable._observablebool import Observablebool from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt Observablebool.__init__(self) self.x = x if x is not None else deref_opt(_constant_Float(1.0)) self.y = y if y is not None else deref_opt(_constant_Float(1.0)) Equal_Impl.__init__(self)
def __init__(self, x = None, y = None): from marketsim.gen._out._observable._observablebool import Observablebool from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt Observablebool.__init__(self) self.x = x if x is not None else deref_opt(_constant_Float(1.0)) self.y = y if y is not None else deref_opt(_constant_Float(1.0)) Greater_Impl.__init__(self)
def getImpl(self): from marketsim.gen._out.strategy.price._ticker import Ticker_strategypriceMarketData as _strategy_price_Ticker_strategypriceMarketData from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent from marketsim.gen._out.observable._quote import Quote_StringStringString as _observable_Quote_StringStringString from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat from marketsim.gen._out.strategy.price._volume import Volume_strategypriceMarketData as _strategy_price_Volume_strategypriceMarketData from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._floatingprice import FloatingPrice_FloatIObservableIOrderIObservableFloat as _order_FloatingPrice_FloatIObservableIOrderIObservableFloat from marketsim.gen._out.strategy.price._end import End_strategypriceMarketData as _strategy_price_End_strategypriceMarketData from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat from marketsim.gen._out.strategy.price._delta import Delta_strategypriceMarketData as _strategy_price_Delta_strategypriceMarketData from marketsim.gen._out.ops._add import Add_IObservableFloatFloat as _ops_Add_IObservableFloatFloat from marketsim.gen._out.event._after import After_Float as _event_After_Float from marketsim.gen._out.strategy.price._start import Start_strategypriceMarketData as _strategy_price_Start_strategypriceMarketData from marketsim import deref_opt return deref_opt( _strategy_Generic_IObservableIOrderIEvent( deref_opt( _order_Iceberg_IObservableIOrderFloat( deref_opt( _order_FloatingPrice_FloatIObservableIOrderIObservableFloat( deref_opt( _order__curried_price_Limit_SideFloat( self.side, deref_opt( _constant_Float((deref_opt( _strategy_price_Volume_strategypriceMarketData( self.x)) * 1000))))), deref_opt( _observable_BreaksAtChanges_IObservableFloat( deref_opt( _ops_Add_IObservableFloatFloat( deref_opt( _observable_Quote_StringStringString( deref_opt( _strategy_price_Ticker_strategypriceMarketData( self.x)), deref_opt( _strategy_price_Start_strategypriceMarketData( self.x)), deref_opt( _strategy_price_End_strategypriceMarketData( self.x)))), deref_opt( _constant_Float((deref_opt( _strategy_price_Delta_strategypriceMarketData( self.x)) * self.sign ))))))))), deref_opt( _constant_Float( deref_opt( _strategy_price_Volume_strategypriceMarketData( self.x)))))), deref_opt(_event_After_Float(deref_opt( _constant_Float(0.0))))))
def __init__(self, base=None, power=None): from marketsim.gen._out._observable._observablefloat import Observablefloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt Observablefloat.__init__(self) self.base = base if base is not None else deref_opt( _constant_Float(1.0)) self.power = power if power is not None else deref_opt( _constant_Float(1.0))
def __init__(self, base = None, power = None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti Observablefloat.__init__(self) self.base = base if base is not None else _constant_Float(1.0) self.power = power if power is not None else _constant_Float(1.0) rtti.check_fields(self)
def __init__(self, side = None, price = None, volume = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._iorder import IOrder from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out._observable._observableiorder import ObservableIOrder from marketsim import deref_opt ObservableIOrder.__init__(self) self.side = side if side is not None else deref_opt(_side_Sell_()) self.price = price if price is not None else deref_opt(_constant_Float(100.0)) self.volume = volume if volume is not None else deref_opt(_constant_Float(1.0))
def __init__(self, base=None, power=None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti Observablefloat.__init__(self) self.base = base if base is not None else _constant_Float(1.0) self.power = power if power is not None else _constant_Float(1.0) rtti.check_fields(self)
def __init__(self, x = None, y = None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti Observablefloat.__init__(self) self.x = x if x is not None else _constant_Float(1.0) self.y = y if y is not None else _constant_Float(1.0) rtti.check_fields(self) _Sub_Impl.__init__(self)
def __init__(self, signedVolume = None, price = None): from marketsim.gen._out._iorder import IOrder from marketsim.gen._out._observable import ObservableIOrder from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti ObservableIOrder.__init__(self) self.signedVolume = signedVolume if signedVolume is not None else _constant_Float(1.0) self.price = price if price is not None else _constant_Float(100.0) rtti.check_fields(self)
def __init__(self, x=None, y=None): from marketsim.gen._out._observable import Observablebool from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti Observablebool.__init__(self) self.x = x if x is not None else _constant_Float(1.0) self.y = y if y is not None else _constant_Float(1.0) rtti.check_fields(self) _LessEqual_Impl.__init__(self)
def __init__(self, x = None, y = None): from marketsim import _ from marketsim import event from marketsim.gen._out._observable._observablefloat import Observablefloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt Observablefloat.__init__(self) self.x = x if x is not None else deref_opt(_constant_Float(1.0)) self.y = y if y is not None else deref_opt(_constant_Float(1.0)) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None, elsePart = None): from marketsim import _ from marketsim import rtti from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.x = x if x is not None else _constant_Float(1.0) self.elsePart = elsePart if elsePart is not None else _constant_Float(1.0) rtti.check_fields(self) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None, y=None): from marketsim import _ from marketsim import rtti from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.x = x if x is not None else _constant_Float(1.0) self.y = y if y is not None else _constant_Float(1.0) rtti.check_fields(self) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, cond = None, ifpart = None, elsepart = None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out._true import true_ as _true_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti Observablefloat.__init__(self) self.cond = cond if cond is not None else _true_() self.ifpart = ifpart if ifpart is not None else _constant_Float(1.0) self.elsepart = elsepart if elsepart is not None else _constant_Float(1.0) rtti.check_fields(self) _Condition_Impl.__init__(self)
def getImpl(self): from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float from marketsim.gen._out.side._buy import Buy_ as _side_Buy_ from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float from marketsim.gen._out._constant import constant_Int as _constant_Int from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._floatingprice import FloatingPrice_IObservableFloatFloatIObservableIOrder as _order_FloatingPrice_IObservableFloatFloatIObservableIOrder from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.strategy._combine import Combine_ISingleAssetStrategyISingleAssetStrategy as _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat from marketsim.gen._out.event._after import After_Float as _event_After_Float from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat return _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy( _strategy_Generic_IObservableIOrderIEvent( _order_Iceberg_IObservableIOrderFloat( _order_FloatingPrice_IObservableFloatFloatIObservableIOrder( _observable_BreaksAtChanges_IObservableFloat( _observable_OnEveryDt_FloatFloat( _ops_Div_IObservableFloatFloat( _orderbook_SafeSidePrice_IOrderQueueFloat( _orderbook_Asks_IOrderBook(), _constant_Float((100 + self.delta))), _math_Exp_Float( _ops_Div_FloatFloat( _math_Atan_Float( _trader_Position_IAccount()), _constant_Int(1000)))), 0.9)), _order__curried_price_Limit_SideFloat( _side_Sell_(), _constant_Float( (self.volume * 1000)))), _constant_Float(self.volume)), _event_After_Float(_constant_Float(0.0))), _strategy_Generic_IObservableIOrderIEvent( _order_Iceberg_IObservableIOrderFloat( _order_FloatingPrice_IObservableFloatFloatIObservableIOrder( _observable_BreaksAtChanges_IObservableFloat( _observable_OnEveryDt_FloatFloat( _ops_Div_IObservableFloatFloat( _orderbook_SafeSidePrice_IOrderQueueFloat( _orderbook_Bids_IOrderBook(), _constant_Float((100 - self.delta))), _math_Exp_Float( _ops_Div_FloatFloat( _math_Atan_Float( _trader_Position_IAccount()), _constant_Int(1000)))), 0.9)), _order__curried_price_Limit_SideFloat( _side_Buy_(), _constant_Float( (self.volume * 1000)))), _constant_Float(self.volume)), _event_After_Float(_constant_Float(0.0))))
def __init__(self, side = None, price = None, volume = None): from marketsim.gen._out._iorder import IOrder from marketsim import rtti from marketsim.gen._out._observable import ObservableIOrder from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float ObservableIOrder.__init__(self) self.side = side if side is not None else _side_Sell_() self.price = price if price is not None else _constant_Float(100.0) self.volume = volume if volume is not None else _constant_Float(1.0) rtti.check_fields(self)
def __init__(self, side=None, price=None, volume=None): from marketsim.gen._out._iorder import IOrder from marketsim import rtti from marketsim.gen._out._observable import ObservableIOrder from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float ObservableIOrder.__init__(self) self.side = side if side is not None else _side_Sell_() self.price = price if price is not None else _constant_Float(100.0) self.volume = volume if volume is not None else _constant_Float(1.0) rtti.check_fields(self)
def __init__(self, cond=None, ifpart=None, elsepart=None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out._true import true_ as _true_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti Observablefloat.__init__(self) self.cond = cond if cond is not None else _true_() self.ifpart = ifpart if ifpart is not None else _constant_Float(1.0) self.elsepart = elsepart if elsepart is not None else _constant_Float( 1.0) rtti.check_fields(self) _Condition_Impl.__init__(self)
def __call__(self, price=None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._withexpiry import WithExpiry price = price if price is not None else _constant_Float(100.0) expiry = self.expiry proto = self.proto return WithExpiry(expiry, proto(price))
def __init__(self, side=None, volume=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out._constant import constant_Float as _constant_Float self.side = side if side is not None else deref_opt(_side_Sell_()) self.volume = volume if volume is not None else deref_opt( _constant_Float(1.0))
def __call__(self, volume = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._curried._price_iceberg import price_Iceberg volume = volume if volume is not None else _constant_Float(1.0) proto = self.proto lotSize = self.lotSize return price_Iceberg(proto(volume), lotSize)
def __call__(self, signedVolume = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt from marketsim.gen._out.order._limitsigned import LimitSigned signedVolume = signedVolume if signedVolume is not None else deref_opt(_constant_Float(1.0)) price = self.price return LimitSigned(signedVolume, price)
def __init__(self, proto = None, lotSize = None): from marketsim.gen._out.order._curried._side_price_limit import side_price_Limit_Float as _order__curried_side_price_Limit_Float from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.proto = proto if proto is not None else _order__curried_side_price_Limit_Float() self.lotSize = lotSize if lotSize is not None else _constant_Float(10.0) rtti.check_fields(self)
def __call__(self, price=None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._stoploss import StopLoss price = price if price is not None else _constant_Float(100.0) maxloss = self.maxloss proto = self.proto return StopLoss(maxloss, proto(price))
def __call__(self, volume=None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._curried._price_iceberg import price_Iceberg volume = volume if volume is not None else _constant_Float(1.0) proto = self.proto lotSize = self.lotSize return price_Iceberg(proto(volume), lotSize)
def __call__(self, price=None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._iceberg import Iceberg price = price if price is not None else _constant_Float(100.0) proto = self.proto lotSize = self.lotSize return Iceberg(proto(price), lotSize)
def __call__(self, volume=None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._curried._price_withexpiry import price_WithExpiry volume = volume if volume is not None else _constant_Float(1.0) expiry = self.expiry proto = self.proto return price_WithExpiry(expiry, proto(volume))
def getImpl(self): from marketsim.gen._out.math._max import Max_FloatIObservableFloat as _math_Max_FloatIObservableFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.ops._sub import Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat from marketsim.gen._out.math._lagged import Lagged_IObservableFloatFloat as _math_Lagged_IObservableFloatFloat from marketsim import deref_opt return deref_opt(_math_Max_FloatIObservableFloat(deref_opt(_constant_Float(0.0)),deref_opt(_ops_Sub_IObservableFloatIObservableFloat(self.source,deref_opt(_math_Lagged_IObservableFloatFloat(self.source,self.timeframe))))))
def __init__(self, maxloss = None, proto = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._curried._sidevolume_price_limit import sidevolume_price_Limit_ as _order__curried_sidevolume_price_Limit_ from marketsim import rtti self.maxloss = maxloss if maxloss is not None else _constant_Float(0.1) self.proto = proto if proto is not None else _order__curried_sidevolume_price_Limit_() rtti.check_fields(self)
def __call__(self, price = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt from marketsim.gen._out.order._immediateorcancel import ImmediateOrCancel price = price if price is not None else deref_opt(_constant_Float(100.0)) proto = self.proto return ImmediateOrCancel(proto(price))
def __call__(self, volume = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._stoploss import StopLoss volume = volume if volume is not None else _constant_Float(1.0) maxloss = self.maxloss proto = self.proto return StopLoss(maxloss, proto(volume))
def __init__(self, f = None, base = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.f = f if f is not None else _constant_Float(1.0) self.base = base if base is not None else 1.002 rtti.check_fields(self) self.impl = self.getImpl()
def __call__(self, f = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt from marketsim.gen._out.strategy.weight._atanpow import AtanPow_FloatFloat as _strategy_weight_AtanPow_FloatFloat f = f if f is not None else deref_opt(_constant_Float(1.0)) base = self.base return _strategy_weight_AtanPow_FloatFloat(f,base)
def __init__(self, expiry = None, proto = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._curried._sidevolume_limit import sidevolume_Limit_Float as _order__curried_sidevolume_Limit_Float from marketsim import rtti self.expiry = expiry if expiry is not None else _constant_Float(10.0) self.proto = proto if proto is not None else _order__curried_sidevolume_Limit_Float() rtti.check_fields(self)
def __call__(self, price = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._iceberg import Iceberg price = price if price is not None else _constant_Float(100.0) proto = self.proto lotSize = self.lotSize return Iceberg(proto(price), lotSize)
def __init__(self, x = None): from marketsim.gen._out._observable._observablefloat import Observablefloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt Observablefloat.__init__(self) self.x = x if x is not None else deref_opt(_constant_Float(1.0)) Negate_Impl.__init__(self)
def __call__(self, price = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._limit import Limit price = price if price is not None else _constant_Float(100.0) side = self.side volume = self.volume return Limit(side, price, volume)
def __call__(self, f=None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt from marketsim.gen._out.strategy.weight._clamp0 import Clamp0_Float as _strategy_weight_Clamp0_Float f = f if f is not None else deref_opt(_constant_Float(1.0)) return _strategy_weight_Clamp0_Float(f)
def __call__(self, f=None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt from marketsim.gen._out.strategy.weight._atanpow import AtanPow_FloatFloat as _strategy_weight_AtanPow_FloatFloat f = f if f is not None else deref_opt(_constant_Float(1.0)) base = self.base return _strategy_weight_AtanPow_FloatFloat(f, base)
def __call__(self, volume = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._floatingprice import FloatingPrice volume = volume if volume is not None else _constant_Float(1.0) floatingPrice = self.floatingPrice proto = self.proto return FloatingPrice(floatingPrice, proto(volume))
def __call__(self, signedVolume = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt from marketsim.gen._out.order._marketsigned import MarketSigned signedVolume = signedVolume if signedVolume is not None else deref_opt(_constant_Float(1.0)) return MarketSigned(signedVolume)
def __init__(self, side=None, volume=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out._constant import constant_Float as _constant_Float self.side = side if side is not None else deref_opt(_side_Sell_()) self.volume = volume if volume is not None else deref_opt(_constant_Float(1.0))
def __call__(self, signedVolume=None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._marketsigned import MarketSigned signedVolume = signedVolume if signedVolume is not None else _constant_Float( 1.0) return MarketSigned(signedVolume)
def __call__(self, volume = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._curried._price_withexpiry import price_WithExpiry volume = volume if volume is not None else _constant_Float(1.0) expiry = self.expiry proto = self.proto return price_WithExpiry(expiry, proto(volume))
def __call__(self, volume = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._curried._price_floatingprice import price_FloatingPrice volume = volume if volume is not None else _constant_Float(1.0) floatingPrice = self.floatingPrice proto = self.proto return price_FloatingPrice(floatingPrice, proto(volume))
def __init__(self, proto = None, lotSize = None): from marketsim.gen._out.order._curried._sidevolume_price_limit import sidevolume_price_Limit_ as _order__curried_sidevolume_price_Limit_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.proto = proto if proto is not None else _order__curried_sidevolume_price_Limit_() self.lotSize = lotSize if lotSize is not None else _constant_Float(10.0) rtti.check_fields(self)
def __call__(self, volume=None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._curried._price_stoploss import price_StopLoss volume = volume if volume is not None else _constant_Float(1.0) maxloss = self.maxloss proto = self.proto return price_StopLoss(maxloss, proto(volume))
def __init__(self, side=None, volume=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.side = side if side is not None else _side_Sell_() self.volume = volume if volume is not None else _constant_Float(1.0) rtti.check_fields(self)
def __init__(self, side = None, volume = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.side = side if side is not None else _side_Sell_() self.volume = volume if volume is not None else _constant_Float(1.0) rtti.check_fields(self)
def __call__(self, f = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt from marketsim.gen._out.strategy.weight._clamp0 import Clamp0_Float as _strategy_weight_Clamp0_Float f = f if f is not None else deref_opt(_constant_Float(1.0)) return _strategy_weight_Clamp0_Float(f)
def __call__(self, price=None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._limit import Limit price = price if price is not None else _constant_Float(100.0) side = self.side volume = self.volume return Limit(side, price, volume)