Example #1
0
 def getImpl(self):
     from marketsim.gen._out.ops._condition import Condition_BooleanFloatFloat as _ops_Condition_BooleanFloatFloat
     from marketsim.gen._out.ops._less import Less_FloatFloat as _ops_Less_FloatFloat
     from marketsim import deref_opt
     return deref_opt(
         _ops_Condition_BooleanFloatFloat(
             deref_opt(_ops_Less_FloatFloat(self.x, self.y)), self.x,
             self.y))
 def getImpl(self):
     from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
     from marketsim.gen._out.ops._mul import Mul_FloatIObservableFloat as _ops_Mul_FloatIObservableFloat
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
     from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
     from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatIObservableFloat as _ops_Condition_BooleanIObservableFloatIObservableFloat
     from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
     from marketsim.gen._out.ops._less import Less_FloatFloat as _ops_Less_FloatFloat
     from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatFloat as _ops_Condition_BooleanIObservableFloatFloat
     return _ops_Condition_BooleanIObservableFloatIObservableFloat(_ops_Less_FloatFloat(self.depth,_constant_Float(0.0)),_ops_Mul_FloatIObservableFloat(self.depth,_orderbook_BestPrice_IOrderQueue(_orderbook_Asks_IOrderBook(self.book))),_ops_Condition_BooleanIObservableFloatFloat(_ops_Greater_FloatFloat(self.depth,_constant_Float(0.0)),_ops_Mul_FloatIObservableFloat(self.depth,_orderbook_BestPrice_IOrderQueue(_orderbook_Bids_IOrderBook(self.book))),_constant_Float(0.0)))
Example #3
0
 def getImpl(self):
     from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_
     from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
     from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
     from marketsim.gen._out.ops._condition import Condition_BooleanSideSide as _ops_Condition_BooleanSideSide
     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.ops._less import Less_FloatFloat as _ops_Less_FloatFloat
     return _ops_Condition_BooleanSideSide(
         _ops_Greater_FloatFloat(self.signal,
                                 _constant_Float(self.threshold)),
         _side_Buy_(),
         _ops_Condition_BooleanSideSide(
             _ops_Less_FloatFloat(self.signal,
                                  _constant_Float((0 - self.threshold))),
             _side_Sell_(), _side_Nothing_()))
Example #4
0
 def getImpl(self):
     from marketsim.gen._out.ops._condition import Condition_BooleanFloatFloat as _ops_Condition_BooleanFloatFloat
     from marketsim.gen._out.ops._less import Less_FloatFloat as _ops_Less_FloatFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Condition_BooleanFloatFloat(deref_opt(_ops_Less_FloatFloat(self.x,self.y)),self.x,self.y))
Example #5
0
 def getImpl(self):
     from marketsim.gen._out.strategy.side._signal_value import Signal_Value_strategysideSignal as _strategy_side_Signal_Value_strategysideSignal
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out.ops._condition import Condition_BooleanSideSide as _ops_Condition_BooleanSideSide
     from marketsim.gen._out.strategy.side._threshold import Threshold_strategysideSignal as _strategy_side_Threshold_strategysideSignal
     from marketsim.gen._out.ops._less import Less_FloatFloat as _ops_Less_FloatFloat
     from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
     from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Condition_BooleanSideSide(deref_opt(_ops_Greater_FloatFloat(deref_opt(_strategy_side_Signal_Value_strategysideSignal(self.x)),deref_opt(_constant_Float(deref_opt(_strategy_side_Threshold_strategysideSignal(self.x)))))),deref_opt(_side_Buy_()),deref_opt(_ops_Condition_BooleanSideSide(deref_opt(_ops_Less_FloatFloat(deref_opt(_strategy_side_Signal_Value_strategysideSignal(self.x)),deref_opt(_constant_Float((0-deref_opt(_strategy_side_Threshold_strategysideSignal(self.x))))))),deref_opt(_side_Sell_()),deref_opt(_side_Nothing_())))))