def __call__(self, inner = None):
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim import deref_opt
from marketsim.gen._out.strategy.account._virtualmarket import VirtualMarket_ISingleAssetStrategy as _strategy_account_VirtualMarket_ISingleAssetStrategy
inner = inner if inner is not None else deref_opt(_strategy_Empty_())
return _strategy_account_VirtualMarket_ISingleAssetStrategy(inner)
def __call__(self, inner = None):
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim import deref_opt
from marketsim.gen._out.strategy.account._real import Real_ISingleAssetStrategy as _strategy_account_Real_ISingleAssetStrategy
inner = inner if inner is not None else deref_opt(_strategy_Empty_())
return _strategy_account_Real_ISingleAssetStrategy(inner)
def __init__(self, inner=None, predicate=None):
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim import deref_opt
from marketsim.gen._out._true import true_ as _true_
self.inner = inner if inner is not None else deref_opt(
_strategy_Empty_())
self.predicate = predicate if predicate is not None else deref_opt(
_true_())
Suspendable_Impl.__init__(self)
def __init__(self, strategies = None, account = None, performance = None):
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim import deref_opt
from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_
from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float
self.strategies = strategies if strategies is not None else [deref_opt(_strategy_Empty_())]
self.account = account if account is not None else deref_opt(_strategy_account_inner_inner_VirtualMarket_())
self.performance = performance if performance is not None else deref_opt(_strategy_weight_trader_trader_TraderEfficiencyTrend_Float())
ChooseTheBest_Impl.__init__(self)
def __init__(self, orderBook , strategy = None, name = None, amount = None, PnL = None, timeseries = None):
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim import deref_opt
self.orderBook = orderBook
self.strategy = strategy if strategy is not None else deref_opt(_strategy_Empty_())
self.name = name if name is not None else "-trader-"
self.amount = amount if amount is not None else 0.0
self.PnL = PnL if PnL is not None else 0.0
self.timeseries = timeseries if timeseries is not None else []
SingleAsset_Impl.__init__(self)
def __init__(self, strategies = None, account = None, weight = None, normalizer = None, corrector = None):
from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_
from marketsim.gen._out.strategy.weight.array._array_identityl import array_IdentityL_ as _strategy_weight_array_array_IdentityL_
from marketsim.gen._out.strategy.weight.f._f_atanpow import f_AtanPow_Float as _strategy_weight_f_f_AtanPow_Float
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float
from marketsim import deref_opt
self.strategies = strategies if strategies is not None else [deref_opt(_strategy_Empty_())]
self.account = account if account is not None else deref_opt(_strategy_account_inner_inner_VirtualMarket_())
self.weight = weight if weight is not None else deref_opt(_strategy_weight_trader_trader_TraderEfficiencyTrend_Float())
self.normalizer = normalizer if normalizer is not None else deref_opt(_strategy_weight_f_f_AtanPow_Float())
self.corrector = corrector if corrector is not None else deref_opt(_strategy_weight_array_array_IdentityL_())
MultiarmedBandit2_Impl.__init__(self)
def __init__(self, strategies=None, account=None, performance=None):
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim import deref_opt
from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_
from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float
self.strategies = strategies if strategies is not None else [
deref_opt(_strategy_Empty_())
]
self.account = account if account is not None else deref_opt(
_strategy_account_inner_inner_VirtualMarket_())
self.performance = performance if performance is not None else deref_opt(
_strategy_weight_trader_trader_TraderEfficiencyTrend_Float())
ChooseTheBest_Impl.__init__(self)
def __init__(self, inner = None, account = None, performance = None):
from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float
from marketsim import deref_opt
self.inner = inner if inner is not None else deref_opt(_strategy_Empty_())
self.account = account if account is not None else deref_opt(_strategy_account_inner_inner_VirtualMarket_())
self.performance = performance if performance is not None else deref_opt(_strategy_weight_trader_trader_TraderEfficiencyTrend_Float())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self,
orderBook,
strategy=None,
name=None,
amount=None,
PnL=None,
timeseries=None):
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim import deref_opt
self.orderBook = orderBook
self.strategy = strategy if strategy is not None else deref_opt(
_strategy_Empty_())
self.name = name if name is not None else "-trader-"
self.amount = amount if amount is not None else 0.0
self.PnL = PnL if PnL is not None else 0.0
self.timeseries = timeseries if timeseries is not None else []
SingleAsset_Impl.__init__(self)
def __init__(self, inner=None, account=None, performance=None):
from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float
from marketsim import deref_opt
self.inner = inner if inner is not None else deref_opt(
_strategy_Empty_())
self.account = account if account is not None else deref_opt(
_strategy_account_inner_inner_VirtualMarket_())
self.performance = performance if performance is not None else deref_opt(
_strategy_weight_trader_trader_TraderEfficiencyTrend_Float())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, strategies=None, account=None, weight=None, normalizer=None, corrector=None):
from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import (
inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_,
)
from marketsim.gen._out.strategy.weight.array._array_identityl import (
array_IdentityL_ as _strategy_weight_array_array_IdentityL_,
)
from marketsim.gen._out.strategy.weight.f._f_atanpow import (
f_AtanPow_Float as _strategy_weight_f_f_AtanPow_Float,
)
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import (
trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float,
)
from marketsim import deref_opt
self.strategies = strategies if strategies is not None else [deref_opt(_strategy_Empty_())]
self.account = account if account is not None else deref_opt(_strategy_account_inner_inner_VirtualMarket_())
self.weight = (
weight if weight is not None else deref_opt(_strategy_weight_trader_trader_TraderEfficiencyTrend_Float())
)
self.normalizer = normalizer if normalizer is not None else deref_opt(_strategy_weight_f_f_AtanPow_Float())
self.corrector = corrector if corrector is not None else deref_opt(_strategy_weight_array_array_IdentityL_())
MultiarmedBandit2_Impl.__init__(self)
def __init__(self, inner=None):
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim import deref_opt
self.inner = inner if inner is not None else deref_opt(
_strategy_Empty_())
VirtualMarket_Impl.__init__(self)
def __init__(self, inner = None):
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim import deref_opt
self.inner = inner if inner is not None else deref_opt(_strategy_Empty_())
VirtualMarket_Impl.__init__(self)
def __init__(self, A = None, B = None):
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim import deref_opt
self.A = A if A is not None else deref_opt(_strategy_Empty_())
self.B = B if B is not None else deref_opt(_strategy_Empty_())
Combine_Impl.__init__(self)
def __init__(self, strategies = None):
from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_
from marketsim import deref_opt
self.strategies = strategies if strategies is not None else [deref_opt(_strategy_Empty_())]
Array_Impl.__init__(self)
