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 getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.side._signal import Signal_IObservableFloatFloat as _strategy_side_Signal_IObservableFloatFloat
return _strategy_Generic_IObservableIOrderIEvent(
self.orderFactory(
_strategy_side_Signal_IObservableFloatFloat(
self.signal, self.threshold)), self.eventGen)
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.position._rsi_linear import RSI_linear_FloatIObservableFloatFloatISingleAssetTrader as _strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader
return _strategy_Generic_IObservableIOrderIEvent(
self.orderFactory(
_strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader(
self.alpha, self.k, self.timeframe)))
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.side._fundamentalvalue import FundamentalValue_IObservableFloatIOrderBook as _strategy_side_FundamentalValue_IObservableFloatIOrderBook
return _strategy_Generic_IObservableIOrderIEvent(
self.orderFactory(
_strategy_side_FundamentalValue_IObservableFloatIOrderBook(
self.fundamentalValue)), self.eventGen)
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 getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.position._position import Position_strategypositionBollinger_linear as _strategy_position_Position_strategypositionBollinger_linear
from marketsim import deref_opt
return deref_opt(
_strategy_Generic_IObservableIOrderIEvent(
deref_opt(
self.orderFactory(
deref_opt(
_strategy_position_Position_strategypositionBollinger_linear(
self.x))))))
def getImpl(self):
from marketsim.gen._out.ops._add import Add_IObservableFloatFloat as _ops_Add_IObservableFloatFloat
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
from marketsim.gen._out.observable._quote import Quote_StringStringString as _observable_Quote_StringStringString
from marketsim.gen._out.ops._sub import Sub_IObservableFloatFloat as _ops_Sub_IObservableFloatFloat
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.strategy._combine import Combine_ISingleAssetStrategyISingleAssetStrategy as _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy
from marketsim.gen._out.event._after import After_Float as _event_After_Float
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
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(
_ops_Add_IObservableFloatFloat(
_observable_Quote_StringStringString(
self.ticker, self.start, self.end),
_constant_Float(self.delta))),
_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(
_ops_Sub_IObservableFloatFloat(
_observable_Quote_StringStringString(
self.ticker, self.start, self.end),
_constant_Float(self.delta))),
_order__curried_price_Limit_SideFloat(
_side_Buy_(), _constant_Float(
(self.volume * 1000)))),
_constant_Float(self.volume)),
_event_After_Float(_constant_Float(0.0))))
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.price._price import Price_strategypriceLiquidityProviderSide as _strategy_price_Price_strategypriceLiquidityProviderSide
from marketsim import deref_opt
return deref_opt(
_strategy_Generic_IObservableIOrderIEvent(
deref_opt(
self.orderFactory(
self.side,
deref_opt(
_strategy_price_Price_strategypriceLiquidityProviderSide(
self.x, self.side)))), self.eventGen))
def getImpl(self):
from marketsim.gen._out.ops._add import Add_IObservableFloatFloat as _ops_Add_IObservableFloatFloat
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
from marketsim.gen._out.observable._quote import Quote_StringStringString as _observable_Quote_StringStringString
from marketsim.gen._out.ops._sub import Sub_IObservableFloatFloat as _ops_Sub_IObservableFloatFloat
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.strategy._combine import Combine_ISingleAssetStrategyISingleAssetStrategy as _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy
from marketsim.gen._out.event._after import After_Float as _event_After_Float
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
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(_ops_Add_IObservableFloatFloat(_observable_Quote_StringStringString(self.ticker,self.start,self.end),_constant_Float(self.delta))),_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(_ops_Sub_IObservableFloatFloat(_observable_Quote_StringStringString(self.ticker,self.start,self.end),_constant_Float(self.delta))),_order__curried_price_Limit_SideFloat(_side_Buy_(),_constant_Float((self.volume*1000)))),_constant_Float(self.volume)),_event_After_Float(_constant_Float(0.0))))
def getImpl(self):
from marketsim.gen._out.math._rsi import RSI_IOrderBookFloatFloat as _math_RSI_IOrderBookFloatFloat
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.gen._out.strategy.side._signal import Signal_FloatFloat as _strategy_side_Signal_FloatFloat
from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
return _strategy_Generic_IObservableIOrderIEvent(
self.orderFactory(
_strategy_side_Signal_FloatFloat(
_ops_Sub_FloatFloat(
_constant_Float(50.0),
_math_RSI_IOrderBookFloatFloat(
_orderbook_OfTrader_IAccount(), self.timeframe,
self.alpha)), (50.0 - self.threshold))),
self.eventGen)
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 getImpl(self):
from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float
from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat
from marketsim.gen._out._constant import constant_Int as _constant_Int
from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
from marketsim.gen._out.strategy.price._delta import Delta_strategypriceMarketMaker as _strategy_price_Delta_strategypriceMarketMaker
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float
from marketsim.gen._out.strategy.price._volume import Volume_strategypriceMarketMaker as _strategy_price_Volume_strategypriceMarketMaker
from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
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.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
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.event._after import After_Float as _event_After_Float
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
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_strategypriceMarketMaker(self.x))*1000))))),deref_opt(_observable_BreaksAtChanges_IObservableFloat(deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_ops_Div_IObservableFloatFloat(deref_opt(_orderbook_SafeSidePrice_IOrderQueueFloat(deref_opt(_orderbook_Queue_IOrderBookSide(deref_opt(_orderbook_OfTrader_IAccount()),self.side)),deref_opt(_constant_Float((100+(deref_opt(_strategy_price_Delta_strategypriceMarketMaker(self.x))*self.sign)))))),deref_opt(_math_Exp_Float(deref_opt(_ops_Div_FloatFloat(deref_opt(_math_Atan_Float(deref_opt(_trader_Position_IAccount()))),deref_opt(_constant_Int(1000)))))))),0.9)))))),deref_opt(_constant_Float(deref_opt(_strategy_price_Volume_strategypriceMarketMaker(self.x)))))),deref_opt(_event_After_Float(deref_opt(_constant_Float(0.0))))))
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 getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_SideFloatFloatIOrderBook as _strategy_price_LiquidityProvider_SideFloatFloatIOrderBook
return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(self.side,_strategy_price_LiquidityProvider_SideFloatFloatIOrderBook(self.side,self.initialValue,self.priceDistr)),self.eventGen)
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.price._price import Price_strategypriceLiquidityProviderSide as _strategy_price_Price_strategypriceLiquidityProviderSide
from marketsim import deref_opt
return deref_opt(_strategy_Generic_IObservableIOrderIEvent(deref_opt(self.orderFactory(self.side,deref_opt(_strategy_price_Price_strategypriceLiquidityProviderSide(self.x,self.side)))),self.eventGen))
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_SideFloatFloatIOrderBook as _strategy_price_LiquidityProvider_SideFloatFloatIOrderBook
return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(self.side,_strategy_price_LiquidityProvider_SideFloatFloatIOrderBook(self.side,self.initialValue,self.priceDistr)),self.eventGen)
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.side._signal import Signal_IObservableFloatFloat as _strategy_side_Signal_IObservableFloatFloat
return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(_strategy_side_Signal_IObservableFloatFloat(self.signal,self.threshold)),self.eventGen)
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.side._noise import Noise_Float as _strategy_side_Noise_Float
return _strategy_Generic_IObservableIOrderIEvent(
self.orderFactory(_strategy_side_Noise_Float()), self.eventGen)
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.side._meanreversion import MeanReversion_FloatIOrderBook as _strategy_side_MeanReversion_FloatIOrderBook
return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(_strategy_side_MeanReversion_FloatIOrderBook(self.ewma_alpha)),self.eventGen)
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.side._trendfollower import TrendFollower_FloatFloatIOrderBook as _strategy_side_TrendFollower_FloatFloatIOrderBook
return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(_strategy_side_TrendFollower_FloatFloatIOrderBook(self.ewma_alpha,self.threshold)),self.eventGen)
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.position._position import Position_strategypositionBollinger_linear as _strategy_position_Position_strategypositionBollinger_linear
from marketsim import deref_opt
return deref_opt(_strategy_Generic_IObservableIOrderIEvent(deref_opt(self.orderFactory(deref_opt(_strategy_position_Position_strategypositionBollinger_linear(self.x))))))
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.side._pairtrading import PairTrading_IOrderBookFloatIOrderBook as _strategy_side_PairTrading_IOrderBookFloatIOrderBook
return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(_strategy_side_PairTrading_IOrderBookFloatIOrderBook(self.bookToDependOn,self.factor)),self.eventGen)
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.side._fundamentalvalue import FundamentalValue_IObservableFloatIOrderBook as _strategy_side_FundamentalValue_IObservableFloatIOrderBook
return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(_strategy_side_FundamentalValue_IObservableFloatIOrderBook(self.fundamentalValue)),self.eventGen)
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.side._noise import Noise_Float as _strategy_side_Noise_Float
return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(_strategy_side_Noise_Float()),self.eventGen)
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.side._crossingaverages import CrossingAverages_FloatFloatFloatIOrderBook as _strategy_side_CrossingAverages_FloatFloatFloatIOrderBook
return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(_strategy_side_CrossingAverages_FloatFloatFloatIOrderBook(self.ewma_alpha_1,self.ewma_alpha_2,self.threshold)),self.eventGen)
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.position._rsi_linear import RSI_linear_FloatIObservableFloatFloatISingleAssetTrader as _strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader
return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(_strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader(self.alpha,self.k,self.timeframe)))
def getImpl(self):
from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float
from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat
from marketsim.gen._out._constant import constant_Int as _constant_Int
from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
from marketsim.gen._out.strategy.price._delta import Delta_strategypriceMarketMaker as _strategy_price_Delta_strategypriceMarketMaker
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float
from marketsim.gen._out.strategy.price._volume import Volume_strategypriceMarketMaker as _strategy_price_Volume_strategypriceMarketMaker
from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
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.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
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.event._after import After_Float as _event_After_Float
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
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_strategypriceMarketMaker(
self.x)) * 1000))))),
deref_opt(
_observable_BreaksAtChanges_IObservableFloat(
deref_opt(
_observable_OnEveryDt_FloatFloat(
deref_opt(
_ops_Div_IObservableFloatFloat(
deref_opt(
_orderbook_SafeSidePrice_IOrderQueueFloat(
deref_opt(
_orderbook_Queue_IOrderBookSide(
deref_opt(
_orderbook_OfTrader_IAccount(
)),
self.
side)),
deref_opt(
_constant_Float((
100 +
(deref_opt(
_strategy_price_Delta_strategypriceMarketMaker(
self
.x
))
* self
.sign)
))))),
deref_opt(
_math_Exp_Float(
deref_opt(
_ops_Div_FloatFloat(
deref_opt(
_math_Atan_Float(
deref_opt(
_trader_Position_IAccount(
)
)
)),
deref_opt(
_constant_Int(
1000
)))
))))),
0.9)))))),
deref_opt(
_constant_Float(
deref_opt(
_strategy_price_Volume_strategypriceMarketMaker(
self.x)))))),
deref_opt(_event_After_Float(deref_opt(
_constant_Float(0.0))))))
