def getImpl(self):
     from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out.strategy.side._alpha import Alpha_strategysideMeanReversion as _strategy_side_Alpha_strategysideMeanReversion
     from marketsim.gen._out.strategy.side._book import book_strategysideMeanReversion as _strategy_side_book_strategysideMeanReversion
     from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
     from marketsim import deref_opt
     return deref_opt(
         _math_Avg_mathEW(
             deref_opt(
                 _math_EW_IObservableFloatFloat(
                     deref_opt(
                         _orderbook_MidPrice_IOrderBook(
                             deref_opt(
                                 _strategy_side_book_strategysideMeanReversion(
                                     self.x)))),
                     deref_opt(
                         _strategy_side_Alpha_strategysideMeanReversion(
                             self.x))))))
 def getImpl(self):
     from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out.strategy.side._alpha import Alpha_strategysideMeanReversion as _strategy_side_Alpha_strategysideMeanReversion
     from marketsim.gen._out.strategy.side._book import book_strategysideMeanReversion as _strategy_side_book_strategysideMeanReversion
     from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
     from marketsim import deref_opt
     return deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_book_strategysideMeanReversion(self.x)))),deref_opt(_strategy_side_Alpha_strategysideMeanReversion(self.x))))))
Example #3
0
 def getImpl(self):
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
     from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideSide as _ops_Condition_IObservableBooleanSideSide
     from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
     from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat
     from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_
     from marketsim.gen._out.strategy.side._fundamental_value import Fundamental_Value_strategysideMeanReversion as _strategy_side_Fundamental_Value_strategysideMeanReversion
     from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat
     from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
     from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideIObservableSide as _ops_Condition_IObservableBooleanSideIObservableSide
     from marketsim.gen._out.strategy.side._book import book_strategysideMeanReversion as _strategy_side_book_strategysideMeanReversion
     from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
     from marketsim import deref_opt
     return deref_opt(_ops_Condition_IObservableBooleanSideIObservableSide(deref_opt(_ops_Greater_IObservableFloatFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(deref_opt(_strategy_side_book_strategysideMeanReversion(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysideMeanReversion(self.x)))),deref_opt(_side_Sell_()),deref_opt(_ops_Condition_IObservableBooleanSideSide(deref_opt(_ops_Less_IObservableFloatFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(deref_opt(_strategy_side_book_strategysideMeanReversion(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysideMeanReversion(self.x)))),deref_opt(_side_Buy_()),deref_opt(_side_Nothing_())))))