def __init__(self, ticker=None, start=None, end=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
Observablefloat.__init__(self)
self.ticker = ticker if ticker is not None else "^GSPC"
self.start = start if start is not None else "2001-1-1"
self.end = end if end is not None else "2010-1-1"
Quote_Impl.__init__(self)
def __init__(self, source = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(_const_Float(1.0))
BreaksAtChanges_Impl.__init__(self)
def __init__(self, x = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_const_Float(1.0))
Negate_Impl.__init__(self)
def __init__(self, trader = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
Observablefloat.__init__(self)
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
Balance_Impl.__init__(self)
def __init__(self, queue = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
Observablefloat.__init__(self)
self.queue = queue if queue is not None else deref_opt(_orderbook_Asks_IOrderBook())
LastPrice_Impl.__init__(self)
def __init__(self, x = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.math._moving import Moving_IObservableFloatFloat as _math_Moving_IObservableFloatFloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_math_Moving_IObservableFloatFloat())
Min_Impl.__init__(self)
def __init__(self, ticker = None, start = None, end = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
Observablefloat.__init__(self)
self.ticker = ticker if ticker is not None else "^GSPC"
self.start = start if start is not None else "2001-1-1"
self.end = end if end is not None else "2010-1-1"
Quote_Impl.__init__(self)
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, queue = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
Observablefloat.__init__(self)
self.queue = queue if queue is not None else deref_opt(_orderbook_Asks_IOrderBook())
LastTradePrice_Impl.__init__(self)
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 __init__(self, x = None, dt = 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))
self.dt = dt if dt is not None else 1.0
OnEveryDt_Impl.__init__(self)
def __init__(self, trader=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
Observablefloat.__init__(self)
self.trader = trader if trader is not None else deref_opt(
_trader_SingleProxy_())
Balance_Impl.__init__(self)
def __init__(self, x=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.math._moving import Moving_IObservableFloatFloat as _math_Moving_IObservableFloatFloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_math_Moving_IObservableFloatFloat())
Max_Impl.__init__(self)
def __init__(self, source=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(
_const_Float(1.0))
BreaksAtChanges_Impl.__init__(self)
def __init__(self, book = None, depth = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim import deref_opt
from marketsim.gen._out._constant import constant_Float as _constant_Float
Observablefloat.__init__(self)
self.book = book if book is not None else deref_opt(_orderbook_OfTrader_IAccount())
self.depth = depth if depth is not None else deref_opt(_constant_Float(1.0))
CumulativePrice_Impl.__init__(self)
def __init__(self, source=None, timeframe=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
Lagged_Impl.__init__(self)
def __init__(self, source=None, timeframe=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(
_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
Lagged_Impl.__init__(self)
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, x = None, epsilon = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.math._cumulative import Cumulative_IObservableFloat as _math_Cumulative_IObservableFloat
from marketsim import deref_opt
from marketsim.gen._out._constant import constant_Float as _constant_Float
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_math_Cumulative_IObservableFloat())
self.epsilon = epsilon if epsilon is not None else deref_opt(_constant_Float(0.01))
MinEpsilon_Impl.__init__(self)
def __init__(self, trader = None):
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
Observablefloat.__init__(self)
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_const_Float(1.0))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None):
from marketsim.gen._out.math._moving import Moving_IObservableFloatFloat as _math_Moving_IObservableFloatFloat
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_math_Moving_IObservableFloatFloat())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None):
from marketsim.gen._out.strategy.position._rsi_linear import RSI_linear_FloatIObservableFloatFloatISingleAssetTrader as _strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None):
from marketsim.gen._out.strategy.side._pairtrading import PairTrading_IOrderBookFloat as _strategy_side_PairTrading_IOrderBookFloat
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_strategy_side_PairTrading_IOrderBookFloat())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, book = None):
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
Observablefloat.__init__(self)
self.book = book if book is not None else deref_opt(_orderbook_OfTrader_IAccount())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_const_Float(1.0))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None):
from marketsim.gen._out.math._moving import Moving_IObservableFloatFloat as _math_Moving_IObservableFloatFloat
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(
_math_Moving_IObservableFloatFloat())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None):
from marketsim.gen._out.strategy.side._pairtrading import PairTrading_IOrderBookFloat as _strategy_side_PairTrading_IOrderBookFloat
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(
_strategy_side_PairTrading_IOrderBookFloat())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None, epsilon=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.math._cumulative import Cumulative_IObservableFloat as _math_Cumulative_IObservableFloat
from marketsim import deref_opt
from marketsim.gen._out._constant import constant_Float as _constant_Float
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(
_math_Cumulative_IObservableFloat())
self.epsilon = epsilon if epsilon is not None else deref_opt(
_constant_Float(0.01))
MaxEpsilon_Impl.__init__(self)
def __init__(self, source = None, timeframe = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, book=None, depth=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim import deref_opt
from marketsim.gen._out._constant import constant_Float as _constant_Float
Observablefloat.__init__(self)
self.book = book if book is not None else deref_opt(
_orderbook_OfTrader_IAccount())
self.depth = depth if depth is not None else deref_opt(
_constant_Float(1.0))
CumulativePrice_Impl.__init__(self)
def __init__(self, trader=None):
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
Observablefloat.__init__(self)
self.trader = trader if trader is not None else deref_opt(
_trader_SingleProxy_())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, book=None):
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
Observablefloat.__init__(self)
self.book = book if book is not None else deref_opt(
_orderbook_OfTrader_IAccount())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, initialValue = None, deltaDistr = None, intervalDistr = None, name = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.math.random._normalvariate import normalvariate_FloatFloat as _math_random_normalvariate_FloatFloat
from marketsim import deref_opt
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
Observablefloat.__init__(self)
self.initialValue = initialValue if initialValue is not None else 0.0
self.deltaDistr = deltaDistr if deltaDistr is not None else deref_opt(_math_random_normalvariate_FloatFloat(0.0,1.0))
self.intervalDistr = intervalDistr if intervalDistr is not None else deref_opt(_math_random_expovariate_Float(1.0))
self.name = name if name is not None else "-random-"
RandomWalk_Impl.__init__(self)
def __init__(self, x = None, side = None):
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_strategy_price_LiquidityProvider_FloatFloatIOrderBook())
self.side = side if side is not None else deref_opt(_side_Sell_())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None):
from marketsim import _
from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(
_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader(
))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, source=None, timeframe=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(
_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, queue = None, defaultValue = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
Observablefloat.__init__(self)
self.queue = queue if queue is not None else deref_opt(_orderbook_Asks_IOrderBook())
self.defaultValue = defaultValue if defaultValue is not None else deref_opt(_const_Float(100.0))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None, side=None):
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(
_strategy_price_LiquidityProvider_FloatFloatIOrderBook())
self.side = side if side is not None else deref_opt(_side_Sell_())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, queue=None, defaultValue=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
Observablefloat.__init__(self)
self.queue = queue if queue is not None else deref_opt(
_orderbook_Asks_IOrderBook())
self.defaultValue = defaultValue if defaultValue is not None else deref_opt(
_const_Float(100.0))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self,
initialValue=None,
deltaDistr=None,
intervalDistr=None,
name=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.math.random._normalvariate import normalvariate_FloatFloat as _math_random_normalvariate_FloatFloat
from marketsim import deref_opt
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
Observablefloat.__init__(self)
self.initialValue = initialValue if initialValue is not None else 0.0
self.deltaDistr = deltaDistr if deltaDistr is not None else deref_opt(
_math_random_normalvariate_FloatFloat(0.0, 1.0))
self.intervalDistr = intervalDistr if intervalDistr is not None else deref_opt(
_math_random_expovariate_Float(1.0))
self.name = name if name is not None else "-random-"
RandomWalk_Impl.__init__(self)
def __init__(self, queue ):
from marketsim.gen._out._observable._observablefloat import Observablefloat
Observablefloat.__init__(self)
self.queue = queue
BestPrice_Impl.__init__(self)
def __init__(self, queue):
from marketsim.gen._out._observable._observablefloat import Observablefloat
Observablefloat.__init__(self)
self.queue = queue
BestPrice_Impl.__init__(self)
def __init__(self):
Observablefloat.__init__(self)
self._lastTrade = None
def __init__(self):
from marketsim.gen._out._observable._observablefloat import Observablefloat
Observablefloat.__init__(self)
CurrentTime_Impl.__init__(self)
