def __init__(self):
from marketsim.gen._out._side import Side
from marketsim.gen._out._observable._observableside import ObservableSide
ObservableSide.__init__(self)
Sell_Impl.__init__(self)
def __init__(self, x = None):
from marketsim import _
from marketsim.gen._out.strategy.side._fundamentalvalue import FundamentalValue_Float as _strategy_side_FundamentalValue_Float
from marketsim.gen._out._observable._observableside import ObservableSide
from marketsim import event
from marketsim.gen._out._side import Side
from marketsim import deref_opt
ObservableSide.__init__(self)
self.x = x if x is not None else deref_opt(_strategy_side_FundamentalValue_Float())
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.gen._out._observable._observableside import ObservableSide
from marketsim import event
from marketsim.gen._out._side import Side
from marketsim import deref_opt
ObservableSide.__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):
from marketsim import _
from marketsim.gen._out._observable._observableside import ObservableSide
from marketsim import event
from marketsim.gen._out.strategy.side._meanreversion import MeanReversion_Float as _strategy_side_MeanReversion_Float
from marketsim.gen._out._side import Side
from marketsim import deref_opt
ObservableSide.__init__(self)
self.x = x if x is not None else deref_opt(_strategy_side_MeanReversion_Float())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self):
from marketsim.gen._out._side import Side
from marketsim.gen._out._observable._observableside import ObservableSide
ObservableSide.__init__(self)
Buy_Impl.__init__(self)
