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.math._atan import Atan_Float as _math_Atan_Float
from marketsim.gen._out.math._pow import Pow_FloatFloat as _math_Pow_FloatFloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
return deref_opt(
_math_Atan_Float(
deref_opt(
_math_Pow_FloatFloat(deref_opt(_const_Float(self.base)),
self.f))))
def getImpl(self):
from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float
from marketsim.gen._out.math._pow import Pow_FloatFloat as _math_Pow_FloatFloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
return deref_opt(_math_Atan_Float(deref_opt(_math_Pow_FloatFloat(deref_opt(_const_Float(self.base)),self.f))))
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._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))))
