def getImpl(self):
from marketsim.gen._out._false import false_ as _false_
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanBoolean as _ops_Condition_IObservableBooleanIObservableBooleanBoolean
from marketsim.gen._out.ops._div import Div_IObservableFloatIObservableFloat as _ops_Div_IObservableFloatIObservableFloat
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanIObservableBoolean as _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
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.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
from marketsim.gen._out.trader._pershareprice import PerSharePrice_IAccount as _trader_PerSharePrice_IAccount
from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat
from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat
from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat
from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat
from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
return deref_opt(
_ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean(
deref_opt(
_ops_Greater_IObservableFloatFloat(
deref_opt(_trader_Position_IAccount()),
deref_opt(_constant_Int(0)))),
deref_opt(
_ops_Greater_IObservableFloatIObservableFloat(
deref_opt(_trader_PerSharePrice_IAccount()),
deref_opt(
_ops_Div_IObservableFloatIObservableFloat(
deref_opt(
_orderbook_BestPrice_IOrderQueue(
deref_opt(
_orderbook_Asks_IOrderBook()))),
deref_opt(
_ops_Sub_FloatIObservableFloat(
deref_opt(_constant_Int(1)),
self.lossFactor)))))),
deref_opt(
_ops_Condition_IObservableBooleanIObservableBooleanBoolean(
deref_opt(
_ops_Less_IObservableFloatFloat(
deref_opt(_trader_Position_IAccount()),
deref_opt(_constant_Int(0)))),
deref_opt(
_ops_Less_IObservableFloatIObservableFloat(
deref_opt(_trader_PerSharePrice_IAccount()),
deref_opt(
_ops_Mul_IObservableFloatIObservableFloat(
deref_opt(
_orderbook_BestPrice_IOrderQueue(
deref_opt(
_orderbook_Bids_IOrderBook(
)))),
deref_opt(
_ops_Sub_FloatIObservableFloat(
deref_opt(_constant_Int(1)),
self.lossFactor)))))),
deref_opt(_false_())))))
def getImpl(self):
from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat
from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out.orderbook.ask._price import Price_IOrderBook as _orderbook_ask_Price_IOrderBook
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideSide as _ops_Condition_IObservableBooleanSideSide
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideIObservableSide as _ops_Condition_IObservableBooleanSideIObservableSide
from marketsim.gen._out.orderbook.bid._price import Price_IOrderBook as _orderbook_bid_Price_IOrderBook
return _ops_Condition_IObservableBooleanSideIObservableSide(_ops_Greater_IObservableFloatFloat(_orderbook_bid_Price_IOrderBook(self.book),self.fv),_side_Sell_(),_ops_Condition_IObservableBooleanSideSide(_ops_Less_IObservableFloatFloat(_orderbook_ask_Price_IOrderBook(self.book),self.fv),_side_Buy_(),_side_Nothing_()))
def getImpl(self):
from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat
from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out.orderbook.ask._price import Price_IOrderBook as _orderbook_ask_Price_IOrderBook
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideSide as _ops_Condition_IObservableBooleanSideSide
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideIObservableSide as _ops_Condition_IObservableBooleanSideIObservableSide
from marketsim.gen._out.orderbook.bid._price import Price_IOrderBook as _orderbook_bid_Price_IOrderBook
return _ops_Condition_IObservableBooleanSideIObservableSide(
_ops_Greater_IObservableFloatFloat(
_orderbook_bid_Price_IOrderBook(self.book), self.fv),
_side_Sell_(),
_ops_Condition_IObservableBooleanSideSide(
_ops_Less_IObservableFloatFloat(
_orderbook_ask_Price_IOrderBook(self.book), self.fv),
_side_Buy_(), _side_Nothing_()))
def getImpl(self):
from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat
from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_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.ops._condition import Condition_IObservableBooleanSideSide as _ops_Condition_IObservableBooleanSideSide
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideIObservableSide as _ops_Condition_IObservableBooleanSideIObservableSide
return _ops_Condition_IObservableBooleanSideIObservableSide(
_ops_Greater_IObservableFloatFloat(self.signal,
_constant_Float(
self.threshold)),
_side_Buy_(),
_ops_Condition_IObservableBooleanSideSide(
_ops_Less_IObservableFloatFloat(
self.signal, _constant_Float((0 - self.threshold))),
_side_Sell_(), _side_Nothing_()))
def getImpl(self):
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableFloatIObservableFloat as _ops_Condition_IObservableBooleanIObservableFloatIObservableFloat
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
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.ops._condition import Condition_IObservableBooleanIObservableFloatFloat as _ops_Condition_IObservableBooleanIObservableFloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
return deref_opt(
_ops_Condition_IObservableBooleanIObservableFloatIObservableFloat(
deref_opt(
_ops_Less_IObservableFloatFloat(
self.depth, deref_opt(_constant_Float(0.0)))),
deref_opt(
_ops_Mul_IObservableFloatIObservableFloat(
self.depth,
deref_opt(
_orderbook_BestPrice_IOrderQueue(
deref_opt(_orderbook_Asks_IOrderBook(
self.book)))))),
deref_opt(
_ops_Condition_IObservableBooleanIObservableFloatFloat(
deref_opt(
_ops_Greater_IObservableFloatFloat(
self.depth, deref_opt(_constant_Float(0.0)))),
deref_opt(
_ops_Mul_IObservableFloatIObservableFloat(
self.depth,
deref_opt(
_orderbook_BestPrice_IOrderQueue(
deref_opt(
_orderbook_Bids_IOrderBook(
self.book)))))),
deref_opt(_constant_Float(0.0))))))
def getImpl(self):
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableFloatFloat as _ops_Condition_IObservableBooleanIObservableFloatFloat
from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat
from marketsim import deref_opt
return deref_opt(_ops_Condition_IObservableBooleanIObservableFloatFloat(deref_opt(_ops_Greater_IObservableFloatFloat(self.x,self.y)),self.x,self.y))
def getImpl(self):
from marketsim.gen._out._false import false_ as _false_
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanBoolean as _ops_Condition_IObservableBooleanIObservableBooleanBoolean
from marketsim.gen._out.ops._div import Div_IObservableFloatIObservableFloat as _ops_Div_IObservableFloatIObservableFloat
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanIObservableBoolean as _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
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.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
from marketsim.gen._out.trader._pershareprice import PerSharePrice_IAccount as _trader_PerSharePrice_IAccount
from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat
from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat
from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat
from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat
from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
return deref_opt(_ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean(deref_opt(_ops_Greater_IObservableFloatFloat(deref_opt(_trader_Position_IAccount()),deref_opt(_constant_Int(0)))),deref_opt(_ops_Greater_IObservableFloatIObservableFloat(deref_opt(_trader_PerSharePrice_IAccount()),deref_opt(_ops_Div_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook()))),deref_opt(_ops_Sub_FloatIObservableFloat(deref_opt(_constant_Int(1)),self.lossFactor)))))),deref_opt(_ops_Condition_IObservableBooleanIObservableBooleanBoolean(deref_opt(_ops_Less_IObservableFloatFloat(deref_opt(_trader_Position_IAccount()),deref_opt(_constant_Int(0)))),deref_opt(_ops_Less_IObservableFloatIObservableFloat(deref_opt(_trader_PerSharePrice_IAccount()),deref_opt(_ops_Mul_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook()))),deref_opt(_ops_Sub_FloatIObservableFloat(deref_opt(_constant_Int(1)),self.lossFactor)))))),deref_opt(_false_())))))
def getImpl(self):
from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableFloatIObservableFloat as _ops_Condition_IObservableBooleanIObservableFloatIObservableFloat
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
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.ops._condition import Condition_IObservableBooleanIObservableFloatFloat as _ops_Condition_IObservableBooleanIObservableFloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
return deref_opt(_ops_Condition_IObservableBooleanIObservableFloatIObservableFloat(deref_opt(_ops_Less_IObservableFloatFloat(self.depth,deref_opt(_constant_Float(0.0)))),deref_opt(_ops_Mul_IObservableFloatIObservableFloat(self.depth,deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(self.book)))))),deref_opt(_ops_Condition_IObservableBooleanIObservableFloatFloat(deref_opt(_ops_Greater_IObservableFloatFloat(self.depth,deref_opt(_constant_Float(0.0)))),deref_opt(_ops_Mul_IObservableFloatIObservableFloat(self.depth,deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(self.book)))))),deref_opt(_constant_Float(0.0))))))
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.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_strategysideFundamentalValue as _strategy_side_book_strategysideFundamentalValue
from marketsim.gen._out.strategy.side._fundamental_value import Fundamental_Value_strategysideFundamentalValue as _strategy_side_Fundamental_Value_strategysideFundamentalValue
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_strategysideFundamentalValue(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysideFundamentalValue(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_strategysideFundamentalValue(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysideFundamentalValue(self.x)))),deref_opt(_side_Buy_()),deref_opt(_side_Nothing_())))))
