def getImpl(self):
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionBollinger_linear as _strategy_position_Alpha_strategypositionBollinger_linear
     from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out.strategy.position._k import K_strategypositionBollinger_linear as _strategy_position_K_strategypositionBollinger_linear
     from marketsim.gen._out.strategy.position._trader import Trader_strategypositionBollinger_linear as _strategy_position_Trader_strategypositionBollinger_linear
     from marketsim.gen._out.math._relstddev import RelStdDev_mathEW as _math_RelStdDev_mathEW
     from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
     from marketsim import deref_opt
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     return deref_opt(
         _ops_Mul_IObservableFloatIObservableFloat(
             deref_opt(
                 _observable_OnEveryDt_FloatFloat(
                     deref_opt(
                         _math_RelStdDev_mathEW(
                             deref_opt(
                                 _math_EW_IObservableFloatFloat(
                                     deref_opt(
                                         _orderbook_MidPrice_IOrderBook(
                                             deref_opt(
                                                 _orderbook_OfTrader_IAccount(
                                                     deref_opt(
                                                         _strategy_position_Trader_strategypositionBollinger_linear(
                                                             self.x)))))),
                                     deref_opt(
                                         _strategy_position_Alpha_strategypositionBollinger_linear(
                                             self.x)))))), 1.0)),
             deref_opt(
                 _strategy_position_K_strategypositionBollinger_linear(
                     self.x))))
 def getImpl(self):
     from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
     from marketsim.gen._out.orderbook._lasttradevolume import LastTradeVolume_IOrderQueue as _orderbook_LastTradeVolume_IOrderQueue
     from marketsim.gen._out.orderbook._lasttradeprice import LastTradePrice_IOrderQueue as _orderbook_LastTradePrice_IOrderQueue
     from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
     from marketsim import deref_opt
     return deref_opt(
         _ops_Div_FloatFloat(
             deref_opt(
                 _math_Avg_mathEW(
                     deref_opt(
                         _math_EW_IObservableFloatFloat(
                             deref_opt(
                                 _ops_Mul_IObservableFloatIObservableFloat(
                                     deref_opt(
                                         _orderbook_LastTradePrice_IOrderQueue(
                                             self.queue)),
                                     deref_opt(
                                         _orderbook_LastTradeVolume_IOrderQueue(
                                             self.queue)))), self.alpha)))),
             deref_opt(
                 _math_Avg_mathEW(
                     deref_opt(
                         _math_EW_IObservableFloatFloat(
                             deref_opt(
                                 _orderbook_LastTradeVolume_IOrderQueue(
                                     self.queue)), self.alpha))))))
 def getImpl(self):
     from marketsim.gen._out.orderbook._lasttradeprice import LastTradePrice_IOrderQueue as _orderbook_LastTradePrice_IOrderQueue
     from marketsim.gen._out.orderbook._lasttradevolume import LastTradeVolume_IOrderQueue as _orderbook_LastTradeVolume_IOrderQueue
     from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
     from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     return _ops_Div_FloatFloat(_math_EW_Avg_IObservableFloatFloat(_ops_Mul_IObservableFloatIObservableFloat(_orderbook_LastTradePrice_IOrderQueue(self.queue),_orderbook_LastTradeVolume_IOrderQueue(self.queue)),self.alpha),_math_EW_Avg_IObservableFloatFloat(_orderbook_LastTradeVolume_IOrderQueue(self.queue),self.alpha))
 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.math._rsi import RSI_IOrderBookFloatFloat as _math_RSI_IOrderBookFloatFloat
     from marketsim.gen._out.strategy.position._desiredposition import DesiredPosition_IObservableFloatISingleAssetTrader as _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     return _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader(_ops_Mul_IObservableFloatIObservableFloat(_observable_OnEveryDt_FloatFloat(_ops_Sub_FloatFloat(_constant_Float(50.0),_math_RSI_IOrderBookFloatFloat(_orderbook_OfTrader_IAccount(self.trader),self.timeframe,self.alpha)),1.0),self.k),self.trader)
 def getImpl(self):
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionBollinger_linear as _strategy_position_Alpha_strategypositionBollinger_linear
     from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out.strategy.position._k import K_strategypositionBollinger_linear as _strategy_position_K_strategypositionBollinger_linear
     from marketsim.gen._out.strategy.position._trader import Trader_strategypositionBollinger_linear as _strategy_position_Trader_strategypositionBollinger_linear
     from marketsim.gen._out.math._relstddev import RelStdDev_mathEW as _math_RelStdDev_mathEW
     from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
     from marketsim import deref_opt
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     return deref_opt(_ops_Mul_IObservableFloatIObservableFloat(deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_math_RelStdDev_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_orderbook_OfTrader_IAccount(deref_opt(_strategy_position_Trader_strategypositionBollinger_linear(self.x)))))),deref_opt(_strategy_position_Alpha_strategypositionBollinger_linear(self.x)))))),1.0)),deref_opt(_strategy_position_K_strategypositionBollinger_linear(self.x))))
 def getImpl(self):
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out.strategy.position._desiredposition import DesiredPosition_IObservableFloatISingleAssetTrader as _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     from marketsim.gen._out.math.EW._relstddev import RelStdDev_IObservableFloatFloat as _math_EW_RelStdDev_IObservableFloatFloat
     from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     return _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader(
         _ops_Mul_IObservableFloatIObservableFloat(
             _observable_OnEveryDt_FloatFloat(
                 _math_EW_RelStdDev_IObservableFloatFloat(
                     _orderbook_MidPrice_IOrderBook(
                         _orderbook_OfTrader_IAccount(self.trader)),
                     self.alpha), 1.0), self.k), self.trader)
 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.strategy.position._k import K_strategypositionRSI_linear as _strategy_position_K_strategypositionRSI_linear
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     from marketsim.gen._out.strategy.position._trader import Trader_strategypositionRSI_linear as _strategy_position_Trader_strategypositionRSI_linear
     from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
     from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionRSI_linear as _strategy_position_Alpha_strategypositionRSI_linear
     from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
     from marketsim.gen._out.strategy.position._timeframe import Timeframe_strategypositionRSI_linear as _strategy_position_Timeframe_strategypositionRSI_linear
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.math._value import Value_mathRSI as _math_Value_mathRSI
     from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat
     from marketsim import deref_opt
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     return deref_opt(_ops_Mul_IObservableFloatIObservableFloat(deref_opt(_ops_Sub_FloatIObservableFloat(deref_opt(_constant_Float(50.0)),deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_math_Value_mathRSI(deref_opt(_math_RSI_IObservableFloatFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_orderbook_OfTrader_IAccount(deref_opt(_strategy_position_Trader_strategypositionRSI_linear(self.x)))))),deref_opt(_strategy_position_Timeframe_strategypositionRSI_linear(self.x)),deref_opt(_strategy_position_Alpha_strategypositionRSI_linear(self.x)))))),1.0)))),deref_opt(_strategy_position_K_strategypositionRSI_linear(self.x))))
Exemple #10
0
 def getImpl(self):
     from marketsim.gen._out.math._rsi import RSI_IOrderBookFloatFloat as _math_RSI_IOrderBookFloatFloat
     from marketsim.gen._out.strategy.position._desiredposition import DesiredPosition_IObservableFloatISingleAssetTrader as _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     return _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader(
         _ops_Mul_IObservableFloatIObservableFloat(
             _observable_OnEveryDt_FloatFloat(
                 _ops_Sub_FloatFloat(
                     _constant_Float(50.0),
                     _math_RSI_IOrderBookFloatFloat(
                         _orderbook_OfTrader_IAccount(self.trader),
                         self.timeframe, self.alpha)), 1.0), self.k),
         self.trader)
 def getImpl(self):
     from marketsim.gen._out.strategy.position._k import K_strategypositionRSI_linear as _strategy_position_K_strategypositionRSI_linear
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     from marketsim.gen._out.strategy.position._trader import Trader_strategypositionRSI_linear as _strategy_position_Trader_strategypositionRSI_linear
     from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
     from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionRSI_linear as _strategy_position_Alpha_strategypositionRSI_linear
     from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
     from marketsim.gen._out.strategy.position._timeframe import Timeframe_strategypositionRSI_linear as _strategy_position_Timeframe_strategypositionRSI_linear
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.math._value import Value_mathRSI as _math_Value_mathRSI
     from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat
     from marketsim import deref_opt
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     return deref_opt(
         _ops_Mul_IObservableFloatIObservableFloat(
             deref_opt(
                 _ops_Sub_FloatIObservableFloat(
                     deref_opt(_constant_Float(50.0)),
                     deref_opt(
                         _observable_OnEveryDt_FloatFloat(
                             deref_opt(
                                 _math_Value_mathRSI(
                                     deref_opt(
                                         _math_RSI_IObservableFloatFloatFloat(
                                             deref_opt(
                                                 _orderbook_MidPrice_IOrderBook(
                                                     deref_opt(
                                                         _orderbook_OfTrader_IAccount(
                                                             deref_opt(
                                                                 _strategy_position_Trader_strategypositionRSI_linear(
                                                                     self.x)
                                                             ))))),
                                             deref_opt(
                                                 _strategy_position_Timeframe_strategypositionRSI_linear(
                                                     self.x)),
                                             deref_opt(
                                                 _strategy_position_Alpha_strategypositionRSI_linear(
                                                     self.x)))))), 1.0)))),
             deref_opt(
                 _strategy_position_K_strategypositionRSI_linear(self.x))))
 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))))))
Exemple #14
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 def getImpl(self):
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     return _ops_Mul_IObservableFloatIObservableFloat(self.x, self.x)
Exemple #15
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 def getImpl(self):
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Mul_IObservableFloatIObservableFloat(self.x,self.x))