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._sub import Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat
from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
return _ops_Sub_IObservableFloatIObservableFloat(
_orderbook_BestPrice_IOrderQueue(
_orderbook_Asks_IOrderBook(self.book)),
_orderbook_BestPrice_IOrderQueue(
_orderbook_Bids_IOrderBook(self.book)))
def getImpl(self):
from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
from marketsim.gen._out.ops._add import Add_IObservableFloatIObservableFloat as _ops_Add_IObservableFloatIObservableFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
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.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
return _ops_Div_IObservableFloatFloat(
_ops_Add_IObservableFloatIObservableFloat(
_orderbook_BestPrice_IOrderQueue(
_orderbook_Asks_IOrderBook(self.book)),
_orderbook_BestPrice_IOrderQueue(
_orderbook_Bids_IOrderBook(self.book))),
_constant_Float(2.0))
def getImpl(self):
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._sub import (
Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat,
)
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
return deref_opt(
_ops_Sub_IObservableFloatIObservableFloat(
deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(self.book)))),
deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(self.book)))),
)
)
def getImpl(self):
from marketsim.gen._out.orderbook._lastprice import LastPrice_IOrderQueue as _orderbook_LastPrice_IOrderQueue
from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
from marketsim.gen._out._ifdefined import IfDefined_IObservableFloatFloat as _IfDefined_IObservableFloatFloat
from marketsim.gen._out._ifdefined import IfDefined_IObservableFloatIObservableFloat as _IfDefined_IObservableFloatIObservableFloat
from marketsim import deref_opt
return deref_opt(_IfDefined_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(self.queue)),deref_opt(_IfDefined_IObservableFloatFloat(deref_opt(_orderbook_LastPrice_IOrderQueue(self.queue)),self.defaultValue))))
def getImpl(self):
from marketsim.gen._out._ifdefined import IfDefined_IObservableFloatIObservableFloat as _IfDefined_IObservableFloatIObservableFloat
from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
from marketsim.gen._out.orderbook._lastprice import LastPrice_IOrderQueue as _orderbook_LastPrice_IOrderQueue
return _IfDefined_IObservableFloatIObservableFloat(
_orderbook_BestPrice_IOrderQueue(self.queue),
_IfDefined_IObservableFloatIObservableFloat(
_orderbook_LastPrice_IOrderQueue(self.queue),
self.defaultValue))
def getImpl(self):
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._less import Less_FloatFloat as _ops_Less_FloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatIObservableFloat as _ops_Condition_BooleanIObservableFloatIObservableFloat
from marketsim.gen._out.ops._mul import Mul_FloatIObservableFloat as _ops_Mul_FloatIObservableFloat
from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatFloat as _ops_Condition_BooleanIObservableFloatFloat
from marketsim import deref_opt
return deref_opt(
_ops_Condition_BooleanIObservableFloatIObservableFloat(
deref_opt(
_ops_Less_FloatFloat(self.depth,
deref_opt(_constant_Float(0.0)))),
deref_opt(
_ops_Mul_FloatIObservableFloat(
self.depth,
deref_opt(
_orderbook_BestPrice_IOrderQueue(
deref_opt(_orderbook_Asks_IOrderBook(
self.book)))))),
deref_opt(
_ops_Condition_BooleanIObservableFloatFloat(
deref_opt(
_ops_Greater_FloatFloat(
self.depth, deref_opt(_constant_Float(0.0)))),
deref_opt(
_ops_Mul_FloatIObservableFloat(
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.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._add import Add_IObservableFloatIObservableFloat as _ops_Add_IObservableFloatIObservableFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
return deref_opt(_ops_Div_IObservableFloatFloat(deref_opt(_ops_Add_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(self.book)))),deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(self.book)))))),deref_opt(_constant_Float(2.0))))
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.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
return _orderbook_BestPrice_IOrderQueue(_orderbook_Asks_IOrderBook(self.book))
def getImpl(self):
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._less import Less_FloatFloat as _ops_Less_FloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatIObservableFloat as _ops_Condition_BooleanIObservableFloatIObservableFloat
from marketsim.gen._out.ops._mul import Mul_FloatIObservableFloat as _ops_Mul_FloatIObservableFloat
from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatFloat as _ops_Condition_BooleanIObservableFloatFloat
from marketsim import deref_opt
return deref_opt(_ops_Condition_BooleanIObservableFloatIObservableFloat(deref_opt(_ops_Less_FloatFloat(self.depth,deref_opt(_constant_Float(0.0)))),deref_opt(_ops_Mul_FloatIObservableFloat(self.depth,deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(self.book)))))),deref_opt(_ops_Condition_BooleanIObservableFloatFloat(deref_opt(_ops_Greater_FloatFloat(self.depth,deref_opt(_constant_Float(0.0)))),deref_opt(_ops_Mul_FloatIObservableFloat(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.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
return _orderbook_BestPrice_IOrderQueue(
_orderbook_Bids_IOrderBook(self.book))
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.side._nothing import Nothing_ as _side_Nothing_
from marketsim.gen._out.strategy.side._fundamental_value import Fundamental_Value_strategysidePairTrading as _strategy_side_Fundamental_Value_strategysidePairTrading
from marketsim.gen._out.strategy.side._book import book_strategysidePairTrading as _strategy_side_book_strategysidePairTrading
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
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._condition import Condition_IObservableBooleanSideIObservableSide as _ops_Condition_IObservableBooleanSideIObservableSide
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_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(deref_opt(_strategy_side_book_strategysidePairTrading(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysidePairTrading(self.x)))),deref_opt(_side_Sell_()),deref_opt(_ops_Condition_IObservableBooleanSideSide(deref_opt(_ops_Less_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(deref_opt(_strategy_side_book_strategysidePairTrading(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysidePairTrading(self.x)))),deref_opt(_side_Buy_()),deref_opt(_side_Nothing_())))))
