def __init__(self, x = None):
from marketsim import _
from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None):
from marketsim import _
from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(
_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader(
))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None, orderFactory = None):
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader
from marketsim import event
from marketsim.gen._out.order._curried._signedvolume_marketsigned import signedVolume_MarketSigned_ as _order__curried_signedVolume_MarketSigned_
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader())
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(_order__curried_signedVolume_MarketSigned_())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, x=None, orderFactory=None):
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader
from marketsim import event
from marketsim.gen._out.order._curried._signedvolume_marketsigned import signedVolume_MarketSigned_ as _order__curried_signedVolume_MarketSigned_
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(
_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader(
))
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(
_order__curried_signedVolume_MarketSigned_())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, x = None):
from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader())
def __init__(self, x = None):
from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader())
def getImpl(self):
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader
return _strategy_Generic_IObservableIOrderIEvent(self.orderFactory(_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader(self.alpha,self.k)))
