def __init__(self, x = None, y = None):
from marketsim.gen._out._observable._observablebool import Observablebool
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablebool.__init__(self)
self.x = x if x is not None else deref_opt(_const_Float(1.0))
self.y = y if y is not None else deref_opt(_const_Float(1.0))
Equal_Impl.__init__(self)
def __init__(self, x = None, y = None):
from marketsim.gen._out._observable._observablebool import Observablebool
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablebool.__init__(self)
self.x = x if x is not None else deref_opt(_const_Float(1.0))
self.y = y if y is not None else deref_opt(_const_Float(1.0))
Greater_Impl.__init__(self)
def __init__(self, x = None, y = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
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(_const_Float(1.0))
self.y = y if y is not None else deref_opt(_const_Float(1.0))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None, elsePart = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.x = x if x is not None else _const_Float(1.0)
self.elsePart = elsePart if elsePart is not None else _const_Float(1.0)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None, y=None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.x = x if x is not None else _const_Float(1.0)
self.y = y if y is not None else _const_Float(1.0)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None, y=None):
from marketsim.gen._out._observable import Observablebool
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim import rtti
Observablebool.__init__(self)
self.x = x if x is not None else _const_Float(1.0)
event.subscribe(self.x, self.fire, self)
self.y = y if y is not None else _const_Float(1.0)
event.subscribe(self.y, self.fire, self)
rtti.check_fields(self)
_LessEqual_Impl.__init__(self)
def __init__(self, x = None, y = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim import rtti
Observablefloat.__init__(self)
self.x = x if x is not None else _const_Float(1.0)
event.subscribe(self.x, self.fire, self)
self.y = y if y is not None else _const_Float(1.0)
event.subscribe(self.y, self.fire, self)
rtti.check_fields(self)
_Sub_Impl.__init__(self)
def __init__(self, cond = None, ifpart = None, elsepart = None):
from marketsim import rtti
from marketsim.gen._out._observabletrue import observableTrue_ as _observableTrue_
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.cond = cond if cond is not None else _observableTrue_()
event.subscribe(self.cond, self.fire, self)
self.ifpart = ifpart if ifpart is not None else _const_Float(1.0)
event.subscribe(self.ifpart, self.fire, self)
self.elsepart = elsepart if elsepart is not None else _const_Float(1.0)
event.subscribe(self.elsepart, self.fire, self)
rtti.check_fields(self)
_Condition_Impl.__init__(self)
def __init__(self, cond=None, ifpart=None, elsepart=None):
from marketsim import rtti
from marketsim.gen._out._observabletrue import observableTrue_ as _observableTrue_
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.cond = cond if cond is not None else _observableTrue_()
event.subscribe(self.cond, self.fire, self)
self.ifpart = ifpart if ifpart is not None else _const_Float(1.0)
event.subscribe(self.ifpart, self.fire, self)
self.elsepart = elsepart if elsepart is not None else _const_Float(1.0)
event.subscribe(self.elsepart, self.fire, self)
rtti.check_fields(self)
_Condition_Impl.__init__(self)
def __init__(self, alpha = None, k = None, trader = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
self.alpha = alpha if alpha is not None else 0.15
self.k = k if k is not None else deref_opt(_const_Float(0.5))
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
def __init__(self, x = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_const_Float(1.0))
Negate_Impl.__init__(self)
def __init__(self, source=None, alpha=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import rtti
self.source = source if source is not None else _const_Float(1.0)
self.alpha = alpha if alpha is not None else 0.015
rtti.check_fields(self)
EWMV_Impl.__init__(self)
def __init__(self, source = None, timeframe = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import rtti
self.source = source if source is not None else _const_Float(1.0)
self.timeframe = timeframe if timeframe is not None else 100.0
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, source=None, timeframe=None, alpha=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
self.source = source if source is not None else deref_opt(
_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
self.alpha = alpha if alpha is not None else 0.015
def __init__(self, floatingPrice = None, proto = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim.gen._out.order._curried._side_price_limit import side_price_Limit_Float as _order__curried_side_price_Limit_Float
from marketsim import rtti
self.floatingPrice = floatingPrice if floatingPrice is not None else _const_Float(10.0)
self.proto = proto if proto is not None else _order__curried_side_price_Limit_Float()
rtti.check_fields(self)
def __init__(self, floatingPrice = None, proto = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim.gen._out.order._curried._volume_price_limit import volume_price_Limit_Side as _order__curried_volume_price_Limit_Side
from marketsim import rtti
self.floatingPrice = floatingPrice if floatingPrice is not None else _const_Float(10.0)
self.proto = proto if proto is not None else _order__curried_volume_price_Limit_Side()
rtti.check_fields(self)
def __init__(self, x=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_const_Float(1.0))
Negate_Impl.__init__(self)
def __init__(self, source = None, alpha = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import rtti
self.source = source if source is not None else _const_Float(1.0)
self.alpha = alpha if alpha is not None else 0.015
rtti.check_fields(self)
EWMV_Impl.__init__(self)
def __init__(self, source = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(_const_Float(1.0))
BreaksAtChanges_Impl.__init__(self)
def __init__(self, alpha = None, k = None, timeframe = None, trader = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
self.alpha = alpha if alpha is not None else (1.0/14.0)
self.k = k if k is not None else deref_opt(_const_Float(-0.04))
self.timeframe = timeframe if timeframe is not None else 1.0
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
def __init__(self, alpha=None, k=None, trader=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
self.alpha = alpha if alpha is not None else 0.15
self.k = k if k is not None else deref_opt(_const_Float(0.5))
self.trader = trader if trader is not None else deref_opt(
_trader_SingleProxy_())
def __init__(self, proto=None, floatingPrice=None):
from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat
from marketsim import deref_opt
from marketsim.gen._out._const import const_Float as _const_Float
self.proto = proto if proto is not None else deref_opt(
_order__curried_price_Limit_SideFloat())
self.floatingPrice = floatingPrice if floatingPrice is not None else deref_opt(
_const_Float(10.0))
def __init__(self, source=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(
_const_Float(1.0))
BreaksAtChanges_Impl.__init__(self)
def __init__(self, x = None, slow = None, fast = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import rtti
self.x = x if x is not None else _const_Float(1.0)
self.slow = slow if slow is not None else 26.0
self.fast = fast if fast is not None else 12.0
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, x=None, slow=None, fast=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import rtti
self.x = x if x is not None else _const_Float(1.0)
self.slow = slow if slow is not None else 26.0
self.fast = fast if fast is not None else 12.0
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, source = None, graph = None, _digitsToShow = None, _smooth = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
from marketsim.gen._out.veusz._graph import Graph_String as _veusz_Graph_String
self.source = source if source is not None else deref_opt(_const_Float(0.0))
self.graph = graph if graph is not None else deref_opt(_veusz_Graph_String())
self._digitsToShow = _digitsToShow if _digitsToShow is not None else 4
self._smooth = _smooth if _smooth is not None else 1
ToRecord_Impl.__init__(self)
def __init__(self, source=None, timeframe=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
Lagged_Impl.__init__(self)
def __init__(self, source=None, timeframe=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(
_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
Lagged_Impl.__init__(self)
def __init__(self, source = None, timeframe = None):
from marketsim.gen._out._icandlestick import ICandleStick
from marketsim.gen._out._observable._observableicandlestick import ObservableICandleStick
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
ObservableICandleStick.__init__(self)
self.source = source if source is not None else deref_opt(_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
CandleSticks_Impl.__init__(self)
def __init__(self, alpha=None, k=None, timeframe=None, trader=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
self.alpha = alpha if alpha is not None else (1.0 / 14.0)
self.k = k if k is not None else deref_opt(_const_Float(-0.04))
self.timeframe = timeframe if timeframe is not None else 1.0
self.trader = trader if trader is not None else deref_opt(
_trader_SingleProxy_())
def __init__(self, lossFactor = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim.gen._out._observable._observablebool import Observablebool
from marketsim import event
from marketsim import deref_opt
Observablebool.__init__(self)
self.lossFactor = lossFactor if lossFactor is not None else deref_opt(_const_Float(0.2))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim import rtti
Observablefloat.__init__(self)
self.x = x if x is not None else _const_Float(1.0)
event.subscribe(self.x, self.fire, self)
rtti.check_fields(self)
_Negate_Impl.__init__(self)
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 __init__(self, source = None, graph = None, _digitsToShow = None, _smooth = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim.gen._out.veusz._graph import Graph_String as _veusz_Graph_String
from marketsim import rtti
self.source = source if source is not None else _const_Float(0.0)
self.graph = graph if graph is not None else _veusz_Graph_String()
self._digitsToShow = _digitsToShow if _digitsToShow is not None else 4
self._smooth = _smooth if _smooth is not None else 1
rtti.check_fields(self)
_ToRecord_Impl.__init__(self)
def __init__(self, source = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim import rtti
Observablefloat.__init__(self)
self.source = source if source is not None else _const_Float(1.0)
event.subscribe(self.source, self.fire, self)
rtti.check_fields(self)
_BreaksAtChanges_Impl.__init__(self)
def __init__(self, source=None, timeframe=None):
from marketsim.gen._out._icandlestick import ICandleStick
from marketsim.gen._out._observable._observableicandlestick import ObservableICandleStick
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
ObservableICandleStick.__init__(self)
self.source = source if source is not None else deref_opt(
_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
CandleSticks_Impl.__init__(self)
def __init__(self, lossFactor=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim.gen._out._observable._observablebool import Observablebool
from marketsim import event
from marketsim import deref_opt
Observablebool.__init__(self)
self.lossFactor = lossFactor if lossFactor is not None else deref_opt(
_const_Float(0.2))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, source = None, timeframe = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, source=None, timeframe=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim import rtti
Observablefloat.__init__(self)
self.source = source if source is not None else _const_Float(1.0)
event.subscribe(self.source, self.fire, self)
self.timeframe = timeframe if timeframe is not None else 100.0
rtti.check_fields(self)
Min_Impl.__init__(self)
def __init__(self, book = None, depth = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
Observablefloat.__init__(self)
self.book = book if book is not None else deref_opt(_orderbook_OfTrader_IAccount())
self.depth = depth if depth is not None else deref_opt(_const_Float(1.0))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, source = None, timeframe = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.source = source if source is not None else _const_Float(1.0)
self.timeframe = timeframe if timeframe is not None else 10.0
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, queue = None, defaultValue = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
Observablefloat.__init__(self)
self.queue = queue if queue is not None else deref_opt(_orderbook_Asks_IOrderBook())
self.defaultValue = defaultValue if defaultValue is not None else deref_opt(_const_Float(100.0))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, source=None, timeframe=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(
_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, floatingPrice = None, proto = None):
from marketsim import rtti
from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim.gen._intrinsic.order.meta.floating_price import Factory_Impl
from marketsim import event
Factory_Impl.__init__(self)
self.floatingPrice = floatingPrice if floatingPrice is not None else _const_Float(10.0)
event.subscribe(self.floatingPrice, self.fire, self)
self.proto = proto if proto is not None else _order__curried_price_Limit_SideFloat()
rtti.check_fields(self)
def __init__(self, source = None, epsilon = None):
from marketsim import rtti
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.source = source if source is not None else _const_Float(1.0)
event.subscribe(self.source, self.fire, self)
self.epsilon = epsilon if epsilon is not None else _constant_Float(0.01)
rtti.check_fields(self)
MaxEpsilon_Impl.__init__(self)
def __init__(self, book = None, depth = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.book = book if book is not None else _orderbook_OfTrader_IAccount()
self.depth = depth if depth is not None else _const_Float(1.0)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, source = None, timeframe = None):
from marketsim import rtti
from marketsim.gen._out._observable import ObservableICandleStick
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._icandlestick import ICandleStick
ObservableICandleStick.__init__(self)
self.source = source if source is not None else _const_Float(1.0)
event.subscribe(self.source, self.fire, self)
self.timeframe = timeframe if timeframe is not None else 10.0
rtti.check_fields(self)
CandleSticks_Impl.__init__(self)
def __init__(self, signal=None, threshold=None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._side import Side
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.signal = signal if signal is not None else _const_Float(0.0)
self.threshold = threshold if threshold is not None else 0.7
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, orderFactory = None, alpha = None, k = None):
from marketsim.gen._out.order._curried._signedvolume_marketsigned import signedVolume_MarketSigned_ as _order__curried_signedVolume_MarketSigned_
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
self.orderFactory = orderFactory if orderFactory is not None else _order__curried_signedVolume_MarketSigned_()
self.alpha = alpha if alpha is not None else 0.15
self.k = k if k is not None else _const_Float(0.5)
rtti.check_fields(self)
self.impl = self.getImpl()
self.on_order_created = event.Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, inner = None, lossFactor = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim.gen._out.strategy.price._laddermm import LadderMM_SideFloatIObservableIOrderInt as _strategy_price_LadderMM_SideFloatIObservableIOrderInt
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim import deref_opt
self.inner = inner if inner is not None else deref_opt(_strategy_price_LadderMM_SideFloatIObservableIOrderInt())
self.lossFactor = lossFactor if lossFactor is not None else deref_opt(_const_Float(0.2))
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, desiredPosition = None, trader = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.desiredPosition = desiredPosition if desiredPosition is not None else _const_Float(1.0)
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self,
source=None,
graph=None,
_digitsToShow=None,
_smooth=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim.gen._out.veusz._graph import Graph_String as _veusz_Graph_String
from marketsim import rtti
self.source = source if source is not None else _const_Float(0.0)
self.graph = graph if graph is not None else _veusz_Graph_String()
self._digitsToShow = _digitsToShow if _digitsToShow is not None else 4
self._smooth = _smooth if _smooth is not None else 1
rtti.check_fields(self)
_ToRecord_Impl.__init__(self)
def __init__(self, source=None, epsilon=None):
from marketsim import rtti
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.source = source if source is not None else _const_Float(1.0)
event.subscribe(self.source, self.fire, self)
self.epsilon = epsilon if epsilon is not None else _constant_Float(
0.01)
rtti.check_fields(self)
MaxEpsilon_Impl.__init__(self)
def __init__(self, fv = None, book = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim.gen._out._side import Side
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.fv = fv if fv is not None else _const_Float(200.0)
self.book = book if book is not None else _orderbook_OfTrader_IAccount()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
