def getImpl(self):
     from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable
     from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
     from marketsim.gen._out.trader._efficiency import Efficiency_IAccount as _trader_Efficiency_IAccount
     return _math_Derivative_IDifferentiable(
         _math_EW_Avg_IObservableFloatFloat(
             _trader_Efficiency_IAccount(self.trader), self.alpha))
Esempio n. 2
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 def getImpl(self):
     from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out.strategy.side._alpha import Alpha_strategysideTrendFollower as _strategy_side_Alpha_strategysideTrendFollower
     from marketsim.gen._out.strategy.side._book import Book_strategysideTrendFollower as _strategy_side_Book_strategysideTrendFollower
     from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
     from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable
     from marketsim import deref_opt
     return deref_opt(_math_Derivative_IDifferentiable(deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_Book_strategysideTrendFollower(self.x)))),deref_opt(_strategy_side_Alpha_strategysideTrendFollower(self.x))))))))
 def getImpl(self):
     from marketsim.gen._out.strategy.side._signal import Signal_FloatFloat as _strategy_side_Signal_FloatFloat
     from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable
     from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     return _strategy_side_Signal_FloatFloat(
         _math_Derivative_IDifferentiable(
             _math_EW_Avg_IObservableFloatFloat(
                 _orderbook_MidPrice_IOrderBook(self.book), self.alpha)),
         self.threshold)
Esempio n. 4
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 def getImpl(self):
     from marketsim.gen._out.trader._efficiency import Efficiency_IAccount as _trader_Efficiency_IAccount
     from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
     from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
     from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable
     from marketsim import deref_opt
     return deref_opt(
         _math_Derivative_IDifferentiable(
             deref_opt(
                 _math_Avg_mathEW(
                     deref_opt(
                         _math_EW_IObservableFloatFloat(
                             deref_opt(
                                 _trader_Efficiency_IAccount(self.trader)),
                             self.alpha))))))
    def getImpl(self):
        from marketsim.gen._out.trader._efficiency import Efficiency_IAccount as _trader_Efficiency_IAccount
        from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
        from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
        from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable
        from marketsim import deref_opt

        return deref_opt(
            _math_Derivative_IDifferentiable(
                deref_opt(
                    _math_Avg_mathEW(
                        deref_opt(
                            _math_EW_IObservableFloatFloat(
                                deref_opt(_trader_Efficiency_IAccount(self.trader)), self.alpha
                            )
                        )
                    )
                )
            )
        )
 def getImpl(self):
     from marketsim.gen._out.strategy.side._signal import Signal_FloatFloat as _strategy_side_Signal_FloatFloat
     from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable
     from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     return _strategy_side_Signal_FloatFloat(_math_Derivative_IDifferentiable(_math_EW_Avg_IObservableFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.alpha)),self.threshold)
 def getImpl(self):
     from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable
     from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
     from marketsim.gen._out.trader._efficiency import Efficiency_IAccount as _trader_Efficiency_IAccount
     return _math_Derivative_IDifferentiable(_math_EW_Avg_IObservableFloatFloat(_trader_Efficiency_IAccount(self.trader),self.alpha))