def __init__(self, x = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.x = x if x is not None else _constant_Float(1.0)
rtti.check_fields(self)
def __init__(self, x=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.x = x if x is not None else _constant_Float(0.0)
rtti.check_fields(self)
def __init__(self, trader=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import rtti
Observablefloat.__init__(self)
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
Balance_Impl.__init__(self)
def __init__(self, queue = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import rtti
Observablefloat.__init__(self)
self.queue = queue if queue is not None else _orderbook_Asks_IOrderBook()
rtti.check_fields(self)
_BestPrice_Impl.__init__(self)
def __init__(self, trader = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import rtti
Observablefloat.__init__(self)
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
Balance_Impl.__init__(self)
def __init__(self, queue = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import rtti
Observablefloat.__init__(self)
self.queue = queue if queue is not None else _orderbook_Asks_IOrderBook()
rtti.check_fields(self)
_LastTradePrice_Impl.__init__(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 __init__(self, base=None, power=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.base = base if base is not None else _constant_Float(1.0)
self.power = power if power is not None else _constant_Float(1.0)
rtti.check_fields(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, 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 __init__(self, base = None, power = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.base = base if base is not None else _constant_Float(1.0)
self.power = power if power is not None else _constant_Float(1.0)
rtti.check_fields(self)
def __init__(self, trader=None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import _
from marketsim import rtti
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
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, x=None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.x = x if x is not None else _constant_Float(1.0)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None):
from marketsim import _
from marketsim import rtti
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._test.in1.in2._intobs import IntObs_ as __test_in1_in2_IntObs_
Observablefloat.__init__(self)
self.x = x if x is not None else __test_in1_in2_IntObs_()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, book = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
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()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None, dt=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.x = x if x is not None else _constant_Float(1.0)
self.dt = dt if dt is not None else 1.0
rtti.check_fields(self)
_OnEveryDt_Impl.__init__(self)
def __init__(self, x=None):
from marketsim import _
from marketsim import rtti
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._test.in1.in2._intobs import IntObs_ as __test_in1_in2_IntObs_
Observablefloat.__init__(self)
self.x = x if x is not None else __test_in1_in2_IntObs_()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, trader = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import _
from marketsim import rtti
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
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, 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, ticker=None, start=None, end=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim import rtti
Observablefloat.__init__(self)
self.ticker = ticker if ticker is not None else "^GSPC"
self.start = start if start is not None else "2001-1-1"
self.end = end if end is not None else "2010-1-1"
rtti.check_fields(self)
Quote_Impl.__init__(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, ticker = None, start = None, end = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim import rtti
Observablefloat.__init__(self)
self.ticker = ticker if ticker is not None else "^GSPC"
self.start = start if start is not None else "2001-1-1"
self.end = end if end is not None else "2010-1-1"
rtti.check_fields(self)
Quote_Impl.__init__(self)
def __init__(self, book = None, depth = None):
from marketsim.gen._out._observable import Observablefloat
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 import rtti
Observablefloat.__init__(self)
self.book = book if book is not None else _orderbook_OfTrader_IAccount()
self.depth = depth if depth is not None else _constant_Float(1.0)
rtti.check_fields(self)
CumulativePrice_Impl.__init__(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):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
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(
)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, book=None, depth=None):
from marketsim.gen._out._observable import Observablefloat
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 import rtti
Observablefloat.__init__(self)
self.book = book if book is not None else _orderbook_OfTrader_IAccount(
)
self.depth = depth if depth is not None else _constant_Float(1.0)
rtti.check_fields(self)
CumulativePrice_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, queue = None, defaultValue = 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
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
Observablefloat.__init__(self)
self.queue = queue if queue is not None else _orderbook_Asks_IOrderBook()
self.defaultValue = defaultValue if defaultValue is not None else _const_Float(100.0)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, alpha=None, k=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.alpha = alpha if alpha is not None else 0.15
self.k = k if k is not None else _const_Float(0.5)
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, cond = None, ifpart = None, elsepart = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._true import true_ as _true_
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.cond = cond if cond is not None else _true_()
self.ifpart = ifpart if ifpart is not None else _constant_Float(1.0)
self.elsepart = elsepart if elsepart is not None else _constant_Float(1.0)
rtti.check_fields(self)
_Condition_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, 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, timeframe = 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.alpha = alpha if alpha is not None else (1.0/14.0)
self.k = k if k is not None else _const_Float(-0.04)
self.timeframe = timeframe if timeframe is not None else 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, 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, queue=None, defaultValue=None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
Observablefloat.__init__(self)
self.queue = queue if queue is not None else _orderbook_Asks_IOrderBook(
)
self.defaultValue = defaultValue if defaultValue is not None else _constant_Float(
100.0)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, cond=None, ifpart=None, elsepart=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._true import true_ as _true_
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.cond = cond if cond is not None else _true_()
self.ifpart = ifpart if ifpart is not None else _constant_Float(1.0)
self.elsepart = elsepart if elsepart is not None else _constant_Float(
1.0)
rtti.check_fields(self)
_Condition_Impl.__init__(self)
def __init__(self, side = None, initialValue = None, priceDistr = None, book = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.math.random._lognormvariate import lognormvariate_FloatFloat as _math_random_lognormvariate_FloatFloat
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.side = side if side is not None else _side_Sell_()
self.initialValue = initialValue if initialValue is not None else 100.0
self.priceDistr = priceDistr if priceDistr is not None else _math_random_lognormvariate_FloatFloat(0.0,0.1)
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)
def __init__(self, initialValue = None, deltaDistr = None, intervalDistr = None, name = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.math.random._normalvariate import normalvariate_FloatFloat as _math_random_normalvariate_FloatFloat
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.initialValue = initialValue if initialValue is not None else 0.0
self.deltaDistr = deltaDistr if deltaDistr is not None else _math_random_normalvariate_FloatFloat(0.0,1.0)
self.intervalDistr = intervalDistr if intervalDistr is not None else _math_random_expovariate_Float(1.0)
self.name = name if name is not None else "-random-"
rtti.check_fields(self)
_RandomWalk_Impl.__init__(self)
def __init__(self,
side=None,
initialValue=None,
priceDistr=None,
book=None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.math.random._lognormvariate import lognormvariate_FloatFloat as _math_random_lognormvariate_FloatFloat
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.side = side if side is not None else _side_Sell_()
self.initialValue = initialValue if initialValue is not None else 100.0
self.priceDistr = priceDistr if priceDistr is not None else _math_random_lognormvariate_FloatFloat(
0.0, 0.1)
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)