def __init__(self, orderFactory = None, eventGen = None): from marketsim.gen._out.order._limit import Limit_SideFloatFloat as _order_Limit_SideFloatFloat from marketsim import deref_opt from marketsim.gen._out.event._every import Every_Float as _event_Every_Float self.orderFactory = orderFactory if orderFactory is not None else deref_opt(_order_Limit_SideFloatFloat()) self.eventGen = eventGen if eventGen is not None else deref_opt(_event_Every_Float()) Generic_Impl.__init__(self)
def __init__(self, orderFactory = None, eventGen = None): from marketsim.gen._out.order._limit import Limit_SideFloatFloat as _order_Limit_SideFloatFloat from marketsim.gen._out.event._every import Every_Float as _event_Every_Float from marketsim import rtti self.orderFactory = orderFactory if orderFactory is not None else _order_Limit_SideFloatFloat() self.eventGen = eventGen if eventGen is not None else _event_Every_Float() rtti.check_fields(self) _Generic_Impl.__init__(self)
def __init__(self, orderFactory=None, eventGen=None): from marketsim.gen._out.order._limit import Limit_SideFloatFloat as _order_Limit_SideFloatFloat from marketsim import deref_opt from marketsim.gen._out.event._every import Every_Float as _event_Every_Float self.orderFactory = orderFactory if orderFactory is not None else deref_opt( _order_Limit_SideFloatFloat()) self.eventGen = eventGen if eventGen is not None else deref_opt( _event_Every_Float()) Generic_Impl.__init__(self)
def __init__(self, eventGen = None, orderFactory = None): from marketsim import _ from marketsim import rtti from marketsim.gen._out.order._curried._side_market import side_Market_Float as _order__curried_side_Market_Float from marketsim.gen._out.event._every import Every_Float as _event_Every_Float from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim import event self.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0)) self.orderFactory = orderFactory if orderFactory is not None else _order__curried_side_Market_Float() 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, eventGen = None, orderFactory = None, ewma_alpha = None): from marketsim import _ from marketsim import rtti from marketsim.gen._out.order._curried._side_market import side_Market_Float as _order__curried_side_Market_Float from marketsim.gen._out.event._every import Every_Float as _event_Every_Float from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim import event self.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0)) self.orderFactory = orderFactory if orderFactory is not None else _order__curried_side_Market_Float() self.ewma_alpha = ewma_alpha if ewma_alpha is not None else 0.15 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, eventGen = None, orderFactory = None, initialValue = None, priceDistr = 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.event._every import Every_Float as _event_Every_Float from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float from marketsim import event self.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0)) self.orderFactory = orderFactory if orderFactory is not None else _order__curried_sideprice_Limit_Float() 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) 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, eventGen = None, orderFactory = None, bookToDependOn = None, factor = None): from marketsim import _ from marketsim import rtti from marketsim.gen._out.order._curried._side_market import side_Market_Float as _order__curried_side_Market_Float from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount from marketsim.gen._out.event._every import Every_Float as _event_Every_Float from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim import event self.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0)) self.orderFactory = orderFactory if orderFactory is not None else _order__curried_side_Market_Float() self.bookToDependOn = bookToDependOn if bookToDependOn is not None else _orderbook_OfTrader_IAccount() self.factor = factor if factor is not None else 1.0 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, x = None, eventGen = None, orderFactory = None): from marketsim.gen._out.event._every import Every_Float as _event_Every_Float from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim.gen._out.event._event import Event from marketsim import _ from marketsim import event from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float from marketsim import deref_opt self.x = x if x is not None else deref_opt(_strategy_price_LiquidityProvider_FloatFloatIOrderBook()) self.eventGen = eventGen if eventGen is not None else deref_opt(_event_Every_Float(deref_opt(_math_random_expovariate_Float(1.0)))) self.orderFactory = orderFactory if orderFactory is not None else deref_opt(_order__curried_sideprice_Limit_Float()) self.impl = self.getImpl() self.on_order_created = Event() event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, initialValue = None, priceDistr = None, eventGen = None, orderFactory = None, side = 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.event._every import Every_Float as _event_Every_Float from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float from marketsim import event 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.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0)) self.orderFactory = orderFactory if orderFactory is not None else _order__curried_sideprice_Limit_Float() self.side = side if side is not None else _side_Sell_() 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, x=None, eventGen=None, orderFactory=None): from marketsim.gen._out.event._every import Every_Float as _event_Every_Float from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim.gen._out.event._event import Event from marketsim import _ from marketsim import event from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float from marketsim import deref_opt self.x = x if x is not None else deref_opt( _strategy_price_LiquidityProvider_FloatFloatIOrderBook()) self.eventGen = eventGen if eventGen is not None else deref_opt( _event_Every_Float(deref_opt(_math_random_expovariate_Float(1.0)))) self.orderFactory = orderFactory if orderFactory is not None else deref_opt( _order__curried_sideprice_Limit_Float()) self.impl = self.getImpl() self.on_order_created = Event() event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, eventGen=None, orderFactory=None, signal=None, threshold=None): from marketsim import _ from marketsim import rtti from marketsim.gen._out.order._curried._side_market import side_Market_Float as _order__curried_side_Market_Float from marketsim.gen._out.event._every import Every_Float as _event_Every_Float from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim import event self.eventGen = eventGen if eventGen is not None else _event_Every_Float( _math_random_expovariate_Float(1.0)) self.orderFactory = orderFactory if orderFactory is not None else _order__curried_side_Market_Float( ) self.signal = signal if signal is not None else _constant_Float(0.0) self.threshold = threshold if threshold is not None else 0.7 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, eventGen=None, orderFactory=None, alpha=None, timeframe=None, threshold=None): from marketsim import _ from marketsim import rtti from marketsim.gen._out.order._curried._side_market import side_Market_Float as _order__curried_side_Market_Float from marketsim.gen._out.event._every import Every_Float as _event_Every_Float from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim import event self.eventGen = eventGen if eventGen is not None else _event_Every_Float( _math_random_expovariate_Float(1.0)) self.orderFactory = orderFactory if orderFactory is not None else _order__curried_side_Market_Float( ) self.alpha = alpha if alpha is not None else (1.0 / 14) self.timeframe = timeframe if timeframe is not None else 1.0 self.threshold = threshold if threshold is not None else 30.0 rtti.check_fields(self) self.impl = self.getImpl() self.on_order_created = event.Event() event.subscribe(self.impl.on_order_created, _(self)._send, self)