def getImpl(self): from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableFloatFloat as _ops_Condition_IObservableBooleanIObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim import deref_opt return deref_opt( _ops_Condition_IObservableBooleanIObservableFloatFloat( deref_opt(_ops_Less_IObservableFloatFloat(self.x, self.y)), self.x, self.y))
def getImpl(self): from marketsim.gen._out._false import false_ as _false_ from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanBoolean as _ops_Condition_IObservableBooleanIObservableBooleanBoolean from marketsim.gen._out.ops._div import Div_IObservableFloatIObservableFloat as _ops_Div_IObservableFloatIObservableFloat from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanIObservableBoolean as _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat from marketsim.gen._out._constant import constant_Int as _constant_Int from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.trader._pershareprice import PerSharePrice_IAccount as _trader_PerSharePrice_IAccount from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import deref_opt return deref_opt( _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean( deref_opt( _ops_Greater_IObservableFloatFloat( deref_opt(_trader_Position_IAccount()), deref_opt(_constant_Int(0)))), deref_opt( _ops_Greater_IObservableFloatIObservableFloat( deref_opt(_trader_PerSharePrice_IAccount()), deref_opt( _ops_Div_IObservableFloatIObservableFloat( deref_opt( _orderbook_BestPrice_IOrderQueue( deref_opt( _orderbook_Asks_IOrderBook()))), deref_opt( _ops_Sub_FloatIObservableFloat( deref_opt(_constant_Int(1)), self.lossFactor)))))), deref_opt( _ops_Condition_IObservableBooleanIObservableBooleanBoolean( deref_opt( _ops_Less_IObservableFloatFloat( deref_opt(_trader_Position_IAccount()), deref_opt(_constant_Int(0)))), deref_opt( _ops_Less_IObservableFloatIObservableFloat( deref_opt(_trader_PerSharePrice_IAccount()), deref_opt( _ops_Mul_IObservableFloatIObservableFloat( deref_opt( _orderbook_BestPrice_IOrderQueue( deref_opt( _orderbook_Bids_IOrderBook( )))), deref_opt( _ops_Sub_FloatIObservableFloat( deref_opt(_constant_Int(1)), self.lossFactor)))))), deref_opt(_false_())))))
def getImpl(self): from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableFloatFloat as _ops_Condition_IObservableBooleanIObservableFloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableFloatIObservableFloat as _ops_Condition_IObservableBooleanIObservableFloatIObservableFloat return _ops_Condition_IObservableBooleanIObservableFloatIObservableFloat(_ops_Less_IObservableFloatFloat(self.depth,_constant_Float(0.0)),_ops_Mul_IObservableFloatIObservableFloat(self.depth,_orderbook_BestPrice_IOrderQueue(_orderbook_Asks_IOrderBook(self.book))),_ops_Condition_IObservableBooleanIObservableFloatFloat(_ops_Greater_IObservableFloatFloat(self.depth,_constant_Float(0.0)),_ops_Mul_IObservableFloatIObservableFloat(self.depth,_orderbook_BestPrice_IOrderQueue(_orderbook_Bids_IOrderBook(self.book))),_constant_Float(0.0)))
def getImpl(self): from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_ from marketsim.gen._out.side._buy import Buy_ as _side_Buy_ from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.orderbook.ask._price import Price_IOrderBook as _orderbook_ask_Price_IOrderBook from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideSide as _ops_Condition_IObservableBooleanSideSide from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideIObservableSide as _ops_Condition_IObservableBooleanSideIObservableSide from marketsim.gen._out.orderbook.bid._price import Price_IOrderBook as _orderbook_bid_Price_IOrderBook return _ops_Condition_IObservableBooleanSideIObservableSide( _ops_Greater_IObservableFloatFloat( _orderbook_bid_Price_IOrderBook(self.book), self.fv), _side_Sell_(), _ops_Condition_IObservableBooleanSideSide( _ops_Less_IObservableFloatFloat( _orderbook_ask_Price_IOrderBook(self.book), self.fv), _side_Buy_(), _side_Nothing_()))
def getImpl(self): from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_ from marketsim.gen._out.side._buy import Buy_ as _side_Buy_ from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideSide as _ops_Condition_IObservableBooleanSideSide from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideIObservableSide as _ops_Condition_IObservableBooleanSideIObservableSide return _ops_Condition_IObservableBooleanSideIObservableSide( _ops_Greater_IObservableFloatFloat(self.signal, _constant_Float( self.threshold)), _side_Buy_(), _ops_Condition_IObservableBooleanSideSide( _ops_Less_IObservableFloatFloat( self.signal, _constant_Float((0 - self.threshold))), _side_Sell_(), _side_Nothing_()))
def getImpl(self): from marketsim.gen._out._false import false_ as _false_ from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanBoolean as _ops_Condition_IObservableBooleanIObservableBooleanBoolean from marketsim.gen._out.ops._div import Div_IObservableFloatIObservableFloat as _ops_Div_IObservableFloatIObservableFloat from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanIObservableBoolean as _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat from marketsim.gen._out._constant import constant_Int as _constant_Int from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.trader._pershareprice import PerSharePrice_IAccount as _trader_PerSharePrice_IAccount from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import deref_opt return deref_opt(_ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean(deref_opt(_ops_Greater_IObservableFloatFloat(deref_opt(_trader_Position_IAccount()),deref_opt(_constant_Int(0)))),deref_opt(_ops_Greater_IObservableFloatIObservableFloat(deref_opt(_trader_PerSharePrice_IAccount()),deref_opt(_ops_Div_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook()))),deref_opt(_ops_Sub_FloatIObservableFloat(deref_opt(_constant_Int(1)),self.lossFactor)))))),deref_opt(_ops_Condition_IObservableBooleanIObservableBooleanBoolean(deref_opt(_ops_Less_IObservableFloatFloat(deref_opt(_trader_Position_IAccount()),deref_opt(_constant_Int(0)))),deref_opt(_ops_Less_IObservableFloatIObservableFloat(deref_opt(_trader_PerSharePrice_IAccount()),deref_opt(_ops_Mul_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook()))),deref_opt(_ops_Sub_FloatIObservableFloat(deref_opt(_constant_Int(1)),self.lossFactor)))))),deref_opt(_false_())))))
def getImpl(self): from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_ from marketsim.gen._out.side._buy import Buy_ as _side_Buy_ from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.orderbook.ask._price import Price_IOrderBook as _orderbook_ask_Price_IOrderBook from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideSide as _ops_Condition_IObservableBooleanSideSide from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideIObservableSide as _ops_Condition_IObservableBooleanSideIObservableSide from marketsim.gen._out.orderbook.bid._price import Price_IOrderBook as _orderbook_bid_Price_IOrderBook return _ops_Condition_IObservableBooleanSideIObservableSide(_ops_Greater_IObservableFloatFloat(_orderbook_bid_Price_IOrderBook(self.book),self.fv),_side_Sell_(),_ops_Condition_IObservableBooleanSideSide(_ops_Less_IObservableFloatFloat(_orderbook_ask_Price_IOrderBook(self.book),self.fv),_side_Buy_(),_side_Nothing_()))
def getImpl(self): from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableFloatFloat as _ops_Condition_IObservableBooleanIObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim import deref_opt return deref_opt(_ops_Condition_IObservableBooleanIObservableFloatFloat(deref_opt(_ops_Less_IObservableFloatFloat(self.x,self.y)),self.x,self.y))
def getImpl(self): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideSide as _ops_Condition_IObservableBooleanSideSide from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_ from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim.gen._out.side._buy import Buy_ as _side_Buy_ from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideIObservableSide as _ops_Condition_IObservableBooleanSideIObservableSide from marketsim.gen._out.strategy.side._book import book_strategysideFundamentalValue as _strategy_side_book_strategysideFundamentalValue from marketsim.gen._out.strategy.side._fundamental_value import Fundamental_Value_strategysideFundamentalValue as _strategy_side_Fundamental_Value_strategysideFundamentalValue from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import deref_opt return deref_opt(_ops_Condition_IObservableBooleanSideIObservableSide(deref_opt(_ops_Greater_IObservableFloatFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(deref_opt(_strategy_side_book_strategysideFundamentalValue(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysideFundamentalValue(self.x)))),deref_opt(_side_Sell_()),deref_opt(_ops_Condition_IObservableBooleanSideSide(deref_opt(_ops_Less_IObservableFloatFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(deref_opt(_strategy_side_book_strategysideFundamentalValue(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysideFundamentalValue(self.x)))),deref_opt(_side_Buy_()),deref_opt(_side_Nothing_())))))