コード例 #1
0
 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_())))))
コード例 #2
0
 def getImpl(self):
     from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableFloatIObservableFloat as _ops_Condition_IObservableBooleanIObservableFloatIObservableFloat
     from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat
     from marketsim import deref_opt
     return deref_opt(
         _ops_Condition_IObservableBooleanIObservableFloatIObservableFloat(
             deref_opt(
                 _ops_Less_IObservableFloatIObservableFloat(self.x,
                                                            self.y)),
             self.x, self.y))
コード例 #3
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_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat
     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_IObservableFloatIObservableFloat(
             _orderbook_bid_Price_IOrderBook(self.book), self.fv),
         _side_Sell_(),
         _ops_Condition_IObservableBooleanSideSide(
             _ops_Less_IObservableFloatIObservableFloat(
                 _orderbook_ask_Price_IOrderBook(self.book), self.fv),
             _side_Buy_(), _side_Nothing_()))
コード例 #4
0
 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_())))))
コード例 #5
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 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_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat
     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_IObservableFloatIObservableFloat(_orderbook_bid_Price_IOrderBook(self.book),self.fv),_side_Sell_(),_ops_Condition_IObservableBooleanSideSide(_ops_Less_IObservableFloatIObservableFloat(_orderbook_ask_Price_IOrderBook(self.book),self.fv),_side_Buy_(),_side_Nothing_()))
コード例 #6
0
ファイル: _min.py プロジェクト: SemanticBeeng/marketsimulator
 def getImpl(self):
     from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableFloatIObservableFloat as _ops_Condition_IObservableBooleanIObservableFloatIObservableFloat
     from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Condition_IObservableBooleanIObservableFloatIObservableFloat(deref_opt(_ops_Less_IObservableFloatIObservableFloat(self.x,self.y)),self.x,self.y))
コード例 #7
0
 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.side._nothing import Nothing_ as _side_Nothing_
     from marketsim.gen._out.strategy.side._fundamental_value import Fundamental_Value_strategysidePairTrading as _strategy_side_Fundamental_Value_strategysidePairTrading
     from marketsim.gen._out.strategy.side._book import book_strategysidePairTrading as _strategy_side_book_strategysidePairTrading
     from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
     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._condition import Condition_IObservableBooleanSideIObservableSide as _ops_Condition_IObservableBooleanSideIObservableSide
     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_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(deref_opt(_strategy_side_book_strategysidePairTrading(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysidePairTrading(self.x)))),deref_opt(_side_Sell_()),deref_opt(_ops_Condition_IObservableBooleanSideSide(deref_opt(_ops_Less_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(deref_opt(_strategy_side_book_strategysidePairTrading(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysidePairTrading(self.x)))),deref_opt(_side_Buy_()),deref_opt(_side_Nothing_())))))