def __init__(self, x = None, orderFactory = None):
from marketsim.gen._out.strategy.position._rsi_linear import RSI_linear_FloatIObservableFloatFloatISingleAssetTrader as _strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim.gen._out.order._curried._signedvolume_marketsigned import signedVolume_MarketSigned_ as _order__curried_signedVolume_MarketSigned_
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(_strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader())
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(_order__curried_signedVolume_MarketSigned_())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, orderFactory = None, alpha = None, k = None):
from marketsim.gen._out.order._curried._signedvolume_marketsigned import signedVolume_MarketSigned_ as _order__curried_signedVolume_MarketSigned_
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
self.orderFactory = orderFactory if orderFactory is not None else _order__curried_signedVolume_MarketSigned_()
self.alpha = alpha if alpha is not None else 0.15
self.k = k if k is not None else _const_Float(0.5)
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, orderFactory=None):
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear_FloatIObservableFloatISingleAssetTrader as _strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader
from marketsim import event
from marketsim.gen._out.order._curried._signedvolume_marketsigned import signedVolume_MarketSigned_ as _order__curried_signedVolume_MarketSigned_
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(
_strategy_position_Bollinger_linear_FloatIObservableFloatISingleAssetTrader(
))
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(
_order__curried_signedVolume_MarketSigned_())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def MarketSigned():
from marketsim.gen._out.order._curried._signedvolume_marketsigned import signedVolume_MarketSigned_ as _order__curried_signedVolume_MarketSigned_
from marketsim import rtti
return _order__curried_signedVolume_MarketSigned_()
raise Exception('Cannot find suitable overload for MarketSigned('++')')
def MarketSigned():
from marketsim.gen._out.order._curried._signedvolume_marketsigned import signedVolume_MarketSigned_ as _order__curried_signedVolume_MarketSigned_
from marketsim import rtti
return _order__curried_signedVolume_MarketSigned_()
raise Exception('Cannot find suitable overload for MarketSigned(' + + ')')
