def getImpl(self):
from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_
from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
from marketsim.gen._out.ops._condition import Condition_BooleanSideSide as _ops_Condition_BooleanSideSide
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._less import Less_FloatFloat as _ops_Less_FloatFloat
return _ops_Condition_BooleanSideSide(
_ops_Greater_FloatFloat(self.signal,
_constant_Float(self.threshold)),
_side_Buy_(),
_ops_Condition_BooleanSideSide(
_ops_Less_FloatFloat(self.signal,
_constant_Float((0 - self.threshold))),
_side_Sell_(), _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_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_()))
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_()))
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_())))))
def getImpl(self):
from marketsim.gen._out.strategy.side._signal_value import Signal_Value_strategysideSignal as _strategy_side_Signal_Value_strategysideSignal
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out.ops._condition import Condition_BooleanSideSide as _ops_Condition_BooleanSideSide
from marketsim.gen._out.strategy.side._threshold import Threshold_strategysideSignal as _strategy_side_Threshold_strategysideSignal
from marketsim.gen._out.ops._less import Less_FloatFloat as _ops_Less_FloatFloat
from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat
from marketsim import deref_opt
return deref_opt(_ops_Condition_BooleanSideSide(deref_opt(_ops_Greater_FloatFloat(deref_opt(_strategy_side_Signal_Value_strategysideSignal(self.x)),deref_opt(_constant_Float(deref_opt(_strategy_side_Threshold_strategysideSignal(self.x)))))),deref_opt(_side_Buy_()),deref_opt(_ops_Condition_BooleanSideSide(deref_opt(_ops_Less_FloatFloat(deref_opt(_strategy_side_Signal_Value_strategysideSignal(self.x)),deref_opt(_constant_Float((0-deref_opt(_strategy_side_Threshold_strategysideSignal(self.x))))))),deref_opt(_side_Sell_()),deref_opt(_side_Nothing_())))))
