def __call__(self, side=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.order._curried._price_withexpiry import price_WithExpiry side = side if side is not None else _side_Sell_() expiry = self.expiry proto = self.proto return price_WithExpiry(expiry, proto(side))
def __call__(self, side=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.order._stoploss import StopLoss side = side if side is not None else _side_Sell_() maxloss = self.maxloss proto = self.proto return StopLoss(maxloss, proto(side))
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.order._floatingprice import FloatingPrice side = side if side is not None else _side_Sell_() floatingPrice = self.floatingPrice proto = self.proto return FloatingPrice(floatingPrice, proto(side))
def __init__(self, side=None, volume=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out._constant import constant_Float as _constant_Float self.side = side if side is not None else deref_opt(_side_Sell_()) self.volume = volume if volume is not None else deref_opt(_constant_Float(1.0))
def __init__(self, book = None, side = None): from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount from marketsim import deref_opt from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ self.book = book if book is not None else deref_opt(_orderbook_OfTrader_IAccount()) self.side = side if side is not None else deref_opt(_side_Sell_()) Queue_Impl.__init__(self)
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.order._curried._price_floatingprice import price_FloatingPrice side = side if side is not None else _side_Sell_() floatingPrice = self.floatingPrice proto = self.proto return price_FloatingPrice(floatingPrice, proto(side))
def __call__(self, side=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._peg import Peg side = side if side is not None else deref_opt(_side_Sell_()) proto = self.proto return Peg(proto(side))
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.order._withexpiry import WithExpiry side = side if side is not None else _side_Sell_() expiry = self.expiry proto = self.proto return WithExpiry(expiry, proto(side))
def __init__(self, side = None, volume = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.side = side if side is not None else _side_Sell_() self.volume = volume if volume is not None else _constant_Float(1.0) rtti.check_fields(self)
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._curried._price_peg import price_Peg side = side if side is not None else deref_opt(_side_Sell_()) proto = self.proto return price_Peg(proto(side))
def getImpl(self): from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float from marketsim.gen._out.side._buy import Buy_ as _side_Buy_ from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float from marketsim.gen._out._constant import constant_Int as _constant_Int from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat 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.order._floatingprice import FloatingPrice_IObservableFloatFloatIObservableIOrder as _order_FloatingPrice_IObservableFloatFloatIObservableIOrder from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.strategy._combine import Combine_ISingleAssetStrategyISingleAssetStrategy as _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat from marketsim.gen._out.event._after import After_Float as _event_After_Float from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat return _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy( _strategy_Generic_IObservableIOrderIEvent( _order_Iceberg_IObservableIOrderFloat( _order_FloatingPrice_IObservableFloatFloatIObservableIOrder( _observable_BreaksAtChanges_IObservableFloat( _observable_OnEveryDt_FloatFloat( _ops_Div_IObservableFloatFloat( _orderbook_SafeSidePrice_IOrderQueueFloat( _orderbook_Asks_IOrderBook(), _constant_Float((100 + self.delta))), _math_Exp_Float( _ops_Div_FloatFloat( _math_Atan_Float( _trader_Position_IAccount()), _constant_Int(1000)))), 0.9)), _order__curried_price_Limit_SideFloat( _side_Sell_(), _constant_Float( (self.volume * 1000)))), _constant_Float(self.volume)), _event_After_Float(_constant_Float(0.0))), _strategy_Generic_IObservableIOrderIEvent( _order_Iceberg_IObservableIOrderFloat( _order_FloatingPrice_IObservableFloatFloatIObservableIOrder( _observable_BreaksAtChanges_IObservableFloat( _observable_OnEveryDt_FloatFloat( _ops_Div_IObservableFloatFloat( _orderbook_SafeSidePrice_IOrderQueueFloat( _orderbook_Bids_IOrderBook(), _constant_Float((100 - self.delta))), _math_Exp_Float( _ops_Div_FloatFloat( _math_Atan_Float( _trader_Position_IAccount()), _constant_Int(1000)))), 0.9)), _order__curried_price_Limit_SideFloat( _side_Buy_(), _constant_Float( (self.volume * 1000)))), _constant_Float(self.volume)), _event_After_Float(_constant_Float(0.0))))
def __init__(self, side=None, volume=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.side = side if side is not None else _side_Sell_() self.volume = volume if volume is not None else _constant_Float(1.0) rtti.check_fields(self)
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.order._curried._price_iceberg import price_Iceberg side = side if side is not None else _side_Sell_() proto = self.proto lotSize = self.lotSize return price_Iceberg(proto(side), lotSize)
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.order._stoploss import StopLoss side = side if side is not None else _side_Sell_() maxloss = self.maxloss proto = self.proto return StopLoss(maxloss, proto(side))
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._curried._price_limit import price_Limit side = side if side is not None else deref_opt(_side_Sell_()) volume = self.volume return price_Limit(side, volume)
def __call__(self, side=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._curried._price_immediateorcancel import price_ImmediateOrCancel side = side if side is not None else deref_opt(_side_Sell_()) proto = self.proto return price_ImmediateOrCancel(proto(side))
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._market import Market side = side if side is not None else deref_opt(_side_Sell_()) volume = self.volume return Market(side, volume)
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.order._limit import Limit side = side if side is not None else _side_Sell_() price = self.price volume = self.volume return Limit(side, price, volume)
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._curried._price_immediateorcancel import price_ImmediateOrCancel side = side if side is not None else deref_opt(_side_Sell_()) proto = self.proto return price_ImmediateOrCancel(proto(side))
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._fixedbudget import FixedBudget side = side if side is not None else deref_opt(_side_Sell_()) budget = self.budget return FixedBudget(side, budget)
def __init__(self, side=None, volume=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out._constant import constant_Float as _constant_Float self.side = side if side is not None else deref_opt(_side_Sell_()) self.volume = volume if volume is not None else deref_opt( _constant_Float(1.0))
def __call__(self, side=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._iceberg import Iceberg side = side if side is not None else deref_opt(_side_Sell_()) proto = self.proto lotSize = self.lotSize return Iceberg(proto(side), lotSize)
def __call__(self, side=None, volume=None): 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.order._curried._price_immediateorcancel import price_ImmediateOrCancel side = side if side is not None else _side_Sell_() volume = volume if volume is not None else _constant_Float(1.0) proto = self.proto return price_ImmediateOrCancel(proto(side, volume))
def __call__(self, side=None, volume=None): 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.order._peg import Peg side = side if side is not None else _side_Sell_() volume = volume if volume is not None else _constant_Float(1.0) proto = self.proto return Peg(proto(side, volume))
def __call__(self, side = None,volume = None): 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.order._limit import Limit side = side if side is not None else _side_Sell_() volume = volume if volume is not None else _constant_Float(1.0) price = self.price return Limit(side, price, volume)
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._floatingprice import FloatingPrice side = side if side is not None else deref_opt(_side_Sell_()) proto = self.proto floatingPrice = self.floatingPrice return FloatingPrice(proto(side), floatingPrice)
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._iceberg import Iceberg side = side if side is not None else deref_opt(_side_Sell_()) proto = self.proto lotSize = self.lotSize return Iceberg(proto(side), lotSize)
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._withexpiry import WithExpiry side = side if side is not None else deref_opt(_side_Sell_()) proto = self.proto expiry = self.expiry return WithExpiry(proto(side), expiry)
def __init__(self, book=None, side=None): from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount from marketsim import deref_opt from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ self.book = book if book is not None else deref_opt( _orderbook_OfTrader_IAccount()) self.side = side if side is not None else deref_opt(_side_Sell_()) Queue_Impl.__init__(self)
def __call__(self, side=None, price=None): 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.order._limit import Limit side = side if side is not None else _side_Sell_() price = price if price is not None else _constant_Float(100.0) volume = self.volume return Limit(side, price, volume)
def __call__(self, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._stoploss import StopLoss side = side if side is not None else deref_opt(_side_Sell_()) proto = self.proto maxloss = self.maxloss return StopLoss(proto(side), maxloss)
def __call__(self, side = None,volume = None): 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.order._curried._price_peg import price_Peg side = side if side is not None else _side_Sell_() volume = volume if volume is not None else _constant_Float(1.0) proto = self.proto return price_Peg(proto(side,volume))
def __call__(self, side=None, volume=None): 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.order._curried._price_limit import price_Limit side = side if side is not None else _side_Sell_() volume = volume if volume is not None else _constant_Float(1.0) return price_Limit(side, volume)
def __init__(self, orderFactory = None, initialSize = None, side = None): from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float from marketsim import deref_opt from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ self.orderFactory = orderFactory if orderFactory is not None else deref_opt(_order__curried_sideprice_Limit_Float()) self.initialSize = initialSize if initialSize is not None else 10 self.side = side if side is not None else deref_opt(_side_Sell_()) OneSide_Impl.__init__(self)
def __call__(self, side=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out.order._withexpiry import WithExpiry side = side if side is not None else deref_opt(_side_Sell_()) proto = self.proto expiry = self.expiry return WithExpiry(proto(side), expiry)
def __call__(self, side = None,price = None): 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.order._immediateorcancel import ImmediateOrCancel side = side if side is not None else _side_Sell_() price = price if price is not None else _constant_Float(100.0) proto = self.proto return ImmediateOrCancel(proto(side,price))
def __call__(self, side=None, price=None): 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.order._stoploss import StopLoss side = side if side is not None else _side_Sell_() price = price if price is not None else _constant_Float(100.0) maxloss = self.maxloss proto = self.proto return StopLoss(maxloss, proto(side, price))
def __call__(self, side = None,volume = None): 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.order._stoploss import StopLoss side = side if side is not None else _side_Sell_() volume = volume if volume is not None else _constant_Float(1.0) maxloss = self.maxloss proto = self.proto return StopLoss(maxloss, proto(side,volume))
def __call__(self, side = None,volume = None): 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.order._floatingprice import FloatingPrice side = side if side is not None else _side_Sell_() volume = volume if volume is not None else _constant_Float(1.0) floatingPrice = self.floatingPrice proto = self.proto return FloatingPrice(floatingPrice, proto(side,volume))
def __init__(self, side = None, volume = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._iorder import IOrder from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out._observable._observableiorder import ObservableIOrder from marketsim import deref_opt ObservableIOrder.__init__(self) self.side = side if side is not None else deref_opt(_side_Sell_()) self.volume = volume if volume is not None else deref_opt(_constant_Float(1.0))
def __call__(self, side = None,price = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._limit import Limit side = side if side is not None else deref_opt(_side_Sell_()) price = price if price is not None else deref_opt(_constant_Float(100.0)) volume = self.volume return Limit(side, price, volume)
def __call__(self, side = None,volume = None): 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.order._withexpiry import WithExpiry side = side if side is not None else _side_Sell_() volume = volume if volume is not None else _constant_Float(1.0) expiry = self.expiry proto = self.proto return WithExpiry(expiry, proto(side,volume))
def __init__(self, orderFactory=None, initialSize=None, side=None): from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float from marketsim import deref_opt from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ self.orderFactory = orderFactory if orderFactory is not None else deref_opt( _order__curried_sideprice_Limit_Float()) self.initialSize = initialSize if initialSize is not None else 10 self.side = side if side is not None else deref_opt(_side_Sell_()) OneSide_Impl.__init__(self)
def __call__(self, side = None,volume = None): 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.order._curried._price_stoploss import price_StopLoss side = side if side is not None else _side_Sell_() volume = volume if volume is not None else _constant_Float(1.0) maxloss = self.maxloss proto = self.proto return price_StopLoss(maxloss, proto(side,volume))
def __call__(self, side=None, price=None): 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.order._iceberg import Iceberg side = side if side is not None else _side_Sell_() price = price if price is not None else _constant_Float(100.0) proto = self.proto lotSize = self.lotSize return Iceberg(proto(side, price), lotSize)
def __call__(self, side=None, volume=None): 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.order._curried._price_iceberg import price_Iceberg side = side if side is not None else _side_Sell_() volume = volume if volume is not None else _constant_Float(1.0) proto = self.proto lotSize = self.lotSize return price_Iceberg(proto(side, volume), lotSize)
def __call__(self, side=None, volume=None): 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.order._floatingprice import FloatingPrice side = side if side is not None else _side_Sell_() volume = volume if volume is not None else _constant_Float(1.0) floatingPrice = self.floatingPrice proto = self.proto return FloatingPrice(floatingPrice, proto(side, volume))
def __call__(self, side = None,price = None): 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.order._iceberg import Iceberg side = side if side is not None else _side_Sell_() price = price if price is not None else _constant_Float(100.0) proto = self.proto lotSize = self.lotSize return Iceberg(proto(side,price), lotSize)
def __init__(self, side = None, price = None, volume = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._iorder import IOrder from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out._observable._observableiorder import ObservableIOrder from marketsim import deref_opt ObservableIOrder.__init__(self) self.side = side if side is not None else deref_opt(_side_Sell_()) self.price = price if price is not None else deref_opt(_constant_Float(100.0)) self.volume = volume if volume is not None else deref_opt(_constant_Float(1.0))
def __call__(self, side = None,price = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._stoploss import StopLoss side = side if side is not None else deref_opt(_side_Sell_()) price = price if price is not None else deref_opt(_constant_Float(100.0)) proto = self.proto maxloss = self.maxloss return StopLoss(proto(side,price), maxloss)
def __call__(self, side = None,price = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import deref_opt from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._withexpiry import WithExpiry side = side if side is not None else deref_opt(_side_Sell_()) price = price if price is not None else deref_opt(_constant_Float(100.0)) proto = self.proto expiry = self.expiry return WithExpiry(proto(side,price), expiry)
def __init__(self, x = None, side = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim import _ from marketsim import event from marketsim.gen._out._observable._observablefloat import Observablefloat from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook from marketsim import deref_opt Observablefloat.__init__(self) self.x = x if x is not None else deref_opt(_strategy_price_LiquidityProvider_FloatFloatIOrderBook()) self.side = side if side is not None else deref_opt(_side_Sell_()) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)