def __init__(self, strategies = None, account = None, performance = None): from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_ from marketsim import deref_opt from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float self.strategies = strategies if strategies is not None else [deref_opt(_strategy_Empty_())] self.account = account if account is not None else deref_opt(_strategy_account_inner_inner_VirtualMarket_()) self.performance = performance if performance is not None else deref_opt(_strategy_weight_trader_trader_TraderEfficiencyTrend_Float()) ChooseTheBest_Impl.__init__(self)
def __init__(self, strategies = None, account = None, performance = None): from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float from marketsim import rtti self.strategies = strategies if strategies is not None else [_strategy_Noise_IEventSideIObservableIOrder()] self.account = account if account is not None else _strategy_account_inner_inner_VirtualMarket_() self.performance = performance if performance is not None else _strategy_weight_trader_trader_TraderEfficiencyTrend_Float() rtti.check_fields(self) _ChooseTheBest_Impl.__init__(self)
def __init__(self, strategies = None, account = None, weight = None, normalizer = None, corrector = None): from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim.gen._out.strategy.weight.array._array_identityl import array_IdentityL_ as _strategy_weight_array_array_IdentityL_ from marketsim.gen._out.strategy.weight.f._f_atanpow import f_AtanPow_Float as _strategy_weight_f_f_AtanPow_Float from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_ from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float from marketsim import deref_opt self.strategies = strategies if strategies is not None else [deref_opt(_strategy_Empty_())] self.account = account if account is not None else deref_opt(_strategy_account_inner_inner_VirtualMarket_()) self.weight = weight if weight is not None else deref_opt(_strategy_weight_trader_trader_TraderEfficiencyTrend_Float()) self.normalizer = normalizer if normalizer is not None else deref_opt(_strategy_weight_f_f_AtanPow_Float()) self.corrector = corrector if corrector is not None else deref_opt(_strategy_weight_array_array_IdentityL_()) MultiarmedBandit2_Impl.__init__(self)
def __init__(self, strategies=None, account=None, performance=None): from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_ from marketsim import deref_opt from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float self.strategies = strategies if strategies is not None else [ deref_opt(_strategy_Empty_()) ] self.account = account if account is not None else deref_opt( _strategy_account_inner_inner_VirtualMarket_()) self.performance = performance if performance is not None else deref_opt( _strategy_weight_trader_trader_TraderEfficiencyTrend_Float()) ChooseTheBest_Impl.__init__(self)
def __init__(self, strategies=None, account=None, performance=None): from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float from marketsim import rtti self.strategies = strategies if strategies is not None else [ _strategy_Noise_IEventSideIObservableIOrder() ] self.account = account if account is not None else _strategy_account_inner_inner_VirtualMarket_( ) self.performance = performance if performance is not None else _strategy_weight_trader_trader_TraderEfficiencyTrend_Float( ) rtti.check_fields(self) _ChooseTheBest_Impl.__init__(self)
def __init__(self, strategies = None, account = None, weight = None, normalizer = None, corrector = None): from marketsim import rtti from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim.gen._out.strategy.weight.f._f_atanpow import f_AtanPow_Float as _strategy_weight_f_f_AtanPow_Float from marketsim.gen._out.strategy.weight.array._array_identityl import array_IdentityL_ as _strategy_weight_array_array_IdentityL_ self.strategies = strategies if strategies is not None else [_strategy_Noise_IEventSideIObservableIOrder()] self.account = account if account is not None else _strategy_account_inner_inner_VirtualMarket_() self.weight = weight if weight is not None else _strategy_weight_trader_trader_TraderEfficiencyTrend_Float() self.normalizer = normalizer if normalizer is not None else _strategy_weight_f_f_AtanPow_Float() self.corrector = corrector if corrector is not None else _strategy_weight_array_array_IdentityL_() rtti.check_fields(self) _MultiarmedBandit2_Impl.__init__(self)
def __init__(self, inner = None, account = None, performance = None): from marketsim import _ from marketsim import rtti from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim import event self.inner = inner if inner is not None else _strategy_Noise_IEventSideIObservableIOrder() self.account = account if account is not None else _strategy_account_inner_inner_VirtualMarket_() self.performance = performance if performance is not None else _strategy_weight_trader_trader_TraderEfficiencyTrend_Float() 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, inner = None, account = None, performance = None): from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim.gen._out.event._event import Event from marketsim import _ from marketsim import event from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_ from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float from marketsim import deref_opt self.inner = inner if inner is not None else deref_opt(_strategy_Empty_()) self.account = account if account is not None else deref_opt(_strategy_account_inner_inner_VirtualMarket_()) self.performance = performance if performance is not None else deref_opt(_strategy_weight_trader_trader_TraderEfficiencyTrend_Float()) self.impl = self.getImpl() self.on_order_created = Event() event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, inner=None, account=None, performance=None): from marketsim import _ from marketsim import rtti from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim import event self.inner = inner if inner is not None else _strategy_Noise_IEventSideIObservableIOrder( ) self.account = account if account is not None else _strategy_account_inner_inner_VirtualMarket_( ) self.performance = performance if performance is not None else _strategy_weight_trader_trader_TraderEfficiencyTrend_Float( ) 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, inner=None, account=None, performance=None): from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim.gen._out.event._event import Event from marketsim import _ from marketsim import event from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_ from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float from marketsim import deref_opt self.inner = inner if inner is not None else deref_opt( _strategy_Empty_()) self.account = account if account is not None else deref_opt( _strategy_account_inner_inner_VirtualMarket_()) self.performance = performance if performance is not None else deref_opt( _strategy_weight_trader_trader_TraderEfficiencyTrend_Float()) self.impl = self.getImpl() self.on_order_created = Event() event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, strategies=None, account=None, weight=None, normalizer=None, corrector=None): from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import ( inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_, ) from marketsim.gen._out.strategy.weight.array._array_identityl import ( array_IdentityL_ as _strategy_weight_array_array_IdentityL_, ) from marketsim.gen._out.strategy.weight.f._f_atanpow import ( f_AtanPow_Float as _strategy_weight_f_f_AtanPow_Float, ) from marketsim.gen._out.strategy._empty import Empty_ as _strategy_Empty_ from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import ( trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float, ) from marketsim import deref_opt self.strategies = strategies if strategies is not None else [deref_opt(_strategy_Empty_())] self.account = account if account is not None else deref_opt(_strategy_account_inner_inner_VirtualMarket_()) self.weight = ( weight if weight is not None else deref_opt(_strategy_weight_trader_trader_TraderEfficiencyTrend_Float()) ) self.normalizer = normalizer if normalizer is not None else deref_opt(_strategy_weight_f_f_AtanPow_Float()) self.corrector = corrector if corrector is not None else deref_opt(_strategy_weight_array_array_IdentityL_()) MultiarmedBandit2_Impl.__init__(self)
def virtualMarket(): from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim import rtti return _strategy_account_inner_inner_VirtualMarket_() raise Exception('Cannot find suitable overload for virtualMarket(' + + ')')
def virtualMarket(): from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim import rtti return _strategy_account_inner_inner_VirtualMarket_() raise Exception('Cannot find suitable overload for virtualMarket('++')')