def __init__(self, maxloss = None, proto = None):
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._curried._sidevolume_price_limit import sidevolume_price_Limit_ as _order__curried_sidevolume_price_Limit_
from marketsim import rtti
self.maxloss = maxloss if maxloss is not None else _constant_Float(0.1)
self.proto = proto if proto is not None else _order__curried_sidevolume_price_Limit_()
rtti.check_fields(self)
def __init__(self, trader = None, alpha = None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import rtti
self.trader = trader if trader is not None else _trader_SingleProxy_()
self.alpha = alpha if alpha is not None else 0.15
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, queue = None, alpha = None):
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import rtti
self.queue = queue if queue is not None else _orderbook_Asks_IOrderBook()
self.alpha = alpha if alpha is not None else 0.15
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, intervalFunc=None):
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import rtti
self.intervalFunc = intervalFunc if intervalFunc is not None else _math_random_expovariate_Float(
1.0)
rtti.check_fields(self)
_Every_Impl.__init__(self)
def __init__(self, A = None, B = None):
from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder
from marketsim import rtti
self.A = A if A is not None else _strategy_Noise_IEventSideIObservableIOrder()
self.B = B if B is not None else _strategy_Noise_IEventSideIObservableIOrder()
rtti.check_fields(self)
_Combine_Impl.__init__(self)
def __init__(self, source=None, alpha=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import rtti
self.source = source if source is not None else _const_Float(1.0)
self.alpha = alpha if alpha is not None else 0.015
rtti.check_fields(self)
EWMV_Impl.__init__(self)
def __init__(self, inner=None):
from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder
from marketsim import rtti
self.inner = inner if inner is not None else _strategy_Noise_IEventSideIObservableIOrder(
)
rtti.check_fields(self)
_Account_Impl.__init__(self)
def __init__(self, proto = None, lotSize = None):
from marketsim.gen._out.order._curried._sidevolume_price_limit import sidevolume_price_Limit_ as _order__curried_sidevolume_price_Limit_
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
self.proto = proto if proto is not None else _order__curried_sidevolume_price_Limit_()
self.lotSize = lotSize if lotSize is not None else _constant_Float(10.0)
rtti.check_fields(self)
def __init__(self, source = None, alpha = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import rtti
self.source = source if source is not None else _const_Float(1.0)
self.alpha = alpha if alpha is not None else 0.015
rtti.check_fields(self)
EWMV_Impl.__init__(self)
def __init__(self, book=None):
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim import rtti
self.book = book if book is not None else _orderbook_OfTrader_IAccount(
)
rtti.check_fields(self)
_Bids_Impl.__init__(self)
def __init__(self):
from marketsim.gen._out._observable import Observablebool
from marketsim import rtti
Observablebool.__init__(self)
rtti.check_fields(self)
_False_Impl.__init__(self)
def __init__(self, source = None, timeframe = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import rtti
self.source = source if source is not None else _const_Float(1.0)
self.timeframe = timeframe if timeframe is not None else 100.0
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, f = None, base = None):
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
self.f = f if f is not None else _constant_Float(1.0)
self.base = base if base is not None else 1.002
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, cancellationIntervalDistr=None):
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim import rtti
self.cancellationIntervalDistr = cancellationIntervalDistr if cancellationIntervalDistr is not None else _math_random_expovariate_Float(
1.0)
rtti.check_fields(self)
_Canceller_Impl.__init__(self)
def __init__(self):
from marketsim.gen._out._observable import Observablebool
from marketsim import rtti
Observablebool.__init__(self)
rtti.check_fields(self)
_True_Impl.__init__(self)
def __init__(self, floatingPrice = None, proto = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim.gen._out.order._curried._side_price_limit import side_price_Limit_Float as _order__curried_side_price_Limit_Float
from marketsim import rtti
self.floatingPrice = floatingPrice if floatingPrice is not None else _const_Float(10.0)
self.proto = proto if proto is not None else _order__curried_side_price_Limit_Float()
rtti.check_fields(self)
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 __init__(self, trader=None, alpha=None):
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import rtti
self.trader = trader if trader is not None else _trader_SingleProxy_()
self.alpha = alpha if alpha is not None else 0.15
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, floatingPrice = None, proto = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim.gen._out.order._curried._volume_price_limit import volume_price_Limit_Side as _order__curried_volume_price_Limit_Side
from marketsim import rtti
self.floatingPrice = floatingPrice if floatingPrice is not None else _const_Float(10.0)
self.proto = proto if proto is not None else _order__curried_volume_price_Limit_Side()
rtti.check_fields(self)
def __init__(self, proto = None, lotSize = None):
from marketsim.gen._out.order._curried._side_price_limit import side_price_Limit_Float as _order__curried_side_price_Limit_Float
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
self.proto = proto if proto is not None else _order__curried_side_price_Limit_Float()
self.lotSize = lotSize if lotSize is not None else _constant_Float(10.0)
rtti.check_fields(self)
def __init__(self, book = None, alpha = None):
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim import rtti
self.book = book if book is not None else _orderbook_OfTrader_IAccount()
self.alpha = alpha if alpha is not None else 0.15
rtti.check_fields(self)
self.impl = self.getImpl()
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 __init__(self, up = None, down = None):
from marketsim.gen._out.orderbook._link import Link_IObservableFloat as _orderbook_Link_IObservableFloat
from marketsim import rtti
self.up = up if up is not None else _orderbook_Link_IObservableFloat()
self.down = down if down is not None else _orderbook_Link_IObservableFloat()
rtti.check_fields(self)
_TwoWayLink_Impl.__init__(self)
def __init__(self, expiry = None, proto = None):
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._curried._sidevolume_limit import sidevolume_Limit_Float as _order__curried_sidevolume_Limit_Float
from marketsim import rtti
self.expiry = expiry if expiry is not None else _constant_Float(10.0)
self.proto = proto if proto is not None else _order__curried_sidevolume_Limit_Float()
rtti.check_fields(self)
def __init__(self, x = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.x = x if x is not None else _constant_Float(1.0)
rtti.check_fields(self)
def __init__(self, up=None, down=None):
from marketsim.gen._out.orderbook._link import Link_IObservableFloat as _orderbook_Link_IObservableFloat
from marketsim import rtti
self.up = up if up is not None else _orderbook_Link_IObservableFloat()
self.down = down if down is not None else _orderbook_Link_IObservableFloat(
)
rtti.check_fields(self)
_TwoWayLink_Impl.__init__(self)
def __init__(self, x=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
Observablefloat.__init__(self)
self.x = x if x is not None else _constant_Float(0.0)
rtti.check_fields(self)
def __init__(self, x = None, slow = None, fast = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import rtti
self.x = x if x is not None else _const_Float(1.0)
self.slow = slow if slow is not None else 26.0
self.fast = fast if fast is not None else 12.0
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, x=None, slow=None, fast=None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import rtti
self.x = x if x is not None else _const_Float(1.0)
self.slow = slow if slow is not None else 26.0
self.fast = fast if fast is not None else 12.0
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, inner = None, predicate = None):
from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder
from marketsim.gen._out._true import true_ as _true_
from marketsim import rtti
self.inner = inner if inner is not None else _strategy_Noise_IEventSideIObservableIOrder()
self.predicate = predicate if predicate is not None else _true_()
rtti.check_fields(self)
_Suspendable_Impl.__init__(self)
def __init__(self, strategies=None):
from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder
from marketsim import rtti
self.strategies = strategies if strategies is not None else [
_strategy_Noise_IEventSideIObservableIOrder()
]
rtti.check_fields(self)
_Array_Impl.__init__(self)
def __init__(self, orderFactory = None, eventGen = None):
from marketsim.gen._out.order._limit import Limit_SideFloatFloat as _order_Limit_SideFloatFloat
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim import rtti
self.orderFactory = orderFactory if orderFactory is not None else _order_Limit_SideFloatFloat()
self.eventGen = eventGen if eventGen is not None else _event_Every_Float()
rtti.check_fields(self)
_Generic_Impl.__init__(self)
def __init__(self, proto = None):
from marketsim.gen._intrinsic.order.meta.peg import Factory_Impl
from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat
from marketsim import rtti
Factory_Impl.__init__(self)
self.proto = proto if proto is not None else _order__curried_price_Limit_SideFloat()
rtti.check_fields(self)
def __init__(self, x = None):
from marketsim.gen._out._iobservable import IObservableint
from marketsim import rtti
IObservableint.__init__(self)
self.x = x if x is not None else 1
rtti.check_fields(self)
_Constant_Impl.__init__(self)
def __init__(self, book=None, alpha=None):
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim import rtti
self.book = book if book is not None else _orderbook_OfTrader_IAccount(
)
self.alpha = alpha if alpha is not None else 0.15
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, name = None, tickSize = None, _digitsToShow = None, timeseries = None):
from marketsim import rtti
self.name = name if name is not None else "-orderbook-"
self.tickSize = tickSize if tickSize is not None else 0.01
self._digitsToShow = _digitsToShow if _digitsToShow is not None else 2
self.timeseries = timeseries if timeseries is not None else []
rtti.check_fields(self)
_Local_Impl.__init__(self)
def __init__(self):
from marketsim.gen._out._side import Side
from marketsim.gen._out._observable import ObservableSide
from marketsim import rtti
ObservableSide.__init__(self)
rtti.check_fields(self)
_None_Impl.__init__(self)
def __init__(self, x=None):
from marketsim.gen._out._iobservable import IObservableint
from marketsim import rtti
IObservableint.__init__(self)
self.x = x if x is not None else 1
rtti.check_fields(self)
_Constant_Impl.__init__(self)
def __init__(self):
from marketsim.gen._out._side import Side
from marketsim.gen._out._observable import ObservableSide
from marketsim import rtti
ObservableSide.__init__(self)
rtti.check_fields(self)
_Buy_Impl.__init__(self)
def __init__(self, queue = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import rtti
Observablefloat.__init__(self)
self.queue = queue if queue is not None else _orderbook_Asks_IOrderBook()
rtti.check_fields(self)
_LastTradePrice_Impl.__init__(self)
def __init__(self, queue = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import rtti
Observablefloat.__init__(self)
self.queue = queue if queue is not None else _orderbook_Asks_IOrderBook()
rtti.check_fields(self)
_BestPrice_Impl.__init__(self)
def __init__(self, A=None, B=None):
from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder
from marketsim import rtti
self.A = A if A is not None else _strategy_Noise_IEventSideIObservableIOrder(
)
self.B = B if B is not None else _strategy_Noise_IEventSideIObservableIOrder(
)
rtti.check_fields(self)
_Combine_Impl.__init__(self)
def __init__(self, trader = None):
from marketsim.gen._out._observable import Observableint
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import rtti
Observableint.__init__(self)
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
PendingVolume_Impl.__init__(self)
def __init__(self, alpha_1 = None, alpha_2 = None, threshold = None, book = None):
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim import rtti
self.alpha_1 = alpha_1 if alpha_1 is not None else 0.15
self.alpha_2 = alpha_2 if alpha_2 is not None else 0.015
self.threshold = threshold if threshold is not None else 0.0
self.book = book if book is not None else _orderbook_OfTrader_IAccount()
rtti.check_fields(self)
self.impl = self.getImpl()
def __init__(self, proto=None):
from marketsim.gen._intrinsic.order.meta.peg import Factory_Impl
from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat
from marketsim import rtti
Factory_Impl.__init__(self)
self.proto = proto if proto is not None else _order__curried_price_Limit_SideFloat(
)
rtti.check_fields(self)
def __init__(self, orderbook = None, link = None, timeseries = None):
from marketsim.gen._out.orderbook._local import Local_StringFloatIntListITimeSerie as _orderbook_Local_StringFloatIntListITimeSerie
from marketsim.gen._out.orderbook._twowaylink import TwoWayLink_ILinkILink as _orderbook_TwoWayLink_ILinkILink
from marketsim import rtti
self.orderbook = orderbook if orderbook is not None else _orderbook_Local_StringFloatIntListITimeSerie()
self.link = link if link is not None else _orderbook_TwoWayLink_ILinkILink()
self.timeseries = timeseries if timeseries is not None else []
rtti.check_fields(self)
_Remote_Impl.__init__(self)
def __init__(self, inner=None, predicate=None):
from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder
from marketsim.gen._out._true import true_ as _true_
from marketsim import rtti
self.inner = inner if inner is not None else _strategy_Noise_IEventSideIObservableIOrder(
)
self.predicate = predicate if predicate is not None else _true_()
rtti.check_fields(self)
_Suspendable_Impl.__init__(self)
def __init__(self, signedVolume = None):
from marketsim.gen._out._iorder import IOrder
from marketsim.gen._out._observable import ObservableIOrder
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
ObservableIOrder.__init__(self)
self.signedVolume = signedVolume if signedVolume is not None else _constant_Float(1.0)
rtti.check_fields(self)
def __init__(self, trader=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import rtti
Observablefloat.__init__(self)
self.trader = trader if trader is not None else _trader_SingleProxy_()
rtti.check_fields(self)
Balance_Impl.__init__(self)
def __init__(self):
from marketsim.gen._out._observable import Observableint
from marketsim import rtti
from marketsim import _
from marketsim import event
Observableint.__init__(self)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, source = None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim import rtti
Observablefloat.__init__(self)
self.source = source if source is not None else _const_Float(1.0)
event.subscribe(self.source, self.fire, self)
rtti.check_fields(self)
_BreaksAtChanges_Impl.__init__(self)
def __init__(self, proto = None):
from marketsim.gen._out.order._limit import Limit_SideFloatFloat as _order_Limit_SideFloatFloat
from marketsim.gen._out._iorder import IOrder
from marketsim import rtti
from marketsim.gen._out._observable import ObservableIOrder
from marketsim import event
ObservableIOrder.__init__(self)
self.proto = proto if proto is not None else _order_Limit_SideFloatFloat()
event.subscribe(self.proto, self.fire, self)
rtti.check_fields(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, x=None):
from marketsim.gen._out._observable import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim import rtti
Observablefloat.__init__(self)
self.x = x if x is not None else _const_Float(1.0)
event.subscribe(self.x, self.fire, self)
rtti.check_fields(self)
_Negate_Impl.__init__(self)
