def __init__(self):
Holder_Impl.__init__(self)
# event to be fired when an order has been sent
from marketsim.gen._out.event._event import Event
self.on_order_sent = Event()
# event to be fired when an order issued by the trader has been matched
self.on_order_matched = Event()
# event to be fired when an order issued by the trader has been cancelled
self.on_order_disposed = Event()
# event to be fired when a trader's is traded; to be removed
self.on_traded = Event()
self.reset()
def __init__(self):
self._balance = 0
self._position = 0
from marketsim.gen._out.event._event import Event
self.on_traded = Event()
self.orderBook = OfTrader()
event.subscribe(self.inner.on_order_created,
_(self).onOrderCreated, self)
def __init__(self):
# orders created by trader
from marketsim.gen._out.trader._singleproxy import SingleProxy
from marketsim.gen._out.orderbook._oftrader import OfTrader
self._elements = []
self._eventGen = event.Every(self.cancellationIntervalDistr)
self._myTrader = SingleProxy()
self._book = OfTrader(self._myTrader)
from marketsim.gen._out.event._event import Event
self.on_order_created = Event()
def __init__(self, x=None):
from marketsim.gen._out.strategy.price._marketdata import MarketData_StringStringStringFloatFloat as _strategy_price_MarketData_StringStringStringFloatFloat
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(
_strategy_price_MarketData_StringStringStringFloatFloat())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, inner = None, lossFactor = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim.gen._out.strategy.price._laddermm import LadderMM_SideFloatIObservableIOrderInt as _strategy_price_LadderMM_SideFloatIObservableIOrderInt
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim import deref_opt
self.inner = inner if inner is not None else deref_opt(_strategy_price_LadderMM_SideFloatIObservableIOrderInt())
self.lossFactor = lossFactor if lossFactor is not None else deref_opt(_const_Float(0.2))
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, x=None, side=None, sign=None):
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim.gen._out.strategy.price._marketmaker import MarketMaker_FloatFloat as _strategy_price_MarketMaker_FloatFloat
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(
_strategy_price_MarketMaker_FloatFloat())
self.side = side if side is not None else deref_opt(_side_Sell_())
self.sign = sign if sign is not None else 1.0
self.impl = self.getImpl()
self.on_order_created = 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 __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, x=None, eventGen=None, orderFactory=None):
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(
_strategy_price_LiquidityProvider_FloatFloatIOrderBook())
self.eventGen = eventGen if eventGen is not None else deref_opt(
_event_Every_Float(deref_opt(_math_random_expovariate_Float(1.0))))
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(
_order__curried_sideprice_Limit_Float())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, currentTime=0.0, startTime=None, timeScale='seconds'):
self._reset(currentTime, startTime)
self._timeScale = timeScale
from marketsim.gen._out.event._event import Event
self.on_clock = Event()
def __init__(self):
Base.__init__(self)
from marketsim.gen._out.event._event import Event
self.on_order_created = Event()
