def getImpl(self): from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.orderbook._lasttradevolume import LastTradeVolume_IOrderQueue as _orderbook_LastTradeVolume_IOrderQueue from marketsim.gen._out.orderbook._lasttradeprice import LastTradePrice_IOrderQueue as _orderbook_LastTradePrice_IOrderQueue from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt return deref_opt( _ops_Div_FloatFloat( deref_opt( _math_Avg_mathEW( deref_opt( _math_EW_IObservableFloatFloat( deref_opt( _ops_Mul_IObservableFloatIObservableFloat( deref_opt( _orderbook_LastTradePrice_IOrderQueue( self.queue)), deref_opt( _orderbook_LastTradeVolume_IOrderQueue( self.queue)))), self.alpha)))), deref_opt( _math_Avg_mathEW( deref_opt( _math_EW_IObservableFloatFloat( deref_opt( _orderbook_LastTradeVolume_IOrderQueue( self.queue)), self.alpha))))))
def getImpl(self): from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.math._source import Source_mathmacd as _math_Source_mathmacd from marketsim.gen._out.math._slow import Slow_mathmacd as _math_Slow_mathmacd from marketsim.gen._out.math._fast import Fast_mathmacd as _math_Fast_mathmacd from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt return deref_opt( _ops_Sub_FloatFloat( deref_opt( _math_Avg_mathEW( deref_opt( _math_EW_IObservableFloatFloat( deref_opt(_math_Source_mathmacd(self.x)), (2.0 / ((deref_opt(_math_Fast_mathmacd(self.x)) + 1))))))), deref_opt( _math_Avg_mathEW( deref_opt( _math_EW_IObservableFloatFloat( deref_opt(_math_Source_mathmacd(self.x)), (2.0 / ((deref_opt(_math_Slow_mathmacd(self.x)) + 1)))))))))
def getImpl(self): from marketsim.gen._out.math._value import Value_mathmacd as _math_Value_mathmacd from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt return deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_math_Value_mathmacd(self.x)),self.step)),(2/((self.timeframe+1)))))))
def getImpl(self): from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionBollinger_linear as _strategy_position_Alpha_strategypositionBollinger_linear from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out.strategy.position._k import K_strategypositionBollinger_linear as _strategy_position_K_strategypositionBollinger_linear from marketsim.gen._out.strategy.position._trader import Trader_strategypositionBollinger_linear as _strategy_position_Trader_strategypositionBollinger_linear from marketsim.gen._out.math._relstddev import RelStdDev_mathEW as _math_RelStdDev_mathEW from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount return deref_opt( _ops_Mul_IObservableFloatIObservableFloat( deref_opt( _observable_OnEveryDt_FloatFloat( deref_opt( _math_RelStdDev_mathEW( deref_opt( _math_EW_IObservableFloatFloat( deref_opt( _orderbook_MidPrice_IOrderBook( deref_opt( _orderbook_OfTrader_IAccount( deref_opt( _strategy_position_Trader_strategypositionBollinger_linear( self.x)))))), deref_opt( _strategy_position_Alpha_strategypositionBollinger_linear( self.x)))))), 1.0)), deref_opt( _strategy_position_K_strategypositionBollinger_linear( self.x))))
def __init__(self, x=None): from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt self.x = x if x is not None else deref_opt( _math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat()))) Derivative_Impl.__init__(self)
def getImpl(self): from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out.strategy.side._alpha import Alpha_strategysideMeanReversion as _strategy_side_Alpha_strategysideMeanReversion from marketsim.gen._out.strategy.side._book import book_strategysideMeanReversion as _strategy_side_book_strategysideMeanReversion from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt return deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_book_strategysideMeanReversion(self.x)))),deref_opt(_strategy_side_Alpha_strategysideMeanReversion(self.x))))))
def getImpl(self): from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.math._source import Source_mathmacd as _math_Source_mathmacd from marketsim.gen._out.math._slow import Slow_mathmacd as _math_Slow_mathmacd from marketsim.gen._out.math._fast import Fast_mathmacd as _math_Fast_mathmacd from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt return deref_opt(_ops_Sub_FloatFloat(deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_math_Source_mathmacd(self.x)),(2.0/((deref_opt(_math_Fast_mathmacd(self.x))+1))))))),deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_math_Source_mathmacd(self.x)),(2.0/((deref_opt(_math_Slow_mathmacd(self.x))+1)))))))))
def getImpl(self): from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.orderbook._lasttradevolume import LastTradeVolume_IOrderQueue as _orderbook_LastTradeVolume_IOrderQueue from marketsim.gen._out.orderbook._lasttradeprice import LastTradePrice_IOrderQueue as _orderbook_LastTradePrice_IOrderQueue from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt return deref_opt(_ops_Div_FloatFloat(deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_ops_Mul_IObservableFloatIObservableFloat(deref_opt(_orderbook_LastTradePrice_IOrderQueue(self.queue)),deref_opt(_orderbook_LastTradeVolume_IOrderQueue(self.queue)))),self.alpha)))),deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_LastTradeVolume_IOrderQueue(self.queue)),self.alpha))))))
def getImpl(self): from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out.strategy.side._book import Book_strategysideCrossingAverages as _strategy_side_Book_strategysideCrossingAverages from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.strategy.side._alpha_1 import Alpha_1_strategysideCrossingAverages as _strategy_side_Alpha_1_strategysideCrossingAverages from marketsim.gen._out.strategy.side._alpha_2 import Alpha_2_strategysideCrossingAverages as _strategy_side_Alpha_2_strategysideCrossingAverages from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt return deref_opt(_ops_Sub_FloatFloat(deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_Book_strategysideCrossingAverages(self.x)))),deref_opt(_strategy_side_Alpha_1_strategysideCrossingAverages(self.x)))))),deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_Book_strategysideCrossingAverages(self.x)))),deref_opt(_strategy_side_Alpha_2_strategysideCrossingAverages(self.x))))))))
def __init__(self, x = None): from marketsim import _ from marketsim import event from marketsim.gen._out._observable._observablefloat import Observablefloat from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt Observablefloat.__init__(self) self.x = x if x is not None else deref_opt(_math_EW_IObservableFloatFloat()) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None): from marketsim import _ from marketsim import event from marketsim.gen._out._observable._observablefloat import Observablefloat from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt Observablefloat.__init__(self) self.x = x if x is not None else deref_opt( _math_EW_IObservableFloatFloat()) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def getImpl(self): from marketsim.gen._out.math._alpha import Alpha_mathRSI as _math_Alpha_mathRSI from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.math._downmovements import DownMovements_IObservableFloatFloat as _math_DownMovements_IObservableFloatFloat from marketsim.gen._out.math._upmovements import UpMovements_IObservableFloatFloat as _math_UpMovements_IObservableFloatFloat from marketsim.gen._out.math._source import Source_mathRSI as _math_Source_mathRSI from marketsim.gen._out.math._timeframe import Timeframe_mathRSI as _math_Timeframe_mathRSI from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt return deref_opt(_ops_Div_FloatFloat(deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_math_UpMovements_IObservableFloatFloat(deref_opt(_math_Source_mathRSI(self.x)),deref_opt(_math_Timeframe_mathRSI(self.x)))),deref_opt(_math_Alpha_mathRSI(self.x)))))),deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_math_DownMovements_IObservableFloatFloat(deref_opt(_math_Source_mathRSI(self.x)),deref_opt(_math_Timeframe_mathRSI(self.x)))),deref_opt(_math_Alpha_mathRSI(self.x))))))))
def getImpl(self): from marketsim.gen._out.math._value import Value_mathmacd as _math_Value_mathmacd from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt return deref_opt( _math_Avg_mathEW( deref_opt( _math_EW_IObservableFloatFloat( deref_opt( _observable_OnEveryDt_FloatFloat( deref_opt(_math_Value_mathmacd(self.x)), self.step)), (2 / ((self.timeframe + 1)))))))
def getImpl(self): from marketsim.gen._out.trader._efficiency import Efficiency_IAccount as _trader_Efficiency_IAccount from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable from marketsim import deref_opt return deref_opt( _math_Derivative_IDifferentiable( deref_opt( _math_Avg_mathEW( deref_opt( _math_EW_IObservableFloatFloat( deref_opt( _trader_Efficiency_IAccount(self.trader)), self.alpha))))))
def getImpl(self): from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out.strategy.side._alpha import Alpha_strategysideMeanReversion as _strategy_side_Alpha_strategysideMeanReversion from marketsim.gen._out.strategy.side._book import book_strategysideMeanReversion as _strategy_side_book_strategysideMeanReversion from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt return deref_opt( _math_Avg_mathEW( deref_opt( _math_EW_IObservableFloatFloat( deref_opt( _orderbook_MidPrice_IOrderBook( deref_opt( _strategy_side_book_strategysideMeanReversion( self.x)))), deref_opt( _strategy_side_Alpha_strategysideMeanReversion( self.x))))))
def getImpl(self): from marketsim.gen._out.trader._efficiency import Efficiency_IAccount as _trader_Efficiency_IAccount from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable from marketsim import deref_opt return deref_opt( _math_Derivative_IDifferentiable( deref_opt( _math_Avg_mathEW( deref_opt( _math_EW_IObservableFloatFloat( deref_opt(_trader_Efficiency_IAccount(self.trader)), self.alpha ) ) ) ) ) )
def __init__(self, x = None): from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt self.x = x if x is not None else deref_opt(_math_EW_IObservableFloatFloat()) EWMA_Impl.__init__(self)
def getImpl(self): from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionBollinger_linear as _strategy_position_Alpha_strategypositionBollinger_linear from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out.strategy.position._k import K_strategypositionBollinger_linear as _strategy_position_K_strategypositionBollinger_linear from marketsim.gen._out.strategy.position._trader import Trader_strategypositionBollinger_linear as _strategy_position_Trader_strategypositionBollinger_linear from marketsim.gen._out.math._relstddev import RelStdDev_mathEW as _math_RelStdDev_mathEW from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount return deref_opt(_ops_Mul_IObservableFloatIObservableFloat(deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_math_RelStdDev_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_orderbook_OfTrader_IAccount(deref_opt(_strategy_position_Trader_strategypositionBollinger_linear(self.x)))))),deref_opt(_strategy_position_Alpha_strategypositionBollinger_linear(self.x)))))),1.0)),deref_opt(_strategy_position_K_strategypositionBollinger_linear(self.x))))
def __init__(self, x = None): from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt self.x = x if x is not None else deref_opt(_math_EW_IObservableFloatFloat())
def getImpl(self): from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out.strategy.side._alpha import Alpha_strategysideTrendFollower as _strategy_side_Alpha_strategysideTrendFollower from marketsim.gen._out.strategy.side._book import Book_strategysideTrendFollower as _strategy_side_Book_strategysideTrendFollower from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim.gen._out.math._derivative import Derivative_IDifferentiable as _math_Derivative_IDifferentiable from marketsim import deref_opt return deref_opt(_math_Derivative_IDifferentiable(deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_Book_strategysideTrendFollower(self.x)))),deref_opt(_strategy_side_Alpha_strategysideTrendFollower(self.x))))))))
def __init__(self, x = None): from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat from marketsim import deref_opt self.x = x if x is not None else deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat()))) Derivative_Impl.__init__(self)