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 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 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 getImpl(self):
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out.strategy.position._desiredposition import DesiredPosition_IObservableFloatISingleAssetTrader as _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim.gen._out.math.EW._relstddev import RelStdDev_IObservableFloatFloat as _math_EW_RelStdDev_IObservableFloatFloat
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
return _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader(
_ops_Mul_IObservableFloatIObservableFloat(
_observable_OnEveryDt_FloatFloat(
_math_EW_RelStdDev_IObservableFloatFloat(
_orderbook_MidPrice_IOrderBook(
_orderbook_OfTrader_IAccount(self.trader)),
self.alpha), 1.0), self.k), self.trader)
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.math._rsi import RSI_IOrderBookFloatFloat as _math_RSI_IOrderBookFloatFloat
from marketsim.gen._out.strategy.position._desiredposition import DesiredPosition_IObservableFloatISingleAssetTrader as _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
return _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader(
_ops_Mul_IObservableFloatIObservableFloat(
_observable_OnEveryDt_FloatFloat(
_ops_Sub_FloatFloat(
_constant_Float(50.0),
_math_RSI_IOrderBookFloatFloat(
_orderbook_OfTrader_IAccount(self.trader),
self.timeframe, self.alpha)), 1.0), self.k),
self.trader)
def getImpl(self):
from marketsim.gen._out.strategy.position._k import K_strategypositionRSI_linear as _strategy_position_K_strategypositionRSI_linear
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
from marketsim.gen._out.strategy.position._trader import Trader_strategypositionRSI_linear as _strategy_position_Trader_strategypositionRSI_linear
from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionRSI_linear as _strategy_position_Alpha_strategypositionRSI_linear
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out.strategy.position._timeframe import Timeframe_strategypositionRSI_linear as _strategy_position_Timeframe_strategypositionRSI_linear
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.math._value import Value_mathRSI as _math_Value_mathRSI
from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat
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(
_ops_Sub_FloatIObservableFloat(
deref_opt(_constant_Float(50.0)),
deref_opt(
_observable_OnEveryDt_FloatFloat(
deref_opt(
_math_Value_mathRSI(
deref_opt(
_math_RSI_IObservableFloatFloatFloat(
deref_opt(
_orderbook_MidPrice_IOrderBook(
deref_opt(
_orderbook_OfTrader_IAccount(
deref_opt(
_strategy_position_Trader_strategypositionRSI_linear(
self.x)
))))),
deref_opt(
_strategy_position_Timeframe_strategypositionRSI_linear(
self.x)),
deref_opt(
_strategy_position_Alpha_strategypositionRSI_linear(
self.x)))))), 1.0)))),
deref_opt(
_strategy_position_K_strategypositionRSI_linear(self.x))))
def getImpl(self):
from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out.math.macd._macd import MACD_IObservableFloatFloatFloat as _math_macd_MACD_IObservableFloatFloatFloat
return _math_EW_Avg_IObservableFloatFloat(_observable_OnEveryDt_FloatFloat(_math_macd_MACD_IObservableFloatFloatFloat(self.x,self.slow,self.fast),self.step),(2/((self.timeframe+1))))
def getImpl(self):
from marketsim.gen._out.math._rsi import RSI_IOrderBookFloatFloat as _math_RSI_IOrderBookFloatFloat
from marketsim.gen._out.strategy.position._desiredposition import DesiredPosition_IObservableFloatISingleAssetTrader as _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
return _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader(_ops_Mul_IObservableFloatIObservableFloat(_observable_OnEveryDt_FloatFloat(_ops_Sub_FloatFloat(_constant_Float(50.0),_math_RSI_IOrderBookFloatFloat(_orderbook_OfTrader_IAccount(self.trader),self.timeframe,self.alpha)),1.0),self.k),self.trader)
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.math._atan import Atan_Float as _math_Atan_Float
from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat
from marketsim.gen._out._constant import constant_Int as _constant_Int
from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
from marketsim.gen._out.strategy.price._delta import Delta_strategypriceMarketMaker as _strategy_price_Delta_strategypriceMarketMaker
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float
from marketsim.gen._out.strategy.price._volume import Volume_strategypriceMarketMaker as _strategy_price_Volume_strategypriceMarketMaker
from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._floatingprice import FloatingPrice_FloatIObservableIOrderIObservableFloat as _order_FloatingPrice_FloatIObservableIOrderIObservableFloat
from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat
from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat
from marketsim.gen._out.event._after import After_Float as _event_After_Float
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
return deref_opt(_strategy_Generic_IObservableIOrderIEvent(deref_opt(_order_Iceberg_IObservableIOrderFloat(deref_opt(_order_FloatingPrice_FloatIObservableIOrderIObservableFloat(deref_opt(_order__curried_price_Limit_SideFloat(self.side,deref_opt(_constant_Float((deref_opt(_strategy_price_Volume_strategypriceMarketMaker(self.x))*1000))))),deref_opt(_observable_BreaksAtChanges_IObservableFloat(deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_ops_Div_IObservableFloatFloat(deref_opt(_orderbook_SafeSidePrice_IOrderQueueFloat(deref_opt(_orderbook_Queue_IOrderBookSide(deref_opt(_orderbook_OfTrader_IAccount()),self.side)),deref_opt(_constant_Float((100+(deref_opt(_strategy_price_Delta_strategypriceMarketMaker(self.x))*self.sign)))))),deref_opt(_math_Exp_Float(deref_opt(_ops_Div_FloatFloat(deref_opt(_math_Atan_Float(deref_opt(_trader_Position_IAccount()))),deref_opt(_constant_Int(1000)))))))),0.9)))))),deref_opt(_constant_Float(deref_opt(_strategy_price_Volume_strategypriceMarketMaker(self.x)))))),deref_opt(_event_After_Float(deref_opt(_constant_Float(0.0))))))
def getImpl(self):
from marketsim.gen._out.strategy.position._k import K_strategypositionRSI_linear as _strategy_position_K_strategypositionRSI_linear
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
from marketsim.gen._out.strategy.position._trader import Trader_strategypositionRSI_linear as _strategy_position_Trader_strategypositionRSI_linear
from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionRSI_linear as _strategy_position_Alpha_strategypositionRSI_linear
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out.strategy.position._timeframe import Timeframe_strategypositionRSI_linear as _strategy_position_Timeframe_strategypositionRSI_linear
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.math._value import Value_mathRSI as _math_Value_mathRSI
from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat
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(_ops_Sub_FloatIObservableFloat(deref_opt(_constant_Float(50.0)),deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_math_Value_mathRSI(deref_opt(_math_RSI_IObservableFloatFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_orderbook_OfTrader_IAccount(deref_opt(_strategy_position_Trader_strategypositionRSI_linear(self.x)))))),deref_opt(_strategy_position_Timeframe_strategypositionRSI_linear(self.x)),deref_opt(_strategy_position_Alpha_strategypositionRSI_linear(self.x)))))),1.0)))),deref_opt(_strategy_position_K_strategypositionRSI_linear(self.x))))
def getImpl(self):
from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float
from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat
from marketsim.gen._out._constant import constant_Int as _constant_Int
from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
from marketsim.gen._out.strategy.price._delta import Delta_strategypriceMarketMaker as _strategy_price_Delta_strategypriceMarketMaker
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float
from marketsim.gen._out.strategy.price._volume import Volume_strategypriceMarketMaker as _strategy_price_Volume_strategypriceMarketMaker
from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._floatingprice import FloatingPrice_FloatIObservableIOrderIObservableFloat as _order_FloatingPrice_FloatIObservableIOrderIObservableFloat
from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat
from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat
from marketsim.gen._out.event._after import After_Float as _event_After_Float
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
return deref_opt(
_strategy_Generic_IObservableIOrderIEvent(
deref_opt(
_order_Iceberg_IObservableIOrderFloat(
deref_opt(
_order_FloatingPrice_FloatIObservableIOrderIObservableFloat(
deref_opt(
_order__curried_price_Limit_SideFloat(
self.side,
deref_opt(
_constant_Float((deref_opt(
_strategy_price_Volume_strategypriceMarketMaker(
self.x)) * 1000))))),
deref_opt(
_observable_BreaksAtChanges_IObservableFloat(
deref_opt(
_observable_OnEveryDt_FloatFloat(
deref_opt(
_ops_Div_IObservableFloatFloat(
deref_opt(
_orderbook_SafeSidePrice_IOrderQueueFloat(
deref_opt(
_orderbook_Queue_IOrderBookSide(
deref_opt(
_orderbook_OfTrader_IAccount(
)),
self.
side)),
deref_opt(
_constant_Float((
100 +
(deref_opt(
_strategy_price_Delta_strategypriceMarketMaker(
self
.x
))
* self
.sign)
))))),
deref_opt(
_math_Exp_Float(
deref_opt(
_ops_Div_FloatFloat(
deref_opt(
_math_Atan_Float(
deref_opt(
_trader_Position_IAccount(
)
)
)),
deref_opt(
_constant_Int(
1000
)))
))))),
0.9)))))),
deref_opt(
_constant_Float(
deref_opt(
_strategy_price_Volume_strategypriceMarketMaker(
self.x)))))),
deref_opt(_event_After_Float(deref_opt(
_constant_Float(0.0))))))
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))))
