def getImpl(self): from marketsim.gen._out.strategy.price._pricedistr import PriceDistr_strategypriceLiquidityProvider as _strategy_price_PriceDistr_strategypriceLiquidityProvider from marketsim.gen._out.strategy.price._book import Book_strategypriceLiquidityProvider as _strategy_price_Book_strategypriceLiquidityProvider from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide from marketsim.gen._out.strategy.price._initialvalue import InitialValue_strategypriceLiquidityProvider as _strategy_price_InitialValue_strategypriceLiquidityProvider from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt return deref_opt( _ops_Mul_IObservableFloatFloat( deref_opt( _orderbook_SafeSidePrice_IOrderQueueFloat( deref_opt( _orderbook_Queue_IOrderBookSide( deref_opt( _strategy_price_Book_strategypriceLiquidityProvider( self.x)), self.side)), deref_opt( _constant_Float( deref_opt( _strategy_price_InitialValue_strategypriceLiquidityProvider( self.x)))))), deref_opt( _strategy_price_PriceDistr_strategypriceLiquidityProvider( self.x))))
def getImpl(self): from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out.strategy.side._booktodependon import BookToDependOn_strategysidePairTrading as _strategy_side_BookToDependOn_strategysidePairTrading from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.strategy.side._factor import Factor_strategysidePairTrading as _strategy_side_Factor_strategysidePairTrading from marketsim import deref_opt return deref_opt(_ops_Mul_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_BookToDependOn_strategysidePairTrading(self.x)))),deref_opt(_constant_Float(deref_opt(_strategy_side_Factor_strategysidePairTrading(self.x))))))
def getImpl(self): from marketsim.gen._out._false import false_ as _false_ from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanBoolean as _ops_Condition_IObservableBooleanIObservableBooleanBoolean from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanIObservableBoolean as _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean 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.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.trader._pershareprice import PerSharePrice_IAccount as _trader_PerSharePrice_IAccount from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import deref_opt return deref_opt( _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean( deref_opt( _ops_Greater_IObservableFloatFloat( deref_opt(_trader_Position_IAccount()), deref_opt(_constant_Int(0)))), deref_opt( _ops_Greater_IObservableFloatIObservableFloat( deref_opt(_trader_PerSharePrice_IAccount()), deref_opt( _ops_Div_IObservableFloatFloat( deref_opt( _orderbook_BestPrice_IOrderQueue( deref_opt( _orderbook_Asks_IOrderBook()))), deref_opt( _ops_Sub_FloatFloat( deref_opt(_constant_Int(1)), self.lossFactor)))))), deref_opt( _ops_Condition_IObservableBooleanIObservableBooleanBoolean( deref_opt( _ops_Less_IObservableFloatFloat( deref_opt(_trader_Position_IAccount()), deref_opt(_constant_Int(0)))), deref_opt( _ops_Less_IObservableFloatIObservableFloat( deref_opt(_trader_PerSharePrice_IAccount()), deref_opt( _ops_Mul_IObservableFloatFloat( deref_opt( _orderbook_BestPrice_IOrderQueue( deref_opt( _orderbook_Bids_IOrderBook( )))), deref_opt( _ops_Sub_FloatFloat( deref_opt(_constant_Int(1)), self.lossFactor)))))), deref_opt(_false_())))))
def getImpl(self): from marketsim.gen._out.strategy.side._fundamentalvalue import FundamentalValue_IObservableFloatIOrderBook as _strategy_side_FundamentalValue_IObservableFloatIOrderBook from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out._constant import constant_Float as _constant_Float return _strategy_side_FundamentalValue_IObservableFloatIOrderBook( _ops_Mul_IObservableFloatFloat( _orderbook_MidPrice_IOrderBook(self.bookToDependOn), _constant_Float(self.factor)), self.book)
def getImpl(self): from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide from marketsim.gen._out._constant import constant_Float as _constant_Float return _ops_Mul_IObservableFloatFloat( _orderbook_SafeSidePrice_IOrderQueueFloat( _orderbook_Queue_IOrderBookSide(self.book, self.side), _constant_Float(self.initialValue)), self.priceDistr)
def getImpl(self): from marketsim.gen._out.strategy.price._pricedistr import PriceDistr_strategypriceLiquidityProvider as _strategy_price_PriceDistr_strategypriceLiquidityProvider from marketsim.gen._out.strategy.price._book import Book_strategypriceLiquidityProvider as _strategy_price_Book_strategypriceLiquidityProvider from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide from marketsim.gen._out.strategy.price._initialvalue import InitialValue_strategypriceLiquidityProvider as _strategy_price_InitialValue_strategypriceLiquidityProvider from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt return deref_opt(_ops_Mul_IObservableFloatFloat(deref_opt(_orderbook_SafeSidePrice_IOrderQueueFloat(deref_opt(_orderbook_Queue_IOrderBookSide(deref_opt(_strategy_price_Book_strategypriceLiquidityProvider(self.x)),self.side)),deref_opt(_constant_Float(deref_opt(_strategy_price_InitialValue_strategypriceLiquidityProvider(self.x)))))),deref_opt(_strategy_price_PriceDistr_strategypriceLiquidityProvider(self.x))))
def getImpl(self): from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out.strategy.side._booktodependon import BookToDependOn_strategysidePairTrading as _strategy_side_BookToDependOn_strategysidePairTrading from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.strategy.side._factor import Factor_strategysidePairTrading as _strategy_side_Factor_strategysidePairTrading from marketsim import deref_opt return deref_opt( _ops_Mul_IObservableFloatFloat( deref_opt( _orderbook_MidPrice_IOrderBook( deref_opt( _strategy_side_BookToDependOn_strategysidePairTrading( self.x)))), deref_opt( _constant_Float( deref_opt( _strategy_side_Factor_strategysidePairTrading( self.x))))))
def getImpl(self): from marketsim.gen._out._false import false_ as _false_ from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanBoolean as _ops_Condition_IObservableBooleanIObservableBooleanBoolean from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanIObservableBoolean as _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean 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.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.trader._pershareprice import PerSharePrice_IAccount as _trader_PerSharePrice_IAccount from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import deref_opt return deref_opt(_ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean(deref_opt(_ops_Greater_IObservableFloatFloat(deref_opt(_trader_Position_IAccount()),deref_opt(_constant_Int(0)))),deref_opt(_ops_Greater_IObservableFloatIObservableFloat(deref_opt(_trader_PerSharePrice_IAccount()),deref_opt(_ops_Div_IObservableFloatFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook()))),deref_opt(_ops_Sub_FloatFloat(deref_opt(_constant_Int(1)),self.lossFactor)))))),deref_opt(_ops_Condition_IObservableBooleanIObservableBooleanBoolean(deref_opt(_ops_Less_IObservableFloatFloat(deref_opt(_trader_Position_IAccount()),deref_opt(_constant_Int(0)))),deref_opt(_ops_Less_IObservableFloatIObservableFloat(deref_opt(_trader_PerSharePrice_IAccount()),deref_opt(_ops_Mul_IObservableFloatFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook()))),deref_opt(_ops_Sub_FloatFloat(deref_opt(_constant_Int(1)),self.lossFactor)))))),deref_opt(_false_())))))
def getImpl(self): from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide from marketsim.gen._out._constant import constant_Float as _constant_Float return _ops_Mul_IObservableFloatFloat(_orderbook_SafeSidePrice_IOrderQueueFloat(_orderbook_Queue_IOrderBookSide(self.book,self.side),_constant_Float(self.initialValue)),self.priceDistr)
def getImpl(self): from marketsim.gen._out.strategy.side._fundamentalvalue import FundamentalValue_IObservableFloatIOrderBook as _strategy_side_FundamentalValue_IObservableFloatIOrderBook from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out._constant import constant_Float as _constant_Float return _strategy_side_FundamentalValue_IObservableFloatIOrderBook(_ops_Mul_IObservableFloatFloat(_orderbook_MidPrice_IOrderBook(self.bookToDependOn),_constant_Float(self.factor)),self.book)