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.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.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat return _ops_Sub_FloatFloat( _math_EW_Avg_IObservableFloatFloat(self.x, (2.0 / ((self.fast + 1)))), _math_EW_Avg_IObservableFloatFloat(self.x, (2.0 / ((self.slow + 1)))))
def getImpl(self): from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.math.rsi._raw import Raw_IObservableFloatFloatFloat as _math_rsi_Raw_IObservableFloatFloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat return _ops_Sub_FloatFloat(_constant_Float(100.0),_ops_Div_FloatFloat(_constant_Float(100.0),_ops_Add_FloatFloat(_constant_Float(1.0),_math_rsi_Raw_IObservableFloatFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.timeframe,self.alpha))))
def getImpl(self): from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.math._raw import Raw_mathRSI as _math_Raw_mathRSI from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim import deref_opt return deref_opt(_ops_Sub_FloatFloat(deref_opt(_constant_Float(100.0)),deref_opt(_ops_Div_FloatFloat(deref_opt(_constant_Float(100.0)),deref_opt(_ops_Add_FloatFloat(deref_opt(_constant_Float(1.0)),deref_opt(_math_Raw_mathRSI(self.x))))))))
def getImpl(self): from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.math.macd._macd import MACD_IObservableFloatFloatFloat as _math_macd_MACD_IObservableFloatFloatFloat from marketsim.gen._out.math.macd._signal import Signal_IObservableFloatFloatFloatFloatFloat as _math_macd_Signal_IObservableFloatFloatFloatFloatFloat return _ops_Sub_FloatFloat( _math_macd_MACD_IObservableFloatFloatFloat(self.x, self.slow, self.fast), _math_macd_Signal_IObservableFloatFloatFloatFloatFloat( self.x, self.slow, self.fast, self.timeframe, self.step))
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.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 getImpl(self): from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.math._value import Value_mathmacd as _math_Value_mathmacd from marketsim import deref_opt from marketsim.gen._out.math._signal import Signal_mathmacdFloatFloat as _math_Signal_mathmacdFloatFloat return deref_opt( _ops_Sub_FloatFloat( deref_opt(_math_Value_mathmacd(self.x)), deref_opt( _math_Signal_mathmacdFloatFloat(self.x, self.timeframe, self.step))))
def getImpl(self): from marketsim.gen._out.strategy.side._timeframe import Timeframe_strategysideRSIbis as _strategy_side_Timeframe_strategysideRSIbis from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat 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.strategy.side._alpha import Alpha_strategysideRSIbis as _strategy_side_Alpha_strategysideRSIbis from marketsim.gen._out.math._value import Value_mathRSI as _math_Value_mathRSI from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim import deref_opt from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount return deref_opt(_ops_Sub_FloatFloat(deref_opt(_constant_Float(50.0)),deref_opt(_math_Value_mathRSI(deref_opt(_math_RSI_IObservableFloatFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_orderbook_OfTrader_IAccount()))),deref_opt(_strategy_side_Timeframe_strategysideRSIbis(self.x)),deref_opt(_strategy_side_Alpha_strategysideRSIbis(self.x))))))))
def getImpl(self): from marketsim.gen._out.strategy.side._signal import Signal_FloatFloat as _strategy_side_Signal_FloatFloat from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook return _strategy_side_Signal_FloatFloat( _ops_Sub_FloatFloat( _math_EW_Avg_IObservableFloatFloat( _orderbook_MidPrice_IOrderBook(self.book), self.alpha_1), _math_EW_Avg_IObservableFloatFloat( _orderbook_MidPrice_IOrderBook(self.book), self.alpha_2)), self.threshold)
def getImpl(self): from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.math._value import Value_mathmacd as _math_Value_mathmacd from marketsim import deref_opt from marketsim.gen._out.math._signal import Signal_mathmacdFloatFloat as _math_Signal_mathmacdFloatFloat return deref_opt( _ops_Sub_FloatFloat( deref_opt(_math_Value_mathmacd(self.x)), deref_opt(_math_Signal_mathmacdFloatFloat(self.x, self.timeframe, self.step)), ) )
def getImpl(self): from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.math.rsi._raw import Raw_IObservableFloatFloatFloat as _math_rsi_Raw_IObservableFloatFloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat return _ops_Sub_FloatFloat( _constant_Float(100.0), _ops_Div_FloatFloat( _constant_Float(100.0), _ops_Add_FloatFloat( _constant_Float(1.0), _math_rsi_Raw_IObservableFloatFloatFloat( _orderbook_MidPrice_IOrderBook(self.book), self.timeframe, self.alpha))))
def getImpl(self): from marketsim.gen._out.math._rsi import RSI_IOrderBookFloatFloat as _math_RSI_IOrderBookFloatFloat 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.strategy.side._signal import Signal_FloatFloat as _strategy_side_Signal_FloatFloat from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent return _strategy_Generic_IObservableIOrderIEvent( self.orderFactory( _strategy_side_Signal_FloatFloat( _ops_Sub_FloatFloat( _constant_Float(50.0), _math_RSI_IOrderBookFloatFloat( _orderbook_OfTrader_IAccount(), self.timeframe, self.alpha)), (50.0 - self.threshold))), self.eventGen)
def getImpl(self): from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.math._raw import Raw_mathRSI as _math_Raw_mathRSI from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim import deref_opt return deref_opt( _ops_Sub_FloatFloat( deref_opt(_constant_Float(100.0)), deref_opt( _ops_Div_FloatFloat( deref_opt(_constant_Float(100.0)), deref_opt( _ops_Add_FloatFloat( deref_opt(_constant_Float(1.0)), deref_opt(_math_Raw_mathRSI(self.x))))))))
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._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._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._signal import Signal_FloatFloat as _strategy_side_Signal_FloatFloat from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook return _strategy_side_Signal_FloatFloat(_ops_Sub_FloatFloat(_math_EW_Avg_IObservableFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.alpha_1),_math_EW_Avg_IObservableFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.alpha_2)),self.threshold)
def getImpl(self): from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.math.macd._macd import MACD_IObservableFloatFloatFloat as _math_macd_MACD_IObservableFloatFloatFloat from marketsim.gen._out.math.macd._signal import Signal_IObservableFloatFloatFloatFloatFloat as _math_macd_Signal_IObservableFloatFloatFloatFloatFloat return _ops_Sub_FloatFloat(_math_macd_MACD_IObservableFloatFloatFloat(self.x,self.slow,self.fast),_math_macd_Signal_IObservableFloatFloatFloatFloatFloat(self.x,self.slow,self.fast,self.timeframe,self.step))
def getImpl(self): from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat return _ops_Sub_FloatFloat(_math_EW_Avg_IObservableFloatFloat(self.x,(2.0/((self.fast+1)))),_math_EW_Avg_IObservableFloatFloat(self.x,(2.0/((self.slow+1)))))