def __init__(self, book=None, depth=None): from marketsim.gen._out._observable._observablefloat import Observablefloat from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount from marketsim import deref_opt from marketsim.gen._out._constant import constant_Float as _constant_Float Observablefloat.__init__(self) self.book = book if book is not None else deref_opt( _orderbook_OfTrader_IAccount()) self.depth = depth if depth is not None else deref_opt( _constant_Float(1.0)) CumulativePrice_Impl.__init__(self)
def __init__(self, book=None, depth=None): from marketsim.gen._out._observable import Observablefloat 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 import rtti Observablefloat.__init__(self) self.book = book if book is not None else _orderbook_OfTrader_IAccount( ) self.depth = depth if depth is not None else _constant_Float(1.0) rtti.check_fields(self) CumulativePrice_Impl.__init__(self)
def reset(self): CumulativePrice_Impl.reset(self)
def bind_impl(self, ctx): CumulativePrice_Impl.bind_impl(self, ctx)