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)
