Exemplo n.º 1
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 def getImpl(self):
     from marketsim.gen._out.trader._pendingvolume import PendingVolume_IAccount as _trader_PendingVolume_IAccount
     from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
     from marketsim.gen._out.strategy.position._trader import Trader_strategypositionRSI_linear as _strategy_position_Trader_strategypositionRSI_linear
     from marketsim.gen._out.strategy.position._desiredposition import DesiredPosition_strategypositionRSI_linear as _strategy_position_DesiredPosition_strategypositionRSI_linear
     from marketsim.gen._out.ops._sub import Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Sub_IObservableFloatIObservableFloat(deref_opt(_ops_Sub_IObservableFloatIObservableFloat(deref_opt(_strategy_position_DesiredPosition_strategypositionRSI_linear(self.x)),deref_opt(_trader_Position_IAccount(deref_opt(_strategy_position_Trader_strategypositionRSI_linear(self.x)))))),deref_opt(_trader_PendingVolume_IAccount(deref_opt(_strategy_position_Trader_strategypositionRSI_linear(self.x))))))
Exemplo n.º 2
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 def getImpl(self):
     from marketsim.gen._out.ops._sub import Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat
     from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
     from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
     from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
     return _ops_Sub_IObservableFloatIObservableFloat(
         _orderbook_BestPrice_IOrderQueue(
             _orderbook_Asks_IOrderBook(self.book)),
         _orderbook_BestPrice_IOrderQueue(
             _orderbook_Bids_IOrderBook(self.book)))
Exemplo n.º 3
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 def getImpl(self):
     from marketsim.gen._out.math._max import Max_FloatIObservableFloat as _math_Max_FloatIObservableFloat
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.ops._sub import Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat
     from marketsim.gen._out.math._lagged import Lagged_IObservableFloatFloat as _math_Lagged_IObservableFloatFloat
     return _math_Max_FloatIObservableFloat(
         _constant_Float(0.0),
         _ops_Sub_IObservableFloatIObservableFloat(
             self.source,
             _math_Lagged_IObservableFloatFloat(self.source,
                                                self.timeframe)))
Exemplo n.º 4
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 def getImpl(self):
     from marketsim.gen._out.trader._pendingvolume import PendingVolume_IAccount as _trader_PendingVolume_IAccount
     from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
     from marketsim.gen._out.strategy.position._trader import Trader_strategypositionRSI_linear as _strategy_position_Trader_strategypositionRSI_linear
     from marketsim.gen._out.strategy.position._desiredposition import DesiredPosition_strategypositionRSI_linear as _strategy_position_DesiredPosition_strategypositionRSI_linear
     from marketsim.gen._out.ops._sub import Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat
     from marketsim import deref_opt
     return deref_opt(
         _ops_Sub_IObservableFloatIObservableFloat(
             deref_opt(
                 _ops_Sub_IObservableFloatIObservableFloat(
                     deref_opt(
                         _strategy_position_DesiredPosition_strategypositionRSI_linear(
                             self.x)),
                     deref_opt(
                         _trader_Position_IAccount(
                             deref_opt(
                                 _strategy_position_Trader_strategypositionRSI_linear(
                                     self.x)))))),
             deref_opt(
                 _trader_PendingVolume_IAccount(
                     deref_opt(
                         _strategy_position_Trader_strategypositionRSI_linear(
                             self.x))))))
Exemplo n.º 5
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    def getImpl(self):
        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.ops._sub import (
            Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat,
        )
        from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
        from marketsim import deref_opt

        return deref_opt(
            _ops_Sub_IObservableFloatIObservableFloat(
                deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(self.book)))),
                deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(self.book)))),
            )
        )
Exemplo n.º 6
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 def getImpl(self):
     from marketsim.gen._out.math._max import Max_FloatIObservableFloat as _math_Max_FloatIObservableFloat
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.ops._sub import Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat
     from marketsim.gen._out.math._lagged import Lagged_IObservableFloatFloat as _math_Lagged_IObservableFloatFloat
     return _math_Max_FloatIObservableFloat(_constant_Float(0.0),_ops_Sub_IObservableFloatIObservableFloat(_math_Lagged_IObservableFloatFloat(self.source,self.timeframe),self.source))
Exemplo n.º 7
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 def getImpl(self):
     from marketsim.gen._out.ops._sub import Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat
     from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
     from marketsim.gen._out.trader._pendingvolume import PendingVolume_IAccount as _trader_PendingVolume_IAccount
     return _ops_Sub_IObservableFloatIObservableFloat(_ops_Sub_IObservableFloatIObservableFloat(self.desiredPosition,_trader_Position_IAccount(self.trader)),_trader_PendingVolume_IAccount(self.trader))