@meta.sig(args=(types.IFunction[float],), rv=types.IFunction[float])
def atanpow(f, base = 1.002):
return ops.Atan(ops.Pow(ops.constant(base), f))
@registry.expose(alias=['Clamp0'])
@meta.sig(args=(types.IFunction[float],), rv=types.IFunction[float])
def clamp0(f):
return ops.Max(f, ops.constant(0)) + 1
def identity(x):
return x
Ts = [float, meta.listOf(float), types.IFunction[float]]
identity._types = [meta.function((t,), t) for t in Ts]
registry.expose(alias=['identity'])(identity)
def cachedattr(obj, name, setter):
if not hasattr(obj, name):
setattr(obj, name, setter())
return getattr(obj, name)
@registry.expose(alias=['Efficiency'])
@meta.sig(args=(types.IAccount,), rv=types.IFunction[float])
def efficiency(trader):
return cachedattr(trader, '_efficiency',
lambda: observable.Efficiency(trader))
from marketsim.gen._out.observable.trader._EfficiencyTrend import EfficiencyTrend
return price
return None
@property
def digits(self):
return self.orderbook._digitsToShow
@property
def label(self):
return "PriceAtVolume_{"+str(self.volumeAt)+"}("+self.orderbook.queue(self.side).label+")"
_properties = { 'orderbook' : types.IOrderBook,
'side' : types.Side,
'volumeAt' : float }
registry.expose(alias = ["Asset's", "Ask", "Price at volume"], args = (None, Side.Sell))(price_at_volume)
registry.expose(alias = ["Asset's", "Bid", "Price at volume"], args = (None, Side.Buy))(price_at_volume)
class volume_levels(ops.Function[types.IVolumeLevels]):
def __init__(self,
orderbook = None,
side = Side.Sell,
volumeDelta = 30,
volumeCount = 10):
self.orderbook = orderbook if orderbook else marketsim.orderbook.Proxy()
self.side = side
self.volumeDelta = volumeDelta
self.volumeCount = volumeCount
