def __init__(self):
from marketsim.gen._out._side import Side
from marketsim.gen._out._observable import ObservableSide
from marketsim import rtti
ObservableSide.__init__(self)
rtti.check_fields(self)
_Buy_Impl.__init__(self)
def __init__(self):
from marketsim.gen._out._side import Side
from marketsim.gen._out._observable import ObservableSide
from marketsim import rtti
ObservableSide.__init__(self)
rtti.check_fields(self)
_None_Impl.__init__(self)
def __init__(self, signal=None, threshold=None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out._side import Side
from marketsim import event
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.signal = signal if signal is not None else _constant_Float(0.0)
self.threshold = threshold if threshold is not None else 0.7
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, alpha = None, book = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim.gen._out._side import Side
from marketsim import event
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.alpha = alpha if alpha is not None else 0.015
self.book = book if book is not None else _orderbook_OfTrader_IAccount()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, fv = None, book = None):
from marketsim import _
from marketsim import rtti
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._side import Side
from marketsim import event
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.fv = fv if fv is not None else _constant_Float(200.0)
self.book = book if book is not None else _orderbook_OfTrader_IAccount()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, alpha=None, book=None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim.gen._out._side import Side
from marketsim import event
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.alpha = alpha if alpha is not None else 0.015
self.book = book if book is not None else _orderbook_OfTrader_IAccount(
)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, bookToDependOn = None, factor = None, book = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim.gen._out._side import Side
from marketsim import event
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.bookToDependOn = bookToDependOn if bookToDependOn is not None else _orderbook_OfTrader_IAccount()
self.factor = factor if factor is not None else 1.0
self.book = book if book is not None else _orderbook_OfTrader_IAccount()
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, fv=None, book=None):
from marketsim import _
from marketsim import rtti
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._side import Side
from marketsim import event
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.fv = fv if fv is not None else _constant_Float(200.0)
self.book = book if book is not None else _orderbook_OfTrader_IAccount(
)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, cond=None, ifpart=None, elsepart=None):
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
from marketsim import rtti
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out._side import Side
from marketsim.gen._out._true import true_ as _true_
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.cond = cond if cond is not None else _true_()
self.ifpart = ifpart if ifpart is not None else _side_Sell_()
self.elsepart = elsepart if elsepart is not None else _side_Buy_()
rtti.check_fields(self)
_Condition_Impl.__init__(self)
def __init__(self, bookToDependOn=None, factor=None, book=None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim.gen._out._side import Side
from marketsim import event
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.bookToDependOn = bookToDependOn if bookToDependOn is not None else _orderbook_OfTrader_IAccount(
)
self.factor = factor if factor is not None else 1.0
self.book = book if book is not None else _orderbook_OfTrader_IAccount(
)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)
def __init__(self, cond = None, ifpart = None, elsepart = None):
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
from marketsim import rtti
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out._side import Side
from marketsim.gen._out._true import true_ as _true_
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.cond = cond if cond is not None else _true_()
self.ifpart = ifpart if ifpart is not None else _side_Sell_()
self.elsepart = elsepart if elsepart is not None else _side_Buy_()
rtti.check_fields(self)
_Condition_Impl.__init__(self)
def __init__(self, cond = None, ifpart = None, elsepart = None):
from marketsim import rtti
from marketsim.gen._out.side._observablesell import observableSell_ as _side_observableSell_
from marketsim.gen._out._observabletrue import observableTrue_ as _observableTrue_
from marketsim.gen._out._side import Side
from marketsim import event
from marketsim.gen._out.side._observablebuy import observableBuy_ as _side_observableBuy_
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.cond = cond if cond is not None else _observableTrue_()
event.subscribe(self.cond, self.fire, self)
self.ifpart = ifpart if ifpart is not None else _side_observableSell_()
event.subscribe(self.ifpart, self.fire, self)
self.elsepart = elsepart if elsepart is not None else _side_observableBuy_()
event.subscribe(self.elsepart, self.fire, self)
rtti.check_fields(self)
_Condition_Impl.__init__(self)
def __init__(self, cond=None, ifpart=None, elsepart=None):
from marketsim import rtti
from marketsim.gen._out.side._observablesell import observableSell_ as _side_observableSell_
from marketsim.gen._out._observabletrue import observableTrue_ as _observableTrue_
from marketsim.gen._out._side import Side
from marketsim import event
from marketsim.gen._out.side._observablebuy import observableBuy_ as _side_observableBuy_
from marketsim.gen._out._observable import ObservableSide
ObservableSide.__init__(self)
self.cond = cond if cond is not None else _observableTrue_()
event.subscribe(self.cond, self.fire, self)
self.ifpart = ifpart if ifpart is not None else _side_observableSell_()
event.subscribe(self.ifpart, self.fire, self)
self.elsepart = elsepart if elsepart is not None else _side_observableBuy_(
)
event.subscribe(self.elsepart, self.fire, self)
rtti.check_fields(self)
_Condition_Impl.__init__(self)