Пример #1
0
 def getImpl(self):
     from marketsim.gen._out.strategy.position._k import K_strategypositionRSI_linear as _strategy_position_K_strategypositionRSI_linear
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     from marketsim.gen._out.strategy.position._trader import Trader_strategypositionRSI_linear as _strategy_position_Trader_strategypositionRSI_linear
     from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
     from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionRSI_linear as _strategy_position_Alpha_strategypositionRSI_linear
     from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
     from marketsim.gen._out.strategy.position._timeframe import Timeframe_strategypositionRSI_linear as _strategy_position_Timeframe_strategypositionRSI_linear
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.math._value import Value_mathRSI as _math_Value_mathRSI
     from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat
     from marketsim import deref_opt
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     return deref_opt(
         _ops_Mul_IObservableFloatIObservableFloat(
             deref_opt(
                 _ops_Sub_FloatIObservableFloat(
                     deref_opt(_constant_Float(50.0)),
                     deref_opt(
                         _observable_OnEveryDt_FloatFloat(
                             deref_opt(
                                 _math_Value_mathRSI(
                                     deref_opt(
                                         _math_RSI_IObservableFloatFloatFloat(
                                             deref_opt(
                                                 _orderbook_MidPrice_IOrderBook(
                                                     deref_opt(
                                                         _orderbook_OfTrader_IAccount(
                                                             deref_opt(
                                                                 _strategy_position_Trader_strategypositionRSI_linear(
                                                                     self.x)
                                                             ))))),
                                             deref_opt(
                                                 _strategy_position_Timeframe_strategypositionRSI_linear(
                                                     self.x)),
                                             deref_opt(
                                                 _strategy_position_Alpha_strategypositionRSI_linear(
                                                     self.x)))))), 1.0)))),
             deref_opt(
                 _strategy_position_K_strategypositionRSI_linear(self.x))))
Пример #2
0
 def __init__(self, x = None):
     from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
     from marketsim import deref_opt
     self.x = x if x is not None else deref_opt(_math_RSI_IObservableFloatFloatFloat())
 def getImpl(self):
     from marketsim.gen._out.strategy.position._k import K_strategypositionRSI_linear as _strategy_position_K_strategypositionRSI_linear
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     from marketsim.gen._out.strategy.position._trader import Trader_strategypositionRSI_linear as _strategy_position_Trader_strategypositionRSI_linear
     from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
     from marketsim.gen._out.strategy.position._alpha import Alpha_strategypositionRSI_linear as _strategy_position_Alpha_strategypositionRSI_linear
     from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
     from marketsim.gen._out.strategy.position._timeframe import Timeframe_strategypositionRSI_linear as _strategy_position_Timeframe_strategypositionRSI_linear
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.math._value import Value_mathRSI as _math_Value_mathRSI
     from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat
     from marketsim import deref_opt
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     return deref_opt(_ops_Mul_IObservableFloatIObservableFloat(deref_opt(_ops_Sub_FloatIObservableFloat(deref_opt(_constant_Float(50.0)),deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_math_Value_mathRSI(deref_opt(_math_RSI_IObservableFloatFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_orderbook_OfTrader_IAccount(deref_opt(_strategy_position_Trader_strategypositionRSI_linear(self.x)))))),deref_opt(_strategy_position_Timeframe_strategypositionRSI_linear(self.x)),deref_opt(_strategy_position_Alpha_strategypositionRSI_linear(self.x)))))),1.0)))),deref_opt(_strategy_position_K_strategypositionRSI_linear(self.x))))
Пример #4
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 def __init__(self, x = None):
     from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
     from marketsim import deref_opt
     self.x = x if x is not None else deref_opt(_math_RSI_IObservableFloatFloatFloat())
Пример #5
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 def getImpl(self):
     from marketsim.gen._out.strategy.side._timeframe import Timeframe_strategysideRSIbis as _strategy_side_Timeframe_strategysideRSIbis
     from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.strategy.side._alpha import Alpha_strategysideRSIbis as _strategy_side_Alpha_strategysideRSIbis
     from marketsim.gen._out.math._value import Value_mathRSI as _math_Value_mathRSI
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim import deref_opt
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     return deref_opt(_ops_Sub_FloatFloat(deref_opt(_constant_Float(50.0)),deref_opt(_math_Value_mathRSI(deref_opt(_math_RSI_IObservableFloatFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_orderbook_OfTrader_IAccount()))),deref_opt(_strategy_side_Timeframe_strategysideRSIbis(self.x)),deref_opt(_strategy_side_Alpha_strategysideRSIbis(self.x))))))))