def __init__(self): from marketsim.gen._out._side import Side from marketsim.gen._out._observable._observableside import ObservableSide ObservableSide.__init__(self) Sell_Impl.__init__(self)
def __init__(self, x = None): from marketsim import _ from marketsim.gen._out.strategy.side._fundamentalvalue import FundamentalValue_Float as _strategy_side_FundamentalValue_Float from marketsim.gen._out._observable._observableside import ObservableSide from marketsim import event from marketsim.gen._out._side import Side from marketsim import deref_opt ObservableSide.__init__(self) self.x = x if x is not None else deref_opt(_strategy_side_FundamentalValue_Float()) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None): from marketsim.gen._out.strategy.side._pairtrading import PairTrading_IOrderBookFloat as _strategy_side_PairTrading_IOrderBookFloat from marketsim import _ from marketsim.gen._out._observable._observableside import ObservableSide from marketsim import event from marketsim.gen._out._side import Side from marketsim import deref_opt ObservableSide.__init__(self) self.x = x if x is not None else deref_opt(_strategy_side_PairTrading_IOrderBookFloat()) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None): from marketsim import _ from marketsim.gen._out._observable._observableside import ObservableSide from marketsim import event from marketsim.gen._out.strategy.side._meanreversion import MeanReversion_Float as _strategy_side_MeanReversion_Float from marketsim.gen._out._side import Side from marketsim import deref_opt ObservableSide.__init__(self) self.x = x if x is not None else deref_opt(_strategy_side_MeanReversion_Float()) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self): from marketsim.gen._out._side import Side from marketsim.gen._out._observable._observableside import ObservableSide ObservableSide.__init__(self) Buy_Impl.__init__(self)