Python ObservableIOrder示例

示例#1

文件： _MarketSigned.py 项目： abensrhir/marketsimulator

 def __init__(self, signedVolume = None):
     from marketsim.gen._out._iorder import IOrder
     from marketsim.gen._out._observable import ObservableIOrder
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim import rtti
     ObservableIOrder.__init__(self)
     self.signedVolume = signedVolume if signedVolume is not None else _constant_Float(1.0)
     
     rtti.check_fields(self)

示例#2

文件： _ImmediateOrCancel.py 项目： abensrhir/marketsimulator

 def __init__(self, proto = None):
     from marketsim.gen._out.order._limit import Limit_SideFloatFloat as _order_Limit_SideFloatFloat
     from marketsim.gen._out._iorder import IOrder
     from marketsim import rtti
     from marketsim.gen._out._observable import ObservableIOrder
     from marketsim import event
     ObservableIOrder.__init__(self)
     self.proto = proto if proto is not None else _order_Limit_SideFloatFloat()
     event.subscribe(self.proto, self.fire, self)
     rtti.check_fields(self)

示例#3

    def __init__(self, signedVolume=None):
        from marketsim.gen._out._iorder import IOrder
        from marketsim.gen._out._observable import ObservableIOrder
        from marketsim.gen._out._constant import constant_Float as _constant_Float
        from marketsim import rtti
        ObservableIOrder.__init__(self)
        self.signedVolume = signedVolume if signedVolume is not None else _constant_Float(
            1.0)

        rtti.check_fields(self)

示例#4

文件： _Market.py 项目： abensrhir/marketsimulator

 def __init__(self, side = None, volume = None):
     from marketsim.gen._out._iorder import IOrder
     from marketsim import rtti
     from marketsim.gen._out._observable import ObservableIOrder
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     ObservableIOrder.__init__(self)
     self.side = side if side is not None else _side_Sell_()
     
     self.volume = volume if volume is not None else _constant_Float(1.0)
     
     rtti.check_fields(self)

示例#5

    def __init__(self, side=None, volume=None):
        from marketsim.gen._out._iorder import IOrder
        from marketsim import rtti
        from marketsim.gen._out._observable import ObservableIOrder
        from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
        from marketsim.gen._out._constant import constant_Float as _constant_Float
        ObservableIOrder.__init__(self)
        self.side = side if side is not None else _side_Sell_()

        self.volume = volume if volume is not None else _constant_Float(1.0)

        rtti.check_fields(self)

示例#6

文件： _Iceberg.py 项目： abensrhir/marketsimulator

 def __init__(self, proto = None, lotSize = None):
     from marketsim.gen._out.order._limit import Limit_SideFloatFloat as _order_Limit_SideFloatFloat
     from marketsim.gen._out._iorder import IOrder
     from marketsim import rtti
     from marketsim.gen._out._observable import ObservableIOrder
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim import event
     ObservableIOrder.__init__(self)
     self.proto = proto if proto is not None else _order_Limit_SideFloatFloat()
     event.subscribe(self.proto, self.fire, self)
     self.lotSize = lotSize if lotSize is not None else _constant_Float(10.0)
     
     rtti.check_fields(self)