def __init__(self, x = None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti Observablefloat.__init__(self) self.x = x if x is not None else _constant_Float(1.0) rtti.check_fields(self)
def __init__(self, queue = None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import rtti Observablefloat.__init__(self) self.queue = queue if queue is not None else _orderbook_Asks_IOrderBook() rtti.check_fields(self) _BestPrice_Impl.__init__(self)
def __init__(self, trader = None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_ from marketsim import rtti Observablefloat.__init__(self) self.trader = trader if trader is not None else _trader_SingleProxy_() rtti.check_fields(self) Balance_Impl.__init__(self)
def __init__(self, x = None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim import rtti Observablefloat.__init__(self) self.x = x if x is not None else _const_Float(1.0) event.subscribe(self.x, self.fire, self) rtti.check_fields(self) _Negate_Impl.__init__(self)
def __init__(self, source = None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim import rtti Observablefloat.__init__(self) self.source = source if source is not None else _const_Float(1.0) event.subscribe(self.source, self.fire, self) rtti.check_fields(self) _BreaksAtChanges_Impl.__init__(self)
def __init__(self, base = None, power = None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti Observablefloat.__init__(self) self.base = base if base is not None else _constant_Float(1.0) self.power = power if power is not None else _constant_Float(1.0) rtti.check_fields(self)
def __init__(self, trader = None): from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_ from marketsim import _ from marketsim import rtti from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.trader = trader if trader is not None else _trader_SingleProxy_() rtti.check_fields(self) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x = None): from marketsim import _ from marketsim import rtti from marketsim import event from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out._test.in1.in2._intobs import IntObs_ as __test_in1_in2_IntObs_ Observablefloat.__init__(self) self.x = x if x is not None else __test_in1_in2_IntObs_() rtti.check_fields(self) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, book = None): from marketsim import _ from marketsim import rtti from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) 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, x = None, elsePart = None): from marketsim import _ from marketsim import rtti from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.x = x if x is not None else _const_Float(1.0) self.elsePart = elsePart if elsePart is not None else _const_Float(1.0) rtti.check_fields(self) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, source = None, timeframe = None): from marketsim import _ from marketsim import rtti from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.source = source if source is not None else _const_Float(1.0) self.timeframe = timeframe if timeframe is not None else 10.0 rtti.check_fields(self) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, book = None, depth = None): from marketsim.gen._out._observable import Observablefloat 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 import rtti Observablefloat.__init__(self) self.book = book if book is not None else _orderbook_OfTrader_IAccount() self.depth = depth if depth is not None else _constant_Float(1.0) rtti.check_fields(self) CumulativePrice_Impl.__init__(self)
def __init__(self, ticker = None, start = None, end = None): from marketsim.gen._out._observable import Observablefloat from marketsim import rtti Observablefloat.__init__(self) self.ticker = ticker if ticker is not None else "^GSPC" self.start = start if start is not None else "2001-1-1" self.end = end if end is not None else "2010-1-1" rtti.check_fields(self) Quote_Impl.__init__(self)
def __init__(self, queue = None, defaultValue = None): from marketsim import _ from marketsim import rtti from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook Observablefloat.__init__(self) self.queue = queue if queue is not None else _orderbook_Asks_IOrderBook() self.defaultValue = defaultValue if defaultValue is not None else _const_Float(100.0) rtti.check_fields(self) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, x=None, y=None): from marketsim import rtti from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.x = x if x is not None else _const_Float(1.0) event.subscribe(self.x, self.fire, self) self.y = y if y is not None else _constant_Float(1.0) rtti.check_fields(self) _Div_Impl.__init__(self)
def __init__(self, source = None, epsilon = None): from marketsim import rtti from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.source = source if source is not None else _const_Float(1.0) event.subscribe(self.source, self.fire, self) self.epsilon = epsilon if epsilon is not None else _constant_Float(0.01) rtti.check_fields(self) MaxEpsilon_Impl.__init__(self)
def __init__(self, book = None, depth = 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 import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.book = book if book is not None else _orderbook_OfTrader_IAccount() self.depth = depth if depth is not None else _constant_Float(1.0) rtti.check_fields(self) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, self)
def __init__(self, alpha=None, k=None, trader=None): from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_ from marketsim import _ from marketsim import rtti from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.alpha = alpha if alpha is not None else 0.15 self.k = k if k is not None else _const_Float(0.5) self.trader = trader if trader is not None else _trader_SingleProxy_() 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._observable import Observablefloat from marketsim.gen._out._true import true_ as _true_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti Observablefloat.__init__(self) self.cond = cond if cond is not None else _true_() self.ifpart = ifpart if ifpart is not None else _constant_Float(1.0) self.elsepart = elsepart if elsepart is not None else _constant_Float(1.0) rtti.check_fields(self) _Condition_Impl.__init__(self)
def __init__(self, source=None, epsilon=None): from marketsim import rtti from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.source = source if source is not None else _const_Float(1.0) event.subscribe(self.source, self.fire, self) self.epsilon = epsilon if epsilon is not None else _constant_Float( 0.01) rtti.check_fields(self) MaxEpsilon_Impl.__init__(self)
def __init__(self, cond=None, ifpart=None, elsepart=None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out._true import true_ as _true_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti Observablefloat.__init__(self) self.cond = cond if cond is not None else _true_() self.ifpart = ifpart if ifpart is not None else _constant_Float(1.0) self.elsepart = elsepart if elsepart is not None else _constant_Float( 1.0) rtti.check_fields(self) _Condition_Impl.__init__(self)
def __init__(self, alpha = None, k = None, timeframe = None, trader = None): from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_ from marketsim import _ from marketsim import rtti from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.alpha = alpha if alpha is not None else (1.0/14.0) self.k = k if k is not None else _const_Float(-0.04) self.timeframe = timeframe if timeframe is not None else 1.0 self.trader = trader if trader is not None else _trader_SingleProxy_() 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 import rtti from marketsim.gen._out._observabletrue import observableTrue_ as _observableTrue_ from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__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 _const_Float(1.0) event.subscribe(self.ifpart, self.fire, self) self.elsepart = elsepart if elsepart is not None else _const_Float(1.0) event.subscribe(self.elsepart, self.fire, self) rtti.check_fields(self) _Condition_Impl.__init__(self)
def __init__(self, queue=None, defaultValue=None): from marketsim import _ from marketsim import rtti from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook Observablefloat.__init__(self) self.queue = queue if queue is not None else _orderbook_Asks_IOrderBook( ) self.defaultValue = defaultValue if defaultValue is not None else _constant_Float( 100.0) 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 import rtti from marketsim.gen._out._observabletrue import observableTrue_ as _observableTrue_ from marketsim.gen._out._const import const_Float as _const_Float from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__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 _const_Float(1.0) event.subscribe(self.ifpart, self.fire, self) self.elsepart = elsepart if elsepart is not None else _const_Float(1.0) event.subscribe(self.elsepart, self.fire, self) rtti.check_fields(self) _Condition_Impl.__init__(self)
def __init__(self, side = None, initialValue = None, priceDistr = None, book = None): from marketsim import _ from marketsim import rtti from marketsim.gen._out.math.random._lognormvariate import lognormvariate_FloatFloat as _math_random_lognormvariate_FloatFloat from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.side = side if side is not None else _side_Sell_() self.initialValue = initialValue if initialValue is not None else 100.0 self.priceDistr = priceDistr if priceDistr is not None else _math_random_lognormvariate_FloatFloat(0.0,0.1) 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, initialValue = None, deltaDistr = None, intervalDistr = None, name = None): from marketsim.gen._out._observable import Observablefloat from marketsim.gen._out.math.random._normalvariate import normalvariate_FloatFloat as _math_random_normalvariate_FloatFloat from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim import rtti Observablefloat.__init__(self) self.initialValue = initialValue if initialValue is not None else 0.0 self.deltaDistr = deltaDistr if deltaDistr is not None else _math_random_normalvariate_FloatFloat(0.0,1.0) self.intervalDistr = intervalDistr if intervalDistr is not None else _math_random_expovariate_Float(1.0) self.name = name if name is not None else "-random-" rtti.check_fields(self) _RandomWalk_Impl.__init__(self)
def __init__(self, side=None, initialValue=None, priceDistr=None, book=None): from marketsim import _ from marketsim import rtti from marketsim.gen._out.math.random._lognormvariate import lognormvariate_FloatFloat as _math_random_lognormvariate_FloatFloat from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount from marketsim import event from marketsim.gen._out._observable import Observablefloat Observablefloat.__init__(self) self.side = side if side is not None else _side_Sell_() self.initialValue = initialValue if initialValue is not None else 100.0 self.priceDistr = priceDistr if priceDistr is not None else _math_random_lognormvariate_FloatFloat( 0.0, 0.1) 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)