def getImpl(self): from marketsim.gen._out._false import false_ as _false_ from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanBoolean as _ops_Condition_IObservableBooleanIObservableBooleanBoolean from marketsim.gen._out.ops._div import Div_IObservableFloatIObservableFloat as _ops_Div_IObservableFloatIObservableFloat from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanIObservableBoolean as _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat from marketsim.gen._out._constant import constant_Int as _constant_Int from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.trader._pershareprice import PerSharePrice_IAccount as _trader_PerSharePrice_IAccount from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import deref_opt return deref_opt( _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean( deref_opt( _ops_Greater_IObservableFloatFloat( deref_opt(_trader_Position_IAccount()), deref_opt(_constant_Int(0)))), deref_opt( _ops_Greater_IObservableFloatIObservableFloat( deref_opt(_trader_PerSharePrice_IAccount()), deref_opt( _ops_Div_IObservableFloatIObservableFloat( deref_opt( _orderbook_BestPrice_IOrderQueue( deref_opt( _orderbook_Asks_IOrderBook()))), deref_opt( _ops_Sub_FloatIObservableFloat( deref_opt(_constant_Int(1)), self.lossFactor)))))), deref_opt( _ops_Condition_IObservableBooleanIObservableBooleanBoolean( deref_opt( _ops_Less_IObservableFloatFloat( deref_opt(_trader_Position_IAccount()), deref_opt(_constant_Int(0)))), deref_opt( _ops_Less_IObservableFloatIObservableFloat( deref_opt(_trader_PerSharePrice_IAccount()), deref_opt( _ops_Mul_IObservableFloatIObservableFloat( deref_opt( _orderbook_BestPrice_IOrderQueue( deref_opt( _orderbook_Bids_IOrderBook( )))), deref_opt( _ops_Sub_FloatIObservableFloat( deref_opt(_constant_Int(1)), self.lossFactor)))))), deref_opt(_false_())))))
def getImpl(self): from marketsim.gen._out.ops._sub import Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook return _ops_Sub_IObservableFloatIObservableFloat( _orderbook_BestPrice_IOrderQueue( _orderbook_Asks_IOrderBook(self.book)), _orderbook_BestPrice_IOrderQueue( _orderbook_Bids_IOrderBook(self.book)))
def getImpl(self): from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat from marketsim.gen._out.ops._add import Add_IObservableFloatIObservableFloat as _ops_Add_IObservableFloatIObservableFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook return _ops_Div_IObservableFloatFloat( _ops_Add_IObservableFloatIObservableFloat( _orderbook_BestPrice_IOrderQueue( _orderbook_Asks_IOrderBook(self.book)), _orderbook_BestPrice_IOrderQueue( _orderbook_Bids_IOrderBook(self.book))), _constant_Float(2.0))
def getImpl(self): from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.ops._sub import ( Sub_IObservableFloatIObservableFloat as _ops_Sub_IObservableFloatIObservableFloat, ) from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import deref_opt return deref_opt( _ops_Sub_IObservableFloatIObservableFloat( deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(self.book)))), deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(self.book)))), ) )
def getImpl(self): from marketsim.gen._out.orderbook._lastprice import LastPrice_IOrderQueue as _orderbook_LastPrice_IOrderQueue from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out._ifdefined import IfDefined_IObservableFloatFloat as _IfDefined_IObservableFloatFloat from marketsim.gen._out._ifdefined import IfDefined_IObservableFloatIObservableFloat as _IfDefined_IObservableFloatIObservableFloat from marketsim import deref_opt return deref_opt(_IfDefined_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(self.queue)),deref_opt(_IfDefined_IObservableFloatFloat(deref_opt(_orderbook_LastPrice_IOrderQueue(self.queue)),self.defaultValue))))
def getImpl(self): from marketsim.gen._out._ifdefined import IfDefined_IObservableFloatIObservableFloat as _IfDefined_IObservableFloatIObservableFloat from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._lastprice import LastPrice_IOrderQueue as _orderbook_LastPrice_IOrderQueue return _IfDefined_IObservableFloatIObservableFloat( _orderbook_BestPrice_IOrderQueue(self.queue), _IfDefined_IObservableFloatIObservableFloat( _orderbook_LastPrice_IOrderQueue(self.queue), self.defaultValue))
def getImpl(self): from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.ops._less import Less_FloatFloat as _ops_Less_FloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatIObservableFloat as _ops_Condition_BooleanIObservableFloatIObservableFloat from marketsim.gen._out.ops._mul import Mul_FloatIObservableFloat as _ops_Mul_FloatIObservableFloat from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatFloat as _ops_Condition_BooleanIObservableFloatFloat from marketsim import deref_opt return deref_opt( _ops_Condition_BooleanIObservableFloatIObservableFloat( deref_opt( _ops_Less_FloatFloat(self.depth, deref_opt(_constant_Float(0.0)))), deref_opt( _ops_Mul_FloatIObservableFloat( self.depth, deref_opt( _orderbook_BestPrice_IOrderQueue( deref_opt(_orderbook_Asks_IOrderBook( self.book)))))), deref_opt( _ops_Condition_BooleanIObservableFloatFloat( deref_opt( _ops_Greater_FloatFloat( self.depth, deref_opt(_constant_Float(0.0)))), deref_opt( _ops_Mul_FloatIObservableFloat( self.depth, deref_opt( _orderbook_BestPrice_IOrderQueue( deref_opt( _orderbook_Bids_IOrderBook( self.book)))))), deref_opt(_constant_Float(0.0))))))
def getImpl(self): from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.ops._add import Add_IObservableFloatIObservableFloat as _ops_Add_IObservableFloatIObservableFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import deref_opt return deref_opt(_ops_Div_IObservableFloatFloat(deref_opt(_ops_Add_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(self.book)))),deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(self.book)))))),deref_opt(_constant_Float(2.0))))
def getImpl(self): from marketsim.gen._out._false import false_ as _false_ from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanBoolean as _ops_Condition_IObservableBooleanIObservableBooleanBoolean from marketsim.gen._out.ops._div import Div_IObservableFloatIObservableFloat as _ops_Div_IObservableFloatIObservableFloat from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanIObservableBoolean as _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat from marketsim.gen._out._constant import constant_Int as _constant_Int from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.trader._pershareprice import PerSharePrice_IAccount as _trader_PerSharePrice_IAccount from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat from marketsim.gen._out.ops._sub import Sub_FloatIObservableFloat as _ops_Sub_FloatIObservableFloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import deref_opt return deref_opt(_ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean(deref_opt(_ops_Greater_IObservableFloatFloat(deref_opt(_trader_Position_IAccount()),deref_opt(_constant_Int(0)))),deref_opt(_ops_Greater_IObservableFloatIObservableFloat(deref_opt(_trader_PerSharePrice_IAccount()),deref_opt(_ops_Div_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook()))),deref_opt(_ops_Sub_FloatIObservableFloat(deref_opt(_constant_Int(1)),self.lossFactor)))))),deref_opt(_ops_Condition_IObservableBooleanIObservableBooleanBoolean(deref_opt(_ops_Less_IObservableFloatFloat(deref_opt(_trader_Position_IAccount()),deref_opt(_constant_Int(0)))),deref_opt(_ops_Less_IObservableFloatIObservableFloat(deref_opt(_trader_PerSharePrice_IAccount()),deref_opt(_ops_Mul_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook()))),deref_opt(_ops_Sub_FloatIObservableFloat(deref_opt(_constant_Int(1)),self.lossFactor)))))),deref_opt(_false_())))))
def getImpl(self): from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook return _orderbook_BestPrice_IOrderQueue(_orderbook_Asks_IOrderBook(self.book))
def getImpl(self): from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.ops._less import Less_FloatFloat as _ops_Less_FloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatIObservableFloat as _ops_Condition_BooleanIObservableFloatIObservableFloat from marketsim.gen._out.ops._mul import Mul_FloatIObservableFloat as _ops_Mul_FloatIObservableFloat from marketsim.gen._out.ops._greater import Greater_FloatFloat as _ops_Greater_FloatFloat from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim.gen._out.ops._condition import Condition_BooleanIObservableFloatFloat as _ops_Condition_BooleanIObservableFloatFloat from marketsim import deref_opt return deref_opt(_ops_Condition_BooleanIObservableFloatIObservableFloat(deref_opt(_ops_Less_FloatFloat(self.depth,deref_opt(_constant_Float(0.0)))),deref_opt(_ops_Mul_FloatIObservableFloat(self.depth,deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(self.book)))))),deref_opt(_ops_Condition_BooleanIObservableFloatFloat(deref_opt(_ops_Greater_FloatFloat(self.depth,deref_opt(_constant_Float(0.0)))),deref_opt(_ops_Mul_FloatIObservableFloat(self.depth,deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(self.book)))))),deref_opt(_constant_Float(0.0))))))
def getImpl(self): from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook return _orderbook_BestPrice_IOrderQueue( _orderbook_Bids_IOrderBook(self.book))
def getImpl(self): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideSide as _ops_Condition_IObservableBooleanSideSide from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.side._nothing import Nothing_ as _side_Nothing_ from marketsim.gen._out.strategy.side._fundamental_value import Fundamental_Value_strategysidePairTrading as _strategy_side_Fundamental_Value_strategysidePairTrading from marketsim.gen._out.strategy.side._book import book_strategysidePairTrading as _strategy_side_book_strategysidePairTrading from marketsim.gen._out.side._buy import Buy_ as _side_Buy_ from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat from marketsim.gen._out.ops._condition import Condition_IObservableBooleanSideIObservableSide as _ops_Condition_IObservableBooleanSideIObservableSide from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import deref_opt return deref_opt(_ops_Condition_IObservableBooleanSideIObservableSide(deref_opt(_ops_Greater_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook(deref_opt(_strategy_side_book_strategysidePairTrading(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysidePairTrading(self.x)))),deref_opt(_side_Sell_()),deref_opt(_ops_Condition_IObservableBooleanSideSide(deref_opt(_ops_Less_IObservableFloatIObservableFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook(deref_opt(_strategy_side_book_strategysidePairTrading(self.x)))))),deref_opt(_strategy_side_Fundamental_Value_strategysidePairTrading(self.x)))),deref_opt(_side_Buy_()),deref_opt(_side_Nothing_())))))