def _queue(book = None): from marketsim.gen._out._iorderbook import IOrderBook from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim import rtti if book is None or rtti.can_be_casted(book, IOrderBook): return _orderbook_Bids_IOrderBook(book) raise Exception('Cannot find suitable overload for _queue('+str(book) +':'+ str(type(book))+')')
def getImpl(self): from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float from marketsim.gen._out.side._buy import Buy_ as _side_Buy_ from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float from marketsim.gen._out._constant import constant_Int as _constant_Int from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._floatingprice import FloatingPrice_IObservableFloatFloatIObservableIOrder as _order_FloatingPrice_IObservableFloatFloatIObservableIOrder from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.strategy._combine import Combine_ISingleAssetStrategyISingleAssetStrategy as _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat from marketsim.gen._out.event._after import After_Float as _event_After_Float from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat return _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy( _strategy_Generic_IObservableIOrderIEvent( _order_Iceberg_IObservableIOrderFloat( _order_FloatingPrice_IObservableFloatFloatIObservableIOrder( _observable_BreaksAtChanges_IObservableFloat( _observable_OnEveryDt_FloatFloat( _ops_Div_IObservableFloatFloat( _orderbook_SafeSidePrice_IOrderQueueFloat( _orderbook_Asks_IOrderBook(), _constant_Float((100 + self.delta))), _math_Exp_Float( _ops_Div_FloatFloat( _math_Atan_Float( _trader_Position_IAccount()), _constant_Int(1000)))), 0.9)), _order__curried_price_Limit_SideFloat( _side_Sell_(), _constant_Float( (self.volume * 1000)))), _constant_Float(self.volume)), _event_After_Float(_constant_Float(0.0))), _strategy_Generic_IObservableIOrderIEvent( _order_Iceberg_IObservableIOrderFloat( _order_FloatingPrice_IObservableFloatFloatIObservableIOrder( _observable_BreaksAtChanges_IObservableFloat( _observable_OnEveryDt_FloatFloat( _ops_Div_IObservableFloatFloat( _orderbook_SafeSidePrice_IOrderQueueFloat( _orderbook_Bids_IOrderBook(), _constant_Float((100 - self.delta))), _math_Exp_Float( _ops_Div_FloatFloat( _math_Atan_Float( _trader_Position_IAccount()), _constant_Int(1000)))), 0.9)), _order__curried_price_Limit_SideFloat( _side_Buy_(), _constant_Float( (self.volume * 1000)))), _constant_Float(self.volume)), _event_After_Float(_constant_Float(0.0))))
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.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._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._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._lasttradeprice import LastTradePrice_IOrderQueue as _orderbook_LastTradePrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook return _orderbook_LastTradePrice_IOrderQueue(_orderbook_Bids_IOrderBook(self.book))
def getImpl(self): from marketsim.gen._out.orderbook._weightedprice import WeightedPrice_IOrderQueueFloat as _orderbook_WeightedPrice_IOrderQueueFloat from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook return _orderbook_WeightedPrice_IOrderQueueFloat(_orderbook_Bids_IOrderBook(self.book),self.alpha)
def getImpl(self): from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float from marketsim.gen._out.side._buy import Buy_ as _side_Buy_ from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float from marketsim.gen._out._constant import constant_Int as _constant_Int from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._floatingprice import FloatingPrice_IObservableFloatFloatIObservableIOrder as _order_FloatingPrice_IObservableFloatFloatIObservableIOrder from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.strategy._combine import Combine_ISingleAssetStrategyISingleAssetStrategy as _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat from marketsim.gen._out.event._after import After_Float as _event_After_Float from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat return _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy(_strategy_Generic_IObservableIOrderIEvent(_order_Iceberg_IObservableIOrderFloat(_order_FloatingPrice_IObservableFloatFloatIObservableIOrder(_observable_BreaksAtChanges_IObservableFloat(_observable_OnEveryDt_FloatFloat(_ops_Div_IObservableFloatFloat(_orderbook_SafeSidePrice_IOrderQueueFloat(_orderbook_Asks_IOrderBook(),_constant_Float((100+self.delta))),_math_Exp_Float(_ops_Div_FloatFloat(_math_Atan_Float(_trader_Position_IAccount()),_constant_Int(1000)))),0.9)),_order__curried_price_Limit_SideFloat(_side_Sell_(),_constant_Float((self.volume*1000)))),_constant_Float(self.volume)),_event_After_Float(_constant_Float(0.0))),_strategy_Generic_IObservableIOrderIEvent(_order_Iceberg_IObservableIOrderFloat(_order_FloatingPrice_IObservableFloatFloatIObservableIOrder(_observable_BreaksAtChanges_IObservableFloat(_observable_OnEveryDt_FloatFloat(_ops_Div_IObservableFloatFloat(_orderbook_SafeSidePrice_IOrderQueueFloat(_orderbook_Bids_IOrderBook(),_constant_Float((100-self.delta))),_math_Exp_Float(_ops_Div_FloatFloat(_math_Atan_Float(_trader_Position_IAccount()),_constant_Int(1000)))),0.9)),_order__curried_price_Limit_SideFloat(_side_Buy_(),_constant_Float((self.volume*1000)))),_constant_Float(self.volume)),_event_After_Float(_constant_Float(0.0))))
def getImpl(self): from marketsim.gen._out.orderbook._lastprice import LastPrice_IOrderQueue as _orderbook_LastPrice_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook return _orderbook_LastPrice_IOrderQueue( _orderbook_Bids_IOrderBook(self.book))
def getImpl(self): from marketsim.gen._out.orderbook._lasttradevolume import LastTradeVolume_IOrderQueue as _orderbook_LastTradeVolume_IOrderQueue from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook return _orderbook_LastTradeVolume_IOrderQueue( _orderbook_Bids_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 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_())))))
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._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.orderbook._weightedprice import WeightedPrice_IOrderQueueFloat as _orderbook_WeightedPrice_IOrderQueueFloat from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook return _orderbook_WeightedPrice_IOrderQueueFloat( _orderbook_Bids_IOrderBook(self.book), self.alpha)