def getImpl(self): from marketsim.gen._out.strategy.price._pricedistr import PriceDistr_strategypriceLiquidityProvider as _strategy_price_PriceDistr_strategypriceLiquidityProvider from marketsim.gen._out.strategy.price._book import Book_strategypriceLiquidityProvider as _strategy_price_Book_strategypriceLiquidityProvider from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide from marketsim.gen._out.strategy.price._initialvalue import InitialValue_strategypriceLiquidityProvider as _strategy_price_InitialValue_strategypriceLiquidityProvider from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt return deref_opt( _ops_Mul_IObservableFloatFloat( deref_opt( _orderbook_SafeSidePrice_IOrderQueueFloat( deref_opt( _orderbook_Queue_IOrderBookSide( deref_opt( _strategy_price_Book_strategypriceLiquidityProvider( self.x)), self.side)), deref_opt( _constant_Float( deref_opt( _strategy_price_InitialValue_strategypriceLiquidityProvider( self.x)))))), deref_opt( _strategy_price_PriceDistr_strategypriceLiquidityProvider( self.x))))
def getImpl(self): from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide from marketsim.gen._out._constant import constant_Float as _constant_Float return _ops_Mul_IObservableFloatFloat( _orderbook_SafeSidePrice_IOrderQueueFloat( _orderbook_Queue_IOrderBookSide(self.book, self.side), _constant_Float(self.initialValue)), self.priceDistr)
def getImpl(self): from marketsim.gen._out.strategy.price._pricedistr import PriceDistr_strategypriceLiquidityProvider as _strategy_price_PriceDistr_strategypriceLiquidityProvider from marketsim.gen._out.strategy.price._book import Book_strategypriceLiquidityProvider as _strategy_price_Book_strategypriceLiquidityProvider from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide from marketsim.gen._out.strategy.price._initialvalue import InitialValue_strategypriceLiquidityProvider as _strategy_price_InitialValue_strategypriceLiquidityProvider from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import deref_opt return deref_opt(_ops_Mul_IObservableFloatFloat(deref_opt(_orderbook_SafeSidePrice_IOrderQueueFloat(deref_opt(_orderbook_Queue_IOrderBookSide(deref_opt(_strategy_price_Book_strategypriceLiquidityProvider(self.x)),self.side)),deref_opt(_constant_Float(deref_opt(_strategy_price_InitialValue_strategypriceLiquidityProvider(self.x)))))),deref_opt(_strategy_price_PriceDistr_strategypriceLiquidityProvider(self.x))))
def getImpl(self): from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat 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.strategy.price._delta import Delta_strategypriceMarketMaker as _strategy_price_Delta_strategypriceMarketMaker from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float from marketsim.gen._out.strategy.price._volume import Volume_strategypriceMarketMaker as _strategy_price_Volume_strategypriceMarketMaker from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._floatingprice import FloatingPrice_FloatIObservableIOrderIObservableFloat as _order_FloatingPrice_FloatIObservableIOrderIObservableFloat from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat from marketsim.gen._out.event._after import After_Float as _event_After_Float from marketsim import deref_opt from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount return deref_opt(_strategy_Generic_IObservableIOrderIEvent(deref_opt(_order_Iceberg_IObservableIOrderFloat(deref_opt(_order_FloatingPrice_FloatIObservableIOrderIObservableFloat(deref_opt(_order__curried_price_Limit_SideFloat(self.side,deref_opt(_constant_Float((deref_opt(_strategy_price_Volume_strategypriceMarketMaker(self.x))*1000))))),deref_opt(_observable_BreaksAtChanges_IObservableFloat(deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_ops_Div_IObservableFloatFloat(deref_opt(_orderbook_SafeSidePrice_IOrderQueueFloat(deref_opt(_orderbook_Queue_IOrderBookSide(deref_opt(_orderbook_OfTrader_IAccount()),self.side)),deref_opt(_constant_Float((100+(deref_opt(_strategy_price_Delta_strategypriceMarketMaker(self.x))*self.sign)))))),deref_opt(_math_Exp_Float(deref_opt(_ops_Div_FloatFloat(deref_opt(_math_Atan_Float(deref_opt(_trader_Position_IAccount()))),deref_opt(_constant_Int(1000)))))))),0.9)))))),deref_opt(_constant_Float(deref_opt(_strategy_price_Volume_strategypriceMarketMaker(self.x)))))),deref_opt(_event_After_Float(deref_opt(_constant_Float(0.0))))))
def getImpl(self): from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat 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.strategy.price._delta import Delta_strategypriceMarketMaker as _strategy_price_Delta_strategypriceMarketMaker from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float from marketsim.gen._out.strategy.price._volume import Volume_strategypriceMarketMaker as _strategy_price_Volume_strategypriceMarketMaker from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._floatingprice import FloatingPrice_FloatIObservableIOrderIObservableFloat as _order_FloatingPrice_FloatIObservableIOrderIObservableFloat from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat from marketsim.gen._out.event._after import After_Float as _event_After_Float from marketsim import deref_opt from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount return deref_opt( _strategy_Generic_IObservableIOrderIEvent( deref_opt( _order_Iceberg_IObservableIOrderFloat( deref_opt( _order_FloatingPrice_FloatIObservableIOrderIObservableFloat( deref_opt( _order__curried_price_Limit_SideFloat( self.side, deref_opt( _constant_Float((deref_opt( _strategy_price_Volume_strategypriceMarketMaker( self.x)) * 1000))))), deref_opt( _observable_BreaksAtChanges_IObservableFloat( deref_opt( _observable_OnEveryDt_FloatFloat( deref_opt( _ops_Div_IObservableFloatFloat( deref_opt( _orderbook_SafeSidePrice_IOrderQueueFloat( deref_opt( _orderbook_Queue_IOrderBookSide( deref_opt( _orderbook_OfTrader_IAccount( )), self. side)), deref_opt( _constant_Float(( 100 + (deref_opt( _strategy_price_Delta_strategypriceMarketMaker( self .x )) * self .sign) ))))), deref_opt( _math_Exp_Float( deref_opt( _ops_Div_FloatFloat( deref_opt( _math_Atan_Float( deref_opt( _trader_Position_IAccount( ) ) )), deref_opt( _constant_Int( 1000 ))) ))))), 0.9)))))), deref_opt( _constant_Float( deref_opt( _strategy_price_Volume_strategypriceMarketMaker( self.x)))))), deref_opt(_event_After_Float(deref_opt( _constant_Float(0.0))))))
def getImpl(self): from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide from marketsim.gen._out._constant import constant_Float as _constant_Float return _ops_Mul_IObservableFloatFloat(_orderbook_SafeSidePrice_IOrderQueueFloat(_orderbook_Queue_IOrderBookSide(self.book,self.side),_constant_Float(self.initialValue)),self.priceDistr)