def __init__(self, x = None, side = None, sign = None): from marketsim.gen._out.strategy.price._marketdata import MarketData_StringStringStringFloatFloat as _strategy_price_MarketData_StringStringStringFloatFloat from marketsim.gen._out.side._observablesell import observableSell_ as _side_observableSell_ from marketsim.gen._out.event._event import Event from marketsim import _ from marketsim import event from marketsim import deref_opt self.x = x if x is not None else deref_opt(_strategy_price_MarketData_StringStringStringFloatFloat()) self.side = side if side is not None else deref_opt(_side_observableSell_()) self.sign = sign if sign is not None else 1.0 self.impl = self.getImpl() self.on_order_created = Event() event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, x=None, side=None, sign=None): from marketsim.gen._out.strategy.price._marketdata import MarketData_StringStringStringFloatFloat as _strategy_price_MarketData_StringStringStringFloatFloat from marketsim.gen._out.side._observablesell import observableSell_ as _side_observableSell_ from marketsim.gen._out.event._event import Event from marketsim import _ from marketsim import event from marketsim import deref_opt self.x = x if x is not None else deref_opt( _strategy_price_MarketData_StringStringStringFloatFloat()) self.side = side if side is not None else deref_opt( _side_observableSell_()) self.sign = sign if sign is not None else 1.0 self.impl = self.getImpl() self.on_order_created = Event() event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, cond=None, ifpart=None, elsepart=None): from marketsim.gen._out.side._buy import Buy_ as _side_Buy_ from marketsim import rtti from marketsim.gen._out.side._observablesell import observableSell_ as _side_observableSell_ from marketsim.gen._out._side import Side from marketsim.gen._out._true import true_ as _true_ from marketsim import event from marketsim.gen._out._observable import ObservableSide ObservableSide.__init__(self) self.cond = cond if cond is not None else _true_() self.ifpart = ifpart if ifpart is not None else _side_observableSell_() event.subscribe(self.ifpart, self.fire, self) self.elsepart = elsepart if elsepart is not None else _side_Buy_() rtti.check_fields(self) _Condition_Impl.__init__(self)
def __init__(self, cond = None, ifpart = None, elsepart = None): from marketsim.gen._out.side._buy import Buy_ as _side_Buy_ from marketsim import rtti from marketsim.gen._out.side._observablesell import observableSell_ as _side_observableSell_ from marketsim.gen._out._side import Side from marketsim.gen._out._true import true_ as _true_ from marketsim import event from marketsim.gen._out._observable import ObservableSide ObservableSide.__init__(self) self.cond = cond if cond is not None else _true_() self.ifpart = ifpart if ifpart is not None else _side_observableSell_() event.subscribe(self.ifpart, self.fire, self) self.elsepart = elsepart if elsepart is not None else _side_Buy_() rtti.check_fields(self) _Condition_Impl.__init__(self)
def __init__(self, x = None, eventGen = None, orderFactory = None, side = None): from marketsim.gen._out.event._every import Every_Float as _event_Every_Float from marketsim.gen._out.side._observablesell import observableSell_ as _side_observableSell_ from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim.gen._out.event._event import Event from marketsim import _ from marketsim import event from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float from marketsim import deref_opt self.x = x if x is not None else deref_opt(_strategy_price_LiquidityProvider_FloatFloatIOrderBook()) self.eventGen = eventGen if eventGen is not None else deref_opt(_event_Every_Float(deref_opt(_math_random_expovariate_Float(1.0)))) self.orderFactory = orderFactory if orderFactory is not None else deref_opt(_order__curried_sideprice_Limit_Float()) self.side = side if side is not None else deref_opt(_side_observableSell_()) self.impl = self.getImpl() self.on_order_created = Event() event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, x=None, eventGen=None, orderFactory=None, side=None): from marketsim.gen._out.event._every import Every_Float as _event_Every_Float from marketsim.gen._out.side._observablesell import observableSell_ as _side_observableSell_ from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim.gen._out.event._event import Event from marketsim import _ from marketsim import event from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float from marketsim import deref_opt self.x = x if x is not None else deref_opt( _strategy_price_LiquidityProvider_FloatFloatIOrderBook()) self.eventGen = eventGen if eventGen is not None else deref_opt( _event_Every_Float(deref_opt(_math_random_expovariate_Float(1.0)))) self.orderFactory = orderFactory if orderFactory is not None else deref_opt( _order__curried_sideprice_Limit_Float()) self.side = side if side is not None else deref_opt( _side_observableSell_()) self.impl = self.getImpl() self.on_order_created = Event() event.subscribe(self.impl.on_order_created, _(self)._send, self)
def getImpl(self): from marketsim.gen._out.side._observablesell import observableSell_ as _side_observableSell_ from marketsim import deref_opt return deref_opt(_side_observableSell_())
def getImpl(self): from marketsim.gen._out.side._observablesell import observableSell_ as _side_observableSell_ return _side_observableSell_()