def __init__(self, maxloss = None, proto = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._curried._sidevolume_price_limit import sidevolume_price_Limit_ as _order__curried_sidevolume_price_Limit_ from marketsim import rtti self.maxloss = maxloss if maxloss is not None else _constant_Float(0.1) self.proto = proto if proto is not None else _order__curried_sidevolume_price_Limit_() rtti.check_fields(self)
def __init__(self, trader = None, alpha = None): from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_ from marketsim import rtti self.trader = trader if trader is not None else _trader_SingleProxy_() self.alpha = alpha if alpha is not None else 0.15 rtti.check_fields(self) self.impl = self.getImpl()
def __init__(self, queue = None, alpha = None): from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook from marketsim import rtti self.queue = queue if queue is not None else _orderbook_Asks_IOrderBook() self.alpha = alpha if alpha is not None else 0.15 rtti.check_fields(self) self.impl = self.getImpl()
def __init__(self, intervalFunc=None): from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim import rtti self.intervalFunc = intervalFunc if intervalFunc is not None else _math_random_expovariate_Float( 1.0) rtti.check_fields(self) _Every_Impl.__init__(self)
def __init__(self, A = None, B = None): from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim import rtti self.A = A if A is not None else _strategy_Noise_IEventSideIObservableIOrder() self.B = B if B is not None else _strategy_Noise_IEventSideIObservableIOrder() rtti.check_fields(self) _Combine_Impl.__init__(self)
def __init__(self, source=None, alpha=None): from marketsim.gen._out._const import const_Float as _const_Float from marketsim import rtti self.source = source if source is not None else _const_Float(1.0) self.alpha = alpha if alpha is not None else 0.015 rtti.check_fields(self) EWMV_Impl.__init__(self)
def __init__(self, inner=None): from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim import rtti self.inner = inner if inner is not None else _strategy_Noise_IEventSideIObservableIOrder( ) rtti.check_fields(self) _Account_Impl.__init__(self)
def __init__(self, proto = None, lotSize = None): from marketsim.gen._out.order._curried._sidevolume_price_limit import sidevolume_price_Limit_ as _order__curried_sidevolume_price_Limit_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.proto = proto if proto is not None else _order__curried_sidevolume_price_Limit_() self.lotSize = lotSize if lotSize is not None else _constant_Float(10.0) rtti.check_fields(self)
def __init__(self, source = None, alpha = None): from marketsim.gen._out._const import const_Float as _const_Float from marketsim import rtti self.source = source if source is not None else _const_Float(1.0) self.alpha = alpha if alpha is not None else 0.015 rtti.check_fields(self) EWMV_Impl.__init__(self)
def __init__(self, book=None): from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount from marketsim import rtti self.book = book if book is not None else _orderbook_OfTrader_IAccount( ) rtti.check_fields(self) _Bids_Impl.__init__(self)
def __init__(self): from marketsim.gen._out._observable import Observablebool from marketsim import rtti Observablebool.__init__(self) rtti.check_fields(self) _False_Impl.__init__(self)
def __init__(self, source = None, timeframe = None): from marketsim.gen._out._const import const_Float as _const_Float from marketsim import rtti self.source = source if source is not None else _const_Float(1.0) self.timeframe = timeframe if timeframe is not None else 100.0 rtti.check_fields(self) self.impl = self.getImpl()
def __init__(self, f = None, base = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.f = f if f is not None else _constant_Float(1.0) self.base = base if base is not None else 1.002 rtti.check_fields(self) self.impl = self.getImpl()
def __init__(self, cancellationIntervalDistr=None): from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float from marketsim import rtti self.cancellationIntervalDistr = cancellationIntervalDistr if cancellationIntervalDistr is not None else _math_random_expovariate_Float( 1.0) rtti.check_fields(self) _Canceller_Impl.__init__(self)
def __init__(self): from marketsim.gen._out._observable import Observablebool from marketsim import rtti Observablebool.__init__(self) rtti.check_fields(self) _True_Impl.__init__(self)
def __init__(self, floatingPrice = None, proto = None): from marketsim.gen._out._const import const_Float as _const_Float from marketsim.gen._out.order._curried._side_price_limit import side_price_Limit_Float as _order__curried_side_price_Limit_Float from marketsim import rtti self.floatingPrice = floatingPrice if floatingPrice is not None else _const_Float(10.0) self.proto = proto if proto is not None else _order__curried_side_price_Limit_Float() rtti.check_fields(self)
def __init__(self, side=None, volume=None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.side = side if side is not None else _side_Sell_() self.volume = volume if volume is not None else _constant_Float(1.0) rtti.check_fields(self)
def __init__(self, trader=None, alpha=None): from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_ from marketsim import rtti self.trader = trader if trader is not None else _trader_SingleProxy_() self.alpha = alpha if alpha is not None else 0.15 rtti.check_fields(self) self.impl = self.getImpl()
def __init__(self, floatingPrice = None, proto = None): from marketsim.gen._out._const import const_Float as _const_Float from marketsim.gen._out.order._curried._volume_price_limit import volume_price_Limit_Side as _order__curried_volume_price_Limit_Side from marketsim import rtti self.floatingPrice = floatingPrice if floatingPrice is not None else _const_Float(10.0) self.proto = proto if proto is not None else _order__curried_volume_price_Limit_Side() rtti.check_fields(self)
def __init__(self, proto = None, lotSize = None): from marketsim.gen._out.order._curried._side_price_limit import side_price_Limit_Float as _order__curried_side_price_Limit_Float from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.proto = proto if proto is not None else _order__curried_side_price_Limit_Float() self.lotSize = lotSize if lotSize is not None else _constant_Float(10.0) rtti.check_fields(self)
def __init__(self, book = None, alpha = None): from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount from marketsim import rtti self.book = book if book is not None else _orderbook_OfTrader_IAccount() self.alpha = alpha if alpha is not None else 0.15 rtti.check_fields(self) self.impl = self.getImpl()
def __init__(self, side = None, volume = None): from marketsim.gen._out.side._sell import Sell_ as _side_Sell_ from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti self.side = side if side is not None else _side_Sell_() self.volume = volume if volume is not None else _constant_Float(1.0) rtti.check_fields(self)
def __init__(self, up = None, down = None): from marketsim.gen._out.orderbook._link import Link_IObservableFloat as _orderbook_Link_IObservableFloat from marketsim import rtti self.up = up if up is not None else _orderbook_Link_IObservableFloat() self.down = down if down is not None else _orderbook_Link_IObservableFloat() rtti.check_fields(self) _TwoWayLink_Impl.__init__(self)
def __init__(self, expiry = None, proto = None): from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim.gen._out.order._curried._sidevolume_limit import sidevolume_Limit_Float as _order__curried_sidevolume_Limit_Float from marketsim import rtti self.expiry = expiry if expiry is not None else _constant_Float(10.0) self.proto = proto if proto is not None else _order__curried_sidevolume_Limit_Float() rtti.check_fields(self)
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, up=None, down=None): from marketsim.gen._out.orderbook._link import Link_IObservableFloat as _orderbook_Link_IObservableFloat from marketsim import rtti self.up = up if up is not None else _orderbook_Link_IObservableFloat() self.down = down if down is not None else _orderbook_Link_IObservableFloat( ) rtti.check_fields(self) _TwoWayLink_Impl.__init__(self)
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(0.0) rtti.check_fields(self)
def __init__(self, x = None, slow = None, fast = None): from marketsim.gen._out._const import const_Float as _const_Float from marketsim import rtti self.x = x if x is not None else _const_Float(1.0) self.slow = slow if slow is not None else 26.0 self.fast = fast if fast is not None else 12.0 rtti.check_fields(self) self.impl = self.getImpl()
def __init__(self, x=None, slow=None, fast=None): from marketsim.gen._out._const import const_Float as _const_Float from marketsim import rtti self.x = x if x is not None else _const_Float(1.0) self.slow = slow if slow is not None else 26.0 self.fast = fast if fast is not None else 12.0 rtti.check_fields(self) self.impl = self.getImpl()
def __init__(self, inner = None, predicate = None): from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim.gen._out._true import true_ as _true_ from marketsim import rtti self.inner = inner if inner is not None else _strategy_Noise_IEventSideIObservableIOrder() self.predicate = predicate if predicate is not None else _true_() rtti.check_fields(self) _Suspendable_Impl.__init__(self)
def __init__(self, strategies=None): from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim import rtti self.strategies = strategies if strategies is not None else [ _strategy_Noise_IEventSideIObservableIOrder() ] rtti.check_fields(self) _Array_Impl.__init__(self)
def __init__(self, orderFactory = None, eventGen = None): from marketsim.gen._out.order._limit import Limit_SideFloatFloat as _order_Limit_SideFloatFloat from marketsim.gen._out.event._every import Every_Float as _event_Every_Float from marketsim import rtti self.orderFactory = orderFactory if orderFactory is not None else _order_Limit_SideFloatFloat() self.eventGen = eventGen if eventGen is not None else _event_Every_Float() rtti.check_fields(self) _Generic_Impl.__init__(self)
def __init__(self, proto = None): from marketsim.gen._intrinsic.order.meta.peg import Factory_Impl from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat from marketsim import rtti Factory_Impl.__init__(self) self.proto = proto if proto is not None else _order__curried_price_Limit_SideFloat() rtti.check_fields(self)
def __init__(self, x = None): from marketsim.gen._out._iobservable import IObservableint from marketsim import rtti IObservableint.__init__(self) self.x = x if x is not None else 1 rtti.check_fields(self) _Constant_Impl.__init__(self)
def __init__(self, book=None, alpha=None): from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount from marketsim import rtti self.book = book if book is not None else _orderbook_OfTrader_IAccount( ) self.alpha = alpha if alpha is not None else 0.15 rtti.check_fields(self) self.impl = self.getImpl()
def __init__(self, name = None, tickSize = None, _digitsToShow = None, timeseries = None): from marketsim import rtti self.name = name if name is not None else "-orderbook-" self.tickSize = tickSize if tickSize is not None else 0.01 self._digitsToShow = _digitsToShow if _digitsToShow is not None else 2 self.timeseries = timeseries if timeseries is not None else [] rtti.check_fields(self) _Local_Impl.__init__(self)
def __init__(self): from marketsim.gen._out._side import Side from marketsim.gen._out._observable import ObservableSide from marketsim import rtti ObservableSide.__init__(self) rtti.check_fields(self) _None_Impl.__init__(self)
def __init__(self, x=None): from marketsim.gen._out._iobservable import IObservableint from marketsim import rtti IObservableint.__init__(self) self.x = x if x is not None else 1 rtti.check_fields(self) _Constant_Impl.__init__(self)
def __init__(self): from marketsim.gen._out._side import Side from marketsim.gen._out._observable import ObservableSide from marketsim import rtti ObservableSide.__init__(self) rtti.check_fields(self) _Buy_Impl.__init__(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) _LastTradePrice_Impl.__init__(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, A=None, B=None): from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim import rtti self.A = A if A is not None else _strategy_Noise_IEventSideIObservableIOrder( ) self.B = B if B is not None else _strategy_Noise_IEventSideIObservableIOrder( ) rtti.check_fields(self) _Combine_Impl.__init__(self)
def __init__(self, trader = None): from marketsim.gen._out._observable import Observableint from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_ from marketsim import rtti Observableint.__init__(self) self.trader = trader if trader is not None else _trader_SingleProxy_() rtti.check_fields(self) PendingVolume_Impl.__init__(self)
def __init__(self, alpha_1 = None, alpha_2 = None, threshold = None, book = None): from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount from marketsim import rtti self.alpha_1 = alpha_1 if alpha_1 is not None else 0.15 self.alpha_2 = alpha_2 if alpha_2 is not None else 0.015 self.threshold = threshold if threshold is not None else 0.0 self.book = book if book is not None else _orderbook_OfTrader_IAccount() rtti.check_fields(self) self.impl = self.getImpl()
def __init__(self, proto=None): from marketsim.gen._intrinsic.order.meta.peg import Factory_Impl from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat from marketsim import rtti Factory_Impl.__init__(self) self.proto = proto if proto is not None else _order__curried_price_Limit_SideFloat( ) rtti.check_fields(self)
def __init__(self, orderbook = None, link = None, timeseries = None): from marketsim.gen._out.orderbook._local import Local_StringFloatIntListITimeSerie as _orderbook_Local_StringFloatIntListITimeSerie from marketsim.gen._out.orderbook._twowaylink import TwoWayLink_ILinkILink as _orderbook_TwoWayLink_ILinkILink from marketsim import rtti self.orderbook = orderbook if orderbook is not None else _orderbook_Local_StringFloatIntListITimeSerie() self.link = link if link is not None else _orderbook_TwoWayLink_ILinkILink() self.timeseries = timeseries if timeseries is not None else [] rtti.check_fields(self) _Remote_Impl.__init__(self)
def __init__(self, inner=None, predicate=None): from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim.gen._out._true import true_ as _true_ from marketsim import rtti self.inner = inner if inner is not None else _strategy_Noise_IEventSideIObservableIOrder( ) self.predicate = predicate if predicate is not None else _true_() rtti.check_fields(self) _Suspendable_Impl.__init__(self)
def __init__(self, signedVolume = None): from marketsim.gen._out._iorder import IOrder from marketsim.gen._out._observable import ObservableIOrder from marketsim.gen._out._constant import constant_Float as _constant_Float from marketsim import rtti ObservableIOrder.__init__(self) self.signedVolume = signedVolume if signedVolume is not None else _constant_Float(1.0) rtti.check_fields(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): from marketsim.gen._out._observable import Observableint from marketsim import rtti from marketsim import _ from marketsim import event Observableint.__init__(self) rtti.check_fields(self) self.impl = self.getImpl() event.subscribe(self.impl, _(self).fire, 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, proto = None): from marketsim.gen._out.order._limit import Limit_SideFloatFloat as _order_Limit_SideFloatFloat from marketsim.gen._out._iorder import IOrder from marketsim import rtti from marketsim.gen._out._observable import ObservableIOrder from marketsim import event ObservableIOrder.__init__(self) self.proto = proto if proto is not None else _order_Limit_SideFloatFloat() event.subscribe(self.proto, self.fire, self) rtti.check_fields(self)
def __init__(self, strategies = None, account = None, performance = None): from marketsim.gen._out.strategy._noise import Noise_IEventSideIObservableIOrder as _strategy_Noise_IEventSideIObservableIOrder from marketsim.gen._out.strategy.account.inner._inner_virtualmarket import inner_VirtualMarket_ as _strategy_account_inner_inner_VirtualMarket_ from marketsim.gen._out.strategy.weight.trader._trader_traderefficiencytrend import trader_TraderEfficiencyTrend_Float as _strategy_weight_trader_trader_TraderEfficiencyTrend_Float from marketsim import rtti self.strategies = strategies if strategies is not None else [_strategy_Noise_IEventSideIObservableIOrder()] self.account = account if account is not None else _strategy_account_inner_inner_VirtualMarket_() self.performance = performance if performance is not None else _strategy_weight_trader_trader_TraderEfficiencyTrend_Float() rtti.check_fields(self) _ChooseTheBest_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)