def typecheck(self): from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat rtti.typecheck(IFunctionSide, self.side) rtti.typecheck(IFunctionfloat, self.volume)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat rtti.typecheck(IObservablefloat, self.x) rtti.typecheck(IFunctionfloat, self.elsePart)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iorder import IOrder from marketsim.gen._out._iobservable._iobservableiorder import IObservableIOrder from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat rtti.typecheck(IObservableIOrder, self.proto) rtti.typecheck(IFunctionfloat, self.maxloss)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import ( IFunctionIObservableIOrder_from_IFunctionSide, ) rtti.typecheck(IFunctionIObservableIOrder_from_IFunctionSide, self.proto)
def typecheck(self): from marketsim import rtti rtti.typecheck(str, self.ticker) rtti.typecheck(str, self.start) rtti.typecheck(str, self.end) rtti.typecheck(float, self.delta) rtti.typecheck(float, self.volume)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iorder import IOrder from marketsim.gen._out._iobservable._iobservableiorder import IObservableIOrder from marketsim.gen._out._ievent import IEvent rtti.typecheck(IObservableIOrder, self.orderFactory) rtti.typecheck(IEvent, self.eventGen)
def typecheck(self): for obj in self._id2obj.itervalues(): for p in rtti.properties(obj): try: rtti.typecheck(p.type, getattr(obj, p.name)) except exception.Constraint, err: print err print ' at ', repr(obj), '.', p.name
def typecheck(self): from marketsim import listOf from marketsim.gen._out._imultiassetstrategy import IMultiAssetStrategy from marketsim.gen._out._itimeserie import ITimeSerie from marketsim import rtti from marketsim.gen._out._isingleassettrader import ISingleAssetTrader rtti.typecheck(listOf(ISingleAssetTrader), self.traders) rtti.typecheck(IMultiAssetStrategy, self.strategy) rtti.typecheck(str, self.name) rtti.typecheck(float, self.PnL) rtti.typecheck(listOf(ITimeSerie), self.timeseries)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat rtti.typecheck(float, self.initialValue) rtti.typecheck(IFunctionfloat, self.deltaDistr) rtti.typecheck(IFunctionfloat, self.intervalDistr) rtti.typecheck(str, self.name)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iorderbook import IOrderBook rtti.typecheck(float, self.alpha_1) rtti.typecheck(float, self.alpha_2) rtti.typecheck(float, self.threshold) rtti.typecheck(IOrderBook, self.book)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim.gen._out._isingleassettrader import ISingleAssetTrader rtti.typecheck(float, self.alpha) rtti.typecheck(IObservablefloat, self.k) rtti.typecheck(float, self.timeframe) rtti.typecheck(ISingleAssetTrader, self.trader)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._itimeserie import ITimeSerie from marketsim import listOf rtti.typecheck(str, self.name) rtti.typecheck(float, self.tickSize) rtti.typecheck(int, self._digitsToShow) rtti.typecheck(listOf(ITimeSerie), self.timeseries)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iobservable._iobservableobject import IObservableobject from marketsim.gen._out._igraph import IGraph rtti.typecheck(IObservableobject, self.source) rtti.typecheck(IGraph, self.graph) rtti.typecheck(int, self._digitsToShow) rtti.typecheck(int, self._smooth)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._ievent import IEvent from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide rtti.typecheck(LiquidityProvider, self.x) rtti.typecheck(IEvent, self.eventGen) rtti.typecheck(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, self.orderFactory) rtti.typecheck(IFunctionSide, self.side)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._iorderbook import IOrderBook rtti.typecheck(float, self.initialValue) rtti.typecheck(IFunctionfloat, self.priceDistr) rtti.typecheck(IOrderBook, self.book)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide rtti.typecheck(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, self.orderFactory) rtti.typecheck(int, self.initialSize) rtti.typecheck(IFunctionSide, self.side)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.math._macd import macd rtti.typecheck(macd, self.x) rtti.typecheck(float, self.timeframe) rtti.typecheck(float, self.step)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.strategy.price._marketdata import MarketData from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide rtti.typecheck(MarketData, self.x) rtti.typecheck(IFunctionSide, self.side) rtti.typecheck(float, self.sign)
def typecheck(self): from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import ( IFunctionIAccount_from_ISingleAssetStrategy, ) from marketsim import listOf from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import ( IFunctionIFunctionfloat_from_IAccount, ) from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionifunctionlistoffloat_from_listoffloat import ( IFunctionIFunctionlistOffloat_from_listOffloat, ) from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_ifunctionfloat import ( IFunctionIFunctionfloat_from_IFunctionfloat, ) rtti.typecheck(listOf(ISingleAssetStrategy), self.strategies) rtti.typecheck(IFunctionIAccount_from_ISingleAssetStrategy, self.account) rtti.typecheck(IFunctionIFunctionfloat_from_IAccount, self.weight) rtti.typecheck(IFunctionIFunctionfloat_from_IFunctionfloat, self.normalizer) rtti.typecheck(IFunctionIFunctionlistOffloat_from_listOffloat, self.corrector)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.strategy.price._marketmaker import MarketMaker from marketsim.gen._out._side import Side from marketsim.gen._out._iobservable._iobservableside import IObservableSide rtti.typecheck(MarketMaker, self.x) rtti.typecheck(IObservableSide, self.side) rtti.typecheck(float, self.sign)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.orderbook._iorderqueueimpl import IOrderQueueImpl from marketsim.gen._out._iorderbook import IOrderBook from marketsim.gen._out._ilink import ILink rtti.typecheck(IOrderQueueImpl, self.queue) rtti.typecheck(IOrderBook, self.book) rtti.typecheck(ILink, self.link)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import IFunctionIAccount_from_ISingleAssetStrategy from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount rtti.typecheck(ISingleAssetStrategy, self.inner) rtti.typecheck(IFunctionIAccount_from_ISingleAssetStrategy, self.account) rtti.typecheck(IFunctionIFunctionfloat_from_IAccount, self.performance)
def typecheck(self): from marketsim.gen._out._itwowaylink import ITwoWayLink from marketsim import listOf from marketsim.gen._out._itimeserie import ITimeSerie from marketsim import rtti from marketsim.gen._out._iorderbook import IOrderBook rtti.typecheck(IOrderBook, self.orderbook) rtti.typecheck(ITwoWayLink, self.link) rtti.typecheck(listOf(ITimeSerie), self.timeseries)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider rtti.typecheck(LiquidityProvider, self.x)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.math._moving import Moving rtti.typecheck(Moving, self.x)
def typecheck(self): from marketsim import rtti rtti.typecheck(float, self.alpha)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.math._cumulative import Cumulative rtti.typecheck(Cumulative, self.x)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iorderqueue import IOrderQueue from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat rtti.typecheck(IOrderQueue, self.queue) rtti.typecheck(IObservablefloat, self.defaultValue)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iorderqueue import IOrderQueue from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat rtti.typecheck(IOrderQueue, self.queue) rtti.typecheck(IFunctionfloat, self.defaultValue)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.math._rsi import RSI rtti.typecheck(RSI, self.x)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat rtti.typecheck(IFunctionfloat, self.signedVolume)
def typecheck(self): from marketsim import rtti rtti.typecheck(float, self.currentTime)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide rtti.typecheck(LiquidityProvider, self.x) rtti.typecheck(IFunctionSide, self.side)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iorderbook import IOrderBook rtti.typecheck(IOrderBook, self.book)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.orderbook._iorderqueueimpl import IOrderQueueImpl rtti.typecheck(IOrderQueueImpl, self.queue)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim.gen._out._ifunction._ifunctionbool import IFunctionbool rtti.typecheck(ISingleAssetStrategy, self.inner) rtti.typecheck(IFunctionbool, self.predicate)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat rtti.typecheck(IObservablefloat, self.source) rtti.typecheck(float, self.timeframe)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.strategy.side._pairtrading import PairTrading rtti.typecheck(PairTrading, self.x)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat rtti.typecheck(IFunctionIObservableIOrder_from_IFunctionfloat, self.proto) rtti.typecheck(IFunctionfloat, self.lotSize)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat rtti.typecheck(IObservablefloat, self.x) rtti.typecheck(IFunctionfloat, self.y)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.strategy.position._rsi_linear import RSI_linear rtti.typecheck(RSI_linear, self.x)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.strategy.position._bollinger_linear import Bollinger_linear rtti.typecheck(Bollinger_linear, self.x)
def typecheck(self): from marketsim import rtti rtti.typecheck(int, self.x)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.strategy.side._crossingaverages import CrossingAverages rtti.typecheck(CrossingAverages, self.x)
def typecheck(self): from marketsim import rtti rtti.typecheck(float, self.alpha) rtti.typecheck(float, self.timeframe) rtti.typecheck(float, self.threshold)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat rtti.typecheck(IFunctionfloat, self.base) rtti.typecheck(IFunctionfloat, self.power)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iaccount import IAccount rtti.typecheck(IAccount, self.trader) rtti.typecheck(float, self.alpha)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.math._ew import EW rtti.typecheck(EW, self.x)
def typecheck(self): from marketsim import rtti from marketsim.gen._out.math._macd import macd rtti.typecheck(macd, self.x)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat rtti.typecheck(IFunctionfloat, self.x) rtti.typecheck(IFunctionfloat, self.elsePart)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat rtti.typecheck(IFunctionfloat, self.side_distribution)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat rtti.typecheck(IObservablefloat, self.x) rtti.typecheck(IObservablefloat, self.elsePart)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iaccount import IAccount rtti.typecheck(IAccount, self.trader)
def typecheck(self): from marketsim import rtti rtti.typecheck(object, self.source) rtti.typecheck(int, self.idx)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._iorderqueue import IOrderQueue rtti.typecheck(IOrderQueue, self.queue) rtti.typecheck(float, self.volumeDelta) rtti.typecheck(int, self.volumeCount)
def typecheck(self): from marketsim import rtti from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import listOf rtti.typecheck(listOf(ISingleAssetStrategy), self.strategies)