本文整理汇总了Python中marketsim.gen._out._const._const_Float函数的典型用法代码示例。如果您正苦于以下问题：Python _const_Float函数的具体用法？Python _const_Float怎么用？Python _const_Float使用的例子？那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。
在下文中一共展示了_const_Float函数的15个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: __init__
def __init__(self, x = None, y = None):
from marketsim.gen._out._observable._observablebool import Observablebool
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablebool.__init__(self)
self.x = x if x is not None else deref_opt(_const_Float(1.0))
self.y = y if y is not None else deref_opt(_const_Float(1.0))
Greater_Impl.__init__(self)示例2: __init__
def __init__(self, x = None, y = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_const_Float(1.0))
self.y = y if y is not None else deref_opt(_const_Float(1.0))
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)示例3: __init__
def __init__(self, x = None, elsePart = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.x = x if x is not None else _const_Float(1.0)
self.elsePart = elsePart if elsePart is not None else _const_Float(1.0)
rtti.check_fields(self)
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)示例4: __init__
def __init__(self, x = None, y = 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)
self.y = y if y is not None else _const_Float(1.0)
event.subscribe(self.y, self.fire, self)
rtti.check_fields(self)
_Sub_Impl.__init__(self)示例5: __init__
def __init__(self, cond = None, ifpart = None, elsepart = None):
from marketsim import rtti
from marketsim.gen._out._observabletrue import observableTrue_ as _observableTrue_
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import event
from marketsim.gen._out._observable import Observablefloat
Observablefloat.__init__(self)
self.cond = cond if cond is not None else _observableTrue_()
event.subscribe(self.cond, self.fire, self)
self.ifpart = ifpart if ifpart is not None else _const_Float(1.0)
event.subscribe(self.ifpart, self.fire, self)
self.elsepart = elsepart if elsepart is not None else _const_Float(1.0)
event.subscribe(self.elsepart, self.fire, self)
rtti.check_fields(self)
_Condition_Impl.__init__(self)示例6: __init__
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()示例7: __init__
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)示例8: __init__
def __init__(self, alpha = None, k = None, trader = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
self.alpha = alpha if alpha is not None else 0.15
self.k = k if k is not None else deref_opt(_const_Float(0.5))
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())示例9: __init__
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)示例10: __init__
def __init__(self, source = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(_const_Float(1.0))
BreaksAtChanges_Impl.__init__(self)示例11: __init__
def __init__(self, x = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_const_Float(1.0))
Negate_Impl.__init__(self)示例12: __init__
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()示例13: __init__
def __init__(self, alpha = None, k = None, timeframe = None, trader = None):
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
self.alpha = alpha if alpha is not None else (1.0/14.0)
self.k = k if k is not None else deref_opt(_const_Float(-0.04))
self.timeframe = timeframe if timeframe is not None else 1.0
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())示例14: __init__
def __init__(self, source=None, timeframe=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.source = source if source is not None else deref_opt(_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
Lagged_Impl.__init__(self)示例15: __init__
def __init__(self, source = None, timeframe = None):
from marketsim.gen._out._icandlestick import ICandleStick
from marketsim.gen._out._observable._observableicandlestick import ObservableICandleStick
from marketsim.gen._out._const import const_Float as _const_Float
from marketsim import deref_opt
ObservableICandleStick.__init__(self)
self.source = source if source is not None else deref_opt(_const_Float(1.0))
self.timeframe = timeframe if timeframe is not None else 10.0
CandleSticks_Impl.__init__(self)