本文整理汇总了Python中marketsim.gen._out._observable._observablefloat.Observablefloat类的典型用法代码示例。如果您正苦于以下问题：Python Observablefloat类的具体用法？Python Observablefloat怎么用？Python Observablefloat使用的例子？那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。
在下文中一共展示了Observablefloat类的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, trader = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
Observablefloat.__init__(self)
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
Balance_Impl.__init__(self)示例2: __init__
def __init__(self, base = None, power = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.base = base if base is not None else deref_opt(_constant_Float(1.0))
self.power = power if power is not None else deref_opt(_constant_Float(1.0))示例3: __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4: __init__
def __init__(self, ticker = None, start = None, end = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
Observablefloat.__init__(self)
self.ticker = ticker if ticker is not None else "^GSPC"
self.start = start if start is not None else "2001-1-1"
self.end = end if end is not None else "2010-1-1"
Quote_Impl.__init__(self)示例5: __init__
def __init__(self, queue = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim import deref_opt
Observablefloat.__init__(self)
self.queue = queue if queue is not None else deref_opt(_orderbook_Asks_IOrderBook())
LastTradePrice_Impl.__init__(self)示例6: __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7: __init__
def __init__(self, x = None, dt = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_constant_Float(1.0))
self.dt = dt if dt is not None else 1.0
OnEveryDt_Impl.__init__(self)示例8: __init__
def __init__(self, x=None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.math._moving import Moving_IObservableFloatFloat as _math_Moving_IObservableFloatFloat
from marketsim import deref_opt
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_math_Moving_IObservableFloatFloat())
Max_Impl.__init__(self)示例9: __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10: __init__
def __init__(self, x = None, epsilon = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.math._cumulative import Cumulative_IObservableFloat as _math_Cumulative_IObservableFloat
from marketsim import deref_opt
from marketsim.gen._out._constant import constant_Float as _constant_Float
Observablefloat.__init__(self)
self.x = x if x is not None else deref_opt(_math_Cumulative_IObservableFloat())
self.epsilon = epsilon if epsilon is not None else deref_opt(_constant_Float(0.01))
MinEpsilon_Impl.__init__(self)示例11: __init__
def __init__(self, book = None, depth = None):
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
from marketsim import deref_opt
from marketsim.gen._out._constant import constant_Float as _constant_Float
Observablefloat.__init__(self)
self.book = book if book is not None else deref_opt(_orderbook_OfTrader_IAccount())
self.depth = depth if depth is not None else deref_opt(_constant_Float(1.0))
CumulativePrice_Impl.__init__(self)示例12: __init__
def __init__(self, x = 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.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)示例13: __init__
def __init__(self, book = None):
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
Observablefloat.__init__(self)
self.book = book if book is not None else deref_opt(_orderbook_OfTrader_IAccount())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)示例14: __init__
def __init__(self, trader = None):
from marketsim import _
from marketsim import event
from marketsim.gen._out._observable._observablefloat import Observablefloat
from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
from marketsim import deref_opt
Observablefloat.__init__(self)
self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)示例15: __init__
def __init__(self, x = None):
from marketsim.gen._out.strategy.position._rsi_linear import RSI_linear_FloatIObservableFloatFloatISingleAssetTrader as _strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader
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(_strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader())
self.impl = self.getImpl()
event.subscribe(self.impl, _(self).fire, self)