本文整理汇总了Python中marketsim.rtti.check_fields函数的典型用法代码示例。如果您正苦于以下问题:Python check_fields函数的具体用法?Python check_fields怎么用?Python check_fields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check_fields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, 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)
示例2: __init__
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)
示例3: __init__
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)
示例4: __init__
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()
示例5: __init__
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)
示例6: __init__
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)
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, 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()
示例9: __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10: __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11: __init__
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()
示例12: __init__
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()
示例13: __init__
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)
示例14: __init__
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)
示例15: __init__
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)