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Python _observablefloat.Observablefloat類代碼示例

本文整理匯總了Python中marketsim.gen._out._observable._observablefloat.Observablefloat類的典型用法代碼示例。如果您正苦於以下問題：Python Observablefloat類的具體用法？Python Observablefloat怎麽用？Python Observablefloat使用的例子？那麽, 這裏精選的類代碼示例或許可以為您提供幫助。


在下文中一共展示了Observablefloat類的15個代碼示例，這些例子默認根據受歡迎程度排序。您可以為喜歡或者感覺有用的代碼點讚，您的評價將有助於係統推薦出更棒的Python代碼示例。

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:7，代碼來源:_Balance.py

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))
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:7，代碼來源:_Pow.py

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:7，代碼來源:_BreaksAtChanges.py

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:7，代碼來源:_Quote.py

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:7，代碼來源:_LastTradePrice.py

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:7，代碼來源:_Negate.py

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:8，代碼來源:_OnEveryDt.py

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)
開發者ID:xiaobozi，項目名稱:marketsimulator，代碼行數:8，代碼來源:_maximum.py

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)
開發者ID:xiaobozi，項目名稱:marketsimulator，代碼行數:9，代碼來源:_Lagged.py

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:9，代碼來源:_minepsilon.py

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:9，代碼來源:_CumulativePrice.py

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:10，代碼來源:_sqr.py

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:10，代碼來源:_midprice.py

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:10，代碼來源:_pershareprice.py

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)
開發者ID:SemanticBeeng，項目名稱:marketsimulator，代碼行數:10，代碼來源:_desiredposition.py


注：本文中的marketsim.gen._out._observable._observablefloat.Observablefloat類示例由純淨天空整理自Github/MSDocs等開源代碼及文檔管理平台，相關代碼片段篩選自各路編程大神貢獻的開源項目，源碼版權歸原作者所有，傳播和使用請參考對應項目的License；未經允許，請勿轉載。