From 4a964a17f2368f074ac85015aa7e58ed61357557 Mon Sep 17 00:00:00 2001 From: antonkolotaev Date: Thu, 27 Feb 2014 12:16:15 +0100 Subject: [PATCH] generated functional types have more readable names --- ...tioniaccount_from_isingleassetstrategy.py} | 6 ++-- ...> _ifunctionievent_from_ifunctionfloat.py} | 6 ++-- ...=> _ifunctionievent_from_ifunctionside.py} | 6 ++-- ...event_from_ifunctionsideifunctionfloat.py} | 6 ++-- .../_ifunctionifunctionfloat_from_iaccount.py | 14 ++++++++ ...ctionifunctionfloat_from_ifunctionfloat.py | 13 ++++++++ .../_ifunctionifunctionfloatiaccount.py | 14 -------- .../_ifunctionifunctionfloatifunctionfloat.py | 13 -------- ...from_ifunctionfloat_from_ifunctionfloat.py | 14 ++++++++ ..._from_ifunctionfloat_from_ifunctionside.py | 14 ++++++++ ...nfloat_from_ifunctionsideifunctionfloat.py | 15 +++++++++ ...ctionieventifunctionfloatifunctionfloat.py | 14 -------- ...nctionieventifunctionfloatifunctionside.py | 14 -------- ...unctionfloatifunctionsideifunctionfloat.py | 15 --------- ...from_ifunctionfloat_from_ifunctionfloat.py | 16 ++++++++++ ..._from_ifunctionfloat_from_ifunctionside.py | 16 ++++++++++ ...nfloat_from_ifunctionsideifunctionfloat.py | 17 ++++++++++ ...ctioniorderifunctionfloatifunctionfloat.py | 16 ---------- ...nctioniorderifunctionfloatifunctionside.py | 16 ---------- ...unctionfloatifunctionsideifunctionfloat.py | 17 ---------- ...from_ifunctionfloat_from_ifunctionfloat.py | 14 ++++++++ ..._from_ifunctionfloat_from_ifunctionside.py | 14 ++++++++ ...nfloat_from_ifunctionsideifunctionfloat.py | 15 +++++++++ ...ctionobjectifunctionfloatifunctionfloat.py | 14 -------- ...nctionobjectifunctionfloatifunctionside.py | 14 -------- ...unctionfloatifunctionsideifunctionfloat.py | 15 --------- ...rom_ifunctionfloat_from_ifunctionfloat.py} | 22 ++++++------- ...from_ifunctionfloat_from_ifunctionside.py} | 22 ++++++------- ...float_from_ifunctionsideifunctionfloat.py} | 22 ++++++------- ...tionifunctioniorder_from_ifunctionfloat.py | 14 ++++++++ ...ctionifunctioniorder_from_ifunctionside.py | 14 ++++++++ ...iorder_from_ifunctionsideifunctionfloat.py | 15 +++++++++ ..._ifunctionifunctioniorderifunctionfloat.py | 14 -------- .../_ifunctionifunctioniorderifunctionside.py | 14 -------- ...nctioniorderifunctionsideifunctionfloat.py | 15 --------- ...onifunctionlistoffloat_from_listoffloat.py | 16 ++++++++++ ...functionifunctionlistoffloatlistoffloat.py | 16 ---------- ...nifunctionlistofobject_from_listoffloat.py | 14 ++++++++ ...unctionifunctionlistofobjectlistoffloat.py | 14 -------- ...ifunctionifunctionobject_from_iaccount.py} | 6 ++-- ...ionifunctionobject_from_ifunctionfloat.py} | 6 ++-- ...from_ifunctionfloat_from_ifunctionfloat.py | 11 +++++++ ..._from_ifunctionfloat_from_ifunctionside.py | 12 +++++++ ...nfloat_from_ifunctionsideifunctionfloat.py | 13 ++++++++ ...tionifunctionobject_from_ifunctionside.py} | 6 ++-- ...bject_from_ifunctionsideifunctionfloat.py} | 6 ++-- ...nctionifunctionobject_from_listoffloat.py} | 6 ++-- ...ctionobjectifunctionfloatifunctionfloat.py | 11 ------- ...nctionobjectifunctionfloatifunctionside.py | 12 ------- ...unctionfloatifunctionsideifunctionfloat.py | 13 -------- ...niobservableiorder_from_ifunctionfloat.py} | 14 ++++---- ...oniobservableiorder_from_ifunctionside.py} | 14 ++++---- ...order_from_ifunctionsideifunctionfloat.py} | 14 ++++---- ...t.py => _ifunctionobject_from_iaccount.py} | 2 +- ...> _ifunctionobject_from_ifunctionfloat.py} | 2 +- ...=> _ifunctionobject_from_ifunctionside.py} | 2 +- ...bject_from_ifunctionsideifunctionfloat.py} | 2 +- ...nctionobject_from_isingleassetstrategy.py} | 2 +- ...y => _ifunctionobject_from_listoffloat.py} | 2 +- marketsim/gen/_out/order/_FloatingPrice.py | 8 ++--- marketsim/gen/_out/order/_Peg.py | 8 ++--- .../order/_curried/_price_FloatingPrice.py | 10 +++--- .../gen/_out/order/_curried/_price_Iceberg.py | 10 +++--- .../_curried/_price_ImmediateOrCancel.py | 10 +++--- .../gen/_out/order/_curried/_price_Limit.py | 4 +-- .../gen/_out/order/_curried/_price_Peg.py | 10 +++--- .../_out/order/_curried/_price_StopLoss.py | 10 +++--- .../_out/order/_curried/_price_WithExpiry.py | 10 +++--- .../_out/order/_curried/_side_FixedBudget.py | 4 +-- .../order/_curried/_side_FloatingPrice.py | 12 +++---- .../gen/_out/order/_curried/_side_Iceberg.py | 10 +++--- .../order/_curried/_side_ImmediateOrCancel.py | 10 +++--- .../gen/_out/order/_curried/_side_Limit.py | 4 +-- .../gen/_out/order/_curried/_side_Market.py | 4 +-- .../gen/_out/order/_curried/_side_Peg.py | 12 +++---- .../gen/_out/order/_curried/_side_StopLoss.py | 10 +++--- .../_out/order/_curried/_side_WithExpiry.py | 10 +++--- .../_curried/_side_price_FloatingPrice.py | 10 +++--- .../order/_curried/_side_price_Iceberg.py | 10 +++--- .../_curried/_side_price_ImmediateOrCancel.py | 10 +++--- .../_out/order/_curried/_side_price_Limit.py | 4 +-- .../_out/order/_curried/_side_price_Peg.py | 10 +++--- .../order/_curried/_side_price_StopLoss.py | 10 +++--- .../order/_curried/_side_price_WithExpiry.py | 10 +++--- .../_curried/_sideprice_FloatingPrice.py | 12 +++---- .../_out/order/_curried/_sideprice_Iceberg.py | 10 +++--- .../_curried/_sideprice_ImmediateOrCancel.py | 10 +++--- .../_out/order/_curried/_sideprice_Limit.py | 4 +-- .../gen/_out/order/_curried/_sideprice_Peg.py | 12 +++---- .../order/_curried/_sideprice_StopLoss.py | 10 +++--- .../order/_curried/_sideprice_WithExpiry.py | 10 +++--- .../_curried/_sidevolume_FloatingPrice.py | 12 +++---- .../order/_curried/_sidevolume_Iceberg.py | 10 +++--- .../_curried/_sidevolume_ImmediateOrCancel.py | 10 +++--- .../_out/order/_curried/_sidevolume_Limit.py | 4 +-- .../_out/order/_curried/_sidevolume_Market.py | 4 +-- .../_out/order/_curried/_sidevolume_Peg.py | 12 +++---- .../order/_curried/_sidevolume_StopLoss.py | 10 +++--- .../order/_curried/_sidevolume_WithExpiry.py | 10 +++--- .../_sidevolume_price_FloatingPrice.py | 10 +++--- .../_curried/_sidevolume_price_Iceberg.py | 10 +++--- .../_sidevolume_price_ImmediateOrCancel.py | 10 +++--- .../order/_curried/_sidevolume_price_Limit.py | 4 +-- .../order/_curried/_sidevolume_price_Peg.py | 10 +++--- .../_curried/_sidevolume_price_StopLoss.py | 10 +++--- .../_curried/_sidevolume_price_WithExpiry.py | 10 +++--- .../_curried/_signedVolume_LimitSigned.py | 4 +-- .../_curried/_signedVolume_MarketSigned.py | 4 +-- .../order/_curried/_volume_FloatingPrice.py | 12 +++---- .../_out/order/_curried/_volume_Iceberg.py | 10 +++--- .../_curried/_volume_ImmediateOrCancel.py | 10 +++--- .../gen/_out/order/_curried/_volume_Limit.py | 4 +-- .../gen/_out/order/_curried/_volume_Market.py | 4 +-- .../gen/_out/order/_curried/_volume_Peg.py | 12 +++---- .../_out/order/_curried/_volume_StopLoss.py | 10 +++--- .../_out/order/_curried/_volume_WithExpiry.py | 10 +++--- .../_curried/_volume_price_FloatingPrice.py | 10 +++--- .../order/_curried/_volume_price_Iceberg.py | 10 +++--- .../_volume_price_ImmediateOrCancel.py | 10 +++--- .../order/_curried/_volume_price_Limit.py | 4 +-- .../_out/order/_curried/_volume_price_Peg.py | 10 +++--- .../order/_curried/_volume_price_StopLoss.py | 10 +++--- .../_curried/_volume_price_WithExpiry.py | 10 +++--- .../gen/_out/order/price/_floatingprice.py | 4 +-- marketsim/gen/_out/order/price/_iceberg.py | 4 +-- .../_out/order/price/_immediateorcancel.py | 4 +-- marketsim/gen/_out/order/price/_peg.py | 4 +-- marketsim/gen/_out/order/price/_stoploss.py | 4 +-- marketsim/gen/_out/order/price/_withexpiry.py | 4 +-- .../gen/_out/order/side/_floatingprice.py | 4 +-- marketsim/gen/_out/order/side/_iceberg.py | 4 +-- .../gen/_out/order/side/_immediateorcancel.py | 4 +-- marketsim/gen/_out/order/side/_peg.py | 4 +-- marketsim/gen/_out/order/side/_stoploss.py | 4 +-- marketsim/gen/_out/order/side/_withexpiry.py | 4 +-- .../_out/order/side/price/_floatingprice.py | 4 +-- .../gen/_out/order/side/price/_iceberg.py | 4 +-- .../order/side/price/_immediateorcancel.py | 4 +-- marketsim/gen/_out/order/side/price/_peg.py | 4 +-- .../gen/_out/order/side/price/_stoploss.py | 4 +-- .../gen/_out/order/side/price/_withexpiry.py | 4 +-- .../_out/order/side_price/_floatingprice.py | 4 +-- .../gen/_out/order/side_price/_iceberg.py | 4 +-- .../order/side_price/_immediateorcancel.py | 4 +-- marketsim/gen/_out/order/side_price/_peg.py | 4 +-- .../gen/_out/order/side_price/_stoploss.py | 4 +-- .../gen/_out/order/side_price/_withexpiry.py | 4 +-- .../_out/order/side_volume/_floatingprice.py | 4 +-- .../gen/_out/order/side_volume/_iceberg.py | 4 +-- .../order/side_volume/_immediateorcancel.py | 4 +-- marketsim/gen/_out/order/side_volume/_peg.py | 4 +-- .../gen/_out/order/side_volume/_stoploss.py | 4 +-- .../gen/_out/order/side_volume/_withexpiry.py | 4 +-- .../order/side_volume/price/_floatingprice.py | 4 +-- .../_out/order/side_volume/price/_iceberg.py | 4 +-- .../side_volume/price/_immediateorcancel.py | 4 +-- .../gen/_out/order/side_volume/price/_peg.py | 4 +-- .../_out/order/side_volume/price/_stoploss.py | 4 +-- .../order/side_volume/price/_withexpiry.py | 4 +-- .../gen/_out/order/volume/_floatingprice.py | 4 +-- marketsim/gen/_out/order/volume/_iceberg.py | 4 +-- .../_out/order/volume/_immediateorcancel.py | 4 +-- marketsim/gen/_out/order/volume/_peg.py | 4 +-- marketsim/gen/_out/order/volume/_stoploss.py | 4 +-- .../gen/_out/order/volume/_withexpiry.py | 4 +-- .../_out/order/volume/price/_floatingprice.py | 4 +-- .../gen/_out/order/volume/price/_iceberg.py | 4 +-- .../order/volume/price/_immediateorcancel.py | 4 +-- marketsim/gen/_out/order/volume/price/_peg.py | 4 +-- .../gen/_out/order/volume/price/_stoploss.py | 4 +-- .../_out/order/volume/price/_withexpiry.py | 4 +-- .../gen/_out/strategy/_Bollinger_linear.py | 8 ++--- marketsim/gen/_out/strategy/_ChooseTheBest.py | 16 +++++----- .../gen/_out/strategy/_CrossingAverages.py | 8 ++--- .../gen/_out/strategy/_FundamentalValue.py | 14 ++++---- .../gen/_out/strategy/_LiquidityProvider.py | 8 ++--- .../_out/strategy/_LiquidityProviderSide.py | 8 ++--- marketsim/gen/_out/strategy/_MeanReversion.py | 8 ++--- .../gen/_out/strategy/_MultiArmedBandit.py | 32 +++++++++---------- marketsim/gen/_out/strategy/_Noise.py | 8 ++--- marketsim/gen/_out/strategy/_PairTrading.py | 8 ++--- marketsim/gen/_out/strategy/_RSI_linear.py | 8 ++--- marketsim/gen/_out/strategy/_RSIbis.py | 8 ++--- marketsim/gen/_out/strategy/_Signal.py | 14 ++++---- .../gen/_out/strategy/_TradeIfProfitable.py | 16 +++++----- marketsim/gen/_out/strategy/_TrendFollower.py | 8 ++--- .../strategy/account/inner/_inner_Real.py | 4 +-- .../account/inner/_inner_VirtualMarket.py | 4 +-- marketsim/gen/_out/strategy/lp/_oneside.py | 8 ++--- marketsim/gen/_out/strategy/lp/_twoside.py | 8 ++--- .../weight/array/_array_ChooseTheBest.py | 4 +-- .../strategy/weight/array/_array_IdentityL.py | 4 +-- .../gen/_out/strategy/weight/f/_f_AtanPow.py | 4 +-- .../gen/_out/strategy/weight/f/_f_Clamp0.py | 4 +-- .../_out/strategy/weight/f/_f_IdentityF.py | 4 +-- .../strategy/weight/trader/_trader_Score.py | 4 +-- .../strategy/weight/trader/_trader_Unit.py | 4 +-- .../weight/trader/_trader_traderefficiency.py | 4 +-- .../trader/_trader_traderefficiencytrend.py | 4 +-- .../main/scala/generator/python/Printer.scala | 2 +- 200 files changed, 855 insertions(+), 855 deletions(-) rename marketsim/gen/_out/_ifunction/{_ifunctioniaccountisingleassetstrategy.py => _ifunctioniaccount_from_isingleassetstrategy.py} (51%) rename marketsim/gen/_out/_ifunction/{_ifunctionieventifunctionfloat.py => _ifunctionievent_from_ifunctionfloat.py} (52%) rename marketsim/gen/_out/_ifunction/{_ifunctionieventifunctionside.py => _ifunctionievent_from_ifunctionside.py} (52%) rename marketsim/gen/_out/_ifunction/{_ifunctionieventifunctionsideifunctionfloat.py => _ifunctionievent_from_ifunctionsideifunctionfloat.py} (55%) create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionfloat_from_iaccount.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionfloat_from_ifunctionfloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionfloatiaccount.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionfloatifunctionfloat.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionfloat.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionside.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionfloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionside.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionsideifunctionfloat.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionfloat.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionside.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionfloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionside.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionsideifunctionfloat.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionfloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionside.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat.py rename marketsim/gen/_out/_ifunction/{_ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat.py => _ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat.py} (62%) rename marketsim/gen/_out/_ifunction/{_ifunctionifunctioniobservableiorderifunctionfloatifunctionside.py => _ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside.py} (66%) rename marketsim/gen/_out/_ifunction/{_ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat.py => _ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py} (61%) create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionfloat.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionside.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionsideifunctionfloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionfloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionside.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionsideifunctionfloat.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionlistoffloat_from_listoffloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionlistoffloatlistoffloat.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionlistofobject_from_listoffloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionlistofobjectlistoffloat.py rename marketsim/gen/_out/_ifunction/{_ifunctionifunctionobjectiaccount.py => _ifunctionifunctionobject_from_iaccount.py} (54%) rename marketsim/gen/_out/_ifunction/{_ifunctionifunctionobjectifunctionfloat.py => _ifunctionifunctionobject_from_ifunctionfloat.py} (55%) create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside.py create mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py rename marketsim/gen/_out/_ifunction/{_ifunctionifunctionobjectifunctionside.py => _ifunctionifunctionobject_from_ifunctionside.py} (55%) rename marketsim/gen/_out/_ifunction/{_ifunctionifunctionobjectifunctionsideifunctionfloat.py => _ifunctionifunctionobject_from_ifunctionsideifunctionfloat.py} (57%) rename marketsim/gen/_out/_ifunction/{_ifunctionifunctionobjectlistoffloat.py => _ifunctionifunctionobject_from_listoffloat.py} (51%) delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionfloat.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionside.py delete mode 100644 marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat.py rename marketsim/gen/_out/_ifunction/{_ifunctioniobservableiorderifunctionfloat.py => _ifunctioniobservableiorder_from_ifunctionfloat.py} (82%) rename marketsim/gen/_out/_ifunction/{_ifunctioniobservableiorderifunctionside.py => _ifunctioniobservableiorder_from_ifunctionside.py} (64%) rename marketsim/gen/_out/_ifunction/{_ifunctioniobservableiorderifunctionsideifunctionfloat.py => _ifunctioniobservableiorder_from_ifunctionsideifunctionfloat.py} (74%) rename marketsim/gen/_out/_ifunction/{_ifunctionobjectiaccount.py => _ifunctionobject_from_iaccount.py} (78%) rename marketsim/gen/_out/_ifunction/{_ifunctionobjectifunctionfloat.py => _ifunctionobject_from_ifunctionfloat.py} (79%) rename marketsim/gen/_out/_ifunction/{_ifunctionobjectifunctionside.py => _ifunctionobject_from_ifunctionside.py} (79%) rename marketsim/gen/_out/_ifunction/{_ifunctionobjectifunctionsideifunctionfloat.py => _ifunctionobject_from_ifunctionsideifunctionfloat.py} (82%) rename marketsim/gen/_out/_ifunction/{_ifunctionobjectisingleassetstrategy.py => _ifunctionobject_from_isingleassetstrategy.py} (78%) rename marketsim/gen/_out/_ifunction/{_ifunctionobjectlistoffloat.py => _ifunctionobject_from_listoffloat.py} (75%) diff --git a/marketsim/gen/_out/_ifunction/_ifunctioniaccountisingleassetstrategy.py b/marketsim/gen/_out/_ifunction/_ifunctioniaccount_from_isingleassetstrategy.py similarity index 51% rename from marketsim/gen/_out/_ifunction/_ifunctioniaccountisingleassetstrategy.py rename to marketsim/gen/_out/_ifunction/_ifunctioniaccount_from_isingleassetstrategy.py index 534874dc..33165e3e 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctioniaccountisingleassetstrategy.py +++ b/marketsim/gen/_out/_ifunction/_ifunctioniaccount_from_isingleassetstrategy.py @@ -1,11 +1,11 @@ from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim.gen._out._iaccount import IAccount -from marketsim.gen._out._ifunction._ifunctionobjectisingleassetstrategy import IFunctionobjectISingleAssetStrategy +from marketsim.gen._out._ifunction._ifunctionobject_from_isingleassetstrategy import IFunctionobject_from_ISingleAssetStrategy from marketsim import meta #.ISingleAssetStrategy => .IAccount -class IFunctionIAccountISingleAssetStrategy(object): +class IFunctionIAccount_from_ISingleAssetStrategy(object): _types = [meta.function((ISingleAssetStrategy,),IAccount)] - _types.append(IFunctionobjectISingleAssetStrategy) + _types.append(IFunctionobject_from_ISingleAssetStrategy) pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionieventifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionievent_from_ifunctionfloat.py similarity index 52% rename from marketsim/gen/_out/_ifunction/_ifunctionieventifunctionfloat.py rename to marketsim/gen/_out/_ifunction/_ifunctionievent_from_ifunctionfloat.py index d51e69a2..79fb66e1 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionieventifunctionfloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionievent_from_ifunctionfloat.py @@ -1,11 +1,11 @@ from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat from marketsim import meta #(() => .Float) => .IEvent -class IFunctionIEventIFunctionfloat(object): +class IFunctionIEvent_from_IFunctionfloat(object): _types = [meta.function((IFunctionfloat,),IEvent)] - _types.append(IFunctionobjectIFunctionfloat) + _types.append(IFunctionobject_from_IFunctionfloat) pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionieventifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionievent_from_ifunctionside.py similarity index 52% rename from marketsim/gen/_out/_ifunction/_ifunctionieventifunctionside.py rename to marketsim/gen/_out/_ifunction/_ifunctionievent_from_ifunctionside.py index 0f818949..d8aac902 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionieventifunctionside.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionievent_from_ifunctionside.py @@ -1,11 +1,11 @@ from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctionobjectifunctionside import IFunctionobjectIFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionside import IFunctionobject_from_IFunctionSide from marketsim import meta #(() => .Side) => .IEvent -class IFunctionIEventIFunctionSide(object): +class IFunctionIEvent_from_IFunctionSide(object): _types = [meta.function((IFunctionSide,),IEvent)] - _types.append(IFunctionobjectIFunctionSide) + _types.append(IFunctionobject_from_IFunctionSide) pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionieventifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionievent_from_ifunctionsideifunctionfloat.py similarity index 55% rename from marketsim/gen/_out/_ifunction/_ifunctionieventifunctionsideifunctionfloat.py rename to marketsim/gen/_out/_ifunction/_ifunctionievent_from_ifunctionsideifunctionfloat.py index c5d25910..652eb15c 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionieventifunctionsideifunctionfloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionievent_from_ifunctionsideifunctionfloat.py @@ -1,12 +1,12 @@ from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctionobjectifunctionsideifunctionfloat import IFunctionobjectIFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import meta from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionsideifunctionfloat import IFunctionobject_from_IFunctionSideIFunctionfloat #((() => .Side),(() => .Float)) => .IEvent -class IFunctionIEventIFunctionSideIFunctionfloat(object): +class IFunctionIEvent_from_IFunctionSideIFunctionfloat(object): _types = [meta.function((IFunctionSide,IFunctionfloat,),IEvent)] - _types.append(IFunctionobjectIFunctionSideIFunctionfloat) + _types.append(IFunctionobject_from_IFunctionSideIFunctionfloat) pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloat_from_iaccount.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloat_from_iaccount.py new file mode 100644 index 00000000..338269db --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloat_from_iaccount.py @@ -0,0 +1,14 @@ +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_iaccount import IFunctionIFunctionobject_from_IAccount +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._iaccount import IAccount +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionobject_from_iaccount import IFunctionobject_from_IAccount +#.IAccount => (() => .Float) +class IFunctionIFunctionfloat_from_IAccount(object): + _types = [meta.function((IAccount,),IFunctionfloat)] + _types.append(IFunctionobject_from_IAccount) + _types.append(IFunctionIFunctionobject_from_IAccount) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloat_from_ifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloat_from_ifunctionfloat.py new file mode 100644 index 00000000..24fb3bfa --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloat_from_ifunctionfloat.py @@ -0,0 +1,13 @@ +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat +from marketsim import meta +#(() => .Float) => (() => .Float) +class IFunctionIFunctionfloat_from_IFunctionfloat(object): + _types = [meta.function((IFunctionfloat,),IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionfloat) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloatiaccount.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloatiaccount.py deleted file mode 100644 index f5a924d7..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloatiaccount.py +++ /dev/null @@ -1,14 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionobjectiaccount import IFunctionobjectIAccount -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionobjectiaccount import IFunctionIFunctionobjectIAccount -from marketsim.gen._out._iaccount import IAccount -from marketsim import meta -#.IAccount => (() => .Float) -class IFunctionIFunctionfloatIAccount(object): - _types = [meta.function((IAccount,),IFunctionfloat)] - _types.append(IFunctionobjectIAccount) - _types.append(IFunctionIFunctionobjectIAccount) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloatifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloatifunctionfloat.py deleted file mode 100644 index ffcd449a..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionfloatifunctionfloat.py +++ /dev/null @@ -1,13 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloat import IFunctionIFunctionobjectIFunctionfloat -from marketsim import meta -#(() => .Float) => (() => .Float) -class IFunctionIFunctionfloatIFunctionfloat(object): - _types = [meta.function((IFunctionfloat,),IFunctionfloat)] - _types.append(IFunctionobjectIFunctionfloat) - _types.append(IFunctionIFunctionobjectIFunctionfloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionfloat.py new file mode 100644 index 00000000..d8289ee9 --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionfloat.py @@ -0,0 +1,14 @@ +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionievent_from_ifunctionfloat import IFunctionIEvent_from_IFunctionfloat +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat +#(() => .Float) => ((() => .Float) => .IEvent) +class IFunctionIFunctionIEvent_from_IFunctionfloat_from_IFunctionfloat(object): + _types = [meta.function((IFunctionfloat,),IFunctionIEvent_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionfloat) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionside.py new file mode 100644 index 00000000..d208d6c3 --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionside.py @@ -0,0 +1,14 @@ +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide +from marketsim.gen._out._ifunction._ifunctionievent_from_ifunctionfloat import IFunctionIEvent_from_IFunctionfloat +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionside import IFunctionobject_from_IFunctionSide +#(() => .Side) => ((() => .Float) => .IEvent) +class IFunctionIFunctionIEvent_from_IFunctionfloat_from_IFunctionSide(object): + _types = [meta.function((IFunctionSide,),IFunctionIEvent_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionSide) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py new file mode 100644 index 00000000..b1d84329 --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py @@ -0,0 +1,15 @@ +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionievent_from_ifunctionfloat import IFunctionIEvent_from_IFunctionfloat +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionsideifunctionfloat import IFunctionobject_from_IFunctionSideIFunctionfloat +#((() => .Side),(() => .Float)) => ((() => .Float) => .IEvent) +class IFunctionIFunctionIEvent_from_IFunctionfloat_from_IFunctionSideIFunctionfloat(object): + _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionIEvent_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionSideIFunctionfloat) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionfloat.py deleted file mode 100644 index c46647bd..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionfloat.py +++ /dev/null @@ -1,14 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionfloat import IFunctionIFunctionobjectIFunctionfloatIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctionieventifunctionfloat import IFunctionIEventIFunctionfloat -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat -#(() => .Float) => ((() => .Float) => .IEvent) -class IFunctionIFunctionIEventIFunctionfloatIFunctionfloat(object): - _types = [meta.function((IFunctionfloat,),IFunctionIEventIFunctionfloat)] - _types.append(IFunctionobjectIFunctionfloat) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionfloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionside.py deleted file mode 100644 index d7fbbcc4..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionside.py +++ /dev/null @@ -1,14 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionside import IFunctionobjectIFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionside import IFunctionIFunctionobjectIFunctionfloatIFunctionSide -from marketsim.gen._out._ifunction._ifunctionieventifunctionfloat import IFunctionIEventIFunctionfloat -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -#(() => .Side) => ((() => .Float) => .IEvent) -class IFunctionIFunctionIEventIFunctionfloatIFunctionSide(object): - _types = [meta.function((IFunctionSide,),IFunctionIEventIFunctionfloat)] - _types.append(IFunctionobjectIFunctionSide) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionSide) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionsideifunctionfloat.py deleted file mode 100644 index 2a3722e9..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionieventifunctionfloatifunctionsideifunctionfloat.py +++ /dev/null @@ -1,15 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionsideifunctionfloat import IFunctionobjectIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionieventifunctionfloat import IFunctionIEventIFunctionfloat -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -#((() => .Side),(() => .Float)) => ((() => .Float) => .IEvent) -class IFunctionIFunctionIEventIFunctionfloatIFunctionSideIFunctionfloat(object): - _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionIEventIFunctionfloat)] - _types.append(IFunctionobjectIFunctionSideIFunctionfloat) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionfloat.py new file mode 100644 index 00000000..aaf7e8ed --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionfloat.py @@ -0,0 +1,16 @@ +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniorder_from_ifunctionfloat import IFunctionIFunctionIOrder_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat +#(() => .Float) => ((() => .Float) => (() => .IOrder)) +class IFunctionIFunctionIFunctionIOrder_from_IFunctionfloat_from_IFunctionfloat(object): + _types = [meta.function((IFunctionfloat,),IFunctionIFunctionIOrder_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionfloat) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat) + _types.append(IFunctionIFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionside.py new file mode 100644 index 00000000..e7a033fb --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionside.py @@ -0,0 +1,16 @@ +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctioniorder_from_ifunctionfloat import IFunctionIFunctionIOrder_from_IFunctionfloat +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionside import IFunctionobject_from_IFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide +#(() => .Side) => ((() => .Float) => (() => .IOrder)) +class IFunctionIFunctionIFunctionIOrder_from_IFunctionfloat_from_IFunctionSide(object): + _types = [meta.function((IFunctionSide,),IFunctionIFunctionIOrder_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionSide) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide) + _types.append(IFunctionIFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py new file mode 100644 index 00000000..a30ccddf --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py @@ -0,0 +1,17 @@ +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniorder_from_ifunctionfloat import IFunctionIFunctionIOrder_from_IFunctionfloat +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionsideifunctionfloat import IFunctionobject_from_IFunctionSideIFunctionfloat +#((() => .Side),(() => .Float)) => ((() => .Float) => (() => .IOrder)) +class IFunctionIFunctionIFunctionIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat(object): + _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionIFunctionIOrder_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionSideIFunctionfloat) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat) + _types.append(IFunctionIFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionfloat.py deleted file mode 100644 index 6ec7665c..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionfloat.py +++ /dev/null @@ -1,16 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionifunctioniorderifunctionfloat import IFunctionIFunctionIOrderIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionifunctionobjectifunctionfloatifunctionfloat import IFunctionIFunctionIFunctionobjectIFunctionfloatIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionfloat import IFunctionIFunctionobjectIFunctionfloatIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat -#(() => .Float) => ((() => .Float) => (() => .IOrder)) -class IFunctionIFunctionIFunctionIOrderIFunctionfloatIFunctionfloat(object): - _types = [meta.function((IFunctionfloat,),IFunctionIFunctionIOrderIFunctionfloat)] - _types.append(IFunctionobjectIFunctionfloat) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionfloat) - _types.append(IFunctionIFunctionIFunctionobjectIFunctionfloatIFunctionfloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionside.py deleted file mode 100644 index 086bd76e..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionside.py +++ /dev/null @@ -1,16 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionifunctioniorderifunctionfloat import IFunctionIFunctionIOrderIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionobjectifunctionside import IFunctionobjectIFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionside import IFunctionIFunctionobjectIFunctionfloatIFunctionSide -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctionifunctionobjectifunctionfloatifunctionside import IFunctionIFunctionIFunctionobjectIFunctionfloatIFunctionSide -#(() => .Side) => ((() => .Float) => (() => .IOrder)) -class IFunctionIFunctionIFunctionIOrderIFunctionfloatIFunctionSide(object): - _types = [meta.function((IFunctionSide,),IFunctionIFunctionIOrderIFunctionfloat)] - _types.append(IFunctionobjectIFunctionSide) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionSide) - _types.append(IFunctionIFunctionIFunctionobjectIFunctionfloatIFunctionSide) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionsideifunctionfloat.py deleted file mode 100644 index 9253f3d1..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctioniorderifunctionfloatifunctionsideifunctionfloat.py +++ /dev/null @@ -1,17 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionifunctioniorderifunctionfloat import IFunctionIFunctionIOrderIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionobjectifunctionsideifunctionfloat import IFunctionobjectIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -#((() => .Side),(() => .Float)) => ((() => .Float) => (() => .IOrder)) -class IFunctionIFunctionIFunctionIOrderIFunctionfloatIFunctionSideIFunctionfloat(object): - _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionIFunctionIOrderIFunctionfloat)] - _types.append(IFunctionobjectIFunctionSideIFunctionfloat) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat) - _types.append(IFunctionIFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat.py new file mode 100644 index 00000000..be55353e --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat.py @@ -0,0 +1,14 @@ +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat +#(() => .Float) => ((() => .Float) => (() => Any)) +class IFunctionIFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat(object): + _types = [meta.function((IFunctionfloat,),IFunctionIFunctionobject_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionfloat) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside.py new file mode 100644 index 00000000..ece3ec00 --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside.py @@ -0,0 +1,14 @@ +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionside import IFunctionobject_from_IFunctionSide +#(() => .Side) => ((() => .Float) => (() => Any)) +class IFunctionIFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide(object): + _types = [meta.function((IFunctionSide,),IFunctionIFunctionobject_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionSide) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py new file mode 100644 index 00000000..833b70c8 --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py @@ -0,0 +1,15 @@ +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionsideifunctionfloat import IFunctionobject_from_IFunctionSideIFunctionfloat +#((() => .Side),(() => .Float)) => ((() => .Float) => (() => Any)) +class IFunctionIFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat(object): + _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionIFunctionobject_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionSideIFunctionfloat) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionfloat.py deleted file mode 100644 index b6cdb67b..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionfloat.py +++ /dev/null @@ -1,14 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionfloat import IFunctionIFunctionobjectIFunctionfloatIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloat import IFunctionIFunctionobjectIFunctionfloat -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat -#(() => .Float) => ((() => .Float) => (() => Any)) -class IFunctionIFunctionIFunctionobjectIFunctionfloatIFunctionfloat(object): - _types = [meta.function((IFunctionfloat,),IFunctionIFunctionobjectIFunctionfloat)] - _types.append(IFunctionobjectIFunctionfloat) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionfloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionside.py deleted file mode 100644 index 2521df1b..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionside.py +++ /dev/null @@ -1,14 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionside import IFunctionobjectIFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloat import IFunctionIFunctionobjectIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionside import IFunctionIFunctionobjectIFunctionfloatIFunctionSide -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -#(() => .Side) => ((() => .Float) => (() => Any)) -class IFunctionIFunctionIFunctionobjectIFunctionfloatIFunctionSide(object): - _types = [meta.function((IFunctionSide,),IFunctionIFunctionobjectIFunctionfloat)] - _types.append(IFunctionobjectIFunctionSide) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionSide) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat.py deleted file mode 100644 index db38be4b..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat.py +++ /dev/null @@ -1,15 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionsideifunctionfloat import IFunctionobjectIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloat import IFunctionIFunctionobjectIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -#((() => .Side),(() => .Float)) => ((() => .Float) => (() => Any)) -class IFunctionIFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat(object): - _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionIFunctionobjectIFunctionfloat)] - _types.append(IFunctionobjectIFunctionSideIFunctionfloat) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat.py similarity index 62% rename from marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat.py rename to marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat.py index 326b6907..5c4bf6df 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat.py @@ -1,17 +1,17 @@ -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionfloat import IFunctionIFunctionobjectIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionieventifunctionfloatifunctionfloat import IFunctionIFunctionIEventIFunctionfloatIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionifunctioniorderifunctionfloatifunctionfloat import IFunctionIFunctionIFunctionIOrderIFunctionfloatIFunctionfloat -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIFunctionIOrder_from_IFunctionfloat_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIEvent_from_IFunctionfloat_from_IFunctionfloat #(() => .Float) => ((() => .Float) => .IObservable[.IOrder]) -class IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat(object): - _types = [meta.function((IFunctionfloat,),IFunctionIObservableIOrderIFunctionfloat)] - _types.append(IFunctionobjectIFunctionfloat) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionfloat) - _types.append(IFunctionIFunctionIFunctionIOrderIFunctionfloatIFunctionfloat) - _types.append(IFunctionIFunctionIEventIFunctionfloatIFunctionfloat) +class IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat(object): + _types = [meta.function((IFunctionfloat,),IFunctionIObservableIOrder_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionfloat) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat) + _types.append(IFunctionIFunctionIFunctionIOrder_from_IFunctionfloat_from_IFunctionfloat) + _types.append(IFunctionIFunctionIEvent_from_IFunctionfloat_from_IFunctionfloat) def volume_price_WithExpiry(self, expiry = None): from marketsim.gen._out.order._curried._volume_price_withexpiry import volume_price_WithExpiry return volume_price_WithExpiry(self,expiry) diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorderifunctionfloatifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside.py similarity index 66% rename from marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorderifunctionfloatifunctionside.py rename to marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside.py index a7eacdfe..743305f7 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorderifunctionfloatifunctionside.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside.py @@ -1,17 +1,17 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionside import IFunctionobjectIFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionside import IFunctionIFunctionobjectIFunctionfloatIFunctionSide -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIFunctionIOrder_from_IFunctionfloat_from_IFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIEvent_from_IFunctionfloat_from_IFunctionSide from marketsim import meta from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctionifunctioniorderifunctionfloatifunctionside import IFunctionIFunctionIFunctionIOrderIFunctionfloatIFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctionieventifunctionfloatifunctionside import IFunctionIFunctionIEventIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionside import IFunctionobject_from_IFunctionSide #(() => .Side) => ((() => .Float) => .IObservable[.IOrder]) -class IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide(object): - _types = [meta.function((IFunctionSide,),IFunctionIObservableIOrderIFunctionfloat)] - _types.append(IFunctionobjectIFunctionSide) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionSide) - _types.append(IFunctionIFunctionIFunctionIOrderIFunctionfloatIFunctionSide) - _types.append(IFunctionIFunctionIEventIFunctionfloatIFunctionSide) +class IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide(object): + _types = [meta.function((IFunctionSide,),IFunctionIObservableIOrder_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionSide) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide) + _types.append(IFunctionIFunctionIFunctionIOrder_from_IFunctionfloat_from_IFunctionSide) + _types.append(IFunctionIFunctionIEvent_from_IFunctionfloat_from_IFunctionSide) def side_price_StopLoss(self, maxloss = None): from marketsim.gen._out.order._curried._side_price_stoploss import side_price_StopLoss return side_price_StopLoss(self,maxloss) diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py similarity index 61% rename from marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat.py rename to marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py index 5c031ba6..2b9e2e76 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py @@ -1,18 +1,18 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionsideifunctionfloat import IFunctionobjectIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionieventifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIEventIFunctionfloatIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionifunctioniorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIFunctionIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctionifunctioniorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIFunctionIOrderIFunctionfloatIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionievent_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIEvent_from_IFunctionfloat_from_IFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionsideifunctionfloat import IFunctionobject_from_IFunctionSideIFunctionfloat #((() => .Side),(() => .Float)) => ((() => .Float) => .IObservable[.IOrder]) -class IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat(object): - _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionIObservableIOrderIFunctionfloat)] - _types.append(IFunctionobjectIFunctionSideIFunctionfloat) - _types.append(IFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat) - _types.append(IFunctionIFunctionIFunctionIOrderIFunctionfloatIFunctionSideIFunctionfloat) - _types.append(IFunctionIFunctionIEventIFunctionfloatIFunctionSideIFunctionfloat) +class IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat(object): + _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionIObservableIOrder_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionSideIFunctionfloat) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat) + _types.append(IFunctionIFunctionIFunctionIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat) + _types.append(IFunctionIFunctionIEvent_from_IFunctionfloat_from_IFunctionSideIFunctionfloat) def sidevolume_price_WithExpiry(self, expiry = None): from marketsim.gen._out.order._curried._sidevolume_price_withexpiry import sidevolume_price_WithExpiry return sidevolume_price_WithExpiry(self,expiry) diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionfloat.py new file mode 100644 index 00000000..9c82a0d9 --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionfloat.py @@ -0,0 +1,14 @@ +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniorder import IFunctionIOrder +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionfloat import IFunctionIFunctionobject_from_IFunctionfloat +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat +#(() => .Float) => (() => .IOrder) +class IFunctionIFunctionIOrder_from_IFunctionfloat(object): + _types = [meta.function((IFunctionfloat,),IFunctionIOrder)] + _types.append(IFunctionobject_from_IFunctionfloat) + _types.append(IFunctionIFunctionobject_from_IFunctionfloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionside.py new file mode 100644 index 00000000..f2a6a9de --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionside.py @@ -0,0 +1,14 @@ +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionside import IFunctionIFunctionobject_from_IFunctionSide +from marketsim.gen._out._ifunction._ifunctioniorder import IFunctionIOrder +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionside import IFunctionobject_from_IFunctionSide +#(() => .Side) => (() => .IOrder) +class IFunctionIFunctionIOrder_from_IFunctionSide(object): + _types = [meta.function((IFunctionSide,),IFunctionIOrder)] + _types.append(IFunctionobject_from_IFunctionSide) + _types.append(IFunctionIFunctionobject_from_IFunctionSide) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionsideifunctionfloat.py new file mode 100644 index 00000000..6878cd9d --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorder_from_ifunctionsideifunctionfloat.py @@ -0,0 +1,15 @@ +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniorder import IFunctionIOrder +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_ifunctionsideifunctionfloat import IFunctionIFunctionobject_from_IFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionsideifunctionfloat import IFunctionobject_from_IFunctionSideIFunctionfloat +#((() => .Side),(() => .Float)) => (() => .IOrder) +class IFunctionIFunctionIOrder_from_IFunctionSideIFunctionfloat(object): + _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionIOrder)] + _types.append(IFunctionobject_from_IFunctionSideIFunctionfloat) + _types.append(IFunctionIFunctionobject_from_IFunctionSideIFunctionfloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionfloat.py deleted file mode 100644 index 93811639..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionfloat.py +++ /dev/null @@ -1,14 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionfloat import IFunctionIFunctionobjectIFunctionfloat -from marketsim.gen._out._ifunction._ifunctioniorder import IFunctionIOrder -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat -#(() => .Float) => (() => .IOrder) -class IFunctionIFunctionIOrderIFunctionfloat(object): - _types = [meta.function((IFunctionfloat,),IFunctionIOrder)] - _types.append(IFunctionobjectIFunctionfloat) - _types.append(IFunctionIFunctionobjectIFunctionfloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionside.py deleted file mode 100644 index 94dd20f2..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionside.py +++ /dev/null @@ -1,14 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionside import IFunctionobjectIFunctionSide -from marketsim.gen._out._ifunction._ifunctioniorder import IFunctionIOrder -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionside import IFunctionIFunctionobjectIFunctionSide -#(() => .Side) => (() => .IOrder) -class IFunctionIFunctionIOrderIFunctionSide(object): - _types = [meta.function((IFunctionSide,),IFunctionIOrder)] - _types.append(IFunctionobjectIFunctionSide) - _types.append(IFunctionIFunctionobjectIFunctionSide) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionsideifunctionfloat.py deleted file mode 100644 index 7bf0aa0c..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctioniorderifunctionsideifunctionfloat.py +++ /dev/null @@ -1,15 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionsideifunctionfloat import IFunctionobjectIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctioniorder import IFunctionIOrder -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctionobjectifunctionsideifunctionfloat import IFunctionIFunctionobjectIFunctionSideIFunctionfloat -#((() => .Side),(() => .Float)) => (() => .IOrder) -class IFunctionIFunctionIOrderIFunctionSideIFunctionfloat(object): - _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionIOrder)] - _types.append(IFunctionobjectIFunctionSideIFunctionfloat) - _types.append(IFunctionIFunctionobjectIFunctionSideIFunctionfloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistoffloat_from_listoffloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistoffloat_from_listoffloat.py new file mode 100644 index 00000000..6ec4afbb --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistoffloat_from_listoffloat.py @@ -0,0 +1,16 @@ +from marketsim.gen._out._ifunction._ifunctionobject_from_listoffloat import IFunctionobject_from_listOffloat +from marketsim.gen._out._ifunction._ifunctionifunctionlistofobject_from_listoffloat import IFunctionIFunctionlistOfobject_from_listOffloat +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_listoffloat import IFunctionIFunctionobject_from_listOffloat +from marketsim import meta +from marketsim import listOf +from marketsim.gen._out._ifunction._ifunctionlistoffloat import IFunctionlistOffloat +#List[.Float] => (() => List[.Float]) +class IFunctionIFunctionlistOffloat_from_listOffloat(object): + _types = [meta.function((listOf(float),),IFunctionlistOffloat)] + _types.append(IFunctionobject_from_listOffloat) + _types.append(IFunctionIFunctionobject_from_listOffloat) + _types.append(IFunctionIFunctionlistOfobject_from_listOffloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistoffloatlistoffloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistoffloatlistoffloat.py deleted file mode 100644 index 0fbf8d46..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistoffloatlistoffloat.py +++ /dev/null @@ -1,16 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionifunctionobjectlistoffloat import IFunctionIFunctionobjectlistOffloat -from marketsim.gen._out._ifunction._ifunctionobjectlistoffloat import IFunctionobjectlistOffloat -from marketsim.gen._out._ifunction._ifunctionifunctionlistofobjectlistoffloat import IFunctionIFunctionlistOfobjectlistOffloat -from marketsim import meta -from marketsim import listOf -from marketsim.gen._out._ifunction._ifunctionlistoffloat import IFunctionlistOffloat -#List[.Float] => (() => List[.Float]) -class IFunctionIFunctionlistOffloatlistOffloat(object): - _types = [meta.function((listOf(float),),IFunctionlistOffloat)] - _types.append(IFunctionobjectlistOffloat) - _types.append(IFunctionIFunctionobjectlistOffloat) - _types.append(IFunctionIFunctionlistOfobjectlistOffloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistofobject_from_listoffloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistofobject_from_listoffloat.py new file mode 100644 index 00000000..2bb89b1d --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistofobject_from_listoffloat.py @@ -0,0 +1,14 @@ +from marketsim.gen._out._ifunction._ifunctionobject_from_listoffloat import IFunctionobject_from_listOffloat +from marketsim.gen._out._ifunction._ifunctionlistofobject import IFunctionlistOfobject +from marketsim.gen._out._ifunction._ifunctionifunctionobject_from_listoffloat import IFunctionIFunctionobject_from_listOffloat +from marketsim import meta +from marketsim import listOf +#List[.Float] => (() => List[Any]) +class IFunctionIFunctionlistOfobject_from_listOffloat(object): + _types = [meta.function((listOf(float),),IFunctionlistOfobject)] + _types.append(IFunctionobject_from_listOffloat) + _types.append(IFunctionIFunctionobject_from_listOffloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistofobjectlistoffloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistofobjectlistoffloat.py deleted file mode 100644 index 89591f71..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionlistofobjectlistoffloat.py +++ /dev/null @@ -1,14 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionifunctionobjectlistoffloat import IFunctionIFunctionobjectlistOffloat -from marketsim.gen._out._ifunction._ifunctionlistofobject import IFunctionlistOfobject -from marketsim.gen._out._ifunction._ifunctionobjectlistoffloat import IFunctionobjectlistOffloat -from marketsim import meta -from marketsim import listOf -#List[.Float] => (() => List[Any]) -class IFunctionIFunctionlistOfobjectlistOffloat(object): - _types = [meta.function((listOf(float),),IFunctionlistOfobject)] - _types.append(IFunctionobjectlistOffloat) - _types.append(IFunctionIFunctionobjectlistOffloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectiaccount.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_iaccount.py similarity index 54% rename from marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectiaccount.py rename to marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_iaccount.py index 8e0494c0..b531cbc9 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectiaccount.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_iaccount.py @@ -1,11 +1,11 @@ from marketsim.gen._out._iaccount import IAccount from marketsim.gen._out._ifunction._ifunctionobject import IFunctionobject -from marketsim.gen._out._ifunction._ifunctionobjectiaccount import IFunctionobjectIAccount +from marketsim.gen._out._ifunction._ifunctionobject_from_iaccount import IFunctionobject_from_IAccount from marketsim import meta #.IAccount => (() => Any) -class IFunctionIFunctionobjectIAccount(object): +class IFunctionIFunctionobject_from_IAccount(object): _types = [meta.function((IAccount,),IFunctionobject)] - _types.append(IFunctionobjectIAccount) + _types.append(IFunctionobject_from_IAccount) pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat.py similarity index 55% rename from marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloat.py rename to marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat.py index 674270df..22689d30 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat.py @@ -1,11 +1,11 @@ from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._ifunction._ifunctionobject import IFunctionobject -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat from marketsim import meta #(() => .Float) => (() => Any) -class IFunctionIFunctionobjectIFunctionfloat(object): +class IFunctionIFunctionobject_from_IFunctionfloat(object): _types = [meta.function((IFunctionfloat,),IFunctionobject)] - _types.append(IFunctionobjectIFunctionfloat) + _types.append(IFunctionobject_from_IFunctionfloat) pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat.py new file mode 100644 index 00000000..5a4db530 --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionfloat.py @@ -0,0 +1,11 @@ +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat +from marketsim import meta +#(() => .Float) => ((() => .Float) => Any) +class IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionfloat(object): + _types = [meta.function((IFunctionfloat,),IFunctionobject_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionfloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside.py new file mode 100644 index 00000000..e4d5d5ba --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionside.py @@ -0,0 +1,12 @@ +from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionside import IFunctionobject_from_IFunctionSide +from marketsim import meta +#(() => .Side) => ((() => .Float) => Any) +class IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSide(object): + _types = [meta.function((IFunctionSide,),IFunctionobject_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionSide) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py new file mode 100644 index 00000000..77ad18a2 --- /dev/null +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionfloat_from_ifunctionsideifunctionfloat.py @@ -0,0 +1,13 @@ +from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim import meta +from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionsideifunctionfloat import IFunctionobject_from_IFunctionSideIFunctionfloat +#((() => .Side),(() => .Float)) => ((() => .Float) => Any) +class IFunctionIFunctionobject_from_IFunctionfloat_from_IFunctionSideIFunctionfloat(object): + _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionobject_from_IFunctionfloat)] + _types.append(IFunctionobject_from_IFunctionSideIFunctionfloat) + pass + + + diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionside.py similarity index 55% rename from marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionside.py rename to marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionside.py index 8e3e194a..33774268 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionside.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionside.py @@ -1,11 +1,11 @@ from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide from marketsim.gen._out._ifunction._ifunctionobject import IFunctionobject -from marketsim.gen._out._ifunction._ifunctionobjectifunctionside import IFunctionobjectIFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionside import IFunctionobject_from_IFunctionSide from marketsim import meta #(() => .Side) => (() => Any) -class IFunctionIFunctionobjectIFunctionSide(object): +class IFunctionIFunctionobject_from_IFunctionSide(object): _types = [meta.function((IFunctionSide,),IFunctionobject)] - _types.append(IFunctionobjectIFunctionSide) + _types.append(IFunctionobject_from_IFunctionSide) pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionsideifunctionfloat.py similarity index 57% rename from marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionsideifunctionfloat.py rename to marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionsideifunctionfloat.py index 07d3025e..1a1eee52 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionsideifunctionfloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_ifunctionsideifunctionfloat.py @@ -1,12 +1,12 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionsideifunctionfloat import IFunctionobjectIFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionobject import IFunctionobject from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import meta from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionsideifunctionfloat import IFunctionobject_from_IFunctionSideIFunctionfloat #((() => .Side),(() => .Float)) => (() => Any) -class IFunctionIFunctionobjectIFunctionSideIFunctionfloat(object): +class IFunctionIFunctionobject_from_IFunctionSideIFunctionfloat(object): _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionobject)] - _types.append(IFunctionobjectIFunctionSideIFunctionfloat) + _types.append(IFunctionobject_from_IFunctionSideIFunctionfloat) pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectlistoffloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_listoffloat.py similarity index 51% rename from marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectlistoffloat.py rename to marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_listoffloat.py index 7a709ca0..38041cf2 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectlistoffloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobject_from_listoffloat.py @@ -1,11 +1,11 @@ from marketsim import listOf from marketsim.gen._out._ifunction._ifunctionobject import IFunctionobject -from marketsim.gen._out._ifunction._ifunctionobjectlistoffloat import IFunctionobjectlistOffloat +from marketsim.gen._out._ifunction._ifunctionobject_from_listoffloat import IFunctionobject_from_listOffloat from marketsim import meta #List[.Float] => (() => Any) -class IFunctionIFunctionobjectlistOffloat(object): +class IFunctionIFunctionobject_from_listOffloat(object): _types = [meta.function((listOf(float),),IFunctionobject)] - _types.append(IFunctionobjectlistOffloat) + _types.append(IFunctionobject_from_listOffloat) pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionfloat.py deleted file mode 100644 index 18c78294..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionfloat.py +++ /dev/null @@ -1,11 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat -from marketsim import meta -#(() => .Float) => ((() => .Float) => Any) -class IFunctionIFunctionobjectIFunctionfloatIFunctionfloat(object): - _types = [meta.function((IFunctionfloat,),IFunctionobjectIFunctionfloat)] - _types.append(IFunctionobjectIFunctionfloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionside.py deleted file mode 100644 index 87d672dd..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionside.py +++ /dev/null @@ -1,12 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionobjectifunctionside import IFunctionobjectIFunctionSide -from marketsim import meta -#(() => .Side) => ((() => .Float) => Any) -class IFunctionIFunctionobjectIFunctionfloatIFunctionSide(object): - _types = [meta.function((IFunctionSide,),IFunctionobjectIFunctionfloat)] - _types.append(IFunctionobjectIFunctionSide) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat.py deleted file mode 100644 index 43834088..00000000 --- a/marketsim/gen/_out/_ifunction/_ifunctionifunctionobjectifunctionfloatifunctionsideifunctionfloat.py +++ /dev/null @@ -1,13 +0,0 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionsideifunctionfloat import IFunctionobjectIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat -#((() => .Side),(() => .Float)) => ((() => .Float) => Any) -class IFunctionIFunctionobjectIFunctionfloatIFunctionSideIFunctionfloat(object): - _types = [meta.function((IFunctionSide,IFunctionfloat,),IFunctionobjectIFunctionfloat)] - _types.append(IFunctionobjectIFunctionSideIFunctionfloat) - pass - - - diff --git a/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorderifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorder_from_ifunctionfloat.py similarity index 82% rename from marketsim/gen/_out/_ifunction/_ifunctioniobservableiorderifunctionfloat.py rename to marketsim/gen/_out/_ifunction/_ifunctioniobservableiorder_from_ifunctionfloat.py index 25faacc3..eeb97a36 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorderifunctionfloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorder_from_ifunctionfloat.py @@ -1,16 +1,16 @@ -from marketsim.gen._out._ifunction._ifunctionifunctioniorderifunctionfloat import IFunctionIFunctionIOrderIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionievent_from_ifunctionfloat import IFunctionIEvent_from_IFunctionfloat from marketsim.gen._out._iorder import IOrder -from marketsim.gen._out._ifunction._ifunctionieventifunctionfloat import IFunctionIEventIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniorder_from_ifunctionfloat import IFunctionIFunctionIOrder_from_IFunctionfloat from marketsim import meta -from marketsim.gen._out._ifunction._ifunctionobjectifunctionfloat import IFunctionobjectIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionfloat import IFunctionobject_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservableiorder import IObservableIOrder #(() => .Float) => .IObservable[.IOrder] -class IFunctionIObservableIOrderIFunctionfloat(object): +class IFunctionIObservableIOrder_from_IFunctionfloat(object): _types = [meta.function((IFunctionfloat,),IObservableIOrder)] - _types.append(IFunctionobjectIFunctionfloat) - _types.append(IFunctionIFunctionIOrderIFunctionfloat) - _types.append(IFunctionIEventIFunctionfloat) + _types.append(IFunctionobject_from_IFunctionfloat) + _types.append(IFunctionIFunctionIOrder_from_IFunctionfloat) + _types.append(IFunctionIEvent_from_IFunctionfloat) def RSI_linear(self, alpha = None,k = None,timeframe = None): from marketsim.gen._out.strategy._rsi_linear import RSI_linear return RSI_linear(self,alpha,k,timeframe) diff --git a/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorderifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorder_from_ifunctionside.py similarity index 64% rename from marketsim/gen/_out/_ifunction/_ifunctioniobservableiorderifunctionside.py rename to marketsim/gen/_out/_ifunction/_ifunctioniobservableiorder_from_ifunctionside.py index 3ff5a4e0..d69008c3 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorderifunctionside.py +++ b/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorder_from_ifunctionside.py @@ -1,16 +1,16 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionside import IFunctionobjectIFunctionSide +from marketsim.gen._out._ifunction._ifunctionievent_from_ifunctionside import IFunctionIEvent_from_IFunctionSide from marketsim.gen._out._iorder import IOrder from marketsim import meta from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -from marketsim.gen._out._ifunction._ifunctionieventifunctionside import IFunctionIEventIFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctioniorderifunctionside import IFunctionIFunctionIOrderIFunctionSide +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionside import IFunctionobject_from_IFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctioniorder_from_ifunctionside import IFunctionIFunctionIOrder_from_IFunctionSide from marketsim.gen._out._iobservable._iobservableiorder import IObservableIOrder #(() => .Side) => .IObservable[.IOrder] -class IFunctionIObservableIOrderIFunctionSide(object): +class IFunctionIObservableIOrder_from_IFunctionSide(object): _types = [meta.function((IFunctionSide,),IObservableIOrder)] - _types.append(IFunctionobjectIFunctionSide) - _types.append(IFunctionIFunctionIOrderIFunctionSide) - _types.append(IFunctionIEventIFunctionSide) + _types.append(IFunctionobject_from_IFunctionSide) + _types.append(IFunctionIFunctionIOrder_from_IFunctionSide) + _types.append(IFunctionIEvent_from_IFunctionSide) def side_StopLoss(self, maxloss = None): from marketsim.gen._out.order._curried._side_stoploss import side_StopLoss return side_StopLoss(self,maxloss) diff --git a/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorderifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorder_from_ifunctionsideifunctionfloat.py similarity index 74% rename from marketsim/gen/_out/_ifunction/_ifunctioniobservableiorderifunctionsideifunctionfloat.py rename to marketsim/gen/_out/_ifunction/_ifunctioniobservableiorder_from_ifunctionsideifunctionfloat.py index aac431c5..867fa263 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorderifunctionsideifunctionfloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctioniobservableiorder_from_ifunctionsideifunctionfloat.py @@ -1,17 +1,17 @@ -from marketsim.gen._out._ifunction._ifunctionobjectifunctionsideifunctionfloat import IFunctionobjectIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionievent_from_ifunctionsideifunctionfloat import IFunctionIEvent_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._iorder import IOrder -from marketsim.gen._out._ifunction._ifunctionifunctioniorderifunctionsideifunctionfloat import IFunctionIFunctionIOrderIFunctionSideIFunctionfloat from marketsim import meta from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide -from marketsim.gen._out._ifunction._ifunctionieventifunctionsideifunctionfloat import IFunctionIEventIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionobject_from_ifunctionsideifunctionfloat import IFunctionobject_from_IFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniorder_from_ifunctionsideifunctionfloat import IFunctionIFunctionIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._iobservable._iobservableiorder import IObservableIOrder #((() => .Side),(() => .Float)) => .IObservable[.IOrder] -class IFunctionIObservableIOrderIFunctionSideIFunctionfloat(object): +class IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat(object): _types = [meta.function((IFunctionSide,IFunctionfloat,),IObservableIOrder)] - _types.append(IFunctionobjectIFunctionSideIFunctionfloat) - _types.append(IFunctionIFunctionIOrderIFunctionSideIFunctionfloat) - _types.append(IFunctionIEventIFunctionSideIFunctionfloat) + _types.append(IFunctionobject_from_IFunctionSideIFunctionfloat) + _types.append(IFunctionIFunctionIOrder_from_IFunctionSideIFunctionfloat) + _types.append(IFunctionIEvent_from_IFunctionSideIFunctionfloat) def sidevolume_Iceberg(self, lotSize = None): from marketsim.gen._out.order._curried._sidevolume_iceberg import sidevolume_Iceberg return sidevolume_Iceberg(self,lotSize) diff --git a/marketsim/gen/_out/_ifunction/_ifunctionobjectiaccount.py b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_iaccount.py similarity index 78% rename from marketsim/gen/_out/_ifunction/_ifunctionobjectiaccount.py rename to marketsim/gen/_out/_ifunction/_ifunctionobject_from_iaccount.py index 627e02a7..8ecf13cb 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionobjectiaccount.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_iaccount.py @@ -1,7 +1,7 @@ from marketsim.gen._out._iaccount import IAccount from marketsim import meta #.IAccount => Any -class IFunctionobjectIAccount(object): +class IFunctionobject_from_IAccount(object): _types = [meta.function((IAccount,),object)] pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionobjectifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_ifunctionfloat.py similarity index 79% rename from marketsim/gen/_out/_ifunction/_ifunctionobjectifunctionfloat.py rename to marketsim/gen/_out/_ifunction/_ifunctionobject_from_ifunctionfloat.py index a9bff882..6d29a3eb 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionobjectifunctionfloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_ifunctionfloat.py @@ -1,7 +1,7 @@ from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import meta #(() => .Float) => Any -class IFunctionobjectIFunctionfloat(object): +class IFunctionobject_from_IFunctionfloat(object): _types = [meta.function((IFunctionfloat,),object)] pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionobjectifunctionside.py b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_ifunctionside.py similarity index 79% rename from marketsim/gen/_out/_ifunction/_ifunctionobjectifunctionside.py rename to marketsim/gen/_out/_ifunction/_ifunctionobject_from_ifunctionside.py index 0271c277..8b34b84f 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionobjectifunctionside.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_ifunctionside.py @@ -1,7 +1,7 @@ from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide from marketsim import meta #(() => .Side) => Any -class IFunctionobjectIFunctionSide(object): +class IFunctionobject_from_IFunctionSide(object): _types = [meta.function((IFunctionSide,),object)] pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionobjectifunctionsideifunctionfloat.py b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_ifunctionsideifunctionfloat.py similarity index 82% rename from marketsim/gen/_out/_ifunction/_ifunctionobjectifunctionsideifunctionfloat.py rename to marketsim/gen/_out/_ifunction/_ifunctionobject_from_ifunctionsideifunctionfloat.py index 4799451d..823c4ce8 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionobjectifunctionsideifunctionfloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_ifunctionsideifunctionfloat.py @@ -2,7 +2,7 @@ from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import meta #((() => .Side),(() => .Float)) => Any -class IFunctionobjectIFunctionSideIFunctionfloat(object): +class IFunctionobject_from_IFunctionSideIFunctionfloat(object): _types = [meta.function((IFunctionSide,IFunctionfloat,),object)] pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionobjectisingleassetstrategy.py b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_isingleassetstrategy.py similarity index 78% rename from marketsim/gen/_out/_ifunction/_ifunctionobjectisingleassetstrategy.py rename to marketsim/gen/_out/_ifunction/_ifunctionobject_from_isingleassetstrategy.py index 3d55615b..0b52f14e 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionobjectisingleassetstrategy.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_isingleassetstrategy.py @@ -1,7 +1,7 @@ from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import meta #.ISingleAssetStrategy => Any -class IFunctionobjectISingleAssetStrategy(object): +class IFunctionobject_from_ISingleAssetStrategy(object): _types = [meta.function((ISingleAssetStrategy,),object)] pass diff --git a/marketsim/gen/_out/_ifunction/_ifunctionobjectlistoffloat.py b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_listoffloat.py similarity index 75% rename from marketsim/gen/_out/_ifunction/_ifunctionobjectlistoffloat.py rename to marketsim/gen/_out/_ifunction/_ifunctionobject_from_listoffloat.py index aeddb1ec..56259369 100644 --- a/marketsim/gen/_out/_ifunction/_ifunctionobjectlistoffloat.py +++ b/marketsim/gen/_out/_ifunction/_ifunctionobject_from_listoffloat.py @@ -1,7 +1,7 @@ from marketsim import listOf from marketsim import meta #List[.Float] => Any -class IFunctionobjectlistOffloat(object): +class IFunctionobject_from_listOffloat(object): _types = [meta.function((listOf(float),),object)] pass diff --git a/marketsim/gen/_out/order/_FloatingPrice.py b/marketsim/gen/_out/order/_FloatingPrice.py index f5dfe41a..8f0abd81 100644 --- a/marketsim/gen/_out/order/_FloatingPrice.py +++ b/marketsim/gen/_out/order/_FloatingPrice.py @@ -1,6 +1,6 @@ +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._intrinsic.order.meta.floating_price import Factory_Impl from marketsim.gen._out._iorder import IOrder -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import registry from marketsim.gen._out._iobservable._iobservableiorder import IObservableIOrder @@ -29,7 +29,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat, 'floatingPrice' : IObservablefloat } def __repr__(self): @@ -37,10 +37,10 @@ def __repr__(self): def FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return FloatingPrice_FloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/_Peg.py b/marketsim/gen/_out/order/_Peg.py index 5ce2976d..e6c3cd7d 100644 --- a/marketsim/gen/_out/order/_Peg.py +++ b/marketsim/gen/_out/order/_Peg.py @@ -1,6 +1,6 @@ from marketsim.gen._intrinsic.order.meta.peg import Factory_Impl +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._iorder import IOrder -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat from marketsim import registry from marketsim.gen._out._iobservable._iobservableiorder import IObservableIOrder @registry.expose(["Order", "Peg"]) @@ -25,15 +25,15 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat } def __repr__(self): return "Peg(%(proto)s)" % self.__dict__ def Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): return Peg_FloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_price_FloatingPrice.py b/marketsim/gen/_out/order/_curried/_price_FloatingPrice.py index abd996e8..35a9d96e 100644 --- a/marketsim/gen/_out/order/_curried/_price_FloatingPrice.py +++ b/marketsim/gen/_out/order/_curried/_price_FloatingPrice.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat @registry.expose(["Order", "FloatingPrice"]) -class price_FloatingPrice_FloatIObservableIOrderIObservableFloat(IFunctionIObservableIOrderIFunctionfloat): +class price_FloatingPrice_FloatIObservableIOrderIObservableFloat(IFunctionIObservableIOrder_from_IFunctionfloat): """ Floating price order is initialized by an order having a price and an observable that generates new prices. When the observable value changes the order is cancelled and @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat, 'floatingPrice' : IObservablefloat } def __repr__(self): @@ -36,10 +36,10 @@ def __call__(self, price = None): return FloatingPrice(proto(price), floatingPrice) def price_FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return price_FloatingPrice_FloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for price_FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/_curried/_price_Iceberg.py b/marketsim/gen/_out/order/_curried/_price_Iceberg.py index 92d1d2d2..03d9a95f 100644 --- a/marketsim/gen/_out/order/_curried/_price_Iceberg.py +++ b/marketsim/gen/_out/order/_curried/_price_Iceberg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "Iceberg"]) -class price_Iceberg_FloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionfloat): +class price_Iceberg_FloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionfloat): """ Iceberg order is initialized by an underlying order and a lot size. It sends consequently pieces of the underlying order of size equal or less to the lot size @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat, 'lotSize' : IFunctionfloat } def __repr__(self): @@ -36,10 +36,10 @@ def __call__(self, price = None): return Iceberg(proto(price), lotSize) def price_Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return price_Iceberg_FloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for price_Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/_curried/_price_ImmediateOrCancel.py b/marketsim/gen/_out/order/_curried/_price_ImmediateOrCancel.py index 6eabc7e9..ced04586 100644 --- a/marketsim/gen/_out/order/_curried/_price_ImmediateOrCancel.py +++ b/marketsim/gen/_out/order/_curried/_price_ImmediateOrCancel.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat @registry.expose(["Order", "ImmediateOrCancel"]) -class price_ImmediateOrCancel_FloatIObservableIOrder(IFunctionIObservableIOrderIFunctionfloat): +class price_ImmediateOrCancel_FloatIObservableIOrder(IFunctionIObservableIOrder_from_IFunctionfloat): """ Immediate-Or-Cancel order sends an underlying order to the market and immediately sends a cancel request for it. @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat } def __repr__(self): return "ImmediateOrCancel(%(proto)s)" % self.__dict__ @@ -34,8 +34,8 @@ def __call__(self, price = None): return ImmediateOrCancel(proto(price)) def price_ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): return price_ImmediateOrCancel_FloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for price_ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_price_Limit.py b/marketsim/gen/_out/order/_curried/_price_Limit.py index 45659c08..0bb392c4 100644 --- a/marketsim/gen/_out/order/_curried/_price_Limit.py +++ b/marketsim/gen/_out/order/_curried/_price_Limit.py @@ -1,9 +1,9 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "Limit"]) -class price_Limit_SideFloat(IFunctionIObservableIOrderIFunctionfloat): +class price_Limit_SideFloat(IFunctionIObservableIOrder_from_IFunctionfloat): """ Limit orders ask to buy or sell some asset at price better than some limit price. If a limit order is not competely fulfilled diff --git a/marketsim/gen/_out/order/_curried/_price_Peg.py b/marketsim/gen/_out/order/_curried/_price_Peg.py index d293662b..4874bebd 100644 --- a/marketsim/gen/_out/order/_curried/_price_Peg.py +++ b/marketsim/gen/_out/order/_curried/_price_Peg.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat @registry.expose(["Order", "Peg"]) -class price_Peg_FloatIObservableIOrder(IFunctionIObservableIOrderIFunctionfloat): +class price_Peg_FloatIObservableIOrder(IFunctionIObservableIOrder_from_IFunctionfloat): """ A peg order is a particular case of the floating price order with the price better at one tick than the best price of the order queue. @@ -19,7 +19,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat } def __repr__(self): return "Peg(%(proto)s)" % self.__dict__ @@ -32,8 +32,8 @@ def __call__(self, price = None): return Peg(proto(price)) def price_Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): return price_Peg_FloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for price_Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_price_StopLoss.py b/marketsim/gen/_out/order/_curried/_price_StopLoss.py index 288cde0f..38b6e5bc 100644 --- a/marketsim/gen/_out/order/_curried/_price_StopLoss.py +++ b/marketsim/gen/_out/order/_curried/_price_StopLoss.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "StopLoss"]) -class price_StopLoss_FloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionfloat): +class price_StopLoss_FloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionfloat): """ StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. It keeps track of position and balance change induced by trades of the underlying order and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat, 'maxloss' : IFunctionfloat } def __repr__(self): @@ -37,10 +37,10 @@ def __call__(self, price = None): return StopLoss(proto(price), maxloss) def price_StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return price_StopLoss_FloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for price_StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/_curried/_price_WithExpiry.py b/marketsim/gen/_out/order/_curried/_price_WithExpiry.py index bc5bc7ea..f63f2a5f 100644 --- a/marketsim/gen/_out/order/_curried/_price_WithExpiry.py +++ b/marketsim/gen/_out/order/_curried/_price_WithExpiry.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "WithExpiry"]) -class price_WithExpiry_FloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionfloat): +class price_WithExpiry_FloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionfloat): """ WithExpiry orders can be viewed as ImmediateOrCancel orders where cancel order is sent not immediately but after some delay @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat, 'expiry' : IFunctionfloat } def __repr__(self): @@ -35,10 +35,10 @@ def __call__(self, price = None): return WithExpiry(proto(price), expiry) def price_WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return price_WithExpiry_FloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for price_WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_FixedBudget.py b/marketsim/gen/_out/order/_curried/_side_FixedBudget.py index de77954b..ab362548 100644 --- a/marketsim/gen/_out/order/_curried/_side_FixedBudget.py +++ b/marketsim/gen/_out/order/_curried/_side_FixedBudget.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "FixedBudget"]) -class side_FixedBudget_Float(IFunctionIObservableIOrderIFunctionSide): +class side_FixedBudget_Float(IFunctionIObservableIOrder_from_IFunctionSide): """ Fixed budget order acts like a market order but the volume is implicitly given by a budget available for trades. diff --git a/marketsim/gen/_out/order/_curried/_side_FloatingPrice.py b/marketsim/gen/_out/order/_curried/_side_FloatingPrice.py index a0ea383e..5326f5fb 100644 --- a/marketsim/gen/_out/order/_curried/_side_FloatingPrice.py +++ b/marketsim/gen/_out/order/_curried/_side_FloatingPrice.py @@ -1,9 +1,9 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat @registry.expose(["Order", "FloatingPrice"]) -class side_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(IFunctionIObservableIOrderIFunctionSide): +class side_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(IFunctionIObservableIOrder_from_IFunctionSide): """ Floating price order is initialized by an order having a price and an observable that generates new prices. When the observable value changes the order is cancelled and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide, 'floatingPrice' : IObservablefloat } def __repr__(self): @@ -37,10 +37,10 @@ def __call__(self, side = None): return FloatingPrice(proto(side), floatingPrice) def side_FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return side_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for side_FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_Iceberg.py b/marketsim/gen/_out/order/_curried/_side_Iceberg.py index e9c96121..839ff900 100644 --- a/marketsim/gen/_out/order/_curried/_side_Iceberg.py +++ b/marketsim/gen/_out/order/_curried/_side_Iceberg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "Iceberg"]) -class side_Iceberg_SideIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionSide): +class side_Iceberg_SideIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionSide): """ Iceberg order is initialized by an underlying order and a lot size. It sends consequently pieces of the underlying order of size equal or less to the lot size @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSide, + 'proto' : IFunctionIObservableIOrder_from_IFunctionSide, 'lotSize' : IFunctionfloat } def __repr__(self): @@ -36,10 +36,10 @@ def __call__(self, side = None): return Iceberg(proto(side), lotSize) def side_Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSide): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return side_Iceberg_SideIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for side_Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_ImmediateOrCancel.py b/marketsim/gen/_out/order/_curried/_side_ImmediateOrCancel.py index 81809967..9d4020d5 100644 --- a/marketsim/gen/_out/order/_curried/_side_ImmediateOrCancel.py +++ b/marketsim/gen/_out/order/_curried/_side_ImmediateOrCancel.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide @registry.expose(["Order", "ImmediateOrCancel"]) -class side_ImmediateOrCancel_SideIObservableIOrder(IFunctionIObservableIOrderIFunctionSide): +class side_ImmediateOrCancel_SideIObservableIOrder(IFunctionIObservableIOrder_from_IFunctionSide): """ Immediate-Or-Cancel order sends an underlying order to the market and immediately sends a cancel request for it. @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSide + 'proto' : IFunctionIObservableIOrder_from_IFunctionSide } def __repr__(self): return "ImmediateOrCancel(%(proto)s)" % self.__dict__ @@ -34,8 +34,8 @@ def __call__(self, side = None): return ImmediateOrCancel(proto(side)) def side_ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSide): return side_ImmediateOrCancel_SideIObservableIOrder(proto) raise Exception('Cannot find suitable overload for side_ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_Limit.py b/marketsim/gen/_out/order/_curried/_side_Limit.py index 8c1d135f..d3f97f18 100644 --- a/marketsim/gen/_out/order/_curried/_side_Limit.py +++ b/marketsim/gen/_out/order/_curried/_side_Limit.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "Limit"]) -class side_Limit_FloatFloat(IFunctionIObservableIOrderIFunctionSide): +class side_Limit_FloatFloat(IFunctionIObservableIOrder_from_IFunctionSide): """ Limit orders ask to buy or sell some asset at price better than some limit price. If a limit order is not competely fulfilled diff --git a/marketsim/gen/_out/order/_curried/_side_Market.py b/marketsim/gen/_out/order/_curried/_side_Market.py index be753d5e..adb7ed80 100644 --- a/marketsim/gen/_out/order/_curried/_side_Market.py +++ b/marketsim/gen/_out/order/_curried/_side_Market.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "Market"]) -class side_Market_Float(IFunctionIObservableIOrderIFunctionSide): +class side_Market_Float(IFunctionIObservableIOrder_from_IFunctionSide): """ Market order intructs buy or sell given volume immediately """ diff --git a/marketsim/gen/_out/order/_curried/_side_Peg.py b/marketsim/gen/_out/order/_curried/_side_Peg.py index bc7421b1..588519fe 100644 --- a/marketsim/gen/_out/order/_curried/_side_Peg.py +++ b/marketsim/gen/_out/order/_curried/_side_Peg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide @registry.expose(["Order", "Peg"]) -class side_Peg_SideFloatIObservableIOrder(IFunctionIObservableIOrderIFunctionSide): +class side_Peg_SideFloatIObservableIOrder(IFunctionIObservableIOrder_from_IFunctionSide): """ A peg order is a particular case of the floating price order with the price better at one tick than the best price of the order queue. @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide } def __repr__(self): return "Peg(%(proto)s)" % self.__dict__ @@ -33,8 +33,8 @@ def __call__(self, side = None): return Peg(proto(side)) def side_Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): return side_Peg_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for side_Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_StopLoss.py b/marketsim/gen/_out/order/_curried/_side_StopLoss.py index 763c2a94..feee30c6 100644 --- a/marketsim/gen/_out/order/_curried/_side_StopLoss.py +++ b/marketsim/gen/_out/order/_curried/_side_StopLoss.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "StopLoss"]) -class side_StopLoss_SideIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionSide): +class side_StopLoss_SideIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionSide): """ StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. It keeps track of position and balance change induced by trades of the underlying order and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSide, + 'proto' : IFunctionIObservableIOrder_from_IFunctionSide, 'maxloss' : IFunctionfloat } def __repr__(self): @@ -37,10 +37,10 @@ def __call__(self, side = None): return StopLoss(proto(side), maxloss) def side_StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSide): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return side_StopLoss_SideIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for side_StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_WithExpiry.py b/marketsim/gen/_out/order/_curried/_side_WithExpiry.py index 6b880ce5..7304fe1e 100644 --- a/marketsim/gen/_out/order/_curried/_side_WithExpiry.py +++ b/marketsim/gen/_out/order/_curried/_side_WithExpiry.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "WithExpiry"]) -class side_WithExpiry_SideIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionSide): +class side_WithExpiry_SideIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionSide): """ WithExpiry orders can be viewed as ImmediateOrCancel orders where cancel order is sent not immediately but after some delay @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSide, + 'proto' : IFunctionIObservableIOrder_from_IFunctionSide, 'expiry' : IFunctionfloat } def __repr__(self): @@ -35,10 +35,10 @@ def __call__(self, side = None): return WithExpiry(proto(side), expiry) def side_WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSide): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return side_WithExpiry_SideIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for side_WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_price_FloatingPrice.py b/marketsim/gen/_out/order/_curried/_side_price_FloatingPrice.py index 0d627e80..4286f351 100644 --- a/marketsim/gen/_out/order/_curried/_side_price_FloatingPrice.py +++ b/marketsim/gen/_out/order/_curried/_side_price_FloatingPrice.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat @registry.expose(["Order", "price_FloatingPrice"]) -class side_price_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): +class side_price_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): """ Floating price order is initialized by an order having a price and an observable that generates new prices. When the observable value changes the order is cancelled and @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide, 'floatingPrice' : IObservablefloat } def __repr__(self): @@ -36,10 +36,10 @@ def __call__(self, side = None): return price_FloatingPrice(proto(side), floatingPrice) def side_price_FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return side_price_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for side_price_FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_price_Iceberg.py b/marketsim/gen/_out/order/_curried/_side_price_Iceberg.py index 9a6b1da7..87de11c7 100644 --- a/marketsim/gen/_out/order/_curried/_side_price_Iceberg.py +++ b/marketsim/gen/_out/order/_curried/_side_price_Iceberg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "price_Iceberg"]) -class side_price_Iceberg_SideFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): +class side_price_Iceberg_SideFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): """ Iceberg order is initialized by an underlying order and a lot size. It sends consequently pieces of the underlying order of size equal or less to the lot size @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide, 'lotSize' : IFunctionfloat } def __repr__(self): @@ -36,10 +36,10 @@ def __call__(self, side = None): return price_Iceberg(proto(side), lotSize) def side_price_Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return side_price_Iceberg_SideFloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for side_price_Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_price_ImmediateOrCancel.py b/marketsim/gen/_out/order/_curried/_side_price_ImmediateOrCancel.py index 6bff29b5..653d3772 100644 --- a/marketsim/gen/_out/order/_curried/_side_price_ImmediateOrCancel.py +++ b/marketsim/gen/_out/order/_curried/_side_price_ImmediateOrCancel.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide @registry.expose(["Order", "price_ImmediateOrCancel"]) -class side_price_ImmediateOrCancel_SideFloatIObservableIOrder(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): +class side_price_ImmediateOrCancel_SideFloatIObservableIOrder(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): """ Immediate-Or-Cancel order sends an underlying order to the market and immediately sends a cancel request for it. @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide } def __repr__(self): return "price_ImmediateOrCancel(%(proto)s)" % self.__dict__ @@ -34,8 +34,8 @@ def __call__(self, side = None): return price_ImmediateOrCancel(proto(side)) def side_price_ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): return side_price_ImmediateOrCancel_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for side_price_ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_price_Limit.py b/marketsim/gen/_out/order/_curried/_side_price_Limit.py index e9225942..2c58b296 100644 --- a/marketsim/gen/_out/order/_curried/_side_price_Limit.py +++ b/marketsim/gen/_out/order/_curried/_side_price_Limit.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "price_Limit"]) -class side_price_Limit_Float(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): +class side_price_Limit_Float(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): """ Limit orders ask to buy or sell some asset at price better than some limit price. If a limit order is not competely fulfilled diff --git a/marketsim/gen/_out/order/_curried/_side_price_Peg.py b/marketsim/gen/_out/order/_curried/_side_price_Peg.py index 34337c0b..cf000752 100644 --- a/marketsim/gen/_out/order/_curried/_side_price_Peg.py +++ b/marketsim/gen/_out/order/_curried/_side_price_Peg.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide @registry.expose(["Order", "price_Peg"]) -class side_price_Peg_SideFloatIObservableIOrder(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): +class side_price_Peg_SideFloatIObservableIOrder(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): """ A peg order is a particular case of the floating price order with the price better at one tick than the best price of the order queue. @@ -19,7 +19,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide } def __repr__(self): return "price_Peg(%(proto)s)" % self.__dict__ @@ -32,8 +32,8 @@ def __call__(self, side = None): return price_Peg(proto(side)) def side_price_Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): return side_price_Peg_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for side_price_Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_price_StopLoss.py b/marketsim/gen/_out/order/_curried/_side_price_StopLoss.py index 3721254b..22105e35 100644 --- a/marketsim/gen/_out/order/_curried/_side_price_StopLoss.py +++ b/marketsim/gen/_out/order/_curried/_side_price_StopLoss.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "price_StopLoss"]) -class side_price_StopLoss_SideFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): +class side_price_StopLoss_SideFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): """ StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. It keeps track of position and balance change induced by trades of the underlying order and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide, 'maxloss' : IFunctionfloat } def __repr__(self): @@ -37,10 +37,10 @@ def __call__(self, side = None): return price_StopLoss(proto(side), maxloss) def side_price_StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return side_price_StopLoss_SideFloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for side_price_StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/_curried/_side_price_WithExpiry.py b/marketsim/gen/_out/order/_curried/_side_price_WithExpiry.py index f4cc9a52..c7adcb25 100644 --- a/marketsim/gen/_out/order/_curried/_side_price_WithExpiry.py +++ b/marketsim/gen/_out/order/_curried/_side_price_WithExpiry.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "price_WithExpiry"]) -class side_price_WithExpiry_SideFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): +class side_price_WithExpiry_SideFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): """ WithExpiry orders can be viewed as ImmediateOrCancel orders where cancel order is sent not immediately but after some delay @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide, 'expiry' : IFunctionfloat } def __repr__(self): @@ -35,10 +35,10 @@ def __call__(self, side = None): return price_WithExpiry(proto(side), expiry) def side_price_WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return side_price_WithExpiry_SideFloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for side_price_WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/_curried/_sideprice_FloatingPrice.py b/marketsim/gen/_out/order/_curried/_sideprice_FloatingPrice.py index bf2b9b06..6377b014 100644 --- a/marketsim/gen/_out/order/_curried/_sideprice_FloatingPrice.py +++ b/marketsim/gen/_out/order/_curried/_sideprice_FloatingPrice.py @@ -1,9 +1,9 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat @registry.expose(["Order", "FloatingPrice"]) -class sideprice_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sideprice_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ Floating price order is initialized by an order having a price and an observable that generates new prices. When the observable value changes the order is cancelled and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide, 'floatingPrice' : IObservablefloat } def __repr__(self): @@ -37,10 +37,10 @@ def __call__(self, side = None): return FloatingPrice(proto(side), floatingPrice) def sideprice_FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return sideprice_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for sideprice_FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/_curried/_sideprice_Iceberg.py b/marketsim/gen/_out/order/_curried/_sideprice_Iceberg.py index 55f69439..93e91111 100644 --- a/marketsim/gen/_out/order/_curried/_sideprice_Iceberg.py +++ b/marketsim/gen/_out/order/_curried/_sideprice_Iceberg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "Iceberg"]) -class sideprice_Iceberg_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sideprice_Iceberg_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ Iceberg order is initialized by an underlying order and a lot size. It sends consequently pieces of the underlying order of size equal or less to the lot size @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, 'lotSize' : IFunctionfloat } def __repr__(self): @@ -38,10 +38,10 @@ def __call__(self, side = None,price = None): return Iceberg(proto(side,price), lotSize) def sideprice_Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return sideprice_Iceberg_SideFloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for sideprice_Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/_curried/_sideprice_ImmediateOrCancel.py b/marketsim/gen/_out/order/_curried/_sideprice_ImmediateOrCancel.py index 4808747a..ed60cf51 100644 --- a/marketsim/gen/_out/order/_curried/_sideprice_ImmediateOrCancel.py +++ b/marketsim/gen/_out/order/_curried/_sideprice_ImmediateOrCancel.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat @registry.expose(["Order", "ImmediateOrCancel"]) -class sideprice_ImmediateOrCancel_SideFloatIObservableIOrder(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sideprice_ImmediateOrCancel_SideFloatIObservableIOrder(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ Immediate-Or-Cancel order sends an underlying order to the market and immediately sends a cancel request for it. @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat + 'proto' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat } def __repr__(self): return "ImmediateOrCancel(%(proto)s)" % self.__dict__ @@ -36,8 +36,8 @@ def __call__(self, side = None,price = None): return ImmediateOrCancel(proto(side,price)) def sideprice_ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): return sideprice_ImmediateOrCancel_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for sideprice_ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_sideprice_Limit.py b/marketsim/gen/_out/order/_curried/_sideprice_Limit.py index befa9b9f..28ed0f33 100644 --- a/marketsim/gen/_out/order/_curried/_sideprice_Limit.py +++ b/marketsim/gen/_out/order/_curried/_sideprice_Limit.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "Limit"]) -class sideprice_Limit_Float(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sideprice_Limit_Float(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ Limit orders ask to buy or sell some asset at price better than some limit price. If a limit order is not competely fulfilled diff --git a/marketsim/gen/_out/order/_curried/_sideprice_Peg.py b/marketsim/gen/_out/order/_curried/_sideprice_Peg.py index bbbf0dd4..c7408bfb 100644 --- a/marketsim/gen/_out/order/_curried/_sideprice_Peg.py +++ b/marketsim/gen/_out/order/_curried/_sideprice_Peg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide @registry.expose(["Order", "Peg"]) -class sideprice_Peg_SideFloatIObservableIOrder(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sideprice_Peg_SideFloatIObservableIOrder(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ A peg order is a particular case of the floating price order with the price better at one tick than the best price of the order queue. @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide } def __repr__(self): return "Peg(%(proto)s)" % self.__dict__ @@ -33,8 +33,8 @@ def __call__(self, side = None): return Peg(proto(side)) def sideprice_Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): return sideprice_Peg_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for sideprice_Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_sideprice_StopLoss.py b/marketsim/gen/_out/order/_curried/_sideprice_StopLoss.py index 8672632a..c08c56b2 100644 --- a/marketsim/gen/_out/order/_curried/_sideprice_StopLoss.py +++ b/marketsim/gen/_out/order/_curried/_sideprice_StopLoss.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "StopLoss"]) -class sideprice_StopLoss_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sideprice_StopLoss_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. It keeps track of position and balance change induced by trades of the underlying order and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, 'maxloss' : IFunctionfloat } def __repr__(self): @@ -39,10 +39,10 @@ def __call__(self, side = None,price = None): return StopLoss(proto(side,price), maxloss) def sideprice_StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return sideprice_StopLoss_SideFloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for sideprice_StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/_curried/_sideprice_WithExpiry.py b/marketsim/gen/_out/order/_curried/_sideprice_WithExpiry.py index c090b9ec..ddaeb6da 100644 --- a/marketsim/gen/_out/order/_curried/_sideprice_WithExpiry.py +++ b/marketsim/gen/_out/order/_curried/_sideprice_WithExpiry.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "WithExpiry"]) -class sideprice_WithExpiry_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sideprice_WithExpiry_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ WithExpiry orders can be viewed as ImmediateOrCancel orders where cancel order is sent not immediately but after some delay @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, 'expiry' : IFunctionfloat } def __repr__(self): @@ -37,10 +37,10 @@ def __call__(self, side = None,price = None): return WithExpiry(proto(side,price), expiry) def sideprice_WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return sideprice_WithExpiry_SideFloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for sideprice_WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_FloatingPrice.py b/marketsim/gen/_out/order/_curried/_sidevolume_FloatingPrice.py index fbe0b12e..ce8c5147 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_FloatingPrice.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_FloatingPrice.py @@ -1,9 +1,9 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat @registry.expose(["Order", "FloatingPrice"]) -class sidevolume_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sidevolume_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ Floating price order is initialized by an order having a price and an observable that generates new prices. When the observable value changes the order is cancelled and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat, 'floatingPrice' : IObservablefloat } def __repr__(self): @@ -39,10 +39,10 @@ def __call__(self, side = None,volume = None): return FloatingPrice(proto(side,volume), floatingPrice) def sidevolume_FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return sidevolume_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for sidevolume_FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_Iceberg.py b/marketsim/gen/_out/order/_curried/_sidevolume_Iceberg.py index e13baed7..59967dd3 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_Iceberg.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_Iceberg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "Iceberg"]) -class sidevolume_Iceberg_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sidevolume_Iceberg_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ Iceberg order is initialized by an underlying order and a lot size. It sends consequently pieces of the underlying order of size equal or less to the lot size @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, 'lotSize' : IFunctionfloat } def __repr__(self): @@ -38,10 +38,10 @@ def __call__(self, side = None,volume = None): return Iceberg(proto(side,volume), lotSize) def sidevolume_Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return sidevolume_Iceberg_SideFloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for sidevolume_Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_ImmediateOrCancel.py b/marketsim/gen/_out/order/_curried/_sidevolume_ImmediateOrCancel.py index 9101dda3..1f74994c 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_ImmediateOrCancel.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_ImmediateOrCancel.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat @registry.expose(["Order", "ImmediateOrCancel"]) -class sidevolume_ImmediateOrCancel_SideFloatIObservableIOrder(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sidevolume_ImmediateOrCancel_SideFloatIObservableIOrder(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ Immediate-Or-Cancel order sends an underlying order to the market and immediately sends a cancel request for it. @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat + 'proto' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat } def __repr__(self): return "ImmediateOrCancel(%(proto)s)" % self.__dict__ @@ -36,8 +36,8 @@ def __call__(self, side = None,volume = None): return ImmediateOrCancel(proto(side,volume)) def sidevolume_ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): return sidevolume_ImmediateOrCancel_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for sidevolume_ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_Limit.py b/marketsim/gen/_out/order/_curried/_sidevolume_Limit.py index 64523edb..416361ed 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_Limit.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_Limit.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "Limit"]) -class sidevolume_Limit_Float(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sidevolume_Limit_Float(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ Limit orders ask to buy or sell some asset at price better than some limit price. If a limit order is not competely fulfilled diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_Market.py b/marketsim/gen/_out/order/_curried/_sidevolume_Market.py index e42a0945..d8935794 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_Market.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_Market.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat @registry.expose(["Order", "Market"]) -class sidevolume_Market_(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sidevolume_Market_(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ Market order intructs buy or sell given volume immediately """ diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_Peg.py b/marketsim/gen/_out/order/_curried/_sidevolume_Peg.py index 294f9461..cd3e2186 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_Peg.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_Peg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat @registry.expose(["Order", "Peg"]) -class sidevolume_Peg_SideFloatFloatIObservableIOrder(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sidevolume_Peg_SideFloatFloatIObservableIOrder(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ A peg order is a particular case of the floating price order with the price better at one tick than the best price of the order queue. @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat } def __repr__(self): return "Peg(%(proto)s)" % self.__dict__ @@ -35,8 +35,8 @@ def __call__(self, side = None,volume = None): return Peg(proto(side,volume)) def sidevolume_Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): return sidevolume_Peg_SideFloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for sidevolume_Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_StopLoss.py b/marketsim/gen/_out/order/_curried/_sidevolume_StopLoss.py index faec5402..14eaf3d2 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_StopLoss.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_StopLoss.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "StopLoss"]) -class sidevolume_StopLoss_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sidevolume_StopLoss_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. It keeps track of position and balance change induced by trades of the underlying order and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, 'maxloss' : IFunctionfloat } def __repr__(self): @@ -39,10 +39,10 @@ def __call__(self, side = None,volume = None): return StopLoss(proto(side,volume), maxloss) def sidevolume_StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return sidevolume_StopLoss_SideFloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for sidevolume_StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_WithExpiry.py b/marketsim/gen/_out/order/_curried/_sidevolume_WithExpiry.py index 99912718..5667b757 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_WithExpiry.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_WithExpiry.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "WithExpiry"]) -class sidevolume_WithExpiry_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionSideIFunctionfloat): +class sidevolume_WithExpiry_SideFloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): """ WithExpiry orders can be viewed as ImmediateOrCancel orders where cancel order is sent not immediately but after some delay @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, 'expiry' : IFunctionfloat } def __repr__(self): @@ -37,10 +37,10 @@ def __call__(self, side = None,volume = None): return WithExpiry(proto(side,volume), expiry) def sidevolume_WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return sidevolume_WithExpiry_SideFloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for sidevolume_WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_price_FloatingPrice.py b/marketsim/gen/_out/order/_curried/_sidevolume_price_FloatingPrice.py index 8cb075c6..34af0778 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_price_FloatingPrice.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_price_FloatingPrice.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat @registry.expose(["Order", "price_FloatingPrice"]) -class sidevolume_price_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): +class sidevolume_price_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): """ Floating price order is initialized by an order having a price and an observable that generates new prices. When the observable value changes the order is cancelled and @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat, 'floatingPrice' : IObservablefloat } def __repr__(self): @@ -38,10 +38,10 @@ def __call__(self, side = None,volume = None): return price_FloatingPrice(proto(side,volume), floatingPrice) def sidevolume_price_FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return sidevolume_price_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for sidevolume_price_FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_price_Iceberg.py b/marketsim/gen/_out/order/_curried/_sidevolume_price_Iceberg.py index 8ed7ae32..e3100736 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_price_Iceberg.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_price_Iceberg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "price_Iceberg"]) -class sidevolume_price_Iceberg_SideFloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): +class sidevolume_price_Iceberg_SideFloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): """ Iceberg order is initialized by an underlying order and a lot size. It sends consequently pieces of the underlying order of size equal or less to the lot size @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat, 'lotSize' : IFunctionfloat } def __repr__(self): @@ -38,10 +38,10 @@ def __call__(self, side = None,volume = None): return price_Iceberg(proto(side,volume), lotSize) def sidevolume_price_Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return sidevolume_price_Iceberg_SideFloatFloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for sidevolume_price_Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_price_ImmediateOrCancel.py b/marketsim/gen/_out/order/_curried/_sidevolume_price_ImmediateOrCancel.py index 1f5375ea..67c571b9 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_price_ImmediateOrCancel.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_price_ImmediateOrCancel.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat @registry.expose(["Order", "price_ImmediateOrCancel"]) -class sidevolume_price_ImmediateOrCancel_SideFloatFloatIObservableIOrder(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): +class sidevolume_price_ImmediateOrCancel_SideFloatFloatIObservableIOrder(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): """ Immediate-Or-Cancel order sends an underlying order to the market and immediately sends a cancel request for it. @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat } def __repr__(self): return "price_ImmediateOrCancel(%(proto)s)" % self.__dict__ @@ -36,8 +36,8 @@ def __call__(self, side = None,volume = None): return price_ImmediateOrCancel(proto(side,volume)) def sidevolume_price_ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): return sidevolume_price_ImmediateOrCancel_SideFloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for sidevolume_price_ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_price_Limit.py b/marketsim/gen/_out/order/_curried/_sidevolume_price_Limit.py index 317f1808..fe0ea39e 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_price_Limit.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_price_Limit.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat @registry.expose(["Order", "price_Limit"]) -class sidevolume_price_Limit_(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): +class sidevolume_price_Limit_(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): """ Limit orders ask to buy or sell some asset at price better than some limit price. If a limit order is not competely fulfilled diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_price_Peg.py b/marketsim/gen/_out/order/_curried/_sidevolume_price_Peg.py index 043ef499..c9b3c135 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_price_Peg.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_price_Peg.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat @registry.expose(["Order", "price_Peg"]) -class sidevolume_price_Peg_SideFloatFloatIObservableIOrder(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): +class sidevolume_price_Peg_SideFloatFloatIObservableIOrder(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): """ A peg order is a particular case of the floating price order with the price better at one tick than the best price of the order queue. @@ -19,7 +19,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat } def __repr__(self): return "price_Peg(%(proto)s)" % self.__dict__ @@ -34,8 +34,8 @@ def __call__(self, side = None,volume = None): return price_Peg(proto(side,volume)) def sidevolume_price_Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): return sidevolume_price_Peg_SideFloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for sidevolume_price_Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_price_StopLoss.py b/marketsim/gen/_out/order/_curried/_sidevolume_price_StopLoss.py index c98e5bc1..9b01df26 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_price_StopLoss.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_price_StopLoss.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "price_StopLoss"]) -class sidevolume_price_StopLoss_SideFloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): +class sidevolume_price_StopLoss_SideFloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): """ StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. It keeps track of position and balance change induced by trades of the underlying order and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat, 'maxloss' : IFunctionfloat } def __repr__(self): @@ -39,10 +39,10 @@ def __call__(self, side = None,volume = None): return price_StopLoss(proto(side,volume), maxloss) def sidevolume_price_StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return sidevolume_price_StopLoss_SideFloatFloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for sidevolume_price_StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/_curried/_sidevolume_price_WithExpiry.py b/marketsim/gen/_out/order/_curried/_sidevolume_price_WithExpiry.py index 34f6b28a..131c87be 100644 --- a/marketsim/gen/_out/order/_curried/_sidevolume_price_WithExpiry.py +++ b/marketsim/gen/_out/order/_curried/_sidevolume_price_WithExpiry.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "price_WithExpiry"]) -class sidevolume_price_WithExpiry_SideFloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): +class sidevolume_price_WithExpiry_SideFloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): """ WithExpiry orders can be viewed as ImmediateOrCancel orders where cancel order is sent not immediately but after some delay @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat, 'expiry' : IFunctionfloat } def __repr__(self): @@ -37,10 +37,10 @@ def __call__(self, side = None,volume = None): return price_WithExpiry(proto(side,volume), expiry) def sidevolume_price_WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return sidevolume_price_WithExpiry_SideFloatFloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for sidevolume_price_WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/_curried/_signedVolume_LimitSigned.py b/marketsim/gen/_out/order/_curried/_signedVolume_LimitSigned.py index 643334e5..1ac88955 100644 --- a/marketsim/gen/_out/order/_curried/_signedVolume_LimitSigned.py +++ b/marketsim/gen/_out/order/_curried/_signedVolume_LimitSigned.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "LimitSigned"]) -class signedVolume_LimitSigned_Float(IFunctionIObservableIOrderIFunctionfloat): +class signedVolume_LimitSigned_Float(IFunctionIObservableIOrder_from_IFunctionfloat): """ Limit orders ask to buy or sell some asset at price better than some limit price. If a limit order is not competely fulfilled diff --git a/marketsim/gen/_out/order/_curried/_signedVolume_MarketSigned.py b/marketsim/gen/_out/order/_curried/_signedVolume_MarketSigned.py index e403c544..7b3d6e66 100644 --- a/marketsim/gen/_out/order/_curried/_signedVolume_MarketSigned.py +++ b/marketsim/gen/_out/order/_curried/_signedVolume_MarketSigned.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat @registry.expose(["Order", "MarketSigned"]) -class signedVolume_MarketSigned_(IFunctionIObservableIOrderIFunctionfloat): +class signedVolume_MarketSigned_(IFunctionIObservableIOrder_from_IFunctionfloat): """ Market order intructs buy or sell given volume immediately """ diff --git a/marketsim/gen/_out/order/_curried/_volume_FloatingPrice.py b/marketsim/gen/_out/order/_curried/_volume_FloatingPrice.py index 0920060d..1c0e4564 100644 --- a/marketsim/gen/_out/order/_curried/_volume_FloatingPrice.py +++ b/marketsim/gen/_out/order/_curried/_volume_FloatingPrice.py @@ -1,9 +1,9 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat @registry.expose(["Order", "FloatingPrice"]) -class volume_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat(IFunctionIObservableIOrderIFunctionfloat): +class volume_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat(IFunctionIObservableIOrder_from_IFunctionfloat): """ Floating price order is initialized by an order having a price and an observable that generates new prices. When the observable value changes the order is cancelled and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat, 'floatingPrice' : IObservablefloat } def __repr__(self): @@ -37,10 +37,10 @@ def __call__(self, volume = None): return FloatingPrice(proto(volume), floatingPrice) def volume_FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return volume_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for volume_FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/_curried/_volume_Iceberg.py b/marketsim/gen/_out/order/_curried/_volume_Iceberg.py index 29263ccc..37fa8b80 100644 --- a/marketsim/gen/_out/order/_curried/_volume_Iceberg.py +++ b/marketsim/gen/_out/order/_curried/_volume_Iceberg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "Iceberg"]) -class volume_Iceberg_FloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionfloat): +class volume_Iceberg_FloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionfloat): """ Iceberg order is initialized by an underlying order and a lot size. It sends consequently pieces of the underlying order of size equal or less to the lot size @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat, 'lotSize' : IFunctionfloat } def __repr__(self): @@ -36,10 +36,10 @@ def __call__(self, volume = None): return Iceberg(proto(volume), lotSize) def volume_Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return volume_Iceberg_FloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for volume_Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/_curried/_volume_ImmediateOrCancel.py b/marketsim/gen/_out/order/_curried/_volume_ImmediateOrCancel.py index 5605dc05..eea702ce 100644 --- a/marketsim/gen/_out/order/_curried/_volume_ImmediateOrCancel.py +++ b/marketsim/gen/_out/order/_curried/_volume_ImmediateOrCancel.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat @registry.expose(["Order", "ImmediateOrCancel"]) -class volume_ImmediateOrCancel_FloatIObservableIOrder(IFunctionIObservableIOrderIFunctionfloat): +class volume_ImmediateOrCancel_FloatIObservableIOrder(IFunctionIObservableIOrder_from_IFunctionfloat): """ Immediate-Or-Cancel order sends an underlying order to the market and immediately sends a cancel request for it. @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat } def __repr__(self): return "ImmediateOrCancel(%(proto)s)" % self.__dict__ @@ -34,8 +34,8 @@ def __call__(self, volume = None): return ImmediateOrCancel(proto(volume)) def volume_ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): return volume_ImmediateOrCancel_FloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for volume_ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_volume_Limit.py b/marketsim/gen/_out/order/_curried/_volume_Limit.py index 77165089..09f30045 100644 --- a/marketsim/gen/_out/order/_curried/_volume_Limit.py +++ b/marketsim/gen/_out/order/_curried/_volume_Limit.py @@ -1,9 +1,9 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "Limit"]) -class volume_Limit_SideFloat(IFunctionIObservableIOrderIFunctionfloat): +class volume_Limit_SideFloat(IFunctionIObservableIOrder_from_IFunctionfloat): """ Limit orders ask to buy or sell some asset at price better than some limit price. If a limit order is not competely fulfilled diff --git a/marketsim/gen/_out/order/_curried/_volume_Market.py b/marketsim/gen/_out/order/_curried/_volume_Market.py index 6d9ef200..b67ff3e0 100644 --- a/marketsim/gen/_out/order/_curried/_volume_Market.py +++ b/marketsim/gen/_out/order/_curried/_volume_Market.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide @registry.expose(["Order", "Market"]) -class volume_Market_Side(IFunctionIObservableIOrderIFunctionfloat): +class volume_Market_Side(IFunctionIObservableIOrder_from_IFunctionfloat): """ Market order intructs buy or sell given volume immediately """ diff --git a/marketsim/gen/_out/order/_curried/_volume_Peg.py b/marketsim/gen/_out/order/_curried/_volume_Peg.py index 28b6d85d..69308c45 100644 --- a/marketsim/gen/_out/order/_curried/_volume_Peg.py +++ b/marketsim/gen/_out/order/_curried/_volume_Peg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat @registry.expose(["Order", "Peg"]) -class volume_Peg_FloatFloatIObservableIOrder(IFunctionIObservableIOrderIFunctionfloat): +class volume_Peg_FloatFloatIObservableIOrder(IFunctionIObservableIOrder_from_IFunctionfloat): """ A peg order is a particular case of the floating price order with the price better at one tick than the best price of the order queue. @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat } def __repr__(self): return "Peg(%(proto)s)" % self.__dict__ @@ -33,8 +33,8 @@ def __call__(self, volume = None): return Peg(proto(volume)) def volume_Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): return volume_Peg_FloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for volume_Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_volume_StopLoss.py b/marketsim/gen/_out/order/_curried/_volume_StopLoss.py index 4d5b2f3a..9e40ab85 100644 --- a/marketsim/gen/_out/order/_curried/_volume_StopLoss.py +++ b/marketsim/gen/_out/order/_curried/_volume_StopLoss.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "StopLoss"]) -class volume_StopLoss_FloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionfloat): +class volume_StopLoss_FloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionfloat): """ StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. It keeps track of position and balance change induced by trades of the underlying order and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat, 'maxloss' : IFunctionfloat } def __repr__(self): @@ -37,10 +37,10 @@ def __call__(self, volume = None): return StopLoss(proto(volume), maxloss) def volume_StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return volume_StopLoss_FloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for volume_StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/_curried/_volume_WithExpiry.py b/marketsim/gen/_out/order/_curried/_volume_WithExpiry.py index b5553aa4..a7d0701f 100644 --- a/marketsim/gen/_out/order/_curried/_volume_WithExpiry.py +++ b/marketsim/gen/_out/order/_curried/_volume_WithExpiry.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "WithExpiry"]) -class volume_WithExpiry_FloatIObservableIOrderFloat(IFunctionIObservableIOrderIFunctionfloat): +class volume_WithExpiry_FloatIObservableIOrderFloat(IFunctionIObservableIOrder_from_IFunctionfloat): """ WithExpiry orders can be viewed as ImmediateOrCancel orders where cancel order is sent not immediately but after some delay @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIObservableIOrderIFunctionfloat, + 'proto' : IFunctionIObservableIOrder_from_IFunctionfloat, 'expiry' : IFunctionfloat } def __repr__(self): @@ -35,10 +35,10 @@ def __call__(self, volume = None): return WithExpiry(proto(volume), expiry) def volume_WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return volume_WithExpiry_FloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for volume_WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/_curried/_volume_price_FloatingPrice.py b/marketsim/gen/_out/order/_curried/_volume_price_FloatingPrice.py index ccac5710..49ca33c7 100644 --- a/marketsim/gen/_out/order/_curried/_volume_price_FloatingPrice.py +++ b/marketsim/gen/_out/order/_curried/_volume_price_FloatingPrice.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat @registry.expose(["Order", "price_FloatingPrice"]) -class volume_price_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): +class volume_price_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): """ Floating price order is initialized by an order having a price and an observable that generates new prices. When the observable value changes the order is cancelled and @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat, 'floatingPrice' : IObservablefloat } def __repr__(self): @@ -36,10 +36,10 @@ def __call__(self, volume = None): return price_FloatingPrice(proto(volume), floatingPrice) def volume_price_FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return volume_price_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for volume_price_FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/_curried/_volume_price_Iceberg.py b/marketsim/gen/_out/order/_curried/_volume_price_Iceberg.py index f09cc900..61035096 100644 --- a/marketsim/gen/_out/order/_curried/_volume_price_Iceberg.py +++ b/marketsim/gen/_out/order/_curried/_volume_price_Iceberg.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "price_Iceberg"]) -class volume_price_Iceberg_FloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): +class volume_price_Iceberg_FloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): """ Iceberg order is initialized by an underlying order and a lot size. It sends consequently pieces of the underlying order of size equal or less to the lot size @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat, 'lotSize' : IFunctionfloat } def __repr__(self): @@ -36,10 +36,10 @@ def __call__(self, volume = None): return price_Iceberg(proto(volume), lotSize) def volume_price_Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return volume_price_Iceberg_FloatFloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for volume_price_Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/_curried/_volume_price_ImmediateOrCancel.py b/marketsim/gen/_out/order/_curried/_volume_price_ImmediateOrCancel.py index 516a2735..5f5b1413 100644 --- a/marketsim/gen/_out/order/_curried/_volume_price_ImmediateOrCancel.py +++ b/marketsim/gen/_out/order/_curried/_volume_price_ImmediateOrCancel.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat @registry.expose(["Order", "price_ImmediateOrCancel"]) -class volume_price_ImmediateOrCancel_FloatFloatIObservableIOrder(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): +class volume_price_ImmediateOrCancel_FloatFloatIObservableIOrder(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): """ Immediate-Or-Cancel order sends an underlying order to the market and immediately sends a cancel request for it. @@ -21,7 +21,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat } def __repr__(self): return "price_ImmediateOrCancel(%(proto)s)" % self.__dict__ @@ -34,8 +34,8 @@ def __call__(self, volume = None): return price_ImmediateOrCancel(proto(volume)) def volume_price_ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): return volume_price_ImmediateOrCancel_FloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for volume_price_ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_volume_price_Limit.py b/marketsim/gen/_out/order/_curried/_volume_price_Limit.py index d89ca2fb..4d06e043 100644 --- a/marketsim/gen/_out/order/_curried/_volume_price_Limit.py +++ b/marketsim/gen/_out/order/_curried/_volume_price_Limit.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide @registry.expose(["Order", "price_Limit"]) -class volume_price_Limit_Side(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): +class volume_price_Limit_Side(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): """ Limit orders ask to buy or sell some asset at price better than some limit price. If a limit order is not competely fulfilled diff --git a/marketsim/gen/_out/order/_curried/_volume_price_Peg.py b/marketsim/gen/_out/order/_curried/_volume_price_Peg.py index 14be6158..6b402690 100644 --- a/marketsim/gen/_out/order/_curried/_volume_price_Peg.py +++ b/marketsim/gen/_out/order/_curried/_volume_price_Peg.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat @registry.expose(["Order", "price_Peg"]) -class volume_price_Peg_FloatFloatIObservableIOrder(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): +class volume_price_Peg_FloatFloatIObservableIOrder(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): """ A peg order is a particular case of the floating price order with the price better at one tick than the best price of the order queue. @@ -19,7 +19,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat } def __repr__(self): return "price_Peg(%(proto)s)" % self.__dict__ @@ -32,8 +32,8 @@ def __call__(self, volume = None): return price_Peg(proto(volume)) def volume_price_Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): return volume_price_Peg_FloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for volume_price_Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/_curried/_volume_price_StopLoss.py b/marketsim/gen/_out/order/_curried/_volume_price_StopLoss.py index 8755072e..20dd80df 100644 --- a/marketsim/gen/_out/order/_curried/_volume_price_StopLoss.py +++ b/marketsim/gen/_out/order/_curried/_volume_price_StopLoss.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "price_StopLoss"]) -class volume_price_StopLoss_FloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): +class volume_price_StopLoss_FloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): """ StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. It keeps track of position and balance change induced by trades of the underlying order and @@ -22,7 +22,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat, 'maxloss' : IFunctionfloat } def __repr__(self): @@ -37,10 +37,10 @@ def __call__(self, volume = None): return price_StopLoss(proto(volume), maxloss) def volume_price_StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return volume_price_StopLoss_FloatFloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for volume_price_StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/_curried/_volume_price_WithExpiry.py b/marketsim/gen/_out/order/_curried/_volume_price_WithExpiry.py index 157395a0..53fd8321 100644 --- a/marketsim/gen/_out/order/_curried/_volume_price_WithExpiry.py +++ b/marketsim/gen/_out/order/_curried/_volume_price_WithExpiry.py @@ -1,8 +1,8 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat @registry.expose(["Order", "price_WithExpiry"]) -class volume_price_WithExpiry_FloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): +class volume_price_WithExpiry_FloatFloatIObservableIOrderFloat(IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): """ WithExpiry orders can be viewed as ImmediateOrCancel orders where cancel order is sent not immediately but after some delay @@ -20,7 +20,7 @@ def label(self): return repr(self) _properties = { - 'proto' : IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat, + 'proto' : IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat, 'expiry' : IFunctionfloat } def __repr__(self): @@ -35,10 +35,10 @@ def __call__(self, volume = None): return price_WithExpiry(proto(volume), expiry) def volume_price_WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return volume_price_WithExpiry_FloatFloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for volume_price_WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/price/_floatingprice.py b/marketsim/gen/_out/order/price/_floatingprice.py index 792dadca..d93973a2 100644 --- a/marketsim/gen/_out/order/price/_floatingprice.py +++ b/marketsim/gen/_out/order/price/_floatingprice.py @@ -1,9 +1,9 @@ def FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim.gen._out.order._curried._price_floatingprice import price_FloatingPrice_FloatIObservableIOrderIObservableFloat as _order__curried_price_FloatingPrice_FloatIObservableIOrderIObservableFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return _order__curried_price_FloatingPrice_FloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/price/_iceberg.py b/marketsim/gen/_out/order/price/_iceberg.py index be3258bc..c9cfe2e5 100644 --- a/marketsim/gen/_out/order/price/_iceberg.py +++ b/marketsim/gen/_out/order/price/_iceberg.py @@ -1,9 +1,9 @@ def Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._price_iceberg import price_Iceberg_FloatIObservableIOrderFloat as _order__curried_price_Iceberg_FloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return _order__curried_price_Iceberg_FloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/price/_immediateorcancel.py b/marketsim/gen/_out/order/price/_immediateorcancel.py index 83aac078..5c6e18a8 100644 --- a/marketsim/gen/_out/order/price/_immediateorcancel.py +++ b/marketsim/gen/_out/order/price/_immediateorcancel.py @@ -1,7 +1,7 @@ def ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out.order._curried._price_immediateorcancel import price_ImmediateOrCancel_FloatIObservableIOrder as _order__curried_price_ImmediateOrCancel_FloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): return _order__curried_price_ImmediateOrCancel_FloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/price/_peg.py b/marketsim/gen/_out/order/price/_peg.py index 746b94d7..fd771c65 100644 --- a/marketsim/gen/_out/order/price/_peg.py +++ b/marketsim/gen/_out/order/price/_peg.py @@ -1,7 +1,7 @@ def Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out.order._curried._price_peg import price_Peg_FloatIObservableIOrder as _order__curried_price_Peg_FloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): return _order__curried_price_Peg_FloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/price/_stoploss.py b/marketsim/gen/_out/order/price/_stoploss.py index c7afa428..f185a06a 100644 --- a/marketsim/gen/_out/order/price/_stoploss.py +++ b/marketsim/gen/_out/order/price/_stoploss.py @@ -1,9 +1,9 @@ def StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._price_stoploss import price_StopLoss_FloatIObservableIOrderFloat as _order__curried_price_StopLoss_FloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return _order__curried_price_StopLoss_FloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/price/_withexpiry.py b/marketsim/gen/_out/order/price/_withexpiry.py index 12971813..c7adaed2 100644 --- a/marketsim/gen/_out/order/price/_withexpiry.py +++ b/marketsim/gen/_out/order/price/_withexpiry.py @@ -1,9 +1,9 @@ def WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._price_withexpiry import price_WithExpiry_FloatIObservableIOrderFloat as _order__curried_price_WithExpiry_FloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return _order__curried_price_WithExpiry_FloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/side/_floatingprice.py b/marketsim/gen/_out/order/side/_floatingprice.py index ac3fc6d1..d8608824 100644 --- a/marketsim/gen/_out/order/side/_floatingprice.py +++ b/marketsim/gen/_out/order/side/_floatingprice.py @@ -1,9 +1,9 @@ def FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim.gen._out.order._curried._side_floatingprice import side_FloatingPrice_SideFloatIObservableIOrderIObservableFloat as _order__curried_side_FloatingPrice_SideFloatIObservableIOrderIObservableFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return _order__curried_side_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/side/_iceberg.py b/marketsim/gen/_out/order/side/_iceberg.py index c93ede6f..fd529976 100644 --- a/marketsim/gen/_out/order/side/_iceberg.py +++ b/marketsim/gen/_out/order/side/_iceberg.py @@ -1,9 +1,9 @@ def Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._side_iceberg import side_Iceberg_SideIObservableIOrderFloat as _order__curried_side_Iceberg_SideIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSide): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return _order__curried_side_Iceberg_SideIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/side/_immediateorcancel.py b/marketsim/gen/_out/order/side/_immediateorcancel.py index 53d0fc5d..23a19d9f 100644 --- a/marketsim/gen/_out/order/side/_immediateorcancel.py +++ b/marketsim/gen/_out/order/side/_immediateorcancel.py @@ -1,7 +1,7 @@ def ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out.order._curried._side_immediateorcancel import side_ImmediateOrCancel_SideIObservableIOrder as _order__curried_side_ImmediateOrCancel_SideIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSide): return _order__curried_side_ImmediateOrCancel_SideIObservableIOrder(proto) raise Exception('Cannot find suitable overload for ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/side/_peg.py b/marketsim/gen/_out/order/side/_peg.py index d3d736f9..6b637a31 100644 --- a/marketsim/gen/_out/order/side/_peg.py +++ b/marketsim/gen/_out/order/side/_peg.py @@ -1,7 +1,7 @@ def Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out.order._curried._side_peg import side_Peg_SideFloatIObservableIOrder as _order__curried_side_Peg_SideFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): return _order__curried_side_Peg_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/side/_stoploss.py b/marketsim/gen/_out/order/side/_stoploss.py index 86684d5d..cc5197f5 100644 --- a/marketsim/gen/_out/order/side/_stoploss.py +++ b/marketsim/gen/_out/order/side/_stoploss.py @@ -1,9 +1,9 @@ def StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._side_stoploss import side_StopLoss_SideIObservableIOrderFloat as _order__curried_side_StopLoss_SideIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSide): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return _order__curried_side_StopLoss_SideIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/side/_withexpiry.py b/marketsim/gen/_out/order/side/_withexpiry.py index a016e78c..6ed850f3 100644 --- a/marketsim/gen/_out/order/side/_withexpiry.py +++ b/marketsim/gen/_out/order/side/_withexpiry.py @@ -1,9 +1,9 @@ def WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._side_withexpiry import side_WithExpiry_SideIObservableIOrderFloat as _order__curried_side_WithExpiry_SideIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSide): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return _order__curried_side_WithExpiry_SideIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/side/price/_floatingprice.py b/marketsim/gen/_out/order/side/price/_floatingprice.py index 3453bc14..91a398a3 100644 --- a/marketsim/gen/_out/order/side/price/_floatingprice.py +++ b/marketsim/gen/_out/order/side/price/_floatingprice.py @@ -1,9 +1,9 @@ def FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim.gen._out.order._curried._side_price_floatingprice import side_price_FloatingPrice_SideFloatIObservableIOrderIObservableFloat as _order__curried_side_price_FloatingPrice_SideFloatIObservableIOrderIObservableFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return _order__curried_side_price_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/side/price/_iceberg.py b/marketsim/gen/_out/order/side/price/_iceberg.py index f3bd766d..3909d9e8 100644 --- a/marketsim/gen/_out/order/side/price/_iceberg.py +++ b/marketsim/gen/_out/order/side/price/_iceberg.py @@ -1,9 +1,9 @@ def Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._side_price_iceberg import side_price_Iceberg_SideFloatIObservableIOrderFloat as _order__curried_side_price_Iceberg_SideFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return _order__curried_side_price_Iceberg_SideFloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/side/price/_immediateorcancel.py b/marketsim/gen/_out/order/side/price/_immediateorcancel.py index 4c64843f..1ab53414 100644 --- a/marketsim/gen/_out/order/side/price/_immediateorcancel.py +++ b/marketsim/gen/_out/order/side/price/_immediateorcancel.py @@ -1,7 +1,7 @@ def ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out.order._curried._side_price_immediateorcancel import side_price_ImmediateOrCancel_SideFloatIObservableIOrder as _order__curried_side_price_ImmediateOrCancel_SideFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): return _order__curried_side_price_ImmediateOrCancel_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/side/price/_peg.py b/marketsim/gen/_out/order/side/price/_peg.py index 2f4106ee..95a8e66f 100644 --- a/marketsim/gen/_out/order/side/price/_peg.py +++ b/marketsim/gen/_out/order/side/price/_peg.py @@ -1,7 +1,7 @@ def Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out.order._curried._side_price_peg import side_price_Peg_SideFloatIObservableIOrder as _order__curried_side_price_Peg_SideFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): return _order__curried_side_price_Peg_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/side/price/_stoploss.py b/marketsim/gen/_out/order/side/price/_stoploss.py index fb6ada09..85814f70 100644 --- a/marketsim/gen/_out/order/side/price/_stoploss.py +++ b/marketsim/gen/_out/order/side/price/_stoploss.py @@ -1,9 +1,9 @@ def StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._side_price_stoploss import side_price_StopLoss_SideFloatIObservableIOrderFloat as _order__curried_side_price_StopLoss_SideFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return _order__curried_side_price_StopLoss_SideFloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/side/price/_withexpiry.py b/marketsim/gen/_out/order/side/price/_withexpiry.py index 2b53bca9..2530e9ae 100644 --- a/marketsim/gen/_out/order/side/price/_withexpiry.py +++ b/marketsim/gen/_out/order/side/price/_withexpiry.py @@ -1,9 +1,9 @@ def WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._side_price_withexpiry import side_price_WithExpiry_SideFloatIObservableIOrderFloat as _order__curried_side_price_WithExpiry_SideFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return _order__curried_side_price_WithExpiry_SideFloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/side_price/_floatingprice.py b/marketsim/gen/_out/order/side_price/_floatingprice.py index 9a066f5e..02e84e02 100644 --- a/marketsim/gen/_out/order/side_price/_floatingprice.py +++ b/marketsim/gen/_out/order/side_price/_floatingprice.py @@ -1,9 +1,9 @@ def FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim.gen._out.order._curried._sideprice_floatingprice import sideprice_FloatingPrice_SideFloatIObservableIOrderIObservableFloat as _order__curried_sideprice_FloatingPrice_SideFloatIObservableIOrderIObservableFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return _order__curried_sideprice_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/side_price/_iceberg.py b/marketsim/gen/_out/order/side_price/_iceberg.py index d57e0eab..86f25e0e 100644 --- a/marketsim/gen/_out/order/side_price/_iceberg.py +++ b/marketsim/gen/_out/order/side_price/_iceberg.py @@ -1,9 +1,9 @@ def Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._sideprice_iceberg import sideprice_Iceberg_SideFloatIObservableIOrderFloat as _order__curried_sideprice_Iceberg_SideFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return _order__curried_sideprice_Iceberg_SideFloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/side_price/_immediateorcancel.py b/marketsim/gen/_out/order/side_price/_immediateorcancel.py index e2138ab3..944722e4 100644 --- a/marketsim/gen/_out/order/side_price/_immediateorcancel.py +++ b/marketsim/gen/_out/order/side_price/_immediateorcancel.py @@ -1,7 +1,7 @@ def ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out.order._curried._sideprice_immediateorcancel import sideprice_ImmediateOrCancel_SideFloatIObservableIOrder as _order__curried_sideprice_ImmediateOrCancel_SideFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): return _order__curried_sideprice_ImmediateOrCancel_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/side_price/_peg.py b/marketsim/gen/_out/order/side_price/_peg.py index f1b4a5eb..14baf586 100644 --- a/marketsim/gen/_out/order/side_price/_peg.py +++ b/marketsim/gen/_out/order/side_price/_peg.py @@ -1,7 +1,7 @@ def Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionside import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide from marketsim.gen._out.order._curried._sideprice_peg import sideprice_Peg_SideFloatIObservableIOrder as _order__curried_sideprice_Peg_SideFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSide): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide): return _order__curried_sideprice_Peg_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/side_price/_stoploss.py b/marketsim/gen/_out/order/side_price/_stoploss.py index afbfb837..47b86477 100644 --- a/marketsim/gen/_out/order/side_price/_stoploss.py +++ b/marketsim/gen/_out/order/side_price/_stoploss.py @@ -1,9 +1,9 @@ def StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._sideprice_stoploss import sideprice_StopLoss_SideFloatIObservableIOrderFloat as _order__curried_sideprice_StopLoss_SideFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return _order__curried_sideprice_StopLoss_SideFloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/side_price/_withexpiry.py b/marketsim/gen/_out/order/side_price/_withexpiry.py index cabc713b..cb8a6660 100644 --- a/marketsim/gen/_out/order/side_price/_withexpiry.py +++ b/marketsim/gen/_out/order/side_price/_withexpiry.py @@ -1,9 +1,9 @@ def WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._sideprice_withexpiry import sideprice_WithExpiry_SideFloatIObservableIOrderFloat as _order__curried_sideprice_WithExpiry_SideFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return _order__curried_sideprice_WithExpiry_SideFloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/side_volume/_floatingprice.py b/marketsim/gen/_out/order/side_volume/_floatingprice.py index c1895274..5d1dc48e 100644 --- a/marketsim/gen/_out/order/side_volume/_floatingprice.py +++ b/marketsim/gen/_out/order/side_volume/_floatingprice.py @@ -1,9 +1,9 @@ def FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim.gen._out.order._curried._sidevolume_floatingprice import sidevolume_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat as _order__curried_sidevolume_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return _order__curried_sidevolume_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/side_volume/_iceberg.py b/marketsim/gen/_out/order/side_volume/_iceberg.py index 19b71e36..5524f584 100644 --- a/marketsim/gen/_out/order/side_volume/_iceberg.py +++ b/marketsim/gen/_out/order/side_volume/_iceberg.py @@ -1,9 +1,9 @@ def Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._sidevolume_iceberg import sidevolume_Iceberg_SideFloatIObservableIOrderFloat as _order__curried_sidevolume_Iceberg_SideFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return _order__curried_sidevolume_Iceberg_SideFloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/side_volume/_immediateorcancel.py b/marketsim/gen/_out/order/side_volume/_immediateorcancel.py index 78157c9a..7f3c6264 100644 --- a/marketsim/gen/_out/order/side_volume/_immediateorcancel.py +++ b/marketsim/gen/_out/order/side_volume/_immediateorcancel.py @@ -1,7 +1,7 @@ def ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out.order._curried._sidevolume_immediateorcancel import sidevolume_ImmediateOrCancel_SideFloatIObservableIOrder as _order__curried_sidevolume_ImmediateOrCancel_SideFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): return _order__curried_sidevolume_ImmediateOrCancel_SideFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/side_volume/_peg.py b/marketsim/gen/_out/order/side_volume/_peg.py index f39b4c17..05a47d42 100644 --- a/marketsim/gen/_out/order/side_volume/_peg.py +++ b/marketsim/gen/_out/order/side_volume/_peg.py @@ -1,7 +1,7 @@ def Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out.order._curried._sidevolume_peg import sidevolume_Peg_SideFloatFloatIObservableIOrder as _order__curried_sidevolume_Peg_SideFloatFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): return _order__curried_sidevolume_Peg_SideFloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/side_volume/_stoploss.py b/marketsim/gen/_out/order/side_volume/_stoploss.py index b965f64d..99444997 100644 --- a/marketsim/gen/_out/order/side_volume/_stoploss.py +++ b/marketsim/gen/_out/order/side_volume/_stoploss.py @@ -1,9 +1,9 @@ def StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._sidevolume_stoploss import sidevolume_StopLoss_SideFloatIObservableIOrderFloat as _order__curried_sidevolume_StopLoss_SideFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return _order__curried_sidevolume_StopLoss_SideFloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/side_volume/_withexpiry.py b/marketsim/gen/_out/order/side_volume/_withexpiry.py index a496e541..d75b6b4b 100644 --- a/marketsim/gen/_out/order/side_volume/_withexpiry.py +++ b/marketsim/gen/_out/order/side_volume/_withexpiry.py @@ -1,9 +1,9 @@ def WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._sidevolume_withexpiry import sidevolume_WithExpiry_SideFloatIObservableIOrderFloat as _order__curried_sidevolume_WithExpiry_SideFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return _order__curried_sidevolume_WithExpiry_SideFloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/side_volume/price/_floatingprice.py b/marketsim/gen/_out/order/side_volume/price/_floatingprice.py index 443a2a65..1fb00626 100644 --- a/marketsim/gen/_out/order/side_volume/price/_floatingprice.py +++ b/marketsim/gen/_out/order/side_volume/price/_floatingprice.py @@ -1,9 +1,9 @@ def FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim.gen._out.order._curried._sidevolume_price_floatingprice import sidevolume_price_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat as _order__curried_sidevolume_price_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return _order__curried_sidevolume_price_FloatingPrice_SideFloatFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/side_volume/price/_iceberg.py b/marketsim/gen/_out/order/side_volume/price/_iceberg.py index 10e83f9c..9e3d1a63 100644 --- a/marketsim/gen/_out/order/side_volume/price/_iceberg.py +++ b/marketsim/gen/_out/order/side_volume/price/_iceberg.py @@ -1,9 +1,9 @@ def Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._sidevolume_price_iceberg import sidevolume_price_Iceberg_SideFloatFloatIObservableIOrderFloat as _order__curried_sidevolume_price_Iceberg_SideFloatFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return _order__curried_sidevolume_price_Iceberg_SideFloatFloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/side_volume/price/_immediateorcancel.py b/marketsim/gen/_out/order/side_volume/price/_immediateorcancel.py index 7c492231..cc16f26a 100644 --- a/marketsim/gen/_out/order/side_volume/price/_immediateorcancel.py +++ b/marketsim/gen/_out/order/side_volume/price/_immediateorcancel.py @@ -1,7 +1,7 @@ def ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out.order._curried._sidevolume_price_immediateorcancel import sidevolume_price_ImmediateOrCancel_SideFloatFloatIObservableIOrder as _order__curried_sidevolume_price_ImmediateOrCancel_SideFloatFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): return _order__curried_sidevolume_price_ImmediateOrCancel_SideFloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/side_volume/price/_peg.py b/marketsim/gen/_out/order/side_volume/price/_peg.py index 045b0926..60d2a69e 100644 --- a/marketsim/gen/_out/order/side_volume/price/_peg.py +++ b/marketsim/gen/_out/order/side_volume/price/_peg.py @@ -1,7 +1,7 @@ def Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out.order._curried._sidevolume_price_peg import sidevolume_price_Peg_SideFloatFloatIObservableIOrder as _order__curried_sidevolume_price_Peg_SideFloatFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): return _order__curried_sidevolume_price_Peg_SideFloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/side_volume/price/_stoploss.py b/marketsim/gen/_out/order/side_volume/price/_stoploss.py index d3021aaa..c2d35b31 100644 --- a/marketsim/gen/_out/order/side_volume/price/_stoploss.py +++ b/marketsim/gen/_out/order/side_volume/price/_stoploss.py @@ -1,9 +1,9 @@ def StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._sidevolume_price_stoploss import sidevolume_price_StopLoss_SideFloatFloatIObservableIOrderFloat as _order__curried_sidevolume_price_StopLoss_SideFloatFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return _order__curried_sidevolume_price_StopLoss_SideFloatFloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/side_volume/price/_withexpiry.py b/marketsim/gen/_out/order/side_volume/price/_withexpiry.py index 36477085..00d5718e 100644 --- a/marketsim/gen/_out/order/side_volume/price/_withexpiry.py +++ b/marketsim/gen/_out/order/side_volume/price/_withexpiry.py @@ -1,9 +1,9 @@ def WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionsideifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._sidevolume_price_withexpiry import sidevolume_price_WithExpiry_SideFloatFloatIObservableIOrderFloat as _order__curried_sidevolume_price_WithExpiry_SideFloatFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionSideIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSideIFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return _order__curried_sidevolume_price_WithExpiry_SideFloatFloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/volume/_floatingprice.py b/marketsim/gen/_out/order/volume/_floatingprice.py index 5ed8537b..0a20b24f 100644 --- a/marketsim/gen/_out/order/volume/_floatingprice.py +++ b/marketsim/gen/_out/order/volume/_floatingprice.py @@ -1,9 +1,9 @@ def FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim.gen._out.order._curried._volume_floatingprice import volume_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat as _order__curried_volume_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return _order__curried_volume_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/volume/_iceberg.py b/marketsim/gen/_out/order/volume/_iceberg.py index 77cd822f..619102e0 100644 --- a/marketsim/gen/_out/order/volume/_iceberg.py +++ b/marketsim/gen/_out/order/volume/_iceberg.py @@ -1,9 +1,9 @@ def Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._volume_iceberg import volume_Iceberg_FloatIObservableIOrderFloat as _order__curried_volume_Iceberg_FloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return _order__curried_volume_Iceberg_FloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/volume/_immediateorcancel.py b/marketsim/gen/_out/order/volume/_immediateorcancel.py index dfe0b023..9dbb27e7 100644 --- a/marketsim/gen/_out/order/volume/_immediateorcancel.py +++ b/marketsim/gen/_out/order/volume/_immediateorcancel.py @@ -1,7 +1,7 @@ def ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out.order._curried._volume_immediateorcancel import volume_ImmediateOrCancel_FloatIObservableIOrder as _order__curried_volume_ImmediateOrCancel_FloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): return _order__curried_volume_ImmediateOrCancel_FloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/volume/_peg.py b/marketsim/gen/_out/order/volume/_peg.py index 26992347..0bfaa03d 100644 --- a/marketsim/gen/_out/order/volume/_peg.py +++ b/marketsim/gen/_out/order/volume/_peg.py @@ -1,7 +1,7 @@ def Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out.order._curried._volume_peg import volume_Peg_FloatFloatIObservableIOrder as _order__curried_volume_Peg_FloatFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): return _order__curried_volume_Peg_FloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/volume/_stoploss.py b/marketsim/gen/_out/order/volume/_stoploss.py index 70962e7e..0ff8022d 100644 --- a/marketsim/gen/_out/order/volume/_stoploss.py +++ b/marketsim/gen/_out/order/volume/_stoploss.py @@ -1,9 +1,9 @@ def StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._volume_stoploss import volume_StopLoss_FloatIObservableIOrderFloat as _order__curried_volume_StopLoss_FloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return _order__curried_volume_StopLoss_FloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/volume/_withexpiry.py b/marketsim/gen/_out/order/volume/_withexpiry.py index 36a6b2ac..cc226a1b 100644 --- a/marketsim/gen/_out/order/volume/_withexpiry.py +++ b/marketsim/gen/_out/order/volume/_withexpiry.py @@ -1,9 +1,9 @@ def WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._volume_withexpiry import volume_WithExpiry_FloatIObservableIOrderFloat as _order__curried_volume_WithExpiry_FloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrderIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIObservableIOrder_from_IFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return _order__curried_volume_WithExpiry_FloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/order/volume/price/_floatingprice.py b/marketsim/gen/_out/order/volume/price/_floatingprice.py index 14370bcb..51c89c8c 100644 --- a/marketsim/gen/_out/order/volume/price/_floatingprice.py +++ b/marketsim/gen/_out/order/volume/price/_floatingprice.py @@ -1,9 +1,9 @@ def FloatingPrice(proto = None,floatingPrice = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim.gen._out.order._curried._volume_price_floatingprice import volume_price_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat as _order__curried_volume_price_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat): return _order__curried_volume_price_FloatingPrice_FloatFloatIObservableIOrderIObservableFloat(proto,floatingPrice) raise Exception('Cannot find suitable overload for FloatingPrice('+str(proto) +':'+ str(type(proto))+','+str(floatingPrice) +':'+ str(type(floatingPrice))+')') diff --git a/marketsim/gen/_out/order/volume/price/_iceberg.py b/marketsim/gen/_out/order/volume/price/_iceberg.py index 00ca9af6..9b819d7d 100644 --- a/marketsim/gen/_out/order/volume/price/_iceberg.py +++ b/marketsim/gen/_out/order/volume/price/_iceberg.py @@ -1,9 +1,9 @@ def Iceberg(proto = None,lotSize = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._volume_price_iceberg import volume_price_Iceberg_FloatFloatIObservableIOrderFloat as _order__curried_volume_price_Iceberg_FloatFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): if lotSize is None or rtti.can_be_casted(lotSize, IFunctionfloat): return _order__curried_volume_price_Iceberg_FloatFloatIObservableIOrderFloat(proto,lotSize) raise Exception('Cannot find suitable overload for Iceberg('+str(proto) +':'+ str(type(proto))+','+str(lotSize) +':'+ str(type(lotSize))+')') diff --git a/marketsim/gen/_out/order/volume/price/_immediateorcancel.py b/marketsim/gen/_out/order/volume/price/_immediateorcancel.py index b5b7640d..a1c8fd50 100644 --- a/marketsim/gen/_out/order/volume/price/_immediateorcancel.py +++ b/marketsim/gen/_out/order/volume/price/_immediateorcancel.py @@ -1,7 +1,7 @@ def ImmediateOrCancel(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out.order._curried._volume_price_immediateorcancel import volume_price_ImmediateOrCancel_FloatFloatIObservableIOrder as _order__curried_volume_price_ImmediateOrCancel_FloatFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): return _order__curried_volume_price_ImmediateOrCancel_FloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for ImmediateOrCancel('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/volume/price/_peg.py b/marketsim/gen/_out/order/volume/price/_peg.py index 06842db5..97654336 100644 --- a/marketsim/gen/_out/order/volume/price/_peg.py +++ b/marketsim/gen/_out/order/volume/price/_peg.py @@ -1,7 +1,7 @@ def Peg(proto = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out.order._curried._volume_price_peg import volume_price_Peg_FloatFloatIObservableIOrder as _order__curried_volume_price_Peg_FloatFloatIObservableIOrder from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): return _order__curried_volume_price_Peg_FloatFloatIObservableIOrder(proto) raise Exception('Cannot find suitable overload for Peg('+str(proto) +':'+ str(type(proto))+')') diff --git a/marketsim/gen/_out/order/volume/price/_stoploss.py b/marketsim/gen/_out/order/volume/price/_stoploss.py index b7165d9e..ab2e585c 100644 --- a/marketsim/gen/_out/order/volume/price/_stoploss.py +++ b/marketsim/gen/_out/order/volume/price/_stoploss.py @@ -1,9 +1,9 @@ def StopLoss(proto = None,maxloss = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._volume_price_stoploss import volume_price_StopLoss_FloatFloatIObservableIOrderFloat as _order__curried_volume_price_StopLoss_FloatFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): if maxloss is None or rtti.can_be_casted(maxloss, IFunctionfloat): return _order__curried_volume_price_StopLoss_FloatFloatIObservableIOrderFloat(proto,maxloss) raise Exception('Cannot find suitable overload for StopLoss('+str(proto) +':'+ str(type(proto))+','+str(maxloss) +':'+ str(type(maxloss))+')') diff --git a/marketsim/gen/_out/order/volume/price/_withexpiry.py b/marketsim/gen/_out/order/volume/price/_withexpiry.py index a9b4f3d6..8c9a6835 100644 --- a/marketsim/gen/_out/order/volume/price/_withexpiry.py +++ b/marketsim/gen/_out/order/volume/price/_withexpiry.py @@ -1,9 +1,9 @@ def WithExpiry(proto = None,expiry = None): - from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorderifunctionfloatifunctionfloat import IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionfloat import IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out.order._curried._volume_price_withexpiry import volume_price_WithExpiry_FloatFloatIObservableIOrderFloat as _order__curried_volume_price_WithExpiry_FloatFloatIObservableIOrderFloat from marketsim import rtti - if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrderIFunctionfloatIFunctionfloat): + if proto is None or rtti.can_be_casted(proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionfloat): if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat): return _order__curried_volume_price_WithExpiry_FloatFloatIObservableIOrderFloat(proto,expiry) raise Exception('Cannot find suitable overload for WithExpiry('+str(proto) +':'+ str(type(proto))+','+str(expiry) +':'+ str(type(expiry))+')') diff --git a/marketsim/gen/_out/strategy/_Bollinger_linear.py b/marketsim/gen/_out/strategy/_Bollinger_linear.py index c21ce3bc..029a50c8 100644 --- a/marketsim/gen/_out/strategy/_Bollinger_linear.py +++ b/marketsim/gen/_out/strategy/_Bollinger_linear.py @@ -1,4 +1,4 @@ -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import registry @@ -26,7 +26,7 @@ def label(self): return repr(self) _properties = { - 'orderFactory' : IFunctionIObservableIOrderIFunctionfloat, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionfloat, 'alpha' : float, 'k' : IObservablefloat } @@ -54,10 +54,10 @@ def _send(self, order, source): self.on_order_created.fire(order, self) def Bollinger_linear(orderFactory = None,alpha = None,k = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import rtti - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionfloat): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionfloat): if alpha is None or rtti.can_be_casted(alpha, float): if k is None or rtti.can_be_casted(k, IObservablefloat): return Bollinger_linear_FloatIObservableIOrderFloatIObservableFloat(orderFactory,alpha,k) diff --git a/marketsim/gen/_out/strategy/_ChooseTheBest.py b/marketsim/gen/_out/strategy/_ChooseTheBest.py index 9973b314..cfd56d64 100644 --- a/marketsim/gen/_out/strategy/_ChooseTheBest.py +++ b/marketsim/gen/_out/strategy/_ChooseTheBest.py @@ -1,9 +1,9 @@ -from marketsim.gen._out._ifunction._ifunctioniaccountisingleassetstrategy import IFunctionIAccountISingleAssetStrategy +from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount +from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import IFunctionIAccount_from_ISingleAssetStrategy from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import listOf from marketsim import registry from marketsim.gen._intrinsic.strategy.choose_the_best import _ChooseTheBest_Impl -from marketsim.gen._out._ifunction._ifunctionifunctionfloatiaccount import IFunctionIFunctionfloatIAccount @registry.expose(["Strategy", "ChooseTheBest"]) class ChooseTheBest_ListISingleAssetStrategyISingleAssetStrategyIAccountIAccountFloat(ISingleAssetStrategy,_ChooseTheBest_Impl): """ In some moments of time the most effective strategy @@ -28,20 +28,20 @@ def label(self): _properties = { 'strategies' : listOf(ISingleAssetStrategy), - 'account' : IFunctionIAccountISingleAssetStrategy, - 'performance' : IFunctionIFunctionfloatIAccount + 'account' : IFunctionIAccount_from_ISingleAssetStrategy, + 'performance' : IFunctionIFunctionfloat_from_IAccount } def __repr__(self): return "ChooseTheBest(%(strategies)s, %(account)s, %(performance)s)" % self.__dict__ def ChooseTheBest(strategies = None,account = None,performance = None): - from marketsim.gen._out._ifunction._ifunctioniaccountisingleassetstrategy import IFunctionIAccountISingleAssetStrategy from marketsim import rtti + from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import IFunctionIAccount_from_ISingleAssetStrategy from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy - from marketsim.gen._out._ifunction._ifunctionifunctionfloatiaccount import IFunctionIFunctionfloatIAccount from marketsim import listOf + from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount if strategies is None or rtti.can_be_casted(strategies, listOf(ISingleAssetStrategy)): - if account is None or rtti.can_be_casted(account, IFunctionIAccountISingleAssetStrategy): - if performance is None or rtti.can_be_casted(performance, IFunctionIFunctionfloatIAccount): + if account is None or rtti.can_be_casted(account, IFunctionIAccount_from_ISingleAssetStrategy): + if performance is None or rtti.can_be_casted(performance, IFunctionIFunctionfloat_from_IAccount): return ChooseTheBest_ListISingleAssetStrategyISingleAssetStrategyIAccountIAccountFloat(strategies,account,performance) raise Exception('Cannot find suitable overload for ChooseTheBest('+str(strategies) +':'+ str(type(strategies))+','+str(account) +':'+ str(type(account))+','+str(performance) +':'+ str(type(performance))+')') diff --git a/marketsim/gen/_out/strategy/_CrossingAverages.py b/marketsim/gen/_out/strategy/_CrossingAverages.py index 39d2f273..ce712bc9 100644 --- a/marketsim/gen/_out/strategy/_CrossingAverages.py +++ b/marketsim/gen/_out/strategy/_CrossingAverages.py @@ -1,5 +1,5 @@ +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import registry from marketsim import context @@ -32,7 +32,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSide, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSide, 'ewma_alpha_1' : float, 'ewma_alpha_2' : float, 'threshold' : float @@ -62,10 +62,10 @@ def _send(self, order, source): def CrossingAverages(eventGen = None,orderFactory = None,ewma_alpha_1 = None,ewma_alpha_2 = None,threshold = None): from marketsim.gen._out._ievent import IEvent - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim import rtti if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSide): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSide): if ewma_alpha_1 is None or rtti.can_be_casted(ewma_alpha_1, float): if ewma_alpha_2 is None or rtti.can_be_casted(ewma_alpha_2, float): if threshold is None or rtti.can_be_casted(threshold, float): diff --git a/marketsim/gen/_out/strategy/_FundamentalValue.py b/marketsim/gen/_out/strategy/_FundamentalValue.py index feb96af4..430e2996 100644 --- a/marketsim/gen/_out/strategy/_FundamentalValue.py +++ b/marketsim/gen/_out/strategy/_FundamentalValue.py @@ -1,5 +1,5 @@ +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import registry @@ -31,7 +31,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSide, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSide, 'fundamentalValue' : IObservablefloat } def __repr__(self): @@ -57,9 +57,9 @@ def getImpl(self): def _send(self, order, source): self.on_order_created.fire(order, self) +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ievent import IEvent from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import registry from marketsim import context @@ -90,7 +90,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSide, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSide, 'fundamentalValue' : IFunctionfloat } def __repr__(self): @@ -120,14 +120,14 @@ def FundamentalValue(eventGen = None,orderFactory = None,fundamentalValue = None from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._ievent import IEvent + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSide): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSide): if fundamentalValue is None or rtti.can_be_casted(fundamentalValue, IObservablefloat): return FundamentalValue_IEventSideIObservableIOrderIObservableFloat(eventGen,orderFactory,fundamentalValue) if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSide): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSide): if fundamentalValue is None or rtti.can_be_casted(fundamentalValue, IFunctionfloat): return FundamentalValue_IEventSideIObservableIOrderFloat(eventGen,orderFactory,fundamentalValue) raise Exception('Cannot find suitable overload for FundamentalValue('+str(eventGen) +':'+ str(type(eventGen))+','+str(orderFactory) +':'+ str(type(orderFactory))+','+str(fundamentalValue) +':'+ str(type(fundamentalValue))+')') diff --git a/marketsim/gen/_out/strategy/_LiquidityProvider.py b/marketsim/gen/_out/strategy/_LiquidityProvider.py index 60234b2a..10edddbf 100644 --- a/marketsim/gen/_out/strategy/_LiquidityProvider.py +++ b/marketsim/gen/_out/strategy/_LiquidityProvider.py @@ -1,7 +1,7 @@ from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim import registry from marketsim import context @registry.expose(["Strategy", "LiquidityProvider"]) @@ -31,7 +31,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, 'initialValue' : float, 'priceDistr' : IFunctionfloat } @@ -62,11 +62,11 @@ def _send(self, order, source): def LiquidityProvider(eventGen = None,orderFactory = None,initialValue = None,priceDistr = None): from marketsim.gen._out._ievent import IEvent - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim import rtti if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if initialValue is None or rtti.can_be_casted(initialValue, float): if priceDistr is None or rtti.can_be_casted(priceDistr, IFunctionfloat): return LiquidityProvider_IEventSideFloatIObservableIOrderFloatFloat(eventGen,orderFactory,initialValue,priceDistr) diff --git a/marketsim/gen/_out/strategy/_LiquidityProviderSide.py b/marketsim/gen/_out/strategy/_LiquidityProviderSide.py index b5b60175..d60e1724 100644 --- a/marketsim/gen/_out/strategy/_LiquidityProviderSide.py +++ b/marketsim/gen/_out/strategy/_LiquidityProviderSide.py @@ -1,8 +1,8 @@ from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim import registry from marketsim import context @registry.expose(["Strategy", "LiquidityProviderSide"]) @@ -34,7 +34,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, 'side' : IFunctionSide, 'initialValue' : float, 'priceDistr' : IFunctionfloat @@ -66,10 +66,10 @@ def LiquidityProviderSide(eventGen = None,orderFactory = None,side = None,initia from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._ievent import IEvent + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if side is None or rtti.can_be_casted(side, IFunctionSide): if initialValue is None or rtti.can_be_casted(initialValue, float): if priceDistr is None or rtti.can_be_casted(priceDistr, IFunctionfloat): diff --git a/marketsim/gen/_out/strategy/_MeanReversion.py b/marketsim/gen/_out/strategy/_MeanReversion.py index 919cd0d8..b6ccf0d0 100644 --- a/marketsim/gen/_out/strategy/_MeanReversion.py +++ b/marketsim/gen/_out/strategy/_MeanReversion.py @@ -1,5 +1,5 @@ +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import registry from marketsim import context @@ -30,7 +30,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSide, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSide, 'ewma_alpha' : float } def __repr__(self): @@ -58,10 +58,10 @@ def _send(self, order, source): def MeanReversion(eventGen = None,orderFactory = None,ewma_alpha = None): from marketsim.gen._out._ievent import IEvent - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim import rtti if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSide): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSide): if ewma_alpha is None or rtti.can_be_casted(ewma_alpha, float): return MeanReversion_IEventSideIObservableIOrderFloat(eventGen,orderFactory,ewma_alpha) raise Exception('Cannot find suitable overload for MeanReversion('+str(eventGen) +':'+ str(type(eventGen))+','+str(orderFactory) +':'+ str(type(orderFactory))+','+str(ewma_alpha) +':'+ str(type(ewma_alpha))+')') diff --git a/marketsim/gen/_out/strategy/_MultiArmedBandit.py b/marketsim/gen/_out/strategy/_MultiArmedBandit.py index d469a1a7..cb8b43f1 100644 --- a/marketsim/gen/_out/strategy/_MultiArmedBandit.py +++ b/marketsim/gen/_out/strategy/_MultiArmedBandit.py @@ -1,11 +1,11 @@ -from marketsim.gen._out._ifunction._ifunctioniaccountisingleassetstrategy import IFunctionIAccountISingleAssetStrategy +from marketsim.gen._out._ifunction._ifunctionifunctionlistoffloat_from_listoffloat import IFunctionIFunctionlistOffloat_from_listOffloat +from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_ifunctionfloat import IFunctionIFunctionfloat_from_IFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount +from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import IFunctionIAccount_from_ISingleAssetStrategy from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim.gen._intrinsic.strategy.multiarmed_bandit import _MultiarmedBandit2_Impl -from marketsim.gen._out._ifunction._ifunctionifunctionfloatifunctionfloat import IFunctionIFunctionfloatIFunctionfloat -from marketsim.gen._out._ifunction._ifunctionifunctionlistoffloatlistoffloat import IFunctionIFunctionlistOffloatlistOffloat from marketsim import listOf from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctionfloatiaccount import IFunctionIFunctionfloatIAccount @registry.expose(["Strategy", "MultiArmedBandit"]) class MultiArmedBandit_ListISingleAssetStrategyISingleAssetStrategyIAccountIAccountFloatFloatFloatListFloatListFloat(ISingleAssetStrategy,_MultiarmedBandit2_Impl): """ In some moments of time the efficiency of the strategies is evaluated @@ -35,26 +35,26 @@ def label(self): _properties = { 'strategies' : listOf(ISingleAssetStrategy), - 'account' : IFunctionIAccountISingleAssetStrategy, - 'weight' : IFunctionIFunctionfloatIAccount, - 'normalizer' : IFunctionIFunctionfloatIFunctionfloat, - 'corrector' : IFunctionIFunctionlistOffloatlistOffloat + 'account' : IFunctionIAccount_from_ISingleAssetStrategy, + 'weight' : IFunctionIFunctionfloat_from_IAccount, + 'normalizer' : IFunctionIFunctionfloat_from_IFunctionfloat, + 'corrector' : IFunctionIFunctionlistOffloat_from_listOffloat } def __repr__(self): return "MultiArmedBandit(%(strategies)s, %(account)s, %(weight)s, %(normalizer)s, %(corrector)s)" % self.__dict__ def MultiArmedBandit(strategies = None,account = None,weight = None,normalizer = None,corrector = None): - from marketsim.gen._out._ifunction._ifunctioniaccountisingleassetstrategy import IFunctionIAccountISingleAssetStrategy from marketsim import rtti - from marketsim.gen._out._ifunction._ifunctionifunctionlistoffloatlistoffloat import IFunctionIFunctionlistOffloatlistOffloat - from marketsim.gen._out._ifunction._ifunctionifunctionfloatifunctionfloat import IFunctionIFunctionfloatIFunctionfloat + from marketsim.gen._out._ifunction._ifunctionifunctionlistoffloat_from_listoffloat import IFunctionIFunctionlistOffloat_from_listOffloat + from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import IFunctionIAccount_from_ISingleAssetStrategy from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy - from marketsim.gen._out._ifunction._ifunctionifunctionfloatiaccount import IFunctionIFunctionfloatIAccount + from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_ifunctionfloat import IFunctionIFunctionfloat_from_IFunctionfloat from marketsim import listOf + from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount if strategies is None or rtti.can_be_casted(strategies, listOf(ISingleAssetStrategy)): - if account is None or rtti.can_be_casted(account, IFunctionIAccountISingleAssetStrategy): - if weight is None or rtti.can_be_casted(weight, IFunctionIFunctionfloatIAccount): - if normalizer is None or rtti.can_be_casted(normalizer, IFunctionIFunctionfloatIFunctionfloat): - if corrector is None or rtti.can_be_casted(corrector, IFunctionIFunctionlistOffloatlistOffloat): + if account is None or rtti.can_be_casted(account, IFunctionIAccount_from_ISingleAssetStrategy): + if weight is None or rtti.can_be_casted(weight, IFunctionIFunctionfloat_from_IAccount): + if normalizer is None or rtti.can_be_casted(normalizer, IFunctionIFunctionfloat_from_IFunctionfloat): + if corrector is None or rtti.can_be_casted(corrector, IFunctionIFunctionlistOffloat_from_listOffloat): return MultiArmedBandit_ListISingleAssetStrategyISingleAssetStrategyIAccountIAccountFloatFloatFloatListFloatListFloat(strategies,account,weight,normalizer,corrector) raise Exception('Cannot find suitable overload for MultiArmedBandit('+str(strategies) +':'+ str(type(strategies))+','+str(account) +':'+ str(type(account))+','+str(weight) +':'+ str(type(weight))+','+str(normalizer) +':'+ str(type(normalizer))+','+str(corrector) +':'+ str(type(corrector))+')') diff --git a/marketsim/gen/_out/strategy/_Noise.py b/marketsim/gen/_out/strategy/_Noise.py index f034cfce..629b37c9 100644 --- a/marketsim/gen/_out/strategy/_Noise.py +++ b/marketsim/gen/_out/strategy/_Noise.py @@ -1,5 +1,5 @@ +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import registry from marketsim import context @@ -27,7 +27,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSide + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSide } def __repr__(self): return "Noise(%(eventGen)s, %(orderFactory)s)" % self.__dict__ @@ -54,9 +54,9 @@ def _send(self, order, source): def Noise(eventGen = None,orderFactory = None): from marketsim.gen._out._ievent import IEvent - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim import rtti if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSide): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSide): return Noise_IEventSideIObservableIOrder(eventGen,orderFactory) raise Exception('Cannot find suitable overload for Noise('+str(eventGen) +':'+ str(type(eventGen))+','+str(orderFactory) +':'+ str(type(orderFactory))+')') diff --git a/marketsim/gen/_out/strategy/_PairTrading.py b/marketsim/gen/_out/strategy/_PairTrading.py index cb821526..fa4e33c2 100644 --- a/marketsim/gen/_out/strategy/_PairTrading.py +++ b/marketsim/gen/_out/strategy/_PairTrading.py @@ -1,6 +1,6 @@ +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ievent import IEvent from marketsim.gen._out._iorderbook import IOrderBook -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import registry from marketsim import context @@ -35,7 +35,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSide, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSide, 'bookToDependOn' : IOrderBook, 'factor' : float } @@ -64,11 +64,11 @@ def _send(self, order, source): def PairTrading(eventGen = None,orderFactory = None,bookToDependOn = None,factor = None): from marketsim.gen._out._ievent import IEvent - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._iorderbook import IOrderBook from marketsim import rtti if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSide): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSide): if bookToDependOn is None or rtti.can_be_casted(bookToDependOn, IOrderBook): if factor is None or rtti.can_be_casted(factor, float): return PairTrading_IEventSideIObservableIOrderIOrderBookFloat(eventGen,orderFactory,bookToDependOn,factor) diff --git a/marketsim/gen/_out/strategy/_RSI_linear.py b/marketsim/gen/_out/strategy/_RSI_linear.py index 4d8410c9..3df20964 100644 --- a/marketsim/gen/_out/strategy/_RSI_linear.py +++ b/marketsim/gen/_out/strategy/_RSI_linear.py @@ -1,4 +1,4 @@ -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import registry @@ -27,7 +27,7 @@ def label(self): return repr(self) _properties = { - 'orderFactory' : IFunctionIObservableIOrderIFunctionfloat, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionfloat, 'alpha' : float, 'k' : IObservablefloat, 'timeframe' : float @@ -56,10 +56,10 @@ def _send(self, order, source): self.on_order_created.fire(order, self) def RSI_linear(orderFactory = None,alpha = None,k = None,timeframe = None): - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionfloat import IFunctionIObservableIOrderIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionfloat import IFunctionIObservableIOrder_from_IFunctionfloat from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import rtti - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionfloat): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionfloat): if alpha is None or rtti.can_be_casted(alpha, float): if k is None or rtti.can_be_casted(k, IObservablefloat): if timeframe is None or rtti.can_be_casted(timeframe, float): diff --git a/marketsim/gen/_out/strategy/_RSIbis.py b/marketsim/gen/_out/strategy/_RSIbis.py index ac37484f..8ec237f9 100644 --- a/marketsim/gen/_out/strategy/_RSIbis.py +++ b/marketsim/gen/_out/strategy/_RSIbis.py @@ -1,5 +1,5 @@ +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import registry from marketsim import context @@ -31,7 +31,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSide, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSide, 'alpha' : float, 'timeframe' : float, 'threshold' : float @@ -65,10 +65,10 @@ def _send(self, order, source): def RSIbis(eventGen = None,orderFactory = None,alpha = None,timeframe = None,threshold = None): from marketsim.gen._out._ievent import IEvent - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim import rtti if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSide): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSide): if alpha is None or rtti.can_be_casted(alpha, float): if timeframe is None or rtti.can_be_casted(timeframe, float): if threshold is None or rtti.can_be_casted(threshold, float): diff --git a/marketsim/gen/_out/strategy/_Signal.py b/marketsim/gen/_out/strategy/_Signal.py index d7a052a5..8023acdf 100644 --- a/marketsim/gen/_out/strategy/_Signal.py +++ b/marketsim/gen/_out/strategy/_Signal.py @@ -1,5 +1,5 @@ +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat from marketsim import registry @@ -32,7 +32,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSide, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSide, 'signal' : IObservablefloat, 'threshold' : float } @@ -59,9 +59,9 @@ def getImpl(self): def _send(self, order, source): self.on_order_created.fire(order, self) +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ievent import IEvent from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import registry from marketsim import context @@ -93,7 +93,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSide, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSide, 'signal' : IFunctionfloat, 'threshold' : float } @@ -124,15 +124,15 @@ def Signal(eventGen = None,orderFactory = None,signal = None,threshold = None): from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._ievent import IEvent + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSide): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSide): if signal is None or rtti.can_be_casted(signal, IObservablefloat): if threshold is None or rtti.can_be_casted(threshold, float): return Signal_IEventSideIObservableIOrderIObservableFloatFloat(eventGen,orderFactory,signal,threshold) if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSide): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSide): if signal is None or rtti.can_be_casted(signal, IFunctionfloat): if threshold is None or rtti.can_be_casted(threshold, float): return Signal_IEventSideIObservableIOrderFloatFloat(eventGen,orderFactory,signal,threshold) diff --git a/marketsim/gen/_out/strategy/_TradeIfProfitable.py b/marketsim/gen/_out/strategy/_TradeIfProfitable.py index 591613ba..1c979a22 100644 --- a/marketsim/gen/_out/strategy/_TradeIfProfitable.py +++ b/marketsim/gen/_out/strategy/_TradeIfProfitable.py @@ -1,8 +1,8 @@ -from marketsim.gen._out._ifunction._ifunctioniaccountisingleassetstrategy import IFunctionIAccountISingleAssetStrategy +from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount +from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import IFunctionIAccount_from_ISingleAssetStrategy from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import registry from marketsim import context -from marketsim.gen._out._ifunction._ifunctionifunctionfloatiaccount import IFunctionIFunctionfloatIAccount @registry.expose(["Strategy", "TradeIfProfitable"]) class TradeIfProfitable_ISingleAssetStrategyISingleAssetStrategyIAccountIAccountFloat(ISingleAssetStrategy): """ @@ -28,8 +28,8 @@ def label(self): _properties = { 'inner' : ISingleAssetStrategy, - 'account' : IFunctionIAccountISingleAssetStrategy, - 'performance' : IFunctionIFunctionfloatIAccount + 'account' : IFunctionIAccount_from_ISingleAssetStrategy, + 'performance' : IFunctionIFunctionfloat_from_IAccount } def __repr__(self): return "TradeIfProfitable(%(inner)s, %(account)s, %(performance)s)" % self.__dict__ @@ -57,11 +57,11 @@ def _send(self, order, source): def TradeIfProfitable(inner = None,account = None,performance = None): from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy - from marketsim.gen._out._ifunction._ifunctioniaccountisingleassetstrategy import IFunctionIAccountISingleAssetStrategy - from marketsim.gen._out._ifunction._ifunctionifunctionfloatiaccount import IFunctionIFunctionfloatIAccount + from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import IFunctionIAccount_from_ISingleAssetStrategy + from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount from marketsim import rtti if inner is None or rtti.can_be_casted(inner, ISingleAssetStrategy): - if account is None or rtti.can_be_casted(account, IFunctionIAccountISingleAssetStrategy): - if performance is None or rtti.can_be_casted(performance, IFunctionIFunctionfloatIAccount): + if account is None or rtti.can_be_casted(account, IFunctionIAccount_from_ISingleAssetStrategy): + if performance is None or rtti.can_be_casted(performance, IFunctionIFunctionfloat_from_IAccount): return TradeIfProfitable_ISingleAssetStrategyISingleAssetStrategyIAccountIAccountFloat(inner,account,performance) raise Exception('Cannot find suitable overload for TradeIfProfitable('+str(inner) +':'+ str(type(inner))+','+str(account) +':'+ str(type(account))+','+str(performance) +':'+ str(type(performance))+')') diff --git a/marketsim/gen/_out/strategy/_TrendFollower.py b/marketsim/gen/_out/strategy/_TrendFollower.py index 78537a10..9c292b9f 100644 --- a/marketsim/gen/_out/strategy/_TrendFollower.py +++ b/marketsim/gen/_out/strategy/_TrendFollower.py @@ -1,5 +1,5 @@ +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim import registry from marketsim import context @@ -33,7 +33,7 @@ def label(self): _properties = { 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSide, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSide, 'ewma_alpha' : float, 'threshold' : float } @@ -62,10 +62,10 @@ def _send(self, order, source): def TrendFollower(eventGen = None,orderFactory = None,ewma_alpha = None,threshold = None): from marketsim.gen._out._ievent import IEvent - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionside import IFunctionIObservableIOrderIFunctionSide + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionside import IFunctionIObservableIOrder_from_IFunctionSide from marketsim import rtti if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSide): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSide): if ewma_alpha is None or rtti.can_be_casted(ewma_alpha, float): if threshold is None or rtti.can_be_casted(threshold, float): return TrendFollower_IEventSideIObservableIOrderFloatFloat(eventGen,orderFactory,ewma_alpha,threshold) diff --git a/marketsim/gen/_out/strategy/account/inner/_inner_Real.py b/marketsim/gen/_out/strategy/account/inner/_inner_Real.py index 0fa6244d..cd7c7e18 100644 --- a/marketsim/gen/_out/strategy/account/inner/_inner_Real.py +++ b/marketsim/gen/_out/strategy/account/inner/_inner_Real.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniaccountisingleassetstrategy import IFunctionIAccountISingleAssetStrategy +from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import IFunctionIAccount_from_ISingleAssetStrategy @registry.expose(["Strategy", "inner_Real"]) -class inner_Real_(IFunctionIAccountISingleAssetStrategy): +class inner_Real_(IFunctionIAccount_from_ISingleAssetStrategy): """ how orders sent by the strategy have been actually traded """ def __init__(self): diff --git a/marketsim/gen/_out/strategy/account/inner/_inner_VirtualMarket.py b/marketsim/gen/_out/strategy/account/inner/_inner_VirtualMarket.py index 94aa96ac..f06016a0 100644 --- a/marketsim/gen/_out/strategy/account/inner/_inner_VirtualMarket.py +++ b/marketsim/gen/_out/strategy/account/inner/_inner_VirtualMarket.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctioniaccountisingleassetstrategy import IFunctionIAccountISingleAssetStrategy +from marketsim.gen._out._ifunction._ifunctioniaccount_from_isingleassetstrategy import IFunctionIAccount_from_ISingleAssetStrategy @registry.expose(["Strategy", "inner_VirtualMarket"]) -class inner_VirtualMarket_(IFunctionIAccountISingleAssetStrategy): +class inner_VirtualMarket_(IFunctionIAccount_from_ISingleAssetStrategy): """ how it would be traded by sending request.evalMarketOrder (note: orders sent by a strategy wrapped into an adaptive strategy may not come to the market but we want evaluate in any case would it be profitable or not) diff --git a/marketsim/gen/_out/strategy/lp/_oneside.py b/marketsim/gen/_out/strategy/lp/_oneside.py index 1269cf66..52bdaf0d 100644 --- a/marketsim/gen/_out/strategy/lp/_oneside.py +++ b/marketsim/gen/_out/strategy/lp/_oneside.py @@ -1,8 +1,8 @@ from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim import registry from marketsim import context @registry.expose(["Strategy", "OneSide"]) @@ -36,7 +36,7 @@ def label(self): 'initialValue' : float, 'priceDistr' : IFunctionfloat, 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat, + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat, 'side' : IFunctionSide } def __repr__(self): @@ -66,12 +66,12 @@ def OneSide(initialValue = None,priceDistr = None,eventGen = None,orderFactory = from marketsim import rtti from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._ievent import IEvent + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionside import IFunctionSide - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat if initialValue is None or rtti.can_be_casted(initialValue, float): if priceDistr is None or rtti.can_be_casted(priceDistr, IFunctionfloat): if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): if side is None or rtti.can_be_casted(side, IFunctionSide): return OneSide_FloatFloatIEventSideFloatIObservableIOrderSide(initialValue,priceDistr,eventGen,orderFactory,side) raise Exception('Cannot find suitable overload for OneSide('+str(initialValue) +':'+ str(type(initialValue))+','+str(priceDistr) +':'+ str(type(priceDistr))+','+str(eventGen) +':'+ str(type(eventGen))+','+str(orderFactory) +':'+ str(type(orderFactory))+','+str(side) +':'+ str(type(side))+')') diff --git a/marketsim/gen/_out/strategy/lp/_twoside.py b/marketsim/gen/_out/strategy/lp/_twoside.py index 02a3050e..9cc6d9cb 100644 --- a/marketsim/gen/_out/strategy/lp/_twoside.py +++ b/marketsim/gen/_out/strategy/lp/_twoside.py @@ -1,7 +1,7 @@ from marketsim.gen._out._ievent import IEvent -from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy +from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim import registry from marketsim import context @registry.expose(["Strategy", "TwoSide"]) @@ -33,7 +33,7 @@ def label(self): 'initialValue' : float, 'priceDistr' : IFunctionfloat, 'eventGen' : IEvent, - 'orderFactory' : IFunctionIObservableIOrderIFunctionSideIFunctionfloat + 'orderFactory' : IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat } def __repr__(self): return "TwoSide(%(initialValue)s, %(priceDistr)s, %(eventGen)s, %(orderFactory)s)" % self.__dict__ @@ -63,11 +63,11 @@ def _send(self, order, source): def TwoSide(initialValue = None,priceDistr = None,eventGen = None,orderFactory = None): from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat from marketsim.gen._out._ievent import IEvent - from marketsim.gen._out._ifunction._ifunctioniobservableiorderifunctionsideifunctionfloat import IFunctionIObservableIOrderIFunctionSideIFunctionfloat + from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat from marketsim import rtti if initialValue is None or rtti.can_be_casted(initialValue, float): if priceDistr is None or rtti.can_be_casted(priceDistr, IFunctionfloat): if eventGen is None or rtti.can_be_casted(eventGen, IEvent): - if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrderIFunctionSideIFunctionfloat): + if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat): return TwoSide_FloatFloatIEventSideFloatIObservableIOrder(initialValue,priceDistr,eventGen,orderFactory) raise Exception('Cannot find suitable overload for TwoSide('+str(initialValue) +':'+ str(type(initialValue))+','+str(priceDistr) +':'+ str(type(priceDistr))+','+str(eventGen) +':'+ str(type(eventGen))+','+str(orderFactory) +':'+ str(type(orderFactory))+')') diff --git a/marketsim/gen/_out/strategy/weight/array/_array_ChooseTheBest.py b/marketsim/gen/_out/strategy/weight/array/_array_ChooseTheBest.py index a08f0dc1..f3d9fe1b 100644 --- a/marketsim/gen/_out/strategy/weight/array/_array_ChooseTheBest.py +++ b/marketsim/gen/_out/strategy/weight/array/_array_ChooseTheBest.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctionlistoffloatlistoffloat import IFunctionIFunctionlistOffloatlistOffloat +from marketsim.gen._out._ifunction._ifunctionifunctionlistoffloat_from_listoffloat import IFunctionIFunctionlistOffloat_from_listOffloat @registry.expose(["Strategy", "array_ChooseTheBest"]) -class array_ChooseTheBest_(IFunctionIFunctionlistOffloatlistOffloat): +class array_ChooseTheBest_(IFunctionIFunctionlistOffloat_from_listOffloat): """ having 1 at the index of the maximal element and 0 are at the rest """ def __init__(self): diff --git a/marketsim/gen/_out/strategy/weight/array/_array_IdentityL.py b/marketsim/gen/_out/strategy/weight/array/_array_IdentityL.py index eeb9d677..6c097ee0 100644 --- a/marketsim/gen/_out/strategy/weight/array/_array_IdentityL.py +++ b/marketsim/gen/_out/strategy/weight/array/_array_IdentityL.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctionlistoffloatlistoffloat import IFunctionIFunctionlistOffloatlistOffloat +from marketsim.gen._out._ifunction._ifunctionifunctionlistoffloat_from_listoffloat import IFunctionIFunctionlistOffloat_from_listOffloat @registry.expose(["Strategy", "array_IdentityL"]) -class array_IdentityL_(IFunctionIFunctionlistOffloatlistOffloat): +class array_IdentityL_(IFunctionIFunctionlistOffloat_from_listOffloat): """ """ def __init__(self): diff --git a/marketsim/gen/_out/strategy/weight/f/_f_AtanPow.py b/marketsim/gen/_out/strategy/weight/f/_f_AtanPow.py index e5f16aaa..700a02f0 100644 --- a/marketsim/gen/_out/strategy/weight/f/_f_AtanPow.py +++ b/marketsim/gen/_out/strategy/weight/f/_f_AtanPow.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctionfloatifunctionfloat import IFunctionIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_ifunctionfloat import IFunctionIFunctionfloat_from_IFunctionfloat @registry.expose(["Strategy", "f_AtanPow"]) -class f_AtanPow_Float(IFunctionIFunctionfloatIFunctionfloat): +class f_AtanPow_Float(IFunctionIFunctionfloat_from_IFunctionfloat): """ """ def __init__(self, base = None): diff --git a/marketsim/gen/_out/strategy/weight/f/_f_Clamp0.py b/marketsim/gen/_out/strategy/weight/f/_f_Clamp0.py index 03460050..66e08dc7 100644 --- a/marketsim/gen/_out/strategy/weight/f/_f_Clamp0.py +++ b/marketsim/gen/_out/strategy/weight/f/_f_Clamp0.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctionfloatifunctionfloat import IFunctionIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_ifunctionfloat import IFunctionIFunctionfloat_from_IFunctionfloat @registry.expose(["Strategy", "f_Clamp0"]) -class f_Clamp0_(IFunctionIFunctionfloatIFunctionfloat): +class f_Clamp0_(IFunctionIFunctionfloat_from_IFunctionfloat): """ """ def __init__(self): diff --git a/marketsim/gen/_out/strategy/weight/f/_f_IdentityF.py b/marketsim/gen/_out/strategy/weight/f/_f_IdentityF.py index f00993e8..a0019f1d 100644 --- a/marketsim/gen/_out/strategy/weight/f/_f_IdentityF.py +++ b/marketsim/gen/_out/strategy/weight/f/_f_IdentityF.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctionfloatifunctionfloat import IFunctionIFunctionfloatIFunctionfloat +from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_ifunctionfloat import IFunctionIFunctionfloat_from_IFunctionfloat @registry.expose(["Strategy", "f_IdentityF"]) -class f_IdentityF_(IFunctionIFunctionfloatIFunctionfloat): +class f_IdentityF_(IFunctionIFunctionfloat_from_IFunctionfloat): """ """ def __init__(self): diff --git a/marketsim/gen/_out/strategy/weight/trader/_trader_Score.py b/marketsim/gen/_out/strategy/weight/trader/_trader_Score.py index eed378e1..7dd71a73 100644 --- a/marketsim/gen/_out/strategy/weight/trader/_trader_Score.py +++ b/marketsim/gen/_out/strategy/weight/trader/_trader_Score.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctionfloatiaccount import IFunctionIFunctionfloatIAccount +from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount @registry.expose(["Strategy", "trader_Score"]) -class trader_Score_(IFunctionIFunctionfloatIAccount): +class trader_Score_(IFunctionIFunctionfloat_from_IAccount): """ Returns difference between them. TODO: should be UpScore(timeframe, Efficiency(trader)) - DownScore(timeframe, Efficiency(trader)) diff --git a/marketsim/gen/_out/strategy/weight/trader/_trader_Unit.py b/marketsim/gen/_out/strategy/weight/trader/_trader_Unit.py index 7ffcae3b..a2a85dc2 100644 --- a/marketsim/gen/_out/strategy/weight/trader/_trader_Unit.py +++ b/marketsim/gen/_out/strategy/weight/trader/_trader_Unit.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctionfloatiaccount import IFunctionIFunctionfloatIAccount +from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount @registry.expose(["Strategy", "trader_Unit"]) -class trader_Unit_(IFunctionIFunctionfloatIAccount): +class trader_Unit_(IFunctionIFunctionfloat_from_IAccount): """ """ def __init__(self): diff --git a/marketsim/gen/_out/strategy/weight/trader/_trader_traderefficiency.py b/marketsim/gen/_out/strategy/weight/trader/_trader_traderefficiency.py index 5baa06fe..bfd760ac 100644 --- a/marketsim/gen/_out/strategy/weight/trader/_trader_traderefficiency.py +++ b/marketsim/gen/_out/strategy/weight/trader/_trader_traderefficiency.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctionfloatiaccount import IFunctionIFunctionfloatIAccount +from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount @registry.expose(["Strategy", "trader_TraderEfficiency"]) -class trader_TraderEfficiency_(IFunctionIFunctionfloatIAccount): +class trader_TraderEfficiency_(IFunctionIFunctionfloat_from_IAccount): """ """ def __init__(self): diff --git a/marketsim/gen/_out/strategy/weight/trader/_trader_traderefficiencytrend.py b/marketsim/gen/_out/strategy/weight/trader/_trader_traderefficiencytrend.py index cebd8e4f..289d4041 100644 --- a/marketsim/gen/_out/strategy/weight/trader/_trader_traderefficiencytrend.py +++ b/marketsim/gen/_out/strategy/weight/trader/_trader_traderefficiencytrend.py @@ -1,7 +1,7 @@ from marketsim import registry -from marketsim.gen._out._ifunction._ifunctionifunctionfloatiaccount import IFunctionIFunctionfloatIAccount +from marketsim.gen._out._ifunction._ifunctionifunctionfloat_from_iaccount import IFunctionIFunctionfloat_from_IAccount @registry.expose(["Strategy", "trader_TraderEfficiencyTrend"]) -class trader_TraderEfficiencyTrend_Float(IFunctionIFunctionfloatIAccount): +class trader_TraderEfficiencyTrend_Float(IFunctionIFunctionfloat_from_IAccount): """ """ def __init__(self, alpha = None): diff --git a/marketsim/gen/src/main/scala/generator/python/Printer.scala b/marketsim/gen/src/main/scala/generator/python/Printer.scala index 566eb041..1efdfede 100644 --- a/marketsim/gen/src/main/scala/generator/python/Printer.scala +++ b/marketsim/gen/src/main/scala/generator/python/Printer.scala @@ -49,7 +49,7 @@ object Printer { self : TypesBound.Function => def asCode = { - val x = "IFunction" ||| ret.asCode ||| Code.from(args map { _.asCode }) + val x = "IFunction" ||| ret.asCode ||| (if (args.isEmpty) "" : Code else "_from_" ||| Code.from(args map { _.asCode })) val m = mangle(x.toString)