def __init__(self, trader = None):
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
     Balance_Impl.__init__(self)

 def __init__(self, base = None, power = None):
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.base = base if base is not None else deref_opt(_constant_Float(1.0))
     self.power = power if power is not None else deref_opt(_constant_Float(1.0))

 def __init__(self, source = None):
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.source = source if source is not None else deref_opt(_const_Float(1.0))
     BreaksAtChanges_Impl.__init__(self)

 def __init__(self, ticker = None, start = None, end = None):
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     Observablefloat.__init__(self)
     self.ticker = ticker if ticker is not None else "^GSPC"
     self.start = start if start is not None else "2001-1-1"
     self.end = end if end is not None else "2010-1-1"
     Quote_Impl.__init__(self)

 def __init__(self, queue = None):
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.queue = queue if queue is not None else deref_opt(_orderbook_Asks_IOrderBook())
     LastTradePrice_Impl.__init__(self)

 def __init__(self, x = None):
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.x = x if x is not None else deref_opt(_const_Float(1.0))
     Negate_Impl.__init__(self)

 def __init__(self, x = None, dt = None):
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.x = x if x is not None else deref_opt(_constant_Float(1.0))
     self.dt = dt if dt is not None else 1.0
     OnEveryDt_Impl.__init__(self)

    def __init__(self, x=None):
        from marketsim.gen._out._observable._observablefloat import Observablefloat
        from marketsim.gen._out.math._moving import Moving_IObservableFloatFloat as _math_Moving_IObservableFloatFloat
        from marketsim import deref_opt

        Observablefloat.__init__(self)
        self.x = x if x is not None else deref_opt(_math_Moving_IObservableFloatFloat())
        Max_Impl.__init__(self)

    def __init__(self, source=None, timeframe=None):
        from marketsim.gen._out._observable._observablefloat import Observablefloat
        from marketsim.gen._out._const import const_Float as _const_Float
        from marketsim import deref_opt

        Observablefloat.__init__(self)
        self.source = source if source is not None else deref_opt(_const_Float(1.0))
        self.timeframe = timeframe if timeframe is not None else 10.0
        Lagged_Impl.__init__(self)

 def __init__(self, x = None, epsilon = None):
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim.gen._out.math._cumulative import Cumulative_IObservableFloat as _math_Cumulative_IObservableFloat
     from marketsim import deref_opt
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     Observablefloat.__init__(self)
     self.x = x if x is not None else deref_opt(_math_Cumulative_IObservableFloat())
     self.epsilon = epsilon if epsilon is not None else deref_opt(_constant_Float(0.01))
     MinEpsilon_Impl.__init__(self)

 def __init__(self, book = None, depth = None):
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     from marketsim import deref_opt
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     Observablefloat.__init__(self)
     self.book = book if book is not None else deref_opt(_orderbook_OfTrader_IAccount())
     self.depth = depth if depth is not None else deref_opt(_constant_Float(1.0))
     CumulativePrice_Impl.__init__(self)

 def __init__(self, x = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import _
     from marketsim import event
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.x = x if x is not None else deref_opt(_const_Float(1.0))
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

 def __init__(self, book = None):
     from marketsim import _
     from marketsim import event
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim import deref_opt
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     Observablefloat.__init__(self)
     self.book = book if book is not None else deref_opt(_orderbook_OfTrader_IAccount())
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

 def __init__(self, trader = None):
     from marketsim import _
     from marketsim import event
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

 def __init__(self, x = None):
     from marketsim.gen._out.strategy.position._rsi_linear import RSI_linear_FloatIObservableFloatFloatISingleAssetTrader as _strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader
     from marketsim import _
     from marketsim import event
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.x = x if x is not None else deref_opt(_strategy_position_RSI_linear_FloatIObservableFloatFloatISingleAssetTrader())
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

 def __init__(self, x = None):
     from marketsim.gen._out.strategy.side._pairtrading import PairTrading_IOrderBookFloat as _strategy_side_PairTrading_IOrderBookFloat
     from marketsim import _
     from marketsim import event
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.x = x if x is not None else deref_opt(_strategy_side_PairTrading_IOrderBookFloat())
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

 def __init__(self, x = None):
     from marketsim.gen._out.math._moving import Moving_IObservableFloatFloat as _math_Moving_IObservableFloatFloat
     from marketsim import _
     from marketsim import event
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.x = x if x is not None else deref_opt(_math_Moving_IObservableFloatFloat())
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

 def __init__(self, initialValue = None, deltaDistr = None, intervalDistr = None, name = None):
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim.gen._out.math.random._normalvariate import normalvariate_FloatFloat as _math_random_normalvariate_FloatFloat
     from marketsim import deref_opt
     from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
     Observablefloat.__init__(self)
     self.initialValue = initialValue if initialValue is not None else 0.0
     self.deltaDistr = deltaDistr if deltaDistr is not None else deref_opt(_math_random_normalvariate_FloatFloat(0.0,1.0))
     self.intervalDistr = intervalDistr if intervalDistr is not None else deref_opt(_math_random_expovariate_Float(1.0))
     self.name = name if name is not None else "-random-"
     RandomWalk_Impl.__init__(self)

 def __init__(self, source = None, timeframe = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import _
     from marketsim import event
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.source = source if source is not None else deref_opt(_const_Float(1.0))
     self.timeframe = timeframe if timeframe is not None else 10.0
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

 def __init__(self, queue = None, defaultValue = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import _
     from marketsim import event
     from marketsim.gen._out._observable._observablefloat import Observablefloat
     from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
     from marketsim import deref_opt
     Observablefloat.__init__(self)
     self.queue = queue if queue is not None else deref_opt(_orderbook_Asks_IOrderBook())
     self.defaultValue = defaultValue if defaultValue is not None else deref_opt(_const_Float(100.0))
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)