Python _const._const_Float函数代码示例

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本文整理汇总了Python中marketsim.gen._out._const._const_Float函数的典型用法代码示例。如果您正苦于以下问题：Python _const_Float函数的具体用法？Python _const_Float怎么用？Python _const_Float使用的例子？那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。

在下文中一共展示了_const_Float函数的20个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于我们的系统推荐出更棒的Python代码示例。

示例1: init

 def __init__(self, x = None, y = None):
     from marketsim.gen._out._observable._observablebool import Observablebool
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import deref_opt
     Observablebool.__init__(self)
     self.x = x if x is not None else deref_opt(_const_Float(1.0))
     self.y = y if y is not None else deref_opt(_const_Float(1.0))
     Greater_Impl.__init__(self)

开发者ID:SemanticBeeng，项目名称:marketsimulator，代码行数:8，代码来源:_Greater.py

示例2: init

 def __init__(self, x = None, y = 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.y = y if y is not None else deref_opt(_const_Float(1.0))
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

开发者ID:SemanticBeeng，项目名称:marketsimulator，代码行数:11，代码来源:_max.py

示例3: init

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

开发者ID:abensrhir，项目名称:marketsimulator，代码行数:12，代码来源:_IfDefined.py

示例4: init

 def __init__(self, x = None, y = None):
     from marketsim.gen._out._observable import Observablefloat
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import event
     from marketsim import rtti
     Observablefloat.__init__(self)
     self.x = x if x is not None else _const_Float(1.0)
     event.subscribe(self.x, self.fire, self)
     self.y = y if y is not None else _const_Float(1.0)
     event.subscribe(self.y, self.fire, self)
     rtti.check_fields(self)
     _Sub_Impl.__init__(self)

开发者ID:abensrhir，项目名称:marketsimulator，代码行数:12，代码来源:_Sub.py

示例5: init

 def __init__(self, cond = None, ifpart = None, elsepart = None):
     from marketsim import rtti
     from marketsim.gen._out._observabletrue import observableTrue_ as _observableTrue_
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import event
     from marketsim.gen._out._observable import Observablefloat
     Observablefloat.__init__(self)
     self.cond = cond if cond is not None else _observableTrue_()
     event.subscribe(self.cond, self.fire, self)
     self.ifpart = ifpart if ifpart is not None else _const_Float(1.0)
     event.subscribe(self.ifpart, self.fire, self)
     self.elsepart = elsepart if elsepart is not None else _const_Float(1.0)
     event.subscribe(self.elsepart, self.fire, self)
     rtti.check_fields(self)
     _Condition_Impl.__init__(self)

开发者ID:abensrhir，项目名称:marketsimulator，代码行数:15，代码来源:_condition.py

示例6: init

 def __init__(self, source = None, timeframe = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import rtti
     self.source = source if source is not None else _const_Float(1.0)
     self.timeframe = timeframe if timeframe is not None else 100.0
     rtti.check_fields(self)
     self.impl = self.getImpl()

开发者ID:abensrhir，项目名称:marketsimulator，代码行数:7，代码来源:_StdDev.py

示例7: init

 def __init__(self, floatingPrice = None, proto = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim.gen._out.order._curried._side_price_limit import side_price_Limit_Float as _order__curried_side_price_Limit_Float
     from marketsim import rtti
     self.floatingPrice = floatingPrice if floatingPrice is not None else _const_Float(10.0)
     self.proto = proto if proto is not None else _order__curried_side_price_Limit_Float()
     rtti.check_fields(self)

开发者ID:abensrhir，项目名称:marketsimulator，代码行数:7，代码来源:_side_price_FloatingPrice.py

示例8: init

 def __init__(self, alpha = None, k = None, trader = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import deref_opt
     from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
     self.alpha = alpha if alpha is not None else 0.15
     self.k = k if k is not None else deref_opt(_const_Float(0.5))
     self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())

开发者ID:SemanticBeeng，项目名称:marketsimulator，代码行数:7，代码来源:_bollinger_linear.py

示例9: init

 def __init__(self, source = None, alpha = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import rtti
     self.source = source if source is not None else _const_Float(1.0)
     self.alpha = alpha if alpha is not None else 0.015
     rtti.check_fields(self)
     EWMV_Impl.__init__(self)

开发者ID:abensrhir，项目名称:marketsimulator，代码行数:7，代码来源:_Var.py

示例10: init

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

开发者ID:SemanticBeeng，项目名称:marketsimulator，代码行数:7，代码来源:_BreaksAtChanges.py

示例11: init

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

开发者ID:SemanticBeeng，项目名称:marketsimulator，代码行数:7，代码来源:_Negate.py

示例12: init

 def __init__(self, x = None, slow = None, fast = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import rtti
     self.x = x if x is not None else _const_Float(1.0)
     self.slow = slow if slow is not None else 26.0
     self.fast = fast if fast is not None else 12.0
     rtti.check_fields(self)
     self.impl = self.getImpl()

开发者ID:abensrhir，项目名称:marketsimulator，代码行数:8，代码来源:_MACD.py

示例13: init

 def __init__(self, alpha = None, k = None, timeframe = None, trader = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import deref_opt
     from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
     self.alpha = alpha if alpha is not None else (1.0/14.0)
     self.k = k if k is not None else deref_opt(_const_Float(-0.04))
     self.timeframe = timeframe if timeframe is not None else 1.0
     self.trader = trader if trader is not None else deref_opt(_trader_SingleProxy_())

开发者ID:SemanticBeeng，项目名称:marketsimulator，代码行数:8，代码来源:_rsi_linear.py

示例14: init

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

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

开发者ID:xiaobozi，项目名称:marketsimulator，代码行数:9，代码来源:_Lagged.py

示例15: init

 def __init__(self, source = None, timeframe = None):
     from marketsim.gen._out._icandlestick import ICandleStick
     from marketsim.gen._out._observable._observableicandlestick import ObservableICandleStick
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import deref_opt
     ObservableICandleStick.__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
     CandleSticks_Impl.__init__(self)

开发者ID:SemanticBeeng，项目名称:marketsimulator，代码行数:9，代码来源:_CandleSticks.py

示例16: init

 def __init__(self, source = None, graph = None, _digitsToShow = None, _smooth = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import deref_opt
     from marketsim.gen._out.veusz._graph import Graph_String as _veusz_Graph_String
     self.source = source if source is not None else deref_opt(_const_Float(0.0))
     self.graph = graph if graph is not None else deref_opt(_veusz_Graph_String())
     self._digitsToShow = _digitsToShow if _digitsToShow is not None else 4
     self._smooth = _smooth if _smooth is not None else 1
     ToRecord_Impl.__init__(self)

开发者ID:SemanticBeeng，项目名称:marketsimulator，代码行数:9，代码来源:_timeserie.py

示例17: init

 def __init__(self, source = None):
     from marketsim.gen._out._observable import Observablefloat
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import event
     from marketsim import rtti
     Observablefloat.__init__(self)
     self.source = source if source is not None else _const_Float(1.0)
     event.subscribe(self.source, self.fire, self)
     rtti.check_fields(self)
     _BreaksAtChanges_Impl.__init__(self)

开发者ID:abensrhir，项目名称:marketsimulator，代码行数:10，代码来源:_BreaksAtChanges.py

示例18: init

 def __init__(self, lossFactor = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import _
     from marketsim.gen._out._observable._observablebool import Observablebool
     from marketsim import event
     from marketsim import deref_opt
     Observablebool.__init__(self)
     self.lossFactor = lossFactor if lossFactor is not None else deref_opt(_const_Float(0.2))
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

开发者ID:SemanticBeeng，项目名称:marketsimulator，代码行数:10，代码来源:_islosstoohigh.py

示例19: init

 def __init__(self, source = None, graph = None, _digitsToShow = None, _smooth = None):
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim.gen._out.veusz._graph import Graph_String as _veusz_Graph_String
     from marketsim import rtti
     self.source = source if source is not None else _const_Float(0.0)
     self.graph = graph if graph is not None else _veusz_Graph_String()
     self._digitsToShow = _digitsToShow if _digitsToShow is not None else 4
     self._smooth = _smooth if _smooth is not None else 1
     rtti.check_fields(self)
     _ToRecord_Impl.__init__(self)

开发者ID:abensrhir，项目名称:marketsimulator，代码行数:10，代码来源:_TimeSerie.py

示例20: init

 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)

开发者ID:SemanticBeeng，项目名称:marketsimulator，代码行数:11，代码来源:_upmovements.py

注：本文中的marketsim.gen._out._const._const_Float函数示例由纯净天空整理自Github/MSDocs等源码及文档管理平台，相关代码片段筛选自各路编程大神贡献的开源项目，源码版权归原作者所有，传播和使用请参考对应项目的License；未经允许，请勿转载。