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。 |
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