From d847a0bae82da646e356b0818d2917a0e574f004 Mon Sep 17 00:00:00 2001 From: antonkolotaev Date: Fri, 14 Feb 2014 10:58:13 +0100 Subject: [PATCH] package parameters are parsed, printed but not handled --- marketsim/gen/.output/names.failed.sc | 967 +- marketsim/gen/.output/typed.failed.sc | 790 +- .../.parsed/.output/names.pretty-printed.sc | 1585 +- marketsim/gen/.parsed/.output/names.raw | 2587 ++- .../.parsed/.output/typed.pretty-printed.sc | 1337 +- marketsim/gen/.parsed/.output/typed.raw | 13594 ++++++++++++---- .../gen/.parsed/defs/event.pretty-printed.sc | 2 +- .../gen/.parsed/defs/graph.pretty-printed.sc | 4 +- .../.parsed/defs/math/basic.pretty-printed.sc | 8 +- .../.parsed/defs/math/macd.pretty-printed.sc | 2 +- .../defs/math/minmax.pretty-printed.sc | 6 +- .../defs/math/moments.pretty-printed.sc | 10 +- .../defs/math/process.pretty-printed.sc | 2 +- .../defs/math/random.pretty-printed.sc | 2 +- .../.parsed/defs/math/rsi.pretty-printed.sc | 4 +- .../gen/.parsed/defs/misc.pretty-printed.sc | 2 +- .../.parsed/defs/observable.pretty-printed.sc | 2 +- .../gen/.parsed/defs/ops.pretty-printed.sc | 8 +- .../gen/.parsed/defs/order.pretty-printed.sc | 2 +- .../defs/orderbook/classes.pretty-printed.sc | 2 +- .../orderbook/properties.pretty-printed.sc | 8 +- .../gen/.parsed/defs/side.pretty-printed.sc | 2 +- .../strategies/adaptive.pretty-printed.sc | 2 +- .../defs/strategies/common.pretty-printed.sc | 2 +- .../strategies/efficiency.pretty-printed.sc | 4 +- .../parts/position.pretty-printed.sc | 2 +- .../strategies/parts/price.pretty-printed.sc | 2 +- .../strategies/parts/side.pretty-printed.sc | 2 +- .../strategies/position.pretty-printed.sc | 2 +- .../defs/strategies/side.pretty-printed.sc | 2 +- .../strategies/sideprice.pretty-printed.sc | 2 +- .../defs/trader/classes.pretty-printed.sc | 2 +- .../defs/trader/properties.pretty-printed.sc | 2 +- .../gen/.parsed/defs/trash.pretty-printed.sc | 22 +- .../src/main/scala/syntax/scala/Printer.scala | 17 +- 35 files changed, 14674 insertions(+), 6315 deletions(-) diff --git a/marketsim/gen/.output/names.failed.sc b/marketsim/gen/.output/names.failed.sc index d51c1b40..9b44dd4a 100644 --- a/marketsim/gen/.output/names.failed.sc +++ b/marketsim/gen/.output/names.failed.sc @@ -2,20 +2,35 @@ @category = "Side" package side { - /** Function always returning Sell side + /** Observable always equal to Buy side */ - @python.intrinsic("side._Sell_Impl") - def Sell() : () => Side + @python.intrinsic.observable("side._Buy_Impl") + def observableBuy() : .IObservable[.Side] + + /** Function always returning None of type Side + */ + @python.intrinsic("side._None_Impl") + def Nothing() : () => .Side /** Function always returning Buy side */ @python.intrinsic("side._Buy_Impl") - def Buy() : () => Side + def Buy() : () => .Side - /** Function always returning None of type Side + /** Observable always equal to None of type Side */ - @python.intrinsic("side._None_Impl") - def Nothing() : () => Side + @python.intrinsic.observable("side._None_Impl") + def observableNothing() : .IObservable[.Side] + + /** Observable always equal to Sell side + */ + @python.intrinsic.observable("side._Sell_Impl") + def observableSell() : .IObservable[.Side] + + /** Function always returning Sell side + */ + @python.intrinsic("side._Sell_Impl") + def Sell() : () => .Side } @@ -25,12 +40,12 @@ package event /** Event that fires every *intervalFunc* moments of time */ @python.intrinsic("event._Every_Impl") - def Every(/** interval of time between two events */ intervalFunc = math.random.expovariate(1.0)) : IEvent + def Every(/** interval of time between two events */ intervalFunc = .math.random.expovariate(1.0)) : .IEvent /** Event that once at *delay* */ @python.intrinsic("event._After_Impl") - def After(/** when the event should be fired */ delay = constant(10.0)) : IEvent + def After(/** when the event should be fired */ delay = .constant(10.0)) : .IEvent } @@ -40,92 +55,87 @@ package veusz /** Graph to render at Veusz. Time series are added to it automatically in their constructor */ @python.intrinsic("veusz._Graph_Impl") - def Graph(name = "graph") : IGraph + def Graph(name = "graph") : .IGraph } @category = "Ops" package ops { - @python.intrinsic.observable("ops._Negate_Impl") @label = "-%(x)s" - def Negate(x = constant(1.0)) : IObservable[Float] + @python.intrinsic.observable("ops._Negate_Impl") + def Negate(x = .constant(1.0)) : .IFunction[.Float] @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Add_Impl") @symbol = "+" - def Add(x = constant(1.0), - y = constant(1.0)) : IFunction[Float] + @python.intrinsic.observable("ops._Add_Impl") + def Add(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Float] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond = .true(), + ifpart = .side.Sell(), + elsepart = .side.Buy()) : .IFunction[.Side] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond = .true(), + ifpart = .constant(1.0), + elsepart = .constant(1.0)) : .IFunction[.Float] @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Less_Impl") @symbol = "<" - def Less(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] + @python.intrinsic.observable("ops._Less_Impl") + def Less(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Mul_Impl") @symbol = "*" - def Mul(x = constant(1.0), - y = constant(1.0)) : IFunction[Float] - - @python.intrinsic.observable("ops._Condition_Impl") - @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" - def Condition_Float(cond = true() : IFunction[Boolean], - ifpart = constant(1.0), - elsepart = constant(1.0)) : IFunction[Float] + @python.intrinsic.observable("ops._Mul_Impl") + def Mul(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Float] @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._NotEqual_Impl") @symbol = "<>" - def NotEqual(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] - - @python.intrinsic.observable("ops._Condition_Impl") - @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" - def Condition_Side(cond = true() : IFunction[Boolean], - ifpart = side.Sell(), - elsepart = side.Buy()) : IFunction[Side] + @python.intrinsic.observable("ops._NotEqual_Impl") + def NotEqual(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._GreaterEqual_Impl") @symbol = ">=" - def GreaterEqual(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] + @python.intrinsic.observable("ops._GreaterEqual_Impl") + def GreaterEqual(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Sub_Impl") @symbol = "-" - def Sub(x = constant(1.0), - y = constant(1.0)) : IFunction[Float] + @python.intrinsic.observable("ops._Sub_Impl") + def Sub(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Float] - @python.intrinsic.observable("ops._Div_Impl") @label = "\\frac{%(x)s}{%(y)s}" - def Div(x = constant(1.0), - y = constant(1.0)) : IFunction[Float] - @python.intrinsic.observable("ops._Div_Impl") - @label = "\\frac{%(x)s}{%(y)s}" - def Div(x = const(1.0), - y = const(1.0)) : IObservable[Float] + def Div(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Float] @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._LessEqual_Impl") @symbol = "<=" - def LessEqual(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] + @python.intrinsic.observable("ops._LessEqual_Impl") + def LessEqual(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Equal_Impl") @symbol = "==" - def Equal(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] + @python.intrinsic.observable("ops._Equal_Impl") + def Equal(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Greater_Impl") @symbol = ">" - def Greater(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] + @python.intrinsic.observable("ops._Greater_Impl") + def Greater(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] } @@ -146,18 +156,18 @@ package math */ @python.random() def gammavariate(Alpha = 1.0, - Beta = 1.0) : () => Float + Beta = 1.0) : () => .Float /** Normal distribution */ @python.random() def normalvariate(/** |mu| is the mean */ Mu = 0.0, - /** |sigma| is the standard deviation */ Sigma = 1.0) : () => Float + /** |sigma| is the standard deviation */ Sigma = 1.0) : () => .Float /** Pareto distribution */ @python.random() - def paretovariate(/** |alpha| is the shape parameter*/ Alpha = 1.0) : () => Float + def paretovariate(/** |alpha| is the shape parameter*/ Alpha = 1.0) : () => .Float /** Triangular distribution * @@ -170,7 +180,7 @@ package math @python.random() def triangular(Low = 0.0, High = 1.0, - Mode = 0.5) : () => Float + Mode = 0.5) : () => .Float /** Von Mises distribution */ @@ -178,7 +188,7 @@ package math def vonmisesvariate(/** |mu| is the mean angle, expressed in radians between 0 and 2|pi|*/ Mu = 0.0, /** |kappa| is the concentration parameter, which must be greater than or equal to zero. * If |kappa| is equal to zero, this distribution reduces - * to a uniform random angle over the range 0 to 2|pi| */ Kappa = 0.0) : () => Float + * to a uniform random angle over the range 0 to 2|pi| */ Kappa = 0.0) : () => .Float /** Uniform distribution * @@ -189,20 +199,20 @@ package math */ @python.random() def uniform(Low = -10.0, - High = 10.0) : () => Float + High = 10.0) : () => .Float /** Weibull distribution */ @python.random() def weibullvariate(/** |alpha| is the scale parameter */ Alpha = 1.0, - /** |beta| is the shape parameter */ Beta = 1.0) : () => Float + /** |beta| is the shape parameter */ Beta = 1.0) : () => .Float /** Exponential distribution * * Returned values range from 0 to positive infinity */ @python.random() - def expovariate(/** |lambda| is 1.0 divided by the desired mean. It should be greater zero.*/ Lambda = 1.0) : () => Float + def expovariate(/** |lambda| is 1.0 divided by the desired mean. It should be greater zero.*/ Lambda = 1.0) : () => .Float /** Log normal distribution * @@ -212,7 +222,7 @@ package math */ @python.random() def lognormvariate(Mu = 0.0, - Sigma = 1.0) : () => Float + Sigma = 1.0) : () => .Float /** Beta distribution * @@ -221,7 +231,7 @@ package math */ @python.random() def betavariate(Alpha = 1.0, - Beta = 1.0) : () => Float + Beta = 1.0) : () => .Float } @@ -232,19 +242,19 @@ package math /** Cumulative relative standard deviation */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source = const()) = (source-Avg(source))/StdDev(source) + def RelStdDev(/** observable data source */ source = .const(1.0)) = (source-.math.Cumulative.Avg(source))/.math.Cumulative.StdDev(source) /** Cumulative variance */ @python.intrinsic("moments.cmv.Variance_Impl") @label = "\\sigma^2{{suffix}}" - def Var(/** observable data source */ source = const()) : () => Float + def Var(/** observable data source */ source = .const(1.0)) : () => .Float /** Cumulative average */ @python.intrinsic("moments.cma.CMA_Impl") @label = "Avg{{suffix}}" - def Avg(/** observable data source */ source = const()) : () => Float + def Avg(/** observable data source */ source = .const(1.0)) : () => .Float /** Cumulative minimum of a function with positive tolerance. * @@ -252,8 +262,8 @@ package math */ @python.intrinsic("observable.minmax_eps.MinEpsilon_Impl") @label = "Min_{\\epsilon}(%(source)s)" - def MinEpsilon(/** observable data source */ source = constant(), - /** tolerance step */ epsilon = constant(0.01)) : IObservable[Float] + def MinEpsilon(/** observable data source */ source = .const(1.0), + /** tolerance step */ epsilon = .constant(0.01)) : .IObservable[.Float] /** Cumulative maximum of a function with positive tolerance. * @@ -261,13 +271,13 @@ package math */ @python.intrinsic("observable.minmax_eps.MaxEpsilon_Impl") @label = "Max_{\\epsilon}(%(source)s)" - def MaxEpsilon(/** observable data source */ source = constant(), - /** tolerance step */ epsilon = constant(0.01)) : IObservable[Float] + def MaxEpsilon(/** observable data source */ source = .const(1.0), + /** tolerance step */ epsilon = .constant(0.01)) : .IObservable[.Float] /** Cumulative standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source = const()) = Sqrt(Var(source)) + def StdDev(/** observable data source */ source = .const(1.0)) = .math.Sqrt(.math.Cumulative.Var(source)) } @@ -277,9 +287,9 @@ package math /** Absolute value for Relative Strength Index */ @label = "RSIRaw_{%(timeframe)s}^{%(alpha)s}(%(source)s)" - def Raw(/** observable data source */ source = const(), + def Raw(/** observable data source */ source = .const(1.0), /** lag size */ timeframe = 10.0, - /** alpha parameter for EWMA */ alpha = 0.015) = EW.Avg(UpMovements(source,timeframe),alpha)/EW.Avg(DownMovements(source,timeframe),alpha) + /** alpha parameter for EWMA */ alpha = 0.015) = .math.EW.Avg(.math.UpMovements(source,timeframe),alpha)/.math.EW.Avg(.math.DownMovements(source,timeframe),alpha) } @@ -289,27 +299,27 @@ package math /** Moving average convergence/divergence */ @label = "MACD_{%(fast)s}^{%(slow)s}(%(x)s)" - def MACD(/** source */ x = const(), + def MACD(/** source */ x = .const(1.0), /** long period */ slow = 26.0, - /** short period */ fast = 12.0) = EW.Avg(x,2.0/(fast+1))-EW.Avg(x,2.0/(slow+1)) + /** short period */ fast = 12.0) = .math.EW.Avg(x,2.0/(fast+1))-.math.EW.Avg(x,2.0/(slow+1)) /** Moving average convergence/divergence signal */ @label = "Signal^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s))" - def Signal(/** source */ x = const(), + def Signal(/** source */ x = .const(1.0), /** long period */ slow = 26.0, /** short period */ fast = 12.0, /** signal period */ timeframe = 9.0, - /** discretization step */ step = 1.0) = EW.Avg(observable.OnEveryDt(step,MACD(x,slow,fast)),2/(timeframe+1)) + /** discretization step */ step = 1.0) = .math.EW.Avg(.observable.OnEveryDt(step,.math.macd.MACD(x,slow,fast)),2/(timeframe+1)) /** Moving average convergence/divergence histogram */ @label = "Histogram^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s))" - def Histogram(/** source */ x = const(), + def Histogram(/** source */ x = .const(1.0), /** long period */ slow = 26.0, /** short period */ fast = 12.0, /** signal period */ timeframe = 9.0, - /** discretization step */ step = 1.0) = MACD(x,slow,fast)-Signal(x,slow,fast,timeframe,step) + /** discretization step */ step = 1.0) = .math.macd.MACD(x,slow,fast)-.math.macd.Signal(x,slow,fast,timeframe,step) } @@ -321,27 +331,27 @@ package math */ @python.intrinsic("moments.ewma.EWMA_Impl") @label = "Avg{{suffix}}" - def Avg(/** observable data source */ source = const(), - /** alpha parameter */ alpha = 0.015) : IDifferentiable + def Avg(/** observable data source */ source = .const(1.0), + /** alpha parameter */ alpha = 0.015) : .IDifferentiable /** Exponentially weighted moving variance */ @python.intrinsic("moments.ewmv.EWMV_Impl") @label = "\\sigma^2{{suffix}}" - def Var(/** observable data source */ source = const(), - /** alpha parameter */ alpha = 0.015) : () => Float + def Var(/** observable data source */ source = .const(1.0), + /** alpha parameter */ alpha = 0.015) : () => .Float /** Exponentially weighted moving standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source = const(), - /** alpha parameter */ alpha = 0.015) = Sqrt(Var(source,alpha)) + def StdDev(/** observable data source */ source = .const(1.0), + /** alpha parameter */ alpha = 0.015) = .math.Sqrt(.math.EW.Var(source,alpha)) /** Exponentially weighted moving relative standard deviation */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source = const(), - /** alpha parameter */ alpha = 0.015) = (source-Avg(source,alpha))/StdDev(source,alpha) + def RelStdDev(/** observable data source */ source = .const(1.0), + /** alpha parameter */ alpha = 0.015) = (source-.math.EW.Avg(source,alpha))/.math.EW.StdDev(source,alpha) } @@ -353,41 +363,41 @@ package math */ @python.intrinsic("observable.minmax.Min_Impl") @label = "Min_{n=%(timeframe)s}(%(source)s)" - def Min(/** observable data source */ source = constant(), - /** sliding window size */ timeframe = 100.0) : IObservable[Float] + def Min(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) : .IObservable[.Float] /** Simple moving relative standard deviation */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source = const(), - /** sliding window size */ timeframe = 100.0) = (source-Avg(source,timeframe))/StdDev(source,timeframe) + def RelStdDev(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) = (source-.math.Moving.Avg(source,timeframe))/.math.Moving.StdDev(source,timeframe) /** Simple moving variance */ @python.intrinsic("moments.mv.MV_Impl") @label = "\\sigma^2{{suffix}}" - def Var(/** observable data source */ source = const(), - /** sliding window size */ timeframe = 100.0) = math.Max(const(0),Avg(observable.Float(source*source),timeframe)-Sqr(Avg(source,timeframe))) + def Var(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) = .math.Max(.const(0),.math.Moving.Avg(source*source,timeframe)-.math.Sqr(.math.Moving.Avg(source,timeframe))) /** Running maximum of a function */ @python.intrinsic("observable.minmax.Max_Impl") @label = "Max_{n=%(timeframe)s}(%(source)s)" - def Max(/** observable data source */ source = constant(), - /** sliding window size */ timeframe = 100.0) : IObservable[Float] + def Max(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) : .IObservable[.Float] /** Simple moving average */ @python.intrinsic("moments.ma.MA_Impl") @label = "Avg{{suffix}}" - def Avg(/** observable data source */ source = const(), - /** sliding window size */ timeframe = 100.0) : () => Float + def Avg(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) : () => .Float /** Simple moving standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source = const(), - /** sliding window size */ timeframe = 100.0) = Sqrt(Var(source)) + def StdDev(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) = .math.Sqrt(.math.Moving.Var(source)) } @@ -396,55 +406,55 @@ package math */ @python.observable() @label = "min{%(x)s, %(y)s}" - def Min(x = constant(), - y = constant()) = if x Float + def Atan(x = .constant(0.0)) : () => .Float /** Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt */ @python.intrinsic("observable.lagged.Lagged_Impl") @label = "Lagged_{%(timeframe)s}(%(source)s)" - def Lagged(/** observable data source */ source = const(), - /** lag size */ timeframe = 10.0) : IObservable[Float] + def Lagged(/** observable data source */ source = .const(1.0), + /** lag size */ timeframe = 10.0) : .IObservable[.Float] /** Function returning maximum of two functions *x* and *y*. * If *x* or/and *y* are observables, *Min* is also observable */ @python.observable() @label = "max{%(x)s, %(y)s}" - def Max(x = constant(), - y = constant()) = if x>y then x else y + def Max(x = .constant(1.0), + y = .constant(1.0)) = if x>y then x else y /** Returns positive movements of some observable *source* with lag *timeframe* */ @label = "Ups_{%(timeframe)s}(%(source)s)" - def UpMovements(/** observable data source */ source = const(), - /** lag size */ timeframe = 10.0) = observable.Float(Max(0.0,source-Lagged(source,timeframe))) + def UpMovements(/** observable data source */ source = .const(1.0), + /** lag size */ timeframe = 10.0) = .math.Max(0.0,source-.math.Lagged(source,timeframe)) /** Square of *x* */ @category = "Log/Pow" @python.observable() @label = "{%(x)s}^2" - def Sqr(x = constant()) = x*x + def Sqr(x = .constant(1.0)) = x*x /** Log returns */ @label = "LogReturns_{%(timeframe)s}(%(x)s)" - def LogReturns(/** observable data source */ x = const(), - /** lag size */ timeframe = 10.0) = Log(x/Lagged(x,timeframe)) + def LogReturns(/** observable data source */ x = .const(1.0), + /** lag size */ timeframe = 10.0) = .math.Log(x/.math.Lagged(x,timeframe)) /** Square root of *x* * @@ -452,14 +462,14 @@ package math @category = "Log/Pow" @python.mathops("sqrt") @label = "\\sqrt{%(x)s}" - def Sqrt(x = constant(1.0)) : () => Float + def Sqrt(x = .constant(1.0)) : () => .Float /** Relative Strength Index */ @label = "RSI_{%(timeframe)s}^{%(alpha)s}(%(book)s)" - def RSI(/** asset price in question */ book = orderbook.OfTrader(), + def RSI(/** asset price in question */ book = .orderbook.OfTrader(), /** lag size */ timeframe = 10.0, - /** alpha parameter for EWMA */ alpha = 0.015) = 100.0-100.0/(1.0+rsi.Raw(orderbook.MidPrice(book),timeframe,alpha)) + /** alpha parameter for EWMA */ alpha = 0.015) = 100.0-100.0/(1.0+.math.rsi.Raw(.orderbook.MidPrice(book),timeframe,alpha)) /** Exponent of *x* * @@ -467,7 +477,7 @@ package math @category = "Log/Pow" @python.mathops("exp") @label = "e^{%(x)s}" - def Exp(x = constant(1.0)) : () => Float + def Exp(x = .constant(1.0)) : () => .Float /** Natural logarithm of *x* (to base e) * @@ -475,23 +485,23 @@ package math @category = "Log/Pow" @python.mathops("log") @label = "log(%(x)s)" - def Log(x = constant(1.0)) : () => Float + def Log(x = .constant(1.0)) : () => .Float /** A discrete signal with user-defined increments. */ @python.intrinsic("observable.randomwalk._RandomWalk_Impl") @label = "%(name)s" def RandomWalk(/** initial value of the signal */ initialValue = 0.0, - /** increment function */ deltaDistr = random.normalvariate(0.0,1.0), - /** intervals between signal updates */ intervalDistr = random.expovariate(1.0), - name = "-random-") : IObservable[Float] + /** increment function */ deltaDistr = .math.random.normalvariate(0.0,1.0), + /** intervals between signal updates */ intervalDistr = .math.random.expovariate(1.0), + name = "-random-") : .IObservable[.Float] /** Function returning first derivative on time of *x* * *x* should provide *derivative* member */ @python.intrinsic("observable.derivative._Derivative_Impl") @label = "\\frac{d%(x)s}{dt}" - def Derivative(x = math.EW.Avg() : IDifferentiable) : () => Float + def Derivative(x = .math.EW.Avg() : .IDifferentiable) : () => .Float /** Return *x* raised to the power *y*. * @@ -504,8 +514,8 @@ package math @category = "Log/Pow" @python.mathops("pow") @label = "%(base)s^{%(power)s}" - def Pow(base = constant(1.0), - power = constant(1.0)) : () => Float + def Pow(base = .constant(1.0), + power = .constant(1.0)) : () => .Float } @@ -656,7 +666,7 @@ package order * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("ImmediateOrCancel") - def side_ImmediateOrCancel(/** factory for underlying orders */ proto = side.Limit()) : (() => .Side) => .IOrderGenerator + def side_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.side.Limit()) : (() => .Side) => .IOrderGenerator /** Factory creating limit orders * @@ -665,7 +675,7 @@ package order * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("price_Limit") - def volume_price_Limit(/** function defining side of orders to create */ side = side.Sell()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_Limit(/** function defining side of orders to create */ side = .side.Sell()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) /** Factory creating iceberg orders * @@ -674,8 +684,8 @@ package order * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("Iceberg") - def sidevolume_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating WithExpiry orders * @@ -683,8 +693,8 @@ package order * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("WithExpiry") - def sidevolume_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating StopLoss orders * @@ -694,8 +704,8 @@ package order * the meta order clears its position. */ @python.order.factory.on_proto("price_StopLoss") - def side_price_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) /** Factory creating iceberg orders * @@ -704,8 +714,8 @@ package order * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("Iceberg") - def price_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating orders with floating price * @@ -714,8 +724,8 @@ package order * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("FloatingPrice") - def sideprice_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = side.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.side.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating StopLoss orders * @@ -725,8 +735,8 @@ package order * the meta order clears its position. */ @python.order.factory.on_proto("StopLoss") - def price_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating Immediate-Or-Cancel orders * @@ -738,7 +748,7 @@ package order * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("ImmediateOrCancel") - def price_ImmediateOrCancel(/** factory for underlying orders */ proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating WithExpiry orders * @@ -746,8 +756,8 @@ package order * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("price_WithExpiry") - def volume_price_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) /** Factory creating StopLoss orders * @@ -757,8 +767,8 @@ package order * the meta order clears its position. */ @python.order.factory.on_proto("StopLoss") - def sideprice_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating Peg orders * @@ -768,7 +778,7 @@ package order * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("price_Peg") - def volume_price_Peg(proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_Peg(proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) /** Factory creating iceberg orders * @@ -777,8 +787,8 @@ package order * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("Iceberg") - def side_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = side.Limit()) : (() => .Side) => .IOrderGenerator + def side_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.side.Limit()) : (() => .Side) => .IOrderGenerator /** Factory creating WithExpiry orders * @@ -786,8 +796,8 @@ package order * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("price_WithExpiry") - def sidevolume_price_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) /** Factory creating Peg orders * @@ -797,7 +807,7 @@ package order * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("Peg") - def volume_Peg(proto = volume.price.Limit()) : (() => .Float) => .IOrderGenerator + def volume_Peg(proto = .order.volume.price.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating Immediate-Or-Cancel orders * @@ -809,7 +819,7 @@ package order * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("ImmediateOrCancel") - def sidevolume_ImmediateOrCancel(/** factory for underlying orders */ proto = side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating fixed budget orders * @@ -821,7 +831,7 @@ package order * cumulative price of trades to be done won't exceed the given budget. */ @python.order.factory.curried("FixedBudget") - def side_FixedBudget(/** function defining budget on which it may send orders at one time */ budget = constant(1000.0)) : (() => .Side) => .IOrderGenerator + def side_FixedBudget(/** function defining budget on which it may send orders at one time */ budget = .constant(1000.0)) : (() => .Side) => .IOrderGenerator /** Factory creating limit orders * @@ -830,7 +840,7 @@ package order * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("Limit") - def sideprice_Limit(/** function defining volume of orders to create */ volume = constant(1.0)) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_Limit(/** function defining volume of orders to create */ volume = .constant(1.0)) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating Peg orders * @@ -840,7 +850,7 @@ package order * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("Peg") - def sideprice_Peg(proto = side.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_Peg(proto = .order.side.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating Peg orders * @@ -850,7 +860,7 @@ package order * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("Peg") - def sidevolume_Peg(proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_Peg(proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating Peg orders * @@ -860,7 +870,7 @@ package order * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("Peg") - def side_Peg(proto = side.price.Limit()) : (() => .Side) => .IOrderGenerator + def side_Peg(proto = .order.side.price.Limit()) : (() => .Side) => .IOrderGenerator /** Factory creating limit orders * @@ -869,7 +879,7 @@ package order * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("LimitSigned") - def signedVolume_LimitSigned(/** function defining price of orders to create */ price = constant(100.0)) : (() => .Float) => .IOrderGenerator + def signedVolume_LimitSigned(/** function defining price of orders to create */ price = .constant(100.0)) : (() => .Float) => .IOrderGenerator /** Factory creating limit orders * @@ -878,7 +888,7 @@ package order * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("LimitSigned") - def price_LimitSigned(/**signed volume*/ signedVolume : () => .Float = constant(1.0)) : (() => .Float) => .IOrderGenerator + def price_LimitSigned(/**signed volume*/ signedVolume : () => .Float = .constant(1.0)) : (() => .Float) => .IOrderGenerator /** Factory creating iceberg orders * @@ -887,8 +897,8 @@ package order * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("price_Iceberg") - def side_price_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) /** Factory creating Immediate-Or-Cancel orders * @@ -900,7 +910,7 @@ package order * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("price_ImmediateOrCancel") - def side_price_ImmediateOrCancel(/** factory for underlying orders */ proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) /** Factory creating WithExpiry orders * @@ -908,8 +918,8 @@ package order * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("WithExpiry") - def side_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = side.Limit()) : (() => .Side) => .IOrderGenerator + def side_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.side.Limit()) : (() => .Side) => .IOrderGenerator /** Factory creating StopLoss orders * @@ -919,8 +929,8 @@ package order * the meta order clears its position. */ @python.order.factory.on_proto("StopLoss") - def side_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = side.Limit()) : (() => .Side) => .IOrderGenerator + def side_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.side.Limit()) : (() => .Side) => .IOrderGenerator /** Factory creating StopLoss orders * @@ -930,8 +940,8 @@ package order * the meta order clears its position. */ @python.order.factory.on_proto("price_StopLoss") - def sidevolume_price_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) /** Factory creating Peg orders * @@ -941,7 +951,7 @@ package order * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("Peg") - def price_Peg(proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_Peg(proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating StopLoss orders * @@ -951,8 +961,8 @@ package order * the meta order clears its position. */ @python.order.factory.on_proto("StopLoss") - def volume_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = volume.Limit()) : (() => .Float) => .IOrderGenerator + def volume_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.volume.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating limit orders * @@ -971,8 +981,8 @@ package order * the meta order clears its position. */ @python.order.factory.on_proto("StopLoss") - def sidevolume_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating WithExpiry orders * @@ -980,8 +990,8 @@ package order * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("WithExpiry") - def volume_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = volume.Limit()) : (() => .Float) => .IOrderGenerator + def volume_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.volume.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating WithExpiry orders * @@ -989,8 +999,8 @@ package order * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("WithExpiry") - def sideprice_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating Immediate-Or-Cancel orders * @@ -1002,7 +1012,7 @@ package order * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("ImmediateOrCancel") - def volume_ImmediateOrCancel(/** factory for underlying orders */ proto = volume.Limit()) : (() => .Float) => .IOrderGenerator + def volume_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.volume.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating orders with floating price * @@ -1011,15 +1021,15 @@ package order * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("FloatingPrice") - def volume_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = volume.price.Limit()) : (() => .Float) => .IOrderGenerator + def volume_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.volume.price.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating market orders * * Market order intructs buy or sell given volume immediately */ @python.order.factory.curried("Market") - def volume_Market(/** function defining side of orders to create */ side = side.Sell()) : (() => .Float) => .IOrderGenerator + def volume_Market(/** function defining side of orders to create */ side = .side.Sell()) : (() => .Float) => .IOrderGenerator /** Factory creating StopLoss orders * @@ -1029,8 +1039,8 @@ package order * the meta order clears its position. */ @python.order.factory.on_proto("price_StopLoss") - def volume_price_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) /** Factory creating Immediate-Or-Cancel orders * @@ -1042,7 +1052,7 @@ package order * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("price_ImmediateOrCancel") - def volume_price_ImmediateOrCancel(/** factory for underlying orders */ proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) /** Factory creating limit orders * @@ -1051,8 +1061,8 @@ package order * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("Limit") - def side_Limit(/** function defining price of orders to create */ price = constant(100.0), - /** function defining volume of orders to create */ volume = constant(1.0)) : (() => .Side) => .IOrderGenerator + def side_Limit(/** function defining price of orders to create */ price = .constant(100.0), + /** function defining volume of orders to create */ volume = .constant(1.0)) : (() => .Side) => .IOrderGenerator /** Factory creating orders with floating price * @@ -1061,8 +1071,8 @@ package order * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("price_FloatingPrice") - def side_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) /** Factory creating orders with floating price * @@ -1071,8 +1081,8 @@ package order * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("FloatingPrice") - def side_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = side.price.Limit()) : (() => .Side) => .IOrderGenerator + def side_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.side.price.Limit()) : (() => .Side) => .IOrderGenerator /** Factory creating WithExpiry orders * @@ -1080,8 +1090,8 @@ package order * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("price_WithExpiry") - def side_price_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) /** Factory creating limit orders * @@ -1090,7 +1100,7 @@ package order * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("price_Limit") - def side_price_Limit(/** function defining volume of orders to create */ volume = constant(1.0)) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_Limit(/** function defining volume of orders to create */ volume = .constant(1.0)) : (() => .Side) => ((() => .Float) => .IOrderGenerator) /** Factory creating iceberg orders * @@ -1099,8 +1109,8 @@ package order * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("Iceberg") - def volume_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = volume.Limit()) : (() => .Float) => .IOrderGenerator + def volume_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.volume.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating orders with floating price * @@ -1109,15 +1119,15 @@ package order * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("price_FloatingPrice") - def volume_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) /** Factory creating market orders * * Market order intructs buy or sell given volume immediately */ @python.order.factory.curried("Market") - def side_Market(/** function defining volume of orders to create */ volume = constant(1.0)) : (() => .Side) => .IOrderGenerator + def side_Market(/** function defining volume of orders to create */ volume = .constant(1.0)) : (() => .Side) => .IOrderGenerator /** Factory creating orders with floating price * @@ -1126,8 +1136,8 @@ package order * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("FloatingPrice") - def price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating orders with floating price * @@ -1136,8 +1146,8 @@ package order * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("FloatingPrice") - def sidevolume_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating WithExpiry orders * @@ -1145,8 +1155,8 @@ package order * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("WithExpiry") - def price_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator /** Factory creating iceberg orders * @@ -1155,8 +1165,8 @@ package order * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("price_Iceberg") - def volume_price_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) /** Factory creating orders with floating price * @@ -1165,8 +1175,8 @@ package order * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("price_FloatingPrice") - def sidevolume_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) /** Factory creating Immediate-Or-Cancel orders * @@ -1178,7 +1188,7 @@ package order * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("price_ImmediateOrCancel") - def sidevolume_price_ImmediateOrCancel(/** factory for underlying orders */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) /** Factory creating market orders * @@ -1194,8 +1204,8 @@ package order * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("Limit") - def price_Limit(/** function defining side of orders to create */ side = side.Sell(), - /** function defining volume of orders to create */ volume = constant(1.0)) : (() => .Float) => .IOrderGenerator + def price_Limit(/** function defining side of orders to create */ side = .side.Sell(), + /** function defining volume of orders to create */ volume = .constant(1.0)) : (() => .Float) => .IOrderGenerator /** Factory creating limit orders * @@ -1204,7 +1214,7 @@ package order * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("Limit") - def sidevolume_Limit(/** function defining price of orders to create */ price = constant(100.0)) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_Limit(/** function defining price of orders to create */ price = .constant(100.0)) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating iceberg orders * @@ -1213,8 +1223,8 @@ package order * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("Iceberg") - def sideprice_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating Peg orders * @@ -1224,7 +1234,7 @@ package order * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("price_Peg") - def sidevolume_price_Peg(proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_Peg(proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) /** Factory creating market orders * @@ -1243,7 +1253,7 @@ package order * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("ImmediateOrCancel") - def sideprice_ImmediateOrCancel(/** factory for underlying orders */ proto = side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator /** Factory creating Peg orders * @@ -1253,7 +1263,7 @@ package order * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("price_Peg") - def side_price_Peg(proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_Peg(proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) /** Factory creating iceberg orders * @@ -1262,8 +1272,8 @@ package order * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("price_Iceberg") - def sidevolume_price_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) /** Factory creating limit orders * @@ -1272,8 +1282,8 @@ package order * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("Limit") - def volume_Limit(/** function defining side of orders to create */ side = side.Sell(), - /** function defining price of orders to create */ price = constant(100.0)) : (() => .Float) => .IOrderGenerator + def volume_Limit(/** function defining side of orders to create */ side = .side.Sell(), + /** function defining price of orders to create */ price = .constant(100.0)) : (() => .Float) => .IOrderGenerator } @@ -1322,16 +1332,16 @@ package order * it remains in an order book waiting to be matched with another order. */ @python.order.factory("order.limit.Order_Impl") - def Limit(/** function defining side of orders to create */ side = side.Sell(), - /** function defining price of orders to create */ price = constant(100.0), - /** function defining volume of orders to create */ volume = constant(1.0)) : IOrderGenerator + def Limit(/** function defining side of orders to create */ side = .side.Sell(), + /** function defining price of orders to create */ price = .constant(100.0), + /** function defining volume of orders to create */ volume = .constant(1.0)) : .IOrderGenerator /** Factory creating market orders * * Market order intructs buy or sell given volume immediately */ @python.order.factory("order.market.Order_Impl") - def MarketSigned(/**signed volume*/ signedVolume : () => .Float = constant(1.0)) : .IOrderGenerator + def MarketSigned(/**signed volume*/ signedVolume : () => .Float = .constant(1.0)) : .IOrderGenerator /** Factory creating Immediate-Or-Cancel orders * @@ -1343,15 +1353,15 @@ package order * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory("order.meta.ioc.Order_Impl") - def ImmediateOrCancel(/** factory for underlying orders */ proto = Limit()) : IOrderGenerator + def ImmediateOrCancel(/** factory for underlying orders */ proto = .order.Limit()) : .IOrderGenerator /** Factory creating market orders * * Market order intructs buy or sell given volume immediately */ @python.order.factory("order.market.Order_Impl") - def Market(/** function defining side of orders to create */ side = side.Sell(), - /** function defining volume of orders to create */ volume = constant(1.0)) : IOrderGenerator + def Market(/** function defining side of orders to create */ side = .side.Sell(), + /** function defining volume of orders to create */ volume = .constant(1.0)) : .IOrderGenerator /** Factory creating StopLoss orders * @@ -1361,8 +1371,8 @@ package order * the meta order clears its position. */ @python.order.factory("order.meta.stoploss.Order_Impl") - def StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = Limit()) : IOrderGenerator + def StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.Limit()) : .IOrderGenerator /** Factory creating WithExpiry orders * @@ -1370,8 +1380,8 @@ package order * where cancel order is sent not immediately but after some delay */ @python.order.factory("order.meta.with_expiry.Order_Impl") - def WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = Limit()) : IOrderGenerator + def WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.Limit()) : .IOrderGenerator /** Factory creating orders with floating price * @@ -1380,8 +1390,8 @@ package order * a new order with new price is created and sent to the order book. */ @python.order.factory("order.meta.floating_price.Factory_Impl") - def FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = price.Limit()) : IOrderGenerator + def FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.price.Limit()) : .IOrderGenerator /** Factory creating iceberg orders * @@ -1390,8 +1400,8 @@ package order * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory("order.meta.iceberg.Order_Impl") - def Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = Limit()) : IOrderGenerator + def Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.Limit()) : .IOrderGenerator /** Factory creating fixed budget orders * @@ -1403,8 +1413,8 @@ package order * cumulative price of trades to be done won't exceed the given budget. */ @python.order.factory("order.meta.fixed_budget.Order_Impl") - def FixedBudget(/** function defining side of orders to create */ side = side.Sell(), - /** function defining budget on which it may send orders at one time */ budget = constant(1000.0)) : IOrderGenerator + def FixedBudget(/** function defining side of orders to create */ side = .side.Sell(), + /** function defining budget on which it may send orders at one time */ budget = .constant(1000.0)) : .IOrderGenerator /** Factory creating limit orders * @@ -1413,8 +1423,8 @@ package order * it remains in an order book waiting to be matched with another order. */ @python.order.factory("order.limit.Order_Impl") - def LimitSigned(/**signed volume*/ signedVolume : () => .Float = constant(1.0), - /** function defining price of orders to create */ price = constant(100.0)) : .IOrderGenerator + def LimitSigned(/**signed volume*/ signedVolume : () => .Float = .constant(1.0), + /** function defining price of orders to create */ price = .constant(100.0)) : .IOrderGenerator /** Factory creating Peg orders * @@ -1424,7 +1434,7 @@ package order * they start to race until being matched against the counterparty orders. */ @python.order.factory("order.meta.peg.Factory_Impl") - def Peg(proto = price.Limit()) : IOrderGenerator + def Peg(proto = .order.price.Limit()) : .IOrderGenerator } @@ -1436,43 +1446,43 @@ package strategy { /** Side function for pair trading strategy */ - def PairTrading(/** reference to order book for another asset used to evaluate fair price of our asset */ bookToDependOn = orderbook.OfTrader(), + def PairTrading(/** reference to order book for another asset used to evaluate fair price of our asset */ bookToDependOn = .orderbook.OfTrader(), /** multiplier to obtain fair asset price from the reference asset price */ factor = 1.0, - /** asset in question */ book = orderbook.OfTrader()) = observable.Side(FundamentalValue(orderbook.MidPrice(bookToDependOn)*factor,book)) + /** asset in question */ book = .orderbook.OfTrader()) = .strategy.side.FundamentalValue(.orderbook.MidPrice(bookToDependOn)*factor,book) /** Side function for signal strategy */ @python.observable() - def Signal(/** signal to be listened to */ signal = constant(0.0), - /** threshold when the trader starts to act */ threshold = 0.7) = if signal>threshold then side.Buy() else if signal<0-threshold then side.Sell() else side.Nothing() + def Signal(/** signal to be listened to */ signal = .constant(0.0), + /** threshold when the trader starts to act */ threshold = 0.7) = if signal>threshold then .side.Buy() else if signal<0-threshold then .side.Sell() else .side.Nothing() /** Side function for crossing averages strategy */ def CrossingAverages(/** parameter |alpha| for exponentially weighted moving average 1 */ alpha_1 = 0.15, /** parameter |alpha| for exponentially weighted moving average 2 */ alpha_2 = 0.015, /** threshold when the trader starts to act */ threshold = 0.0, - /** asset in question */ book = orderbook.OfTrader()) = Signal(math.EW.Avg(orderbook.MidPrice(book),alpha_1)-math.EW.Avg(orderbook.MidPrice(book),alpha_2),threshold) + /** asset in question */ book = .orderbook.OfTrader()) = .strategy.side.Signal(.math.EW.Avg(.orderbook.MidPrice(book),alpha_1)-.math.EW.Avg(.orderbook.MidPrice(book),alpha_2),threshold) /** Side function for trend follower strategy */ def TrendFollower(/** parameter |alpha| for exponentially weighted moving average */ alpha = 0.15, /** threshold when the trader starts to act */ threshold = 0.0, - /** asset in question */ book = orderbook.OfTrader()) = Signal(math.Derivative(math.EW.Avg(orderbook.MidPrice(book),alpha)),threshold) + /** asset in question */ book = .orderbook.OfTrader()) = .strategy.side.Signal(.math.Derivative(.math.EW.Avg(.orderbook.MidPrice(book),alpha)),threshold) /** Side function for fundamental value strategy */ @python.observable() - def FundamentalValue(/** observable fundamental value */ fv = constant(200.0), - /** asset in question */ book = orderbook.OfTrader()) = if orderbook.bid.Price(book)>fv then side.Sell() else if orderbook.ask.Price(book)fv then .side.Sell() else if .orderbook.ask.Price(book)0.5 then side.Sell() else side.Buy() + def Noise(side_distribution = .math.random.uniform(0.0,1.0)) = if side_distribution>0.5 then .side.Sell() else .side.Buy() } @@ -1539,29 +1549,29 @@ package strategy } - def efficiency = trader.trader_Efficiency + def efficiency = .strategy.weight.trader.trader_Efficiency /** Function returning an array of length *len(array)* * having 1 at the index of the maximal element and 0 are at the rest */ @python.intrinsic("strategy.weight._ChooseTheBest_Impl") @curried("array") - def ChooseTheBest(array : Optional[List[Float]] = []) : List[Float] + def ChooseTheBest(array : .Optional[.List[.Float]] = []) : .List[.Float] - def chooseTheBest = array.array_ChooseTheBest + def chooseTheBest = .strategy.weight.array.array_ChooseTheBest - def score = trader.trader_Score + def score = .strategy.weight.trader.trader_Score - def atanpow = f.f_AtanPow + def identityL = .strategy.weight.array.array_IdentityL /** Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared */ @curried("trader") - def Efficiency(/** account in question */ trader : IAccount = trader.SingleProxy()) : IFunction[Float] = trader.Efficiency(trader) + def Efficiency(/** account in question */ trader : .IAccount = .trader.SingleProxy()) : .IFunction[.Float] = .trader.Efficiency(trader) - def efficiencyTrend = trader.trader_EfficiencyTrend + def efficiencyTrend = .strategy.weight.trader.trader_EfficiencyTrend - def clamp0 = f.f_Clamp0 + def clamp0 = .strategy.weight.f.f_Clamp0 /** Calculates how many times efficiency of trader went up and went down * Returns difference between them. @@ -1570,44 +1580,46 @@ package strategy */ @python.intrinsic("strategy.weight._Score_Impl") @curried("trader") - def Score(/** account in question */ trader : IAccount = trader.SingleProxy()) : IFunction[Float] + def Score(/** account in question */ trader : .IAccount = .trader.SingleProxy()) : .IFunction[.Float] /** scaling function = max(0, f(x)) + 1 */ @curried("f") - def Clamp0(/** function to scale */ f : Optional[IFunction[Float]] = constant()) : IFunction[Float] = math.Max(0,f)+1 + def Clamp0(/** function to scale */ f : .Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = .math.Max(0,f)+1 + + def identityF = .strategy.weight.f.f_IdentityF /** Returns first derivative of a moving average of the trader efficiency */ @curried("trader") - def EfficiencyTrend(/** account in question */ trader : IAccount = trader.SingleProxy(), - /** parameter alpha for the moving average */ alpha = 0.15) : IFunction[Float] = math.Derivative(math.EW.Avg(trader.Efficiency(trader),alpha)) + def EfficiencyTrend(/** account in question */ trader : .IAccount = .trader.SingleProxy(), + /** parameter alpha for the moving average */ alpha = 0.15) : .IFunction[.Float] = .math.Derivative(.math.EW.Avg(.trader.Efficiency(trader),alpha)) + + def atanPow = .strategy.weight.f.f_AtanPow - def unit = trader.trader_Unit + def unit = .strategy.weight.trader.trader_Unit /** Unit function. Used to simulate uniform random choice of a strategy */ @curried("trader") - def Unit(/** account in question */ trader : IAccount = trader.SingleProxy()) : IFunction[Float] = constant(1.0) + def Unit(/** account in question */ trader : .IAccount = .trader.SingleProxy()) : .IFunction[.Float] = .constant(1.0) /** scaling function = atan(base^f(x)) */ @curried("f") - def AtanPow(/** function to scale */ f : Optional[IFunction[Float]] = constant(), - /** base for power function */ base = 1.002) : IFunction[Float] = math.Atan(math.Pow(base,f)) + def AtanPow(/** function to scale */ f : .Optional[.IFunction[.Float]] = .constant(1.0), + /** base for power function */ base = 1.002) : .IFunction[.Float] = .math.Atan(.math.Pow(base,f)) /** Identity function for an array of floats */ @python.intrinsic("strategy.weight._Identity_Impl") @curried("array") - def IdentityL(array : Optional[List[Float]] = []) : List[Float] - - def identity_f = f.f_IdentityF + def IdentityL(array : .Optional[.List[.Float]] = []) : .List[.Float] /** identity scaling = f(x) */ @curried("f") - def IdentityF(f : Optional[IFunction[Float]] = constant()) : IFunction[Float] = f + def IdentityF(f : .Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = f } @@ -1616,11 +1628,11 @@ package strategy { /** Price function for a liquidity provider strategy */ - def LiquidityProvider(/** side of orders to create */ side = .side.Sell(), + def LiquidityProvider(/** side of orders to create */ side = .side.Sell() : .IFunction[.Side], /** initial price which is taken if orderBook is empty */ initialValue = 100.0, /** defines multipliers for current asset price when price of - * order to create is calculated*/ priceDistr = math.random.lognormvariate(0.0,0.1), - /** asset in question */ book = orderbook.OfTrader()) = orderbook.SafeSidePrice(orderbook.Queue(book,side),initialValue)*priceDistr + * order to create is calculated*/ priceDistr = .math.random.lognormvariate(0.0,0.1), + /** asset in question */ book = .orderbook.OfTrader()) = .orderbook.SafeSidePrice(.orderbook.Queue(book,side),initialValue)*priceDistr } @@ -1629,21 +1641,21 @@ package strategy { /** Position function for desired position strategy */ - def DesiredPosition(/** observable desired position */ desiredPosition = const(), - /** trader in question */ trader = trader.SingleProxy()) = observable.Volume(desiredPosition-trader.Position(trader)-trader.PendingVolume(trader)) + def DesiredPosition(/** observable desired position */ desiredPosition = .const(1.0), + /** trader in question */ trader = .trader.SingleProxy()) = desiredPosition-.trader.Position(trader)-.trader.PendingVolume(trader) /** Position function for Bollinger bands strategy with linear scaling */ def Bollinger_linear(/** alpha parameter for exponentially weighted moving everage and variance */ alpha = 0.15, - /** observable scaling function that maps relative deviation to desired position */ k = const(0.5), - /** trader in question */ trader = trader.SingleProxy()) = DesiredPosition(observable.OnEveryDt(1.0,math.EW.RelStdDev(orderbook.MidPrice(orderbook.OfTrader(trader)),alpha)*k),trader) + /** observable scaling function that maps relative deviation to desired position */ k = .const(0.5), + /** trader in question */ trader = .trader.SingleProxy()) = .strategy.position.DesiredPosition(.observable.OnEveryDt(1.0,.math.EW.RelStdDev(.orderbook.MidPrice(.orderbook.OfTrader(trader)),alpha)*k),trader) /** Position function for Relative Strength Index strategy with linear scaling */ def RSI_linear(/** alpha parameter for exponentially moving averages of up movements and down movements */ alpha = 1.0/14.0, - /** observable scaling function that maps RSI deviation from 50 to the desired position */ k = const(-0.04), + /** observable scaling function that maps RSI deviation from 50 to the desired position */ k = .const(-0.04), /** lag for calculating up and down movements */ timeframe = 1.0, - /** trader in question */ trader = trader.SingleProxy()) = DesiredPosition(observable.OnEveryDt(1.0,(50.0-math.RSI(orderbook.OfTrader(trader),timeframe,alpha))*k),trader) + /** trader in question */ trader = .trader.SingleProxy()) = .strategy.position.DesiredPosition(.observable.OnEveryDt(1.0,(50.0-.math.RSI(.orderbook.OfTrader(trader),timeframe,alpha))*k),trader) } @@ -1672,7 +1684,7 @@ package strategy */ @python.intrinsic("strategy.account._Account_Impl") @curried("inner") - def Real(/** strategy to track */ inner : Optional[ISingleAssetStrategy] = Noise()) : IAccount + def Real(/** strategy to track */ inner : .Optional[.ISingleAssetStrategy] = .strategy.Noise()) : .IAccount /** Associated with a strategy account that evaluates for every order sent by the strategy * how it would be traded by sending request.evalMarketOrder @@ -1681,11 +1693,11 @@ package strategy */ @python.intrinsic("strategy.account._VirtualMarket_Impl") @curried("inner") - def VirtualMarket(/** strategy to track */ inner : Optional[ISingleAssetStrategy] = Noise()) : IAccount + def VirtualMarket(/** strategy to track */ inner : .Optional[.ISingleAssetStrategy] = .strategy.Noise()) : .IAccount - def real = inner.inner_Real + def real = .strategy.account.inner.inner_Real - def virtualMarket = inner.inner_VirtualMarket + def virtualMarket = .strategy.account.inner.inner_VirtualMarket } @@ -1693,15 +1705,15 @@ package strategy * Can be considered as a particular case of Array strategy */ @python.intrinsic("strategy.combine._Combine_Impl") - def Combine(A = Noise(), - B = Noise()) : ISingleAssetStrategy + def Combine(A = .strategy.Noise(), + B = .strategy.Noise()) : .ISingleAssetStrategy /** Strategy believing that trader position should be proportional to 50 - RSI(asset) */ - def RSI_linear(/** order factory function */ orderFactory = order.signedVolume.MarketSigned(), + def RSI_linear(/** order factory function */ orderFactory = .order.signedVolume.MarketSigned(), /** alpha parameter for exponentially moving averages of up movements and down movements */ alpha = 1.0/14, - /** observable scaling function that maps RSI deviation from 50 to the desired position */ k = const(-0.04), - /** lag for calculating up and down movements */ timeframe = 1.0) = Generic(orderFactory(position.RSI_linear(alpha,k,timeframe))) + /** observable scaling function that maps RSI deviation from 50 to the desired position */ k = .const(-0.04), + /** lag for calculating up and down movements */ timeframe = 1.0) = .strategy.Generic(orderFactory(.strategy.position.RSI_linear(alpha,k,timeframe))) /** Dependent price strategy believes that the fair price of an asset *A* * is completely correlated with price of another asset *B* and the following relation @@ -1710,10 +1722,10 @@ package strategy * with the exception that it is invoked every the time price of another * asset *B* changes. */ - def PairTrading(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), - /** reference to order book for another asset used to evaluate fair price of our asset */ bookToDependOn = orderbook.OfTrader(), - /** multiplier to obtain fair asset price from the reference asset price */ factor = 1.0) = Generic(orderFactory(side.PairTrading(bookToDependOn,factor)),eventGen) + def PairTrading(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), + /** reference to order book for another asset used to evaluate fair price of our asset */ bookToDependOn = .orderbook.OfTrader(), + /** multiplier to obtain fair asset price from the reference asset price */ factor = 1.0) = .strategy.Generic(orderFactory(.strategy.side.PairTrading(bookToDependOn,factor)),eventGen) /** A composite strategy initialized with an array of strategies. * In some moments of time the most effective strategy @@ -1722,43 +1734,43 @@ package strategy * *corrector* parameter set to *chooseTheBest* */ @python.intrinsic("strategy.choose_the_best._ChooseTheBest_Impl") - def ChooseTheBest(/** original strategies that can be suspended */ strategies = [Noise()], - /** function creating phantom strategy used for efficiency estimation */ account = account.inner.inner_VirtualMarket(), - /** function estimating is the strategy efficient or not */ performance = weight.trader.trader_EfficiencyTrend()) : ISingleAssetStrategy + def ChooseTheBest(/** original strategies that can be suspended */ strategies = [.strategy.Noise()], + /** function creating phantom strategy used for efficiency estimation */ account = .strategy.account.virtualMarket(), + /** function estimating is the strategy efficient or not */ performance = .strategy.weight.efficiencyTrend()) : .ISingleAssetStrategy /** Signal strategy listens to some discrete signal * and when the signal becomes more than some threshold the strategy starts to buy. * When the signal gets lower than -threshold the strategy starts to sell. */ - def Signal(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), - /** signal to be listened to */ signal = constant(0.0), - /** threshold when the trader starts to act */ threshold = 0.7) = Generic(orderFactory(side.Signal(signal,threshold)),eventGen) + def Signal(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), + /** signal to be listened to */ signal = .constant(0.0), + /** threshold when the trader starts to act */ threshold = 0.7) = .strategy.Generic(orderFactory(.strategy.side.Signal(signal,threshold)),eventGen) /** Liquidity provider for two sides */ - def LiquidityProvider(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side_price.Limit(), + def LiquidityProvider(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side_price.Limit(), /** initial price which is taken if orderBook is empty */ initialValue = 100.0, /** defines multipliers for current asset price when price of - * order to create is calculated*/ priceDistr = math.random.lognormvariate(0.0,0.1)) = Array([LiquidityProviderSide(eventGen,orderFactory,side.Sell(),initialValue,priceDistr),LiquidityProviderSide(eventGen,orderFactory,side.Buy(),initialValue,priceDistr)]) + * order to create is calculated*/ priceDistr = .math.random.lognormvariate(0.0,0.1)) = .strategy.Array([.strategy.LiquidityProviderSide(eventGen,orderFactory,.side.Sell(),initialValue,priceDistr),.strategy.LiquidityProviderSide(eventGen,orderFactory,.side.Buy(),initialValue,priceDistr)]) /** Two averages strategy compares two averages of price of the same asset but * with different parameters ('slow' and 'fast' averages) and when * the first is greater than the second one it buys, * when the first is lower than the second one it sells */ - def CrossingAverages(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), + def CrossingAverages(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), /** parameter |alpha| for exponentially weighted moving average 1 */ ewma_alpha_1 = 0.15, /** parameter |alpha| for exponentially weighted moving average 2 */ ewma_alpha_2 = 0.015, - /** threshold when the trader starts to act */ threshold = 0.0) = Generic(orderFactory(side.CrossingAverages(ewma_alpha_1,ewma_alpha_2,threshold)),eventGen) + /** threshold when the trader starts to act */ threshold = 0.0) = .strategy.Generic(orderFactory(.strategy.side.CrossingAverages(ewma_alpha_1,ewma_alpha_2,threshold)),eventGen) /** Strategy that wraps another strategy and passes its orders only if *predicate* is true */ @python.intrinsic("strategy.suspendable._Suspendable_Impl") - def Suspendable(/** wrapped strategy */ inner = Noise(), - /** predicate to evaluate */ predicate = true() : IFunction[Boolean]) : ISingleAssetStrategy + def Suspendable(/** wrapped strategy */ inner = .strategy.Noise(), + /** predicate to evaluate */ predicate = .true()) : .ISingleAssetStrategy /** Trend follower can be considered as a sort of a signal strategy * where the *signal* is a trend of the asset. @@ -1767,18 +1779,18 @@ package strategy * Since moving average is a continuously changing signal, we check its * derivative at moments of time given by *eventGen*. */ - def TrendFollower(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), + def TrendFollower(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), /** parameter |alpha| for exponentially weighted moving average */ ewma_alpha = 0.15, - /** threshold when the trader starts to act */ threshold = 0.0) = Generic(orderFactory(side.TrendFollower(ewma_alpha,threshold)),eventGen) + /** threshold when the trader starts to act */ threshold = 0.0) = .strategy.Generic(orderFactory(.strategy.side.TrendFollower(ewma_alpha,threshold)),eventGen) /** Fundamental value strategy believes that an asset should have some specific price * (*fundamental value*) and if the current asset price is lower than the fundamental value * it starts to buy the asset and if the price is higher it starts to sell the asset. */ - def FundamentalValue(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), - /** defines fundamental value */ fundamentalValue = constant(100.0)) = Generic(orderFactory(side.FundamentalValue(fundamentalValue)),eventGen) + def FundamentalValue(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), + /** defines fundamental value */ fundamentalValue = .constant(100.0)) = .strategy.Generic(orderFactory(.strategy.side.FundamentalValue(fundamentalValue)),eventGen) /** Strategy for a multi asset trader. * It believes that these assets represent a single asset traded on different venues @@ -1786,43 +1798,43 @@ package strategy * it sends market sell and buy orders in order to exploit this arbitrage possibility */ @python.intrinsic("strategy.arbitrage._Arbitrage_Impl") - def Arbitrage() : IMultiAssetStrategy + def Arbitrage() : .IMultiAssetStrategy /** Strategy that calculates Relative Strength Index of an asset * and starts to buy when RSI is greater than 50 + *threshold* * and sells when RSI is less than 50 - *thresold* */ - def RSIbis(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), + def RSIbis(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), /** parameter |alpha| for exponentially weighted moving average when calculating RSI */ alpha = 1.0/14, /** lag for calculating up and down movements for RSI */ timeframe = 1.0, - /** strategy starts to act once RSI is out of [50-threshold, 50+threshold] */ threshold = 30.0) = Generic(orderFactory(side.Signal(50.0-math.RSI(orderbook.OfTrader(),timeframe,alpha),50.0-threshold)),eventGen) + /** strategy starts to act once RSI is out of [50-threshold, 50+threshold] */ threshold = 30.0) = .strategy.Generic(orderFactory(.strategy.side.Signal(50.0-.math.RSI(.orderbook.OfTrader(),timeframe,alpha),50.0-threshold)),eventGen) /** Adaptive strategy that evaluates *inner* strategy efficiency and if it is considered as good, sends orders */ - def TradeIfProfitable(/** wrapped strategy */ inner = Noise(), + def TradeIfProfitable(/** wrapped strategy */ inner = .strategy.Noise(), /** defines how strategy trades are booked: actually traded amount or virtual market orders are - * used in order to estimate how the strategy would have traded if all her orders appear at market */ account = account.inner.inner_VirtualMarket(), - /** given a trading account tells should it be considered as effective or not */ performance = weight.trader.trader_EfficiencyTrend()) = Suspendable(inner,performance(account(inner))>=0) + * used in order to estimate how the strategy would have traded if all her orders appear at market */ account = .strategy.account.virtualMarket(), + /** given a trading account tells should it be considered as effective or not */ performance = .strategy.weight.efficiencyTrend()) = .strategy.Suspendable(inner,performance(account(inner))>=0) /** Creates a strategy combining an array of strategies */ @python.intrinsic("strategy.combine._Array_Impl") - def Array(/** strategies to combine */ strategies = [Noise()]) : ISingleAssetStrategy + def Array(/** strategies to combine */ strategies = [.strategy.Noise()]) : .ISingleAssetStrategy /** Mean reversion strategy believes that asset price should return to its average value. * It estimates this average using some functional and * if the current asset price is lower than the average * it buys the asset and if the price is higher it sells the asset. */ - def MeanReversion(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), - /** parameter |alpha| for exponentially weighted moving average */ ewma_alpha = 0.15) = Generic(orderFactory(side.MeanReversion(ewma_alpha)),eventGen) + def MeanReversion(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), + /** parameter |alpha| for exponentially weighted moving average */ ewma_alpha = 0.15) = .strategy.Generic(orderFactory(.strategy.side.MeanReversion(ewma_alpha)),eventGen) /** Empty strategy doing nothing */ @python.intrinsic("strategy.basic._Empty_Impl") - def Empty() : ISingleAssetStrategy + def Empty() : .ISingleAssetStrategy /** A composite strategy initialized with an array of strategies. * In some moments of time the efficiency of the strategies is evaluated @@ -1832,12 +1844,12 @@ package strategy * All other strategies are suspended */ @python.intrinsic("strategy.multiarmed_bandit._MultiarmedBandit2_Impl") - def MultiArmedBandit(/** original strategies that can be suspended */ strategies = [Noise()], - /** function creating a virtual account used for estimate efficiency of the strategy itself */ account = account.inner.inner_VirtualMarket(), - /** function estimating is the strategy efficient or not */ weight = weight.trader.trader_EfficiencyTrend(), - /** function that maps trader efficiency to its weight that will be used for random choice */ normalizer = weight.f.f_AtanPow(), + def MultiArmedBandit(/** original strategies that can be suspended */ strategies = [.strategy.Noise()], + /** function creating a virtual account used for estimate efficiency of the strategy itself */ account = .strategy.account.virtualMarket(), + /** function estimating is the strategy efficient or not */ weight = .strategy.weight.efficiencyTrend(), + /** function that maps trader efficiency to its weight that will be used for random choice */ normalizer = .strategy.weight.atanPow(), /** given array of strategy weights corrects them. - * for example it may set to 0 all weights except the maximal one */ corrector = weight.array.array_IdentityL()) : ISingleAssetStrategy + * for example it may set to 0 all weights except the maximal one */ corrector = .strategy.weight.identityL()) : .ISingleAssetStrategy /** A Strategy that allows to drive the asset price based on historical market data * by creating large volume orders for the given price. @@ -1851,44 +1863,44 @@ package strategy /** Start date in DD-MM-YYYY format */ start = "2001-1-1", /** End date in DD-MM-YYYY format */ end = "2010-1-1", /** Price difference between orders placed and underlying quotes */ delta = 1.0, - /** Volume of Buy/Sell orders. Should be large compared to the volumes of other traders. */ volume = 1000.0) = Combine(Generic(order.Iceberg(volume,order.FloatingPrice(observable.BreaksAtChanges(observable.Quote(ticker,start,end)+delta),order.price.Limit(side.Sell(),volume*1000))),event.After(0.0)),Generic(order.Iceberg(volume,order.FloatingPrice(observable.BreaksAtChanges(observable.Quote(ticker,start,end)-delta),order.price.Limit(side.Buy(),volume*1000))),event.After(0.0))) + /** Volume of Buy/Sell orders. Should be large compared to the volumes of other traders. */ volume = 1000.0) = .strategy.Combine(.strategy.Generic(.order.Iceberg(volume,.order.FloatingPrice(.observable.BreaksAtChanges(.observable.Quote(ticker,start,end)+delta),.order.price.Limit(.side.Sell(),volume*1000))),.event.After(0.0)),.strategy.Generic(.order.Iceberg(volume,.order.FloatingPrice(.observable.BreaksAtChanges(.observable.Quote(ticker,start,end)-delta),.order.price.Limit(.side.Buy(),volume*1000))),.event.After(0.0))) /** Strategy that listens to all orders sent by a trader to the market * and in some moments of time it randomly chooses an order and cancels it * Note: a similar effect can be obtained using order.WithExpiry meta orders */ @python.intrinsic("strategy.canceller._Canceller_Impl") - def Canceller(/** intervals between order cancellations */ cancellationIntervalDistr = math.random.expovariate(1.0)) : ISingleAssetStrategy + def Canceller(/** intervals between order cancellations */ cancellationIntervalDistr = .math.random.expovariate(1.0)) : .ISingleAssetStrategy /** Liquidity provider for one side */ - def LiquidityProviderSide(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side_price.Limit(), - /** side of orders to create */ side = .side.Sell(), + def LiquidityProviderSide(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side_price.Limit(), + /** side of orders to create */ side = .side.Sell() : .IFunction[.Side], /** initial price which is taken if orderBook is empty */ initialValue = 100.0, /** defines multipliers for current asset price when price of - * order to create is calculated*/ priceDistr = math.random.lognormvariate(0.0,0.1)) = Generic(orderFactory(side,price.LiquidityProvider(side,initialValue,priceDistr)),eventGen) + * order to create is calculated*/ priceDistr = .math.random.lognormvariate(0.0,0.1)) = .strategy.Generic(orderFactory(side,.strategy.price.LiquidityProvider(side,initialValue,priceDistr)),eventGen) /** Generic strategy that wakes up on events given by *eventGen*, * creates an order via *orderFactory* and sends the order to the market using its trader */ @python.intrinsic("strategy.generic._Generic_Impl") - def Generic(/** order factory function*/ orderFactory = order.Limit(), - /** Event source making the strategy to wake up*/ eventGen = event.Every()) : ISingleAssetStrategy + def Generic(/** order factory function*/ orderFactory = .order.Limit(), + /** Event source making the strategy to wake up*/ eventGen = .event.Every()) : .ISingleAssetStrategy def MarketMaker(delta = 1.0, - volume = 20.0) = Combine(Generic(order.Iceberg(volume,order.FloatingPrice(observable.BreaksAtChanges(observable.OnEveryDt(0.9,orderbook.SafeSidePrice(orderbook.Asks(),100+delta)/math.Exp(math.Atan(trader.Position())/1000))),order.price.Limit(side.Sell(),volume*1000))),event.After(0.0)),Generic(order.Iceberg(volume,order.FloatingPrice(observable.BreaksAtChanges(observable.OnEveryDt(0.9,orderbook.SafeSidePrice(orderbook.Bids(),100-delta)/math.Exp(math.Atan(trader.Position())/1000))),order.price.Limit(side.Buy(),volume*1000))),event.After(0.0))) + volume = 20.0) = .strategy.Combine(.strategy.Generic(.order.Iceberg(volume,.order.FloatingPrice(.observable.BreaksAtChanges(.observable.OnEveryDt(0.9,.orderbook.SafeSidePrice(.orderbook.Asks(),100+delta)/.math.Exp(.math.Atan(.trader.Position())/1000))),.order.price.Limit(.side.Sell(),volume*1000))),.event.After(0.0)),.strategy.Generic(.order.Iceberg(volume,.order.FloatingPrice(.observable.BreaksAtChanges(.observable.OnEveryDt(0.9,.orderbook.SafeSidePrice(.orderbook.Bids(),100-delta)/.math.Exp(.math.Atan(.trader.Position())/1000))),.order.price.Limit(.side.Buy(),volume*1000))),.event.After(0.0))) /** Noise strategy is a quite dummy strategy that randomly chooses trade side and sends market orders */ - def Noise(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market()) = Generic(orderFactory(side.Noise()),eventGen) + def Noise(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market()) = .strategy.Generic(orderFactory(.strategy.side.Noise()),eventGen) /** Strategy believing that trader position should be proportional to the relative standard deviation of its price */ - def Bollinger_linear(/** order factory function */ orderFactory = order.signedVolume.MarketSigned(), + def Bollinger_linear(/** order factory function */ orderFactory = .order.signedVolume.MarketSigned(), /** alpha parameter for exponentially weighted moving everage and variance */ alpha = 0.15, - /** observable scaling function that maps relative deviation to desired position */ k = const(0.5)) = Generic(orderFactory(position.Bollinger_linear(alpha,k))) + /** observable scaling function that maps relative deviation to desired position */ k = .const(0.5)) = .strategy.Generic(orderFactory(.strategy.position.Bollinger_linear(alpha,k))) } @@ -1898,30 +1910,30 @@ package trader /** Number of money owned by trader */ @python.intrinsic("trader.props.Balance_Impl") - def Balance(trader = SingleProxy() : IAccount) : IObservable[Price] + def Balance(trader = .trader.SingleProxy() : .IAccount) : .IObservable[.Price] /** Returns traders naive approximation of trader eficiency. * It takes into account only the best price of the order queue */ - def RoughPnL(trader = SingleProxy() : IAccount) = observable.Float(Balance(trader)+orderbook.NaiveCumulativePrice(orderbook.OfTrader(trader),Position(trader))) + def RoughPnL(trader = .trader.SingleProxy() : .IAccount) = .trader.Balance(trader)+.orderbook.NaiveCumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader)) /** Returns position of the trader * It is negative if trader has sold more assets than has bought and * positive otherwise */ @python.intrinsic("trader.props.Position_Impl") - def Position(trader = SingleProxy() : IAccount) : IObservable[Volume] + def Position(trader = .trader.SingleProxy() : .IAccount) : .IObservable[.Volume] /** Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared */ - def Efficiency(trader = SingleProxy() : IAccount) = observable.Float(Balance(trader)+orderbook.CumulativePrice(orderbook.OfTrader(trader),Position(trader))) + def Efficiency(trader = .trader.SingleProxy() : .IAccount) = .trader.Balance(trader)+.orderbook.CumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader)) /** Phantom trader that is used to refer to the current trader * (normally it is used to define trader properties and strategies) */ @python.intrinsic("trader.proxy._Single_Impl") @label = "N/A" - def SingleProxy() : ISingleAssetTrader + def SingleProxy() : .ISingleAssetTrader /** A trader that trades different assets * It can be considered as a composition of single asset traders and multi asset strategies @@ -1929,32 +1941,32 @@ package trader */ @python.intrinsic("trader.classes._MultiAsset_Impl") @label = "%(name)s" - def MultiAsset(/** defines accounts for every asset to trade */ traders = [] : List[ISingleAssetTrader], - /** multi asset strategy run by the trader */ strategy = strategy.Arbitrage(), + def MultiAsset(/** defines accounts for every asset to trade */ traders = [] : .List[.ISingleAssetTrader], + /** multi asset strategy run by the trader */ strategy = .strategy.Arbitrage(), name = "-trader-", /** current trader balance (number of money units that it owns) */ PnL = 0.0, - /** defines what data should be gathered for the trader */ timeseries = [] : List[ITimeSerie]) : ITrader + /** defines what data should be gathered for the trader */ timeseries = [] : .List[.ITimeSerie]) : .ITrader /** Returns first derivative of a moving average of the trader efficiency */ - def EfficiencyTrend(trader = SingleProxy() : IAccount, - alpha = 0.15) = math.Derivative(math.EW.Avg(Efficiency(trader),alpha)) + def EfficiencyTrend(trader = .trader.SingleProxy() : .IAccount, + alpha = 0.15) = .math.Derivative(.math.EW.Avg(.trader.Efficiency(trader),alpha)) /** Cumulative volume of orders sent to the market but haven't matched yet */ @python.intrinsic("trader.props.PendingVolume_Impl") - def PendingVolume(trader = SingleProxy() : IAccount) : IObservable[Volume] + def PendingVolume(trader = .trader.SingleProxy() : .IAccount) : .IObservable[.Volume] /** A trader that trades a single asset on a single market */ @python.intrinsic("trader.classes._SingleAsset_Impl") @label = "%(name)s" - def SingleAsset(/** order book for the asset being traded */ orderBook : IOrderBook, - /** strategy run by the trader */ strategy = strategy.Noise(), + def SingleAsset(/** order book for the asset being traded */ orderBook : .IOrderBook, + /** strategy run by the trader */ strategy = .strategy.Noise(), name = "-trader-", /** current position of the trader (number of assets that it owns) */ amount = 0.0, /** current trader balance (number of money units that it owns) */ PnL = 0.0, - /** defines what data should be gathered for the trader */ timeseries = [] : List[ITimeSerie]) : ISingleAssetTrader + /** defines what data should be gathered for the trader */ timeseries = [] : .List[.ITimeSerie]) : .ISingleAssetTrader } @@ -1965,22 +1977,22 @@ package orderbook package ask { @label = "[{{queue}}]_{%(alpha)s}" - def WeightedPrice(book = OfTrader(), - alpha = 0.15) = orderbook.WeightedPrice(_queue(book),alpha) + def WeightedPrice(book = .orderbook.OfTrader(), + alpha = 0.15) = .orderbook.WeightedPrice(.orderbook.ask._queue(book),alpha) @label = "LastTradeVolume({{queue}})" - def LastTradeVolume(book = OfTrader()) = orderbook.LastTradeVolume(_queue(book)) + def LastTradeVolume(book = .orderbook.OfTrader()) = .orderbook.LastTradeVolume(.orderbook.ask._queue(book)) @label = "{{queue}}" - def Price(book = OfTrader()) = BestPrice(_queue(book)) + def Price(book = .orderbook.OfTrader()) = .orderbook.BestPrice(.orderbook.ask._queue(book)) @label = "Last({{queue}})" - def LastPrice(book = OfTrader()) = orderbook.LastPrice(_queue(book)) + def LastPrice(book = .orderbook.OfTrader()) = .orderbook.LastPrice(.orderbook.ask._queue(book)) - def _queue = Asks + def _queue = .orderbook.Asks @label = "LastTrade({{queue}})" - def LastTradePrice(book = OfTrader()) = orderbook.LastTradePrice(_queue(book)) + def LastTradePrice(book = .orderbook.OfTrader()) = .orderbook.LastTradePrice(.orderbook.ask._queue(book)) } @@ -1988,22 +2000,22 @@ package orderbook package bid { @label = "[{{queue}}]_{%(alpha)s}" - def WeightedPrice(book = OfTrader(), - alpha = 0.15) = orderbook.WeightedPrice(_queue(book),alpha) + def WeightedPrice(book = .orderbook.OfTrader(), + alpha = 0.15) = .orderbook.WeightedPrice(.orderbook.bid._queue(book),alpha) @label = "LastTradeVolume({{queue}})" - def LastTradeVolume(book = OfTrader()) = orderbook.LastTradeVolume(_queue(book)) + def LastTradeVolume(book = .orderbook.OfTrader()) = .orderbook.LastTradeVolume(.orderbook.bid._queue(book)) @label = "{{queue}}" - def Price(book = OfTrader()) = BestPrice(_queue(book)) + def Price(book = .orderbook.OfTrader()) = .orderbook.BestPrice(.orderbook.bid._queue(book)) @label = "Last({{queue}})" - def LastPrice(book = OfTrader()) = orderbook.LastPrice(_queue(book)) + def LastPrice(book = .orderbook.OfTrader()) = .orderbook.LastPrice(.orderbook.bid._queue(book)) - def _queue = Bids + def _queue = .orderbook.Bids @label = "LastTrade({{queue}})" - def LastTradePrice(book = OfTrader()) = orderbook.LastTradePrice(_queue(book)) + def LastTradePrice(book = .orderbook.OfTrader()) = .orderbook.LastTradePrice(.orderbook.bid._queue(book)) } @@ -2013,51 +2025,51 @@ package orderbook */ @python.intrinsic("orderbook.of_trader._Proxy_Impl") @label = "N/A" - def Proxy() : IOrderBook + def Proxy() : .IOrderBook /** Returns best price if defined, otherwise last price * and *defaultValue* if there haven't been any trades */ @python.observable() - def SafeSidePrice(queue = Asks(), - /** price to be used if there haven't been any trades */ defaultValue = constant(100.0)) = observable.Price(IfDefined(BestPrice(queue),IfDefined(LastPrice(queue),defaultValue))) + def SafeSidePrice(queue = .orderbook.Asks(), + /** price to be used if there haven't been any trades */ defaultValue = .constant(100.0)) = .IfDefined(.orderbook.BestPrice(queue),.IfDefined(.orderbook.LastPrice(queue),defaultValue)) /** Returns moving average of trade prices weighted by their volumes */ @label = "Price_{%(alpha)s}^{%(queue)s}" - def WeightedPrice(queue = Asks(), - /** parameter alpha for the moving average */ alpha = 0.15) = math.EW.Avg(observable.Float(LastTradePrice(queue)*LastTradeVolume(queue)),alpha)/math.EW.Avg(LastTradeVolume(queue),alpha) + def WeightedPrice(queue = .orderbook.Asks(), + /** parameter alpha for the moving average */ alpha = 0.15) = .math.EW.Avg(.orderbook.LastTradePrice(queue)*.orderbook.LastTradeVolume(queue),alpha)/.math.EW.Avg(.orderbook.LastTradeVolume(queue),alpha) /** Returns tick size for the order *book* */ @python.intrinsic("orderbook.props._TickSize_Impl") - def TickSize(book = OfTrader()) : () => Price + def TickSize(book = .orderbook.OfTrader()) : () => .Price /** MidPrice of order *book* */ - def MidPrice(book = OfTrader()) = observable.Price((ask.Price(book)+bid.Price(book))/2.0) + def MidPrice(book = .orderbook.OfTrader()) = (.orderbook.ask.Price(book)+.orderbook.bid.Price(book))/2.0 /** Returns sell side order queue for *book* */ @python.intrinsic("orderbook.proxy._Asks_Impl") - def Asks(book = OfTrader()) = Queue(book,side.Sell()) + def Asks(book = .orderbook.OfTrader()) = .orderbook.Queue(book,.side.Sell()) /** Returns volume of the last trade at *queue* * Returns None if there haven't been any trades */ @python.intrinsic("orderbook.last_trade._LastTradeVolume_Impl") - def LastTradeVolume(queue = Asks()) : IObservable[Volume] + def LastTradeVolume(queue = .orderbook.Asks()) : .IObservable[.Volume] /** Returns buy side order queue for *book* */ @python.intrinsic("orderbook.proxy._Bids_Impl") - def Bids(book = OfTrader()) = Queue(book,side.Buy()) + def Bids(book = .orderbook.OfTrader()) = .orderbook.Queue(book,.side.Buy()) /** Returns best order price of *queue* * Returns None is *queue* is empty */ @python.intrinsic("orderbook.props._BestPrice_Impl") - def BestPrice(queue = Asks()) : IObservable[Price] + def BestPrice(queue = .orderbook.Asks()) : .IObservable[.Price] /** Represents latency in information propagation between two agents * (normally between a trader and a market). @@ -2065,14 +2077,14 @@ package orderbook * Holds two one-way links in opposite directions. */ @python.intrinsic("orderbook.link._TwoWayLink_Impl") - def TwoWayLink(/** Forward link (normally from a trader to a market)*/ up = Link(), - /** Backward link (normally from a market to a trader)*/ down = Link()) : ITwoWayLink + def TwoWayLink(/** Forward link (normally from a trader to a market)*/ up = .orderbook.Link(), + /** Backward link (normally from a market to a trader)*/ down = .orderbook.Link()) : .ITwoWayLink /** Returns order queue of order *book* for trade *side* */ @python.intrinsic("orderbook.proxy._Queue_Impl") - def Queue(book = OfTrader(), - side = side.Sell()) : IOrderQueue + def Queue(book = .orderbook.OfTrader(), + side = .side.Sell()) : .IOrderQueue /** Phantom orderbook used to refer to the order book associated with a single asset trader * @@ -2080,7 +2092,7 @@ package orderbook */ @python.intrinsic("orderbook.of_trader._OfTrader_Impl") @label = "N/A" - def OfTrader(Trader = trader.SingleProxy() : IAccount) : IOrderBook + def OfTrader(Trader = .trader.SingleProxy() : .IAccount) : .IOrderBook /** Returns price for best orders of total volume *depth* * @@ -2091,23 +2103,23 @@ package orderbook * Positive *depth* correponds to will sell assets */ @python.intrinsic("orderbook.cumulative_price.CumulativePrice_Impl") - def CumulativePrice(book = OfTrader(), - depth = constant()) : IObservable[Price] + def CumulativePrice(book = .orderbook.OfTrader(), + depth = .constant(1.0)) : .IObservable[.Price] /** Returns arrays of levels for given volumes [i*volumeDelta for i in range(0, volumeCount)] * Level of volume V is a price at which cumulative volume of better orders is V */ @python.intrinsic("orderbook.volume_levels.VolumeLevels_Impl") @label = "VolumeLevels(%(queue)s)" - def VolumeLevels(queue = Asks(), + def VolumeLevels(queue = .orderbook.Asks(), /** distance between two volumes */ volumeDelta = 30.0, - /** number of volume levels to track */ volumeCount = 10) : IObservable[IVolumeLevels] + /** number of volume levels to track */ volumeCount = 10) : .IObservable[.IVolumeLevels] /** Returns last defined price at *queue* * Returns None is *queue* has been always empty */ @python.intrinsic("orderbook.last_price._LastPrice_Impl") - def LastPrice(queue = Asks()) : IObservable[Price] + def LastPrice(queue = .orderbook.Asks()) : .IObservable[.Price] /** Order book for a single asset in a market. * Maintains two order queues for orders of different sides @@ -2117,16 +2129,16 @@ package orderbook def Local(name = "-orderbook-", tickSize = 0.01, _digitsToShow = 2, - timeseries = [] : List[ITimeSerie]) : IOrderBook + timeseries = [] : .List[.ITimeSerie]) : .IOrderBook /** Represent an *orderbook* from point of view of a remote trader connected * to the market by means of a *link* that introduces some latency in information propagation */ @python.intrinsic("orderbook.remote._Remote_Impl") @label = "%(orderbook)s.name^remote" - def Remote(orderbook = Local(), - link = TwoWayLink(), - timeseries = [] : List[ITimeSerie]) : IOrderBook + def Remote(orderbook = .orderbook.Local(), + link = .orderbook.TwoWayLink(), + timeseries = [] : .List[.ITimeSerie]) : .IOrderBook /** Returns naive approximation of price for best orders of total volume *depth* * by taking into account prices only for the best order @@ -2134,8 +2146,8 @@ package orderbook * Negative *depth* correponds to will buy assets * Positive *depth* correponds to will sell assets */ - def NaiveCumulativePrice(book = OfTrader(), - depth = constant()) = observable.Price(if depth<0.0 then depth*ask.Price(book) else if depth>0.0 then depth*bid.Price(book) else 0.0) + def NaiveCumulativePrice(book = .orderbook.OfTrader(), + depth = .constant(1.0)) = if depth<0.0 then depth*.orderbook.ask.Price(book) else if depth>0.0 then depth*.orderbook.bid.Price(book) else 0.0 /** Represents latency in information propagation from one agent to another one * (normally between a trader and a market). @@ -2143,17 +2155,17 @@ package orderbook */ @python.intrinsic("orderbook.link._Link_Impl") def Link(/** function called for each packet in order to determine - * when it will appear at the end point*/ latency = const(0.001)) : ILink + * when it will appear at the end point*/ latency = .const(0.001)) : .ILink /** Spread of order *book* */ - def Spread(book = OfTrader()) = observable.Price(ask.Price(book)-bid.Price(book)) + def Spread(book = .orderbook.OfTrader()) = .orderbook.ask.Price(book)-.orderbook.bid.Price(book) /** Returns price of the last trade at *queue* * Returns None if there haven't been any trades */ @python.intrinsic("orderbook.last_trade._LastTradePrice_Impl") - def LastTradePrice(queue = Asks()) : IObservable[Price] + def LastTradePrice(queue = .orderbook.Asks()) : .IObservable[.Price] } @@ -2166,41 +2178,7 @@ package observable @label = "[%(x)s]_dt=%(dt)s" @observe_args = "no" def OnEveryDt(/** time discretization step */ dt = 1.0, - /** function to discretize */ x = constant()) : IObservable[Float] - - /** Down casts function *x* to IObservable[Volume]. - * Needed since generic functions aren't implemented yet - */ - @python.intrinsic("observable.on_every_dt._Observable_Impl") - @label = "[%(x)s]" - def Volume(x = const() : IFunction[Float]) : IObservable[Volume] - - /** Down casts function *x* to IObservable[Side]. - * Needed since generic functions aren't implemented yet - */ - @python.intrinsic("observable.on_every_dt._ObservableSide_Impl") - @label = "[%(x)s]" - def Side(x = side.Sell() : IFunction[Side]) : IObservable[Side] - - /** Down casts function *x* to IObservable[Price]. - * Needed since generic functions aren't implemented yet - */ - @python.intrinsic("observable.on_every_dt._Observable_Impl") - @label = "[%(x)s]" - def Price(x = const() : IFunction[Float]) : IObservable[Price] - - /** Observable listening to *source* - * When *source* changes it inserts *undefined* value and then immidiately becomes equal to *source* value - */ - @python.intrinsic("observable.breaks_at_changes._BreaksAtChanges_Impl") - def BreaksAtChanges(source = constant(1.0)) : IObservable[Float] - - /** Down casts function *x* to IObservable[Float]. - * Needed since generic functions aren't implemented yet - */ - @python.intrinsic("observable.on_every_dt._Observable_Impl") - @label = "[%(x)s]" - def Float(x = const() : IFunction[Float]) : IObservable[Float] + /** function to discretize */ x = .constant(1.0)) : .IObservable[.Float] /** Observable that downloads closing prices for every day from *start* to *end* for asset given by *ticker* * and follows the price in scale 1 model unit of time = 1 real day @@ -2209,7 +2187,13 @@ package observable @label = "%(ticker)s" def Quote(/** defines quotes to download */ ticker = "^GSPC", /** defines first day to download in form YYYY-MM-DD */ start = "2001-1-1", - /** defines last day to download in form YYYY-MM-DD */ end = "2010-1-1") : IObservable[Price] + /** defines last day to download in form YYYY-MM-DD */ end = "2010-1-1") : .IObservable[.Price] + + /** Observable listening to *source* + * When *source* changes it inserts *undefined* value and then immidiately becomes equal to *source* value + */ + @python.intrinsic("observable.breaks_at_changes._BreaksAtChanges_Impl") + def BreaksAtChanges(source = .const(1.0)) : .IObservable[.Float] } @@ -2222,29 +2206,29 @@ package trash { def S1(y = "abc") = y - def F(x = IntFunc() : IFunction[Float]) = x + def F(x = .trash.in1.in2.IntFunc() : .IFunction[.Float]) = x - def A(x = constant(), - y = if 3>x+2 then x else x*2) : () => types.T + def A(x = .constant(), + y = if 3>x+2 then x else x*2) : () => .trash.types.T - def IntObs() : IObservable[Int] + def IntObs() : .IObservable[.Int] - def IntFunc() : IFunction[Int] + def IntFunc() : .IFunction[.Int] - def C(x : IFunction[CandleStick], + def C(x : .IFunction[.CandleStick], p = [12,23.2,0]) = p - def S2() : Optional[String] = S1() + def S2() : .Optional[.String] = .trash.in1.in2.S1() - def O(x = IntObs() : IObservable[Float]) = x + def O(x = .trash.in1.in2.IntObs() : .IObservable[.Float]) = x } - def A(x : () => .trash.types.T1 = .trash.A()) : () => types.U + def A(x : () => .trash.types.T1 = .trash.A()) : () => .trash.types.U - def toInject1() : () => Int + def toInject1() : () => .Int - def toInject2() : () => Int + def toInject2() : () => .Int } @@ -2262,19 +2246,19 @@ package trash package overloading { - def f(x : IFunction[Price]) = x + def f(x : .IFunction[.Price]) = x - def f(x : IFunction[Float]) = x + def f(x : .IFunction[.Volume]) = x - def f(x : IFunction[Volume]) = x + def g(x : .IFunction[.Volume]) = .trash.overloading.f(x) - def g(x : IFunction[Volume]) = f(x) + def h() = .trash.overloading.f(12) - def h() = f(12) + def hh() = .trash.overloading.f(12.2) } - def A(x = in1.in2.A()) : () => types.R + def A(x = .trash.in1.in2.A()) : () => .trash.types.R } @@ -2284,7 +2268,7 @@ type IGraph type CandleStick -type Volume : Int +type Volume = Int type Optional[T] @@ -2294,7 +2278,7 @@ type Side type Boolean -type Price : Float +type Price = Float type IOrderQueue @@ -2340,20 +2324,33 @@ type String */ @category = "Basic" @label = "C=%(x)s" -def constant(x = 1.0) = const(x) : IFunction[Float] +def constant(x = 1) = .const(x) : .IFunction[.Int] -/** Trivial observable always returning *False* +/** Function always returning *x* + */ +@category = "Basic" +@label = "C=%(x)s" +def constant(x = 1.0) = .const(x) : .IFunction[.Float] + +/** Function always returning *False* */ @category = "Basic" @python.intrinsic.function("_constant._False_Impl") @label = "False" -def false() : IObservable[Boolean] +def false() : .IFunction[.Boolean] + +/** Trivial observable always returning *True* + */ +@category = "Basic" +@python.intrinsic.observable("_constant._True_Impl") +@label = "True" +def observableTrue() : .IObservable[.Boolean] /** Trivial observable always returning *undefined* or *None* value */ @category = "Basic" @python.intrinsic("_constant._Null_Impl") -def null() : () => Float +def null() : () => .Float /** Time serie to store and render it after on a graph * Used to specify what data should be collected about order books and traders @@ -2361,17 +2358,31 @@ def null() : () => Float @category = "Basic" @python.intrinsic("timeserie._ToRecord_Impl") @label = "%(source)s" -def TimeSerie(source = const(0.0) : IObservable[Any], - graph = veusz.Graph(), +def TimeSerie(source = .const(0.0) : .IObservable[.Any], + graph = .veusz.Graph(), _digitsToShow = 4, - _smooth = 1) : ITimeSerie + _smooth = 1) : .ITimeSerie + +/** Trivial observable always returning *False* + */ +@category = "Basic" +@python.intrinsic.observable("_constant._False_Impl") +@label = "False" +def observableFalse() : .IObservable[.Boolean] /** Trivial observable always returning *x* */ @category = "Basic" -@python.intrinsic.function("_constant._Constant_Impl") +@python.intrinsic.observable("_constant._Constant_Impl") @label = "C=%(x)s" -def const(x = 1.0) : IObservable[Float] +def const(x = 1) : .IObservable[.Int] + +/** Trivial observable always returning *x* + */ +@category = "Basic" +@python.intrinsic.observable("_constant._Constant_Impl") +@label = "C=%(x)s" +def const(x = 1.0) : .IObservable[.Float] /** Observable returning at the end of every *timeframe* * open/close/min/max price, its average and standard deviation @@ -2379,23 +2390,23 @@ def const(x = 1.0) : IObservable[Float] @category = "Basic" @python.intrinsic("observable.candlestick.CandleSticks_Impl") @label = "Candles_{%(source)s}" -def CandleSticks(/** observable data source considered as asset price */ source = const(), - /** size of timeframe */ timeframe = 10.0) : IObservable[CandleStick] +def CandleSticks(/** observable data source considered as asset price */ source = .const(1.0), + /** size of timeframe */ timeframe = 10.0) : .IObservable[.CandleStick] -/** Trivial observable always returning *True* +/** Function always returning *True* */ @category = "Basic" @python.intrinsic.function("_constant._True_Impl") @label = "True" -def true() : IObservable[Boolean] +def true() : .IFunction[.Boolean] /** Returns *x* if defined and *elsePart* otherwise */ @category = "Basic" @python.observable() @label = "If def(%(x)s) else %(elsePart)s" -def IfDefined(x = constant(), - /** function to take values from when *x* is undefined */ elsePart = constant()) = if x<>null() then x else elsePart +def IfDefined(x = .constant(1.0), + /** function to take values from when *x* is undefined */ elsePart = .constant(1.0)) = if x<>.null() then x else elsePart /** Time serie holding volume levels of an asset * Level of volume V is a price at which cumulative volume of better orders is V @@ -2403,10 +2414,10 @@ def IfDefined(x = constant(), @category = "Basic" @python.intrinsic("timeserie._VolumeLevels_Impl") @label = "%(source)s" -def volumeLevels(source : IFunction[IVolumeLevels], - graph = veusz.Graph(), +def volumeLevels(source : .IFunction[.IVolumeLevels], + graph = .veusz.Graph(), _digitsToShow = 4, _smooth = 1, _volumes = [30.0], - _isBuy = 1) : ITimeSerie + _isBuy = 1) : .ITimeSerie diff --git a/marketsim/gen/.output/typed.failed.sc b/marketsim/gen/.output/typed.failed.sc index dbaf6c4e..b2640406 100644 --- a/marketsim/gen/.output/typed.failed.sc +++ b/marketsim/gen/.output/typed.failed.sc @@ -1,11 +1,17 @@ @category = "Side" package side { - /** Function always returning Sell side + /** Observable always equal to Buy side */ - @python.intrinsic("side._Sell_Impl") - def Sell() : () => .Side + @python.intrinsic.observable("side._Buy_Impl") + def observableBuy() : .IObservable[.Side] + + /** Function always returning None of type Side + */ + + @python.intrinsic("side._None_Impl") + def Nothing() : () => .Side /** Function always returning Buy side */ @@ -13,11 +19,23 @@ package side { @python.intrinsic("side._Buy_Impl") def Buy() : () => .Side - /** Function always returning None of type Side + /** Observable always equal to None of type Side */ - @python.intrinsic("side._None_Impl") - def Nothing() : () => .Side + @python.intrinsic.observable("side._None_Impl") + def observableNothing() : .IObservable[.Side] + + /** Observable always equal to Sell side + */ + + @python.intrinsic.observable("side._Sell_Impl") + def observableSell() : .IObservable[.Side] + + /** Function always returning Sell side + */ + + @python.intrinsic("side._Sell_Impl") + def Sell() : () => .Side } @category = "Event" @@ -52,7 +70,33 @@ package ops { @label = "-%(x)s" @python.intrinsic.observable("ops._Negate_Impl") - def Negate(x : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + def Negate(x : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + @label = "-%(x)s" + + @python.intrinsic.observable("ops._Negate_Impl") + def Negate(x : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "+" + + @python.intrinsic.observable("ops._Add_Impl") + def Add(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "+" + + @python.intrinsic.observable("ops._Add_Impl") + def Add(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "+" + + @python.intrinsic.observable("ops._Add_Impl") + def Add(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "+" @@ -61,13 +105,167 @@ package ops { def Add(x : Optional[.IFunction[.Float]] = .constant(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IObservable[.Side]] = .side.observableSell(), + elsepart : Optional[.IObservable[.Side]] = .side.observableBuy()) : .IObservable[.Side] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IObservable[.Float]] = .const(1.0), + elsepart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IObservable[.Side]] = .side.observableSell(), + elsepart : Optional[() => .Side] = .side.Buy()) : .IObservable[.Side] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[() => .Side] = .side.Sell(), + elsepart : Optional[.IObservable[.Side]] = .side.observableBuy()) : .IObservable[.Side] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IObservable[.Side]] = .side.observableSell(), + elsepart : Optional[.IObservable[.Side]] = .side.observableBuy()) : .IObservable[.Side] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IObservable[.Float]] = .const(1.0), + elsepart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IFunction[.Float]] = .constant(1.0), + elsepart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IObservable[.Float]] = .const(1.0), + elsepart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[() => .Side] = .side.Sell(), + elsepart : Optional[() => .Side] = .side.Buy()) : .IObservable[.Side] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IObservable[.Side]] = .side.observableSell(), + elsepart : Optional[() => .Side] = .side.Buy()) : .IObservable[.Side] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[() => .Side] = .side.Sell(), + elsepart : Optional[.IObservable[.Side]] = .side.observableBuy()) : .IObservable[.Side] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IFunction[.Float]] = .constant(1.0), + elsepart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IObservable[.Float]] = .const(1.0), + elsepart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IFunction[.Float]] = .constant(1.0), + elsepart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[() => .Side] = .side.Sell(), + elsepart : Optional[() => .Side] = .side.Buy()) : .IFunction[.Side] + + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IFunction[.Float]] = .constant(1.0), + elsepart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] + @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "<" @python.intrinsic.observable("ops._Less_Impl") - def Less(x : Optional[.IFunction[.Float]] = .constant(1.0), + def Less(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<" + + @python.intrinsic.observable("ops._Less_Impl") + def Less(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<" + + @python.intrinsic.observable("ops._Less_Impl") + def Less(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<" + + @python.intrinsic.observable("ops._Less_Impl") + def Less(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "*" + + @python.intrinsic.observable("ops._Mul_Impl") + def Mul(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "*" + + @python.intrinsic.observable("ops._Mul_Impl") + def Mul(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "*" + + @python.intrinsic.observable("ops._Mul_Impl") + def Mul(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "*" @@ -75,34 +273,83 @@ package ops { def Mul(x : Optional[.IFunction[.Float]] = .constant(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] - @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<>" - @python.intrinsic.observable("ops._Condition_Impl") - def Condition_Float(cond : Optional[.IFunction[.Boolean]] = .true() : .IFunction[.Boolean], - ifpart : Optional[.IFunction[.Float]] = .constant(1.0), - elsepart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] + @python.intrinsic.observable("ops._NotEqual_Impl") + def NotEqual(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "<>" @python.intrinsic.observable("ops._NotEqual_Impl") - def NotEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + def NotEqual(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] - @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<>" - @python.intrinsic.observable("ops._Condition_Impl") - def Condition_Side(cond : Optional[.IFunction[.Boolean]] = .true() : .IFunction[.Boolean], - ifpart : Optional[() => .Side] = .side.Sell(), - elsepart : Optional[() => .Side] = .side.Buy()) : .IFunction[.Side] + @python.intrinsic.observable("ops._NotEqual_Impl") + def NotEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<>" + + @python.intrinsic.observable("ops._NotEqual_Impl") + def NotEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = ">=" @python.intrinsic.observable("ops._GreaterEqual_Impl") - def GreaterEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + def GreaterEqual(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">=" + + @python.intrinsic.observable("ops._GreaterEqual_Impl") + def GreaterEqual(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">=" + + @python.intrinsic.observable("ops._GreaterEqual_Impl") + def GreaterEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">=" + + @python.intrinsic.observable("ops._GreaterEqual_Impl") + def GreaterEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "-" + + @python.intrinsic.observable("ops._Sub_Impl") + def Sub(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "-" + + @python.intrinsic.observable("ops._Sub_Impl") + def Sub(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "-" + + @python.intrinsic.observable("ops._Sub_Impl") + def Sub(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "-" @@ -113,35 +360,110 @@ package ops { @label = "\\frac{%(x)s}{%(y)s}" @python.intrinsic.observable("ops._Div_Impl") - def Div(x : Optional[.IFunction[.Float]] = .constant(1.0), - y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] + def Div(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] @label = "\\frac{%(x)s}{%(y)s}" @python.intrinsic.observable("ops._Div_Impl") def Div(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + @label = "\\frac{%(x)s}{%(y)s}" + + @python.intrinsic.observable("ops._Div_Impl") + def Div(x : Optional[.IFunction[.Float]] = .constant(1.0), y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + @label = "\\frac{%(x)s}{%(y)s}" + + @python.intrinsic.observable("ops._Div_Impl") + def Div(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] + @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "<=" @python.intrinsic.observable("ops._LessEqual_Impl") - def LessEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + def LessEqual(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<=" + + @python.intrinsic.observable("ops._LessEqual_Impl") + def LessEqual(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<=" + + @python.intrinsic.observable("ops._LessEqual_Impl") + def LessEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<=" + + @python.intrinsic.observable("ops._LessEqual_Impl") + def LessEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] + @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "==" @python.intrinsic.observable("ops._Equal_Impl") - def Equal(x : Optional[.IFunction[.Float]] = .constant(1.0), + def Equal(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "==" + + @python.intrinsic.observable("ops._Equal_Impl") + def Equal(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "==" + + @python.intrinsic.observable("ops._Equal_Impl") + def Equal(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "==" + + @python.intrinsic.observable("ops._Equal_Impl") + def Equal(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] + @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = ">" @python.intrinsic.observable("ops._Greater_Impl") - def Greater(x : Optional[.IFunction[.Float]] = .constant(1.0), + def Greater(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">" + + @python.intrinsic.observable("ops._Greater_Impl") + def Greater(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">" + + @python.intrinsic.observable("ops._Greater_Impl") + def Greater(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">" + + @python.intrinsic.observable("ops._Greater_Impl") + def Greater(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] } @category = "Basic" @@ -256,7 +578,7 @@ package math { */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const()) : .IFunction[.Float] + def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] = .ops.Div(.ops.Sub(source,.math.Cumulative.Avg(source)),.math.Cumulative.StdDev(source)) /** Cumulative variance @@ -264,14 +586,14 @@ package math { @label = "\\sigma^2{{suffix}}" @python.intrinsic("moments.cmv.Variance_Impl") - def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const()) : () => .Float + def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0)) : () => .Float /** Cumulative average */ @label = "Avg{{suffix}}" @python.intrinsic("moments.cma.CMA_Impl") - def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const()) : () => .Float + def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0)) : () => .Float /** Cumulative minimum of a function with positive tolerance. * @@ -280,7 +602,7 @@ package math { @label = "Min_{\\epsilon}(%(source)s)" @python.intrinsic("observable.minmax_eps.MinEpsilon_Impl") - def MinEpsilon(/** observable data source */ source : Optional[.IFunction[.Float]] = .constant(), + def MinEpsilon(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** tolerance step */ epsilon : Optional[.IFunction[.Float]] = .constant(0.01)) : .IObservable[.Float] /** Cumulative maximum of a function with positive tolerance. @@ -290,14 +612,14 @@ package math { @label = "Max_{\\epsilon}(%(source)s)" @python.intrinsic("observable.minmax_eps.MaxEpsilon_Impl") - def MaxEpsilon(/** observable data source */ source : Optional[.IFunction[.Float]] = .constant(), + def MaxEpsilon(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** tolerance step */ epsilon : Optional[.IFunction[.Float]] = .constant(0.01)) : .IObservable[.Float] /** Cumulative standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const()) : () => .Float + def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0)) : () => .Float = .math.Sqrt(.math.Cumulative.Var(source)) } @@ -308,7 +630,7 @@ package math { */ @label = "RSIRaw_{%(timeframe)s}^{%(alpha)s}(%(source)s)" - def Raw(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def Raw(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** lag size */ timeframe : Optional[.Float] = 10.0, /** alpha parameter for EWMA */ alpha : Optional[.Float] = 0.015) : .IFunction[.Float] = .ops.Div(.math.EW.Avg(.math.UpMovements(source,timeframe),alpha),.math.EW.Avg(.math.DownMovements(source,timeframe),alpha)) @@ -321,7 +643,7 @@ package math { */ @label = "MACD_{%(fast)s}^{%(slow)s}(%(x)s)" - def MACD(/** source */ x : Optional[.IObservable[.Float]] = .const(), + def MACD(/** source */ x : Optional[.IObservable[.Float]] = .const(1.0), /** long period */ slow : Optional[.Float] = 26.0, /** short period */ fast : Optional[.Float] = 12.0) : .IFunction[.Float] = .ops.Sub(.math.EW.Avg(x,2.0/(fast+1)),.math.EW.Avg(x,2.0/(slow+1))) @@ -330,7 +652,7 @@ package math { */ @label = "Signal^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s))" - def Signal(/** source */ x : Optional[.IObservable[.Float]] = .const(), + def Signal(/** source */ x : Optional[.IObservable[.Float]] = .const(1.0), /** long period */ slow : Optional[.Float] = 26.0, /** short period */ fast : Optional[.Float] = 12.0, /** signal period */ timeframe : Optional[.Float] = 9.0, @@ -341,7 +663,7 @@ package math { */ @label = "Histogram^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s))" - def Histogram(/** source */ x : Optional[.IObservable[.Float]] = .const(), + def Histogram(/** source */ x : Optional[.IObservable[.Float]] = .const(1.0), /** long period */ slow : Optional[.Float] = 26.0, /** short period */ fast : Optional[.Float] = 12.0, /** signal period */ timeframe : Optional[.Float] = 9.0, @@ -358,7 +680,7 @@ package math { @label = "Avg{{suffix}}" @python.intrinsic("moments.ewma.EWMA_Impl") - def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** alpha parameter */ alpha : Optional[.Float] = 0.015) : .IDifferentiable /** Exponentially weighted moving variance @@ -366,14 +688,14 @@ package math { @label = "\\sigma^2{{suffix}}" @python.intrinsic("moments.ewmv.EWMV_Impl") - def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** alpha parameter */ alpha : Optional[.Float] = 0.015) : () => .Float /** Exponentially weighted moving standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** alpha parameter */ alpha : Optional[.Float] = 0.015) : () => .Float = .math.Sqrt(.math.EW.Var(source,alpha)) @@ -381,8 +703,8 @@ package math { */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), - /** alpha parameter */ alpha : Optional[.Float] = 0.015) : .IFunction[.Float] + def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), + /** alpha parameter */ alpha : Optional[.Float] = 0.015) : .IObservable[.Float] = .ops.Div(.ops.Sub(source,.math.EW.Avg(source,alpha)),.math.EW.StdDev(source,alpha)) } @@ -395,15 +717,15 @@ package math { @label = "Min_{n=%(timeframe)s}(%(source)s)" @python.intrinsic("observable.minmax.Min_Impl") - def Min(/** observable data source */ source : Optional[.IFunction[.Float]] = .constant(), + def Min(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IObservable[.Float] /** Simple moving relative standard deviation */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), - /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IFunction[.Float] + def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), + /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IObservable[.Float] = .ops.Div(.ops.Sub(source,.math.Moving.Avg(source,timeframe)),.math.Moving.StdDev(source,timeframe)) /** Simple moving variance @@ -411,16 +733,16 @@ package math { @label = "\\sigma^2{{suffix}}" @python.intrinsic("moments.mv.MV_Impl") - def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), - /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IFunction[.Float] - = .math.Max(.const(0),.ops.Sub(.math.Moving.Avg(.observable.Float(.ops.Mul(source,source)),timeframe),.math.Sqr(.math.Moving.Avg(source,timeframe)))) + def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), + /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IObservable[.Float] + = .math.Max(.const(0),.ops.Sub(.math.Moving.Avg(.ops.Mul(source,source),timeframe),.math.Sqr(.math.Moving.Avg(source,timeframe)))) /** Running maximum of a function */ @label = "Max_{n=%(timeframe)s}(%(source)s)" @python.intrinsic("observable.minmax.Max_Impl") - def Max(/** observable data source */ source : Optional[.IFunction[.Float]] = .constant(), + def Max(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IObservable[.Float] /** Simple moving average @@ -428,14 +750,14 @@ package math { @label = "Avg{{suffix}}" @python.intrinsic("moments.ma.MA_Impl") - def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** sliding window size */ timeframe : Optional[.Float] = 100.0) : () => .Float /** Simple moving standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** sliding window size */ timeframe : Optional[.Float] = 100.0) : () => .Float = .math.Sqrt(.math.Moving.Var(source)) } @@ -446,17 +768,47 @@ package math { @label = "min{%(x)s, %(y)s}" @python.observable() - def Min(x : Optional[.IFunction[.Float]] = .constant(), - y : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] - = .ops.Condition_Float(.ops.Less(x,y),x,y) + def Min(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + = .ops.Condition(.ops.Less(x,y),x,y) + + /** Function returning minimum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "min{%(x)s, %(y)s}" + + @python.observable() + def Min(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + = .ops.Condition(.ops.Less(x,y),x,y) + + /** Function returning minimum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "min{%(x)s, %(y)s}" + + @python.observable() + def Min(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + = .ops.Condition(.ops.Less(x,y),x,y) + + /** Function returning minimum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "min{%(x)s, %(y)s}" + + @python.observable() + def Min(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] + = .ops.Condition(.ops.Less(x,y),x,y) /** Returns negative movements of some observable *source* with lag *timeframe* */ @label = "Downs_{%(timeframe)s}(%(source)s)" - def DownMovements(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def DownMovements(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** lag size */ timeframe : Optional[.Float] = 10.0) : .IObservable[.Float] - = .observable.Float(.math.Max(.constant(0.0),.ops.Sub(.math.Lagged(source,timeframe),source))) + = .math.Max(.constant(0.0),.ops.Sub(.math.Lagged(source,timeframe),source)) /** Arc tangent of x, in radians. * @@ -471,7 +823,7 @@ package math { @label = "Lagged_{%(timeframe)s}(%(source)s)" @python.intrinsic("observable.lagged.Lagged_Impl") - def Lagged(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def Lagged(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** lag size */ timeframe : Optional[.Float] = 10.0) : .IObservable[.Float] /** Function returning maximum of two functions *x* and *y*. @@ -480,17 +832,56 @@ package math { @label = "max{%(x)s, %(y)s}" @python.observable() - def Max(x : Optional[.IFunction[.Float]] = .constant(), - y : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] - = .ops.Condition_Float(.ops.Greater(x,y),x,y) + def Max(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + = .ops.Condition(.ops.Greater(x,y),x,y) + + /** Function returning maximum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "max{%(x)s, %(y)s}" + + @python.observable() + def Max(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + = .ops.Condition(.ops.Greater(x,y),x,y) + + /** Function returning maximum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "max{%(x)s, %(y)s}" + + @python.observable() + def Max(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + = .ops.Condition(.ops.Greater(x,y),x,y) + + /** Function returning maximum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "max{%(x)s, %(y)s}" + + @python.observable() + def Max(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] + = .ops.Condition(.ops.Greater(x,y),x,y) /** Returns positive movements of some observable *source* with lag *timeframe* */ @label = "Ups_{%(timeframe)s}(%(source)s)" - def UpMovements(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def UpMovements(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** lag size */ timeframe : Optional[.Float] = 10.0) : .IObservable[.Float] - = .observable.Float(.math.Max(.constant(0.0),.ops.Sub(source,.math.Lagged(source,timeframe)))) + = .math.Max(.constant(0.0),.ops.Sub(source,.math.Lagged(source,timeframe))) + + /** Square of *x* + */ + @category = "Log/Pow" + @label = "{%(x)s}^2" + + @python.observable() + def Sqr(x : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + = .ops.Mul(x,x) /** Square of *x* */ @@ -498,14 +889,14 @@ package math { @label = "{%(x)s}^2" @python.observable() - def Sqr(x : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] + def Sqr(x : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = .ops.Mul(x,x) /** Log returns */ @label = "LogReturns_{%(timeframe)s}(%(x)s)" - def LogReturns(/** observable data source */ x : Optional[.IObservable[.Float]] = .const(), + def LogReturns(/** observable data source */ x : Optional[.IObservable[.Float]] = .const(1.0), /** lag size */ timeframe : Optional[.Float] = 10.0) : () => .Float = .math.Log(.ops.Div(x,.math.Lagged(x,timeframe))) @@ -1567,7 +1958,15 @@ package strategy {@category = "Side function" def PairTrading(/** reference to order book for another asset used to evaluate fair price of our asset */ bookToDependOn : Optional[.IOrderBook] = .orderbook.OfTrader(), /** multiplier to obtain fair asset price from the reference asset price */ factor : Optional[.Float] = 1.0, /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Side] - = .observable.Side(.strategy.side.FundamentalValue(.ops.Mul(.orderbook.MidPrice(bookToDependOn),.constant(factor)),book)) + = .strategy.side.FundamentalValue(.ops.Mul(.orderbook.MidPrice(bookToDependOn),.constant(factor)),book) + + /** Side function for signal strategy + */ + + @python.observable() + def Signal(/** signal to be listened to */ signal : Optional[.IObservable[.Float]] = .const(0.0), + /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.7) : .IObservable[.Side] + = .ops.Condition(.ops.Greater(signal,.constant(threshold)),.side.Buy(),.ops.Condition(.ops.Less(signal,.constant(0-threshold)),.side.Sell(),.side.Nothing())) /** Side function for signal strategy */ @@ -1575,7 +1974,7 @@ package strategy {@category = "Side function" @python.observable() def Signal(/** signal to be listened to */ signal : Optional[.IFunction[.Float]] = .constant(0.0), /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.7) : .IFunction[.Side] - = .ops.Condition_Side(.ops.Greater(signal,.constant(threshold)),.side.Buy(),.ops.Condition_Side(.ops.Less(signal,.constant(0-threshold)),.side.Sell(),.side.Nothing())) + = .ops.Condition(.ops.Greater(signal,.constant(threshold)),.side.Buy(),.ops.Condition(.ops.Less(signal,.constant(0-threshold)),.side.Sell(),.side.Nothing())) /** Side function for crossing averages strategy */ @@ -1597,23 +1996,31 @@ package strategy {@category = "Side function" /** Side function for fundamental value strategy */ + @python.observable() + def FundamentalValue(/** observable fundamental value */ fv : Optional[.IObservable[.Float]] = .const(200.0), + /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Side] + = .ops.Condition(.ops.Greater(.orderbook.bid.Price(book),fv),.side.Sell(),.ops.Condition(.ops.Less(.orderbook.ask.Price(book),fv),.side.Buy(),.side.Nothing())) + + /** Side function for fundamental value strategy + */ + @python.observable() def FundamentalValue(/** observable fundamental value */ fv : Optional[.IFunction[.Float]] = .constant(200.0), - /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IFunction[.Side] - = .ops.Condition_Side(.ops.Greater(.orderbook.bid.Price(book),fv),.side.Sell(),.ops.Condition_Side(.ops.Less(.orderbook.ask.Price(book),fv),.side.Buy(),.side.Nothing())) + /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Side] + = .ops.Condition(.ops.Greater(.orderbook.bid.Price(book),fv),.side.Sell(),.ops.Condition(.ops.Less(.orderbook.ask.Price(book),fv),.side.Buy(),.side.Nothing())) /** Side function for mean reversion strategy */ def MeanReversion(/** parameter |alpha| for exponentially weighted moving average */ alpha : Optional[.Float] = 0.015, - /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IFunction[.Side] + /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Side] = .strategy.side.FundamentalValue(.math.EW.Avg(.orderbook.MidPrice(book),alpha),book) /** Side function for a noise trading strategy */ def Noise(side_distribution : Optional[() => .Float] = .math.random.uniform(0.0,1.0)) : .IFunction[.Side] - = .ops.Condition_Side(.ops.Greater(side_distribution,.constant(0.5)),.side.Sell(),.side.Buy()) + = .ops.Condition(.ops.Greater(side_distribution,.constant(0.5)),.side.Sell(),.side.Buy()) } @@ -1698,7 +2105,7 @@ package strategy {@category = "Side function" def score = .strategy.weight.trader.trader_Score - def atanpow = .strategy.weight.f.f_AtanPow + def identityL = .strategy.weight.array.array_IdentityL /** Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared */ @@ -1725,9 +2132,11 @@ package strategy {@category = "Side function" */ @curried("f") - def Clamp0(/** function to scale */ f : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] + def Clamp0(/** function to scale */ f : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = .ops.Add(.math.Max(.constant(0),f),.constant(1)) + def identityF = .strategy.weight.f.f_IdentityF + /** Returns first derivative of a moving average of the trader efficiency */ @@ -1736,6 +2145,8 @@ package strategy {@category = "Side function" /** parameter alpha for the moving average */ alpha : Optional[.Float] = 0.15) : .IFunction[.Float] = .math.Derivative(.math.EW.Avg(.trader.Efficiency(trader),alpha)) + def atanPow = .strategy.weight.f.f_AtanPow + def unit = .strategy.weight.trader.trader_Unit /** Unit function. Used to simulate uniform random choice of a strategy @@ -1749,7 +2160,7 @@ package strategy {@category = "Side function" */ @curried("f") - def AtanPow(/** function to scale */ f : Optional[.IFunction[.Float]] = .constant(), + def AtanPow(/** function to scale */ f : Optional[.IFunction[.Float]] = .constant(1.0), /** base for power function */ base : Optional[.Float] = 1.002) : .IFunction[.Float] = .math.Atan(.math.Pow(.constant(base),f)) @@ -1760,13 +2171,11 @@ package strategy {@category = "Side function" @curried("array") def IdentityL(array : Optional[List[.Float]] = []) : List[.Float] - def identity_f = .strategy.weight.f.f_IdentityF - /** identity scaling = f(x) */ @curried("f") - def IdentityF(f : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] + def IdentityF(f : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = f } @@ -1776,11 +2185,11 @@ package strategy {@category = "Side function" /** Price function for a liquidity provider strategy */ - def LiquidityProvider(/** side of orders to create */ side : Optional[() => .Side] = .side.Sell(), + def LiquidityProvider(/** side of orders to create */ side : Optional[.IFunction[.Side]] = .side.Sell() : .IFunction[.Side], /** initial price which is taken if orderBook is empty */ initialValue : Optional[.Float] = 100.0, /** defines multipliers for current asset price when price of * order to create is calculated*/ priceDistr : Optional[() => .Float] = .math.random.lognormvariate(0.0,0.1), - /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IFunction[.Float] + /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Float] = .ops.Mul(.orderbook.SafeSidePrice(.orderbook.Queue(book,side),.constant(initialValue)),priceDistr) } @@ -1790,9 +2199,9 @@ package strategy {@category = "Side function" /** Position function for desired position strategy */ - def DesiredPosition(/** observable desired position */ desiredPosition : Optional[.IObservable[.Float]] = .const(), - /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Volume] - = .observable.Volume(.ops.Sub(.ops.Sub(desiredPosition,.trader.Position(trader)),.trader.PendingVolume(trader))) + def DesiredPosition(/** observable desired position */ desiredPosition : Optional[.IObservable[.Float]] = .const(1.0), + /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Float] + = .ops.Sub(.ops.Sub(desiredPosition,.trader.Position(trader)),.trader.PendingVolume(trader)) /** Position function for Relative Strength Index strategy with linear scaling */ @@ -1800,7 +2209,7 @@ package strategy {@category = "Side function" def RSI_linear(/** alpha parameter for exponentially moving averages of up movements and down movements */ alpha : Optional[.Float] = 1.0/14.0, /** observable scaling function that maps RSI deviation from 50 to the desired position */ k : Optional[.IObservable[.Float]] = .const(-0.04), /** lag for calculating up and down movements */ timeframe : Optional[.Float] = 1.0, - /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Volume] + /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Float] = .strategy.position.DesiredPosition(.observable.OnEveryDt(1.0,.ops.Mul(.ops.Sub(.constant(50.0),.math.RSI(.orderbook.OfTrader(trader),timeframe,alpha)),k)),trader) /** Position function for Bollinger bands strategy with linear scaling @@ -1808,7 +2217,7 @@ package strategy {@category = "Side function" def Bollinger_linear(/** alpha parameter for exponentially weighted moving everage and variance */ alpha : Optional[.Float] = 0.15, /** observable scaling function that maps relative deviation to desired position */ k : Optional[.IObservable[.Float]] = .const(0.5), - /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Volume] + /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Float] = .strategy.position.DesiredPosition(.observable.OnEveryDt(1.0,.ops.Mul(.math.EW.RelStdDev(.orderbook.MidPrice(.orderbook.OfTrader(trader)),alpha),k)),trader) } @@ -1903,6 +2312,17 @@ package strategy {@category = "Side function" * When the signal gets lower than -threshold the strategy starts to sell. */ + def Signal(/** Event source making the strategy to wake up*/ eventGen : Optional[.IEvent] = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Market(), + /** signal to be listened to */ signal : Optional[.IObservable[.Float]] = .const(0.0), + /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.7) : .ISingleAssetStrategy + = .strategy.Generic(orderFactory(.strategy.side.Signal(signal,threshold)),eventGen) + + /** Signal strategy listens to some discrete signal + * and when the signal becomes more than some threshold the strategy starts to buy. + * When the signal gets lower than -threshold the strategy starts to sell. + */ + def Signal(/** Event source making the strategy to wake up*/ eventGen : Optional[.IEvent] = .event.Every(.math.random.expovariate(1.0)), /** order factory function*/ orderFactory : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Market(), /** signal to be listened to */ signal : Optional[.IFunction[.Float]] = .constant(0.0), @@ -1937,7 +2357,7 @@ package strategy {@category = "Side function" @python.intrinsic("strategy.suspendable._Suspendable_Impl") def Suspendable(/** wrapped strategy */ inner : Optional[.ISingleAssetStrategy] = .strategy.Noise(), - /** predicate to evaluate */ predicate : Optional[.IFunction[.Boolean]] = .true() : .IFunction[.Boolean]) : .ISingleAssetStrategy + /** predicate to evaluate */ predicate : Optional[.IFunction[.Boolean]] = .true()) : .ISingleAssetStrategy /** Trend follower can be considered as a sort of a signal strategy * where the *signal* is a trend of the asset. @@ -1958,6 +2378,16 @@ package strategy {@category = "Side function" * it starts to buy the asset and if the price is higher it starts to sell the asset. */ + def FundamentalValue(/** Event source making the strategy to wake up*/ eventGen : Optional[.IEvent] = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Market(), + /** defines fundamental value */ fundamentalValue : Optional[.IObservable[.Float]] = .const(100.0)) : .ISingleAssetStrategy + = .strategy.Generic(orderFactory(.strategy.side.FundamentalValue(fundamentalValue)),eventGen) + + /** Fundamental value strategy believes that an asset should have some specific price + * (*fundamental value*) and if the current asset price is lower than the fundamental value + * it starts to buy the asset and if the price is higher it starts to sell the asset. + */ + def FundamentalValue(/** Event source making the strategy to wake up*/ eventGen : Optional[.IEvent] = .event.Every(.math.random.expovariate(1.0)), /** order factory function*/ orderFactory : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Market(), /** defines fundamental value */ fundamentalValue : Optional[.IFunction[.Float]] = .constant(100.0)) : .ISingleAssetStrategy @@ -2061,7 +2491,7 @@ package strategy {@category = "Side function" def LiquidityProviderSide(/** Event source making the strategy to wake up*/ eventGen : Optional[.IEvent] = .event.Every(.math.random.expovariate(1.0)), /** order factory function*/ orderFactory : Optional[((() => .Side),(() => .Float)) => .IOrderGenerator] = .order._curried.sideprice_Limit(), - /** side of orders to create */ side : Optional[() => .Side] = .side.Sell(), + /** side of orders to create */ side : Optional[.IFunction[.Side]] = .side.Sell() : .IFunction[.Side], /** initial price which is taken if orderBook is empty */ initialValue : Optional[.Float] = 100.0, /** defines multipliers for current asset price when price of * order to create is calculated*/ priceDistr : Optional[() => .Float] = .math.random.lognormvariate(0.0,0.1)) : .ISingleAssetStrategy @@ -2110,7 +2540,7 @@ package trader { */ def RoughPnL(trader : Optional[.IAccount] = .trader.SingleProxy() : .IAccount) : .IObservable[.Float] - = .observable.Float(.ops.Add(.trader.Balance(trader),.orderbook.NaiveCumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader)))) + = .ops.Add(.trader.Balance(trader),.orderbook.NaiveCumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader))) /** Returns position of the trader * It is negative if trader has sold more assets than has bought and @@ -2124,7 +2554,7 @@ package trader { */ def Efficiency(trader : Optional[.IAccount] = .trader.SingleProxy() : .IAccount) : .IObservable[.Float] - = .observable.Float(.ops.Add(.trader.Balance(trader),.orderbook.CumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader)))) + = .ops.Add(.trader.Balance(trader),.orderbook.CumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader))) /** Phantom trader that is used to refer to the current trader * (normally it is used to define trader properties and strategies) @@ -2254,8 +2684,17 @@ package orderbook {@queue = "Ask_{%(book)s}" @python.observable() def SafeSidePrice(queue : Optional[.IOrderQueue] = .orderbook.Asks(), - /** price to be used if there haven't been any trades */ defaultValue : Optional[.IFunction[.Float]] = .constant(100.0)) : .IObservable[.Price] - = .observable.Price(.IfDefined(.orderbook.BestPrice(queue),.IfDefined(.orderbook.LastPrice(queue),defaultValue))) + /** price to be used if there haven't been any trades */ defaultValue : Optional[.IObservable[.Float]] = .const(100.0)) : .IObservable[.Float] + = .IfDefined(.orderbook.BestPrice(queue),.IfDefined(.orderbook.LastPrice(queue),defaultValue)) + + /** Returns best price if defined, otherwise last price + * and *defaultValue* if there haven't been any trades + */ + + @python.observable() + def SafeSidePrice(queue : Optional[.IOrderQueue] = .orderbook.Asks(), + /** price to be used if there haven't been any trades */ defaultValue : Optional[.IFunction[.Float]] = .constant(100.0)) : .IObservable[.Float] + = .IfDefined(.orderbook.BestPrice(queue),.IfDefined(.orderbook.LastPrice(queue),defaultValue)) /** Returns moving average of trade prices weighted by their volumes */ @@ -2263,7 +2702,7 @@ package orderbook {@queue = "Ask_{%(book)s}" def WeightedPrice(queue : Optional[.IOrderQueue] = .orderbook.Asks(), /** parameter alpha for the moving average */ alpha : Optional[.Float] = 0.15) : .IFunction[.Float] - = .ops.Div(.math.EW.Avg(.observable.Float(.ops.Mul(.orderbook.LastTradePrice(queue),.orderbook.LastTradeVolume(queue))),alpha),.math.EW.Avg(.orderbook.LastTradeVolume(queue),alpha)) + = .ops.Div(.math.EW.Avg(.ops.Mul(.orderbook.LastTradePrice(queue),.orderbook.LastTradeVolume(queue)),alpha),.math.EW.Avg(.orderbook.LastTradeVolume(queue),alpha)) /** Returns tick size for the order *book* */ @@ -2274,8 +2713,8 @@ package orderbook {@queue = "Ask_{%(book)s}" /** MidPrice of order *book* */ - def MidPrice(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Price] - = .observable.Price(.ops.Div(.ops.Add(.orderbook.ask.Price(book),.orderbook.bid.Price(book)),.constant(2.0))) + def MidPrice(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Float] + = .ops.Div(.ops.Add(.orderbook.ask.Price(book),.orderbook.bid.Price(book)),.constant(2.0)) /** Returns sell side order queue for *book* */ @@ -2342,7 +2781,7 @@ package orderbook {@queue = "Ask_{%(book)s}" @python.intrinsic("orderbook.cumulative_price.CumulativePrice_Impl") def CumulativePrice(book : Optional[.IOrderBook] = .orderbook.OfTrader(), - depth : Optional[.IFunction[.Float]] = .constant()) : .IObservable[.Price] + depth : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Price] /** Returns arrays of levels for given volumes [i*volumeDelta for i in range(0, volumeCount)] * Level of volume V is a price at which cumulative volume of better orders is V @@ -2390,8 +2829,19 @@ package orderbook {@queue = "Ask_{%(book)s}" */ def NaiveCumulativePrice(book : Optional[.IOrderBook] = .orderbook.OfTrader(), - depth : Optional[.IFunction[.Float]] = .constant()) : .IObservable[.Price] - = .observable.Price(.ops.Condition_Float(.ops.Less(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.ask.Price(book)),.ops.Condition_Float(.ops.Greater(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.bid.Price(book)),.constant(0.0)))) + depth : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + = .ops.Condition(.ops.Less(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.ask.Price(book)),.ops.Condition(.ops.Greater(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.bid.Price(book)),.constant(0.0))) + + /** Returns naive approximation of price for best orders of total volume *depth* + * by taking into account prices only for the best order + * + * Negative *depth* correponds to will buy assets + * Positive *depth* correponds to will sell assets + */ + + def NaiveCumulativePrice(book : Optional[.IOrderBook] = .orderbook.OfTrader(), + depth : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + = .ops.Condition(.ops.Less(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.ask.Price(book)),.ops.Condition(.ops.Greater(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.bid.Price(book)),.constant(0.0))) /** Represents latency in information propagation from one agent to another one * (normally between a trader and a market). @@ -2405,8 +2855,8 @@ package orderbook {@queue = "Ask_{%(book)s}" /** Spread of order *book* */ - def Spread(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Price] - = .observable.Price(.ops.Sub(.orderbook.ask.Price(book),.orderbook.bid.Price(book))) + def Spread(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Float] + = .ops.Sub(.orderbook.ask.Price(book),.orderbook.bid.Price(book)) /** Returns price of the last trade at *queue* * Returns None if there haven't been any trades @@ -2426,46 +2876,7 @@ package observable { @python.intrinsic("observable.on_every_dt._OnEveryDt_Impl") def OnEveryDt(/** time discretization step */ dt : Optional[.Float] = 1.0, - /** function to discretize */ x : Optional[.IFunction[.Float]] = .constant()) : .IObservable[.Float] - - /** Down casts function *x* to IObservable[Volume]. - * Needed since generic functions aren't implemented yet - */ - @label = "[%(x)s]" - - @python.intrinsic("observable.on_every_dt._Observable_Impl") - def Volume(x : Optional[.IFunction[.Float]] = .const() : .IFunction[.Float]) : .IObservable[.Volume] - - /** Down casts function *x* to IObservable[Side]. - * Needed since generic functions aren't implemented yet - */ - @label = "[%(x)s]" - - @python.intrinsic("observable.on_every_dt._ObservableSide_Impl") - def Side(x : Optional[.IFunction[.Side]] = .side.Sell() : .IFunction[.Side]) : .IObservable[.Side] - - /** Down casts function *x* to IObservable[Price]. - * Needed since generic functions aren't implemented yet - */ - @label = "[%(x)s]" - - @python.intrinsic("observable.on_every_dt._Observable_Impl") - def Price(x : Optional[.IFunction[.Float]] = .const() : .IFunction[.Float]) : .IObservable[.Price] - - /** Observable listening to *source* - * When *source* changes it inserts *undefined* value and then immidiately becomes equal to *source* value - */ - - @python.intrinsic("observable.breaks_at_changes._BreaksAtChanges_Impl") - def BreaksAtChanges(source : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] - - /** Down casts function *x* to IObservable[Float]. - * Needed since generic functions aren't implemented yet - */ - @label = "[%(x)s]" - - @python.intrinsic("observable.on_every_dt._Observable_Impl") - def Float(x : Optional[.IFunction[.Float]] = .const() : .IFunction[.Float]) : .IObservable[.Float] + /** function to discretize */ x : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] /** Observable that downloads closing prices for every day from *start* to *end* for asset given by *ticker* * and follows the price in scale 1 model unit of time = 1 real day @@ -2476,6 +2887,13 @@ package observable { def Quote(/** defines quotes to download */ ticker : Optional[.String] = "^GSPC", /** defines first day to download in form YYYY-MM-DD */ start : Optional[.String] = "2001-1-1", /** defines last day to download in form YYYY-MM-DD */ end : Optional[.String] = "2010-1-1") : .IObservable[.Price] + + /** Observable listening to *source* + * When *source* changes it inserts *undefined* value and then immidiately becomes equal to *source* value + */ + + @python.intrinsic("observable.breaks_at_changes._BreaksAtChanges_Impl") + def BreaksAtChanges(source : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] } @python = "no" @@ -2492,8 +2910,8 @@ package trash { = x - def A(x : Optional[.IFunction[.Float]] = .constant(), - y : Optional[.IFunction[.Float]] = .ops.Condition_Float(.ops.Greater(.constant(3),.ops.Add(x,.constant(2))),x,.ops.Mul(x,.constant(2)))) : () => .trash.types.T + def A(x : Optional[.IFunction[.Int]] = .constant(), + y : Optional[.IFunction[.Float]] = .ops.Condition(.ops.Greater(.constant(3),.ops.Add(x,.constant(2))),x,.ops.Mul(x,.constant(2)))) : () => .trash.types.T def IntObs() : .IObservable[.Int] @@ -2535,15 +2953,11 @@ package trash { package overloading { - def f(x : .IFunction[.Price]) : .IFunction[.Price] - = x - - - def f(x : .IFunction[.Float]) : .IFunction[.Float] + def f(x : .IFunction[.Volume]) : .IFunction[.Volume] = x - def f(x : .IFunction[.Volume]) : .IFunction[.Volume] + def f(x : .IFunction[.Price]) : .IFunction[.Price] = x @@ -2551,8 +2965,12 @@ package trash { = .trash.overloading.f(x) - def h() : .IFunction[.Float] + def h() : .IFunction[.Volume] = .trash.overloading.f(.constant(12)) + + + def hh() : .IFunction[.Price] + = .trash.overloading.f(.constant(12.2)) } @@ -2561,12 +2979,12 @@ package trash { type ITrader type IGraph type CandleStick -type Volume : Int +type Volume = Int type Optional[T] type IAccount type Side type Boolean -type Price : Float +type Price = Float type IOrderQueue type Float type Int : Float @@ -2592,16 +3010,32 @@ type String @category = "Basic" @label = "C=%(x)s" +def constant(x : Optional[.Int] = 1) : .IFunction[.Int] + = .const(x) : .IFunction[.Int] + +/** Function always returning *x* + */ +@category = "Basic" +@label = "C=%(x)s" + def constant(x : Optional[.Float] = 1.0) : .IFunction[.Float] = .const(x) : .IFunction[.Float] -/** Trivial observable always returning *False* +/** Function always returning *False* */ @category = "Basic" @label = "False" @python.intrinsic.function("_constant._False_Impl") -def false() : .IObservable[.Boolean] +def false() : .IFunction[.Boolean] + +/** Trivial observable always returning *True* + */ +@category = "Basic" +@label = "True" + +@python.intrinsic.observable("_constant._True_Impl") +def observableTrue() : .IObservable[.Boolean] /** Trivial observable always returning *undefined* or *None* value */ @@ -2622,12 +3056,28 @@ def TimeSerie(source : Optional[.IObservable[Any]] = .const(0.0) : .IObservable[ _digitsToShow : Optional[.Int] = 4, _smooth : Optional[.Int] = 1) : .ITimeSerie +/** Trivial observable always returning *False* + */ +@category = "Basic" +@label = "False" + +@python.intrinsic.observable("_constant._False_Impl") +def observableFalse() : .IObservable[.Boolean] + /** Trivial observable always returning *x* */ @category = "Basic" @label = "C=%(x)s" -@python.intrinsic.function("_constant._Constant_Impl") +@python.intrinsic.observable("_constant._Constant_Impl") +def const(x : Optional[.Int] = 1) : .IObservable[.Int] + +/** Trivial observable always returning *x* + */ +@category = "Basic" +@label = "C=%(x)s" + +@python.intrinsic.observable("_constant._Constant_Impl") def const(x : Optional[.Float] = 1.0) : .IObservable[.Float] /** Observable returning at the end of every *timeframe* @@ -2637,16 +3087,46 @@ def const(x : Optional[.Float] = 1.0) : .IObservable[.Float] @label = "Candles_{%(source)s}" @python.intrinsic("observable.candlestick.CandleSticks_Impl") -def CandleSticks(/** observable data source considered as asset price */ source : Optional[.IObservable[.Float]] = .const(), +def CandleSticks(/** observable data source considered as asset price */ source : Optional[.IObservable[.Float]] = .const(1.0), /** size of timeframe */ timeframe : Optional[.Float] = 10.0) : .IObservable[.CandleStick] -/** Trivial observable always returning *True* +/** Function always returning *True* */ @category = "Basic" @label = "True" @python.intrinsic.function("_constant._True_Impl") -def true() : .IObservable[.Boolean] +def true() : .IFunction[.Boolean] + +/** Returns *x* if defined and *elsePart* otherwise + */ +@category = "Basic" +@label = "If def(%(x)s) else %(elsePart)s" + +@python.observable() +def IfDefined(x : Optional[.IObservable[.Float]] = .const(1.0), + /** function to take values from when *x* is undefined */ elsePart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + = .ops.Condition(.ops.NotEqual(x,.null()),x,elsePart) + +/** Returns *x* if defined and *elsePart* otherwise + */ +@category = "Basic" +@label = "If def(%(x)s) else %(elsePart)s" + +@python.observable() +def IfDefined(x : Optional[.IObservable[.Float]] = .const(1.0), + /** function to take values from when *x* is undefined */ elsePart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + = .ops.Condition(.ops.NotEqual(x,.null()),x,elsePart) + +/** Returns *x* if defined and *elsePart* otherwise + */ +@category = "Basic" +@label = "If def(%(x)s) else %(elsePart)s" + +@python.observable() +def IfDefined(x : Optional[.IFunction[.Float]] = .constant(1.0), + /** function to take values from when *x* is undefined */ elsePart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + = .ops.Condition(.ops.NotEqual(x,.null()),x,elsePart) /** Returns *x* if defined and *elsePart* otherwise */ @@ -2654,9 +3134,9 @@ def true() : .IObservable[.Boolean] @label = "If def(%(x)s) else %(elsePart)s" @python.observable() -def IfDefined(x : Optional[.IFunction[.Float]] = .constant(), - /** function to take values from when *x* is undefined */ elsePart : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] - = .ops.Condition_Float(.ops.NotEqual(x,.null()),x,elsePart) +def IfDefined(x : Optional[.IFunction[.Float]] = .constant(1.0), + /** function to take values from when *x* is undefined */ elsePart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] + = .ops.Condition(.ops.NotEqual(x,.null()),x,elsePart) /** Time serie holding volume levels of an asset * Level of volume V is a price at which cumulative volume of better orders is V diff --git a/marketsim/gen/.parsed/.output/names.pretty-printed.sc b/marketsim/gen/.parsed/.output/names.pretty-printed.sc index 18c1f6c4..e3ae35c2 100644 --- a/marketsim/gen/.parsed/.output/names.pretty-printed.sc +++ b/marketsim/gen/.parsed/.output/names.pretty-printed.sc @@ -1,150 +1,162 @@ @category = "Side" -package side { +package side() { // defined at .output\names.sc: 5.5 - /** Function always returning Sell side + /** Observable always equal to Buy side */ - @python.intrinsic("side._Sell_Impl") - def Sell() : () => Side + @python.intrinsic.observable("side._Buy_Impl") + def observableBuy() : .IObservable[.Side] // defined at .output\names.sc: 10.5 + /** Function always returning None of type Side + */ + @python.intrinsic("side._None_Impl") + def Nothing() : () => .Side + + // defined at .output\names.sc: 15.5 /** Function always returning Buy side */ @python.intrinsic("side._Buy_Impl") - def Buy() : () => Side + def Buy() : () => .Side - // defined at .output\names.sc: 15.5 - /** Function always returning None of type Side + // defined at .output\names.sc: 20.5 + /** Observable always equal to None of type Side */ - @python.intrinsic("side._None_Impl") - def Nothing() : () => Side + @python.intrinsic.observable("side._None_Impl") + def observableNothing() : .IObservable[.Side] + + // defined at .output\names.sc: 25.5 + /** Observable always equal to Sell side + */ + @python.intrinsic.observable("side._Sell_Impl") + def observableSell() : .IObservable[.Side] + + // defined at .output\names.sc: 30.5 + /** Function always returning Sell side + */ + @python.intrinsic("side._Sell_Impl") + def Sell() : () => .Side } @category = "Event" -package event { - // defined at .output\names.sc: 25.5 +package event() { + // defined at .output\names.sc: 40.5 /** Event that fires every *intervalFunc* moments of time */ @python.intrinsic("event._Every_Impl") - def Every(/** interval of time between two events */ intervalFunc = math.random.expovariate(1.0)) : IEvent + def Every(/** interval of time between two events */ intervalFunc = .math.random.expovariate(1.0)) : .IEvent - // defined at .output\names.sc: 30.5 + // defined at .output\names.sc: 45.5 /** Event that once at *delay* */ @python.intrinsic("event._After_Impl") - def After(/** when the event should be fired */ delay = constant(10.0)) : IEvent + def After(/** when the event should be fired */ delay = .constant(10.0)) : .IEvent } @category = "N/A" -package veusz { - // defined at .output\names.sc: 40.5 +package veusz() { + // defined at .output\names.sc: 55.5 /** Graph to render at Veusz. Time series are added to it automatically in their constructor */ @python.intrinsic("veusz._Graph_Impl") - def Graph(name = "graph") : IGraph + def Graph(name = "graph") : .IGraph } @category = "Ops" -package ops { - // defined at .output\names.sc: 50.5 - @python.intrinsic.observable("ops._Negate_Impl") +package ops() { + // defined at .output\names.sc: 65.5 @label = "-%(x)s" - def Negate(x = constant(1.0)) : IObservable[Float] + @python.intrinsic.observable("ops._Negate_Impl") + def Negate(x = .constant(1.0)) : .IFunction[.Float] - // defined at .output\names.sc: 54.5 + // defined at .output\names.sc: 69.5 @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Add_Impl") @symbol = "+" - def Add(x = constant(1.0), - y = constant(1.0)) : IFunction[Float] + @python.intrinsic.observable("ops._Add_Impl") + def Add(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Float] + + // defined at .output\names.sc: 75.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond = .true(), + ifpart = .constant(1.0), + elsepart = .constant(1.0)) : .IFunction[.Float] + + // defined at .output\names.sc: 81.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond = .true(), + ifpart = .side.Sell(), + elsepart = .side.Buy()) : .IFunction[.Side] - // defined at .output\names.sc: 60.5 + // defined at .output\names.sc: 87.5 @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Less_Impl") @symbol = "<" - def Less(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] + @python.intrinsic.observable("ops._Less_Impl") + def Less(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] - // defined at .output\names.sc: 66.5 + // defined at .output\names.sc: 93.5 @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Mul_Impl") @symbol = "*" - def Mul(x = constant(1.0), - y = constant(1.0)) : IFunction[Float] - - // defined at .output\names.sc: 72.5 - @python.intrinsic.observable("ops._Condition_Impl") - @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" - def Condition_Float(cond = true() : IFunction[Boolean], - ifpart = constant(1.0), - elsepart = constant(1.0)) : IFunction[Float] + @python.intrinsic.observable("ops._Mul_Impl") + def Mul(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Float] - // defined at .output\names.sc: 78.5 + // defined at .output\names.sc: 99.5 @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._NotEqual_Impl") @symbol = "<>" - def NotEqual(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] - - // defined at .output\names.sc: 84.5 - @python.intrinsic.observable("ops._Condition_Impl") - @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" - def Condition_Side(cond = true() : IFunction[Boolean], - ifpart = side.Sell(), - elsepart = side.Buy()) : IFunction[Side] + @python.intrinsic.observable("ops._NotEqual_Impl") + def NotEqual(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] - // defined at .output\names.sc: 90.5 + // defined at .output\names.sc: 105.5 @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._GreaterEqual_Impl") @symbol = ">=" - def GreaterEqual(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] + @python.intrinsic.observable("ops._GreaterEqual_Impl") + def GreaterEqual(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] - // defined at .output\names.sc: 96.5 + // defined at .output\names.sc: 111.5 @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Sub_Impl") @symbol = "-" - def Sub(x = constant(1.0), - y = constant(1.0)) : IFunction[Float] + @python.intrinsic.observable("ops._Sub_Impl") + def Sub(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Float] - // defined at .output\names.sc: 102.5 - @python.intrinsic.observable("ops._Div_Impl") + // defined at .output\names.sc: 117.5 @label = "\\frac{%(x)s}{%(y)s}" - def Div(x = const(1.0), - y = const(1.0)) : IObservable[Float] - - // defined at .output\names.sc: 107.5 @python.intrinsic.observable("ops._Div_Impl") - @label = "\\frac{%(x)s}{%(y)s}" - def Div(x = constant(1.0), - y = constant(1.0)) : IFunction[Float] + def Div(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Float] - // defined at .output\names.sc: 112.5 + // defined at .output\names.sc: 122.5 @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._LessEqual_Impl") @symbol = "<=" - def LessEqual(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] + @python.intrinsic.observable("ops._LessEqual_Impl") + def LessEqual(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] - // defined at .output\names.sc: 118.5 + // defined at .output\names.sc: 128.5 @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Equal_Impl") @symbol = "==" - def Equal(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] + @python.intrinsic.observable("ops._Equal_Impl") + def Equal(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] - // defined at .output\names.sc: 124.5 + // defined at .output\names.sc: 134.5 @label = "({%(x)s}{{symbol}}{%(y)s})" - @python.intrinsic.observable("ops._Greater_Impl") @symbol = ">" - def Greater(x = constant(1.0), - y = constant(1.0)) : IObservable[Boolean] + @python.intrinsic.observable("ops._Greater_Impl") + def Greater(x = .constant(1.0), + y = .constant(1.0)) : .IFunction[.Boolean] } @category = "Basic" -package math { - package random { - // defined at .output\names.sc: 137.9 +package math() { + package random() { + // defined at .output\names.sc: 147.9 /** Gamma distribution * * Conditions on the parameters are |alpha| > 0 and |beta| > 0. @@ -157,22 +169,22 @@ package math { */ @python.random() def gammavariate(Alpha = 1.0, - Beta = 1.0) : () => Float + Beta = 1.0) : () => .Float - // defined at .output\names.sc: 151.9 + // defined at .output\names.sc: 161.9 /** Normal distribution */ @python.random() def normalvariate(/** |mu| is the mean */ Mu = 0.0, - /** |sigma| is the standard deviation */ Sigma = 1.0) : () => Float + /** |sigma| is the standard deviation */ Sigma = 1.0) : () => .Float - // defined at .output\names.sc: 157.9 + // defined at .output\names.sc: 167.9 /** Pareto distribution */ @python.random() - def paretovariate(/** |alpha| is the shape parameter*/ Alpha = 1.0) : () => Float + def paretovariate(/** |alpha| is the shape parameter*/ Alpha = 1.0) : () => .Float - // defined at .output\names.sc: 162.9 + // defined at .output\names.sc: 172.9 /** Triangular distribution * * Return a random floating point number *N* such that *low* <= *N* <= *high* and @@ -184,18 +196,18 @@ package math { @python.random() def triangular(Low = 0.0, High = 1.0, - Mode = 0.5) : () => Float + Mode = 0.5) : () => .Float - // defined at .output\names.sc: 175.9 + // defined at .output\names.sc: 185.9 /** Von Mises distribution */ @python.random() def vonmisesvariate(/** |mu| is the mean angle, expressed in radians between 0 and 2|pi|*/ Mu = 0.0, /** |kappa| is the concentration parameter, which must be greater than or equal to zero. * If |kappa| is equal to zero, this distribution reduces - * to a uniform random angle over the range 0 to 2|pi| */ Kappa = 0.0) : () => Float + * to a uniform random angle over the range 0 to 2|pi| */ Kappa = 0.0) : () => .Float - // defined at .output\names.sc: 183.9 + // defined at .output\names.sc: 193.9 /** Uniform distribution * * Return a random floating point number *N* such that @@ -205,24 +217,24 @@ package math { */ @python.random() def uniform(Low = -10.0, - High = 10.0) : () => Float + High = 10.0) : () => .Float - // defined at .output\names.sc: 194.9 + // defined at .output\names.sc: 204.9 /** Weibull distribution */ @python.random() def weibullvariate(/** |alpha| is the scale parameter */ Alpha = 1.0, - /** |beta| is the shape parameter */ Beta = 1.0) : () => Float + /** |beta| is the shape parameter */ Beta = 1.0) : () => .Float - // defined at .output\names.sc: 200.9 + // defined at .output\names.sc: 210.9 /** Exponential distribution * * Returned values range from 0 to positive infinity */ @python.random() - def expovariate(/** |lambda| is 1.0 divided by the desired mean. It should be greater zero.*/ Lambda = 1.0) : () => Float + def expovariate(/** |lambda| is 1.0 divided by the desired mean. It should be greater zero.*/ Lambda = 1.0) : () => .Float - // defined at .output\names.sc: 207.9 + // defined at .output\names.sc: 217.9 /** Log normal distribution * * If you take the natural logarithm of this distribution, @@ -231,9 +243,9 @@ package math { */ @python.random() def lognormvariate(Mu = 0.0, - Sigma = 1.0) : () => Float + Sigma = 1.0) : () => .Float - // defined at .output\names.sc: 217.9 + // defined at .output\names.sc: 227.9 /** Beta distribution * * Conditions on the parameters are |alpha| > 0 and |beta| > 0. @@ -241,302 +253,302 @@ package math { */ @python.random() def betavariate(Alpha = 1.0, - Beta = 1.0) : () => Float + Beta = 1.0) : () => .Float } @category = "Statistics" @suffix = "_{cumul}(%(source)s)" - package Cumulative { - // defined at .output\names.sc: 232.9 + package Cumulative() { + // defined at .output\names.sc: 242.9 /** Cumulative relative standard deviation */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source = const()) = (source-Avg(source))/StdDev(source) + def RelStdDev(/** observable data source */ source = .const(1.0)) = (source-.math.Cumulative.Avg(source))/.math.Cumulative.StdDev(source) - // defined at .output\names.sc: 237.9 + // defined at .output\names.sc: 247.9 /** Cumulative variance */ @python.intrinsic("moments.cmv.Variance_Impl") @label = "\\sigma^2{{suffix}}" - def Var(/** observable data source */ source = const()) : () => Float + def Var(/** observable data source */ source = .const(1.0)) : () => .Float - // defined at .output\names.sc: 243.9 + // defined at .output\names.sc: 253.9 /** Cumulative average */ @python.intrinsic("moments.cma.CMA_Impl") @label = "Avg{{suffix}}" - def Avg(/** observable data source */ source = const()) : () => Float + def Avg(/** observable data source */ source = .const(1.0)) : () => .Float - // defined at .output\names.sc: 249.9 + // defined at .output\names.sc: 259.9 /** Cumulative minimum of a function with positive tolerance. * * It fires updates only if *source* value becomes less than the old value minus *epsilon* */ @python.intrinsic("observable.minmax_eps.MinEpsilon_Impl") @label = "Min_{\\epsilon}(%(source)s)" - def MinEpsilon(/** observable data source */ source = constant(), - /** tolerance step */ epsilon = constant(0.01)) : IObservable[Float] + def MinEpsilon(/** observable data source */ source = .const(1.0), + /** tolerance step */ epsilon = .constant(0.01)) : .IObservable[.Float] - // defined at .output\names.sc: 258.9 + // defined at .output\names.sc: 268.9 /** Cumulative maximum of a function with positive tolerance. * * It fires updates only if *source* value becomes greater than the old value plus *epsilon* */ @python.intrinsic("observable.minmax_eps.MaxEpsilon_Impl") @label = "Max_{\\epsilon}(%(source)s)" - def MaxEpsilon(/** observable data source */ source = constant(), - /** tolerance step */ epsilon = constant(0.01)) : IObservable[Float] + def MaxEpsilon(/** observable data source */ source = .const(1.0), + /** tolerance step */ epsilon = .constant(0.01)) : .IObservable[.Float] - // defined at .output\names.sc: 267.9 + // defined at .output\names.sc: 277.9 /** Cumulative standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source = const()) = Sqrt(Var(source)) + def StdDev(/** observable data source */ source = .const(1.0)) = .math.Sqrt(.math.Cumulative.Var(source)) } @category = "RSI" - package rsi { - // defined at .output\names.sc: 277.9 + package rsi() { + // defined at .output\names.sc: 287.9 /** Absolute value for Relative Strength Index */ @label = "RSIRaw_{%(timeframe)s}^{%(alpha)s}(%(source)s)" - def Raw(/** observable data source */ source = const(), + def Raw(/** observable data source */ source = .const(1.0), /** lag size */ timeframe = 10.0, - /** alpha parameter for EWMA */ alpha = 0.015) = EW.Avg(UpMovements(source,timeframe),alpha)/EW.Avg(DownMovements(source,timeframe),alpha) + /** alpha parameter for EWMA */ alpha = 0.015) = .math.EW.Avg(.math.UpMovements(source,timeframe),alpha)/.math.EW.Avg(.math.DownMovements(source,timeframe),alpha) } @category = "MACD" - package macd { - // defined at .output\names.sc: 289.9 + package macd() { + // defined at .output\names.sc: 299.9 /** Moving average convergence/divergence */ @label = "MACD_{%(fast)s}^{%(slow)s}(%(x)s)" - def MACD(/** source */ x = const(), + def MACD(/** source */ x = .const(1.0), /** long period */ slow = 26.0, - /** short period */ fast = 12.0) = EW.Avg(x,2.0/(fast+1))-EW.Avg(x,2.0/(slow+1)) + /** short period */ fast = 12.0) = .math.EW.Avg(x,2.0/(fast+1))-.math.EW.Avg(x,2.0/(slow+1)) - // defined at .output\names.sc: 296.9 + // defined at .output\names.sc: 306.9 /** Moving average convergence/divergence signal */ @label = "Signal^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s))" - def Signal(/** source */ x = const(), + def Signal(/** source */ x = .const(1.0), /** long period */ slow = 26.0, /** short period */ fast = 12.0, /** signal period */ timeframe = 9.0, - /** discretization step */ step = 1.0) = EW.Avg(observable.OnEveryDt(step,MACD(x,slow,fast)),2/(timeframe+1)) + /** discretization step */ step = 1.0) = .math.EW.Avg(.observable.OnEveryDt(step,.math.macd.MACD(x,slow,fast)),2/(timeframe+1)) - // defined at .output\names.sc: 305.9 + // defined at .output\names.sc: 315.9 /** Moving average convergence/divergence histogram */ @label = "Histogram^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s))" - def Histogram(/** source */ x = const(), + def Histogram(/** source */ x = .const(1.0), /** long period */ slow = 26.0, /** short period */ fast = 12.0, /** signal period */ timeframe = 9.0, - /** discretization step */ step = 1.0) = MACD(x,slow,fast)-Signal(x,slow,fast,timeframe,step) + /** discretization step */ step = 1.0) = .math.macd.MACD(x,slow,fast)-.math.macd.Signal(x,slow,fast,timeframe,step) } @category = "Statistics" @suffix = "_{\\\\alpha=%(alpha)s}(%(source)s)" - package EW { - // defined at .output\names.sc: 320.9 + package EW() { + // defined at .output\names.sc: 330.9 /** Exponentially weighted moving average */ @python.intrinsic("moments.ewma.EWMA_Impl") @label = "Avg{{suffix}}" - def Avg(/** observable data source */ source = const(), - /** alpha parameter */ alpha = 0.015) : IDifferentiable + def Avg(/** observable data source */ source = .const(1.0), + /** alpha parameter */ alpha = 0.015) : .IDifferentiable - // defined at .output\names.sc: 327.9 + // defined at .output\names.sc: 337.9 /** Exponentially weighted moving variance */ @python.intrinsic("moments.ewmv.EWMV_Impl") @label = "\\sigma^2{{suffix}}" - def Var(/** observable data source */ source = const(), - /** alpha parameter */ alpha = 0.015) : () => Float + def Var(/** observable data source */ source = .const(1.0), + /** alpha parameter */ alpha = 0.015) : () => .Float - // defined at .output\names.sc: 334.9 + // defined at .output\names.sc: 344.9 /** Exponentially weighted moving standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source = const(), - /** alpha parameter */ alpha = 0.015) = Sqrt(Var(source,alpha)) + def StdDev(/** observable data source */ source = .const(1.0), + /** alpha parameter */ alpha = 0.015) = .math.Sqrt(.math.EW.Var(source,alpha)) - // defined at .output\names.sc: 340.9 + // defined at .output\names.sc: 350.9 /** Exponentially weighted moving relative standard deviation */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source = const(), - /** alpha parameter */ alpha = 0.015) = (source-Avg(source,alpha))/StdDev(source,alpha) + def RelStdDev(/** observable data source */ source = .const(1.0), + /** alpha parameter */ alpha = 0.015) = (source-.math.EW.Avg(source,alpha))/.math.EW.StdDev(source,alpha) } @category = "Statistics" @suffix = "_{n=%(timeframe)s}(%(source)s)" - package Moving { - // defined at .output\names.sc: 352.9 + package Moving() { + // defined at .output\names.sc: 362.9 /** Running minimum of a function */ @python.intrinsic("observable.minmax.Min_Impl") @label = "Min_{n=%(timeframe)s}(%(source)s)" - def Min(/** observable data source */ source = constant(), - /** sliding window size */ timeframe = 100.0) : IObservable[Float] + def Min(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) : .IObservable[.Float] - // defined at .output\names.sc: 359.9 + // defined at .output\names.sc: 369.9 /** Simple moving relative standard deviation */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source = const(), - /** sliding window size */ timeframe = 100.0) = (source-Avg(source,timeframe))/StdDev(source,timeframe) + def RelStdDev(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) = (source-.math.Moving.Avg(source,timeframe))/.math.Moving.StdDev(source,timeframe) - // defined at .output\names.sc: 365.9 + // defined at .output\names.sc: 375.9 /** Simple moving variance */ @python.intrinsic("moments.mv.MV_Impl") @label = "\\sigma^2{{suffix}}" - def Var(/** observable data source */ source = const(), - /** sliding window size */ timeframe = 100.0) = math.Max(const(0),Avg(observable.Float(source*source),timeframe)-Sqr(Avg(source,timeframe))) + def Var(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) = .math.Max(.const(0),.math.Moving.Avg(source*source,timeframe)-.math.Sqr(.math.Moving.Avg(source,timeframe))) - // defined at .output\names.sc: 372.9 + // defined at .output\names.sc: 382.9 /** Running maximum of a function */ @python.intrinsic("observable.minmax.Max_Impl") @label = "Max_{n=%(timeframe)s}(%(source)s)" - def Max(/** observable data source */ source = constant(), - /** sliding window size */ timeframe = 100.0) : IObservable[Float] + def Max(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) : .IObservable[.Float] - // defined at .output\names.sc: 379.9 + // defined at .output\names.sc: 389.9 /** Simple moving average */ @python.intrinsic("moments.ma.MA_Impl") @label = "Avg{{suffix}}" - def Avg(/** observable data source */ source = const(), - /** sliding window size */ timeframe = 100.0) : () => Float + def Avg(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) : () => .Float - // defined at .output\names.sc: 386.9 + // defined at .output\names.sc: 396.9 /** Simple moving standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source = const(), - /** sliding window size */ timeframe = 100.0) = Sqrt(Var(source)) + def StdDev(/** observable data source */ source = .const(1.0), + /** sliding window size */ timeframe = 100.0) = .math.Sqrt(.math.Moving.Var(source)) } - // defined at .output\names.sc: 394.5 + // defined at .output\names.sc: 404.5 /** Function returning minimum of two functions *x* and *y*. * If *x* or/and *y* are observables, *Min* is also observable */ @python.observable() @label = "min{%(x)s, %(y)s}" - def Min(x = constant(), - y = constant()) = if x Float + def Atan(x = .constant(0.0)) : () => .Float - // defined at .output\names.sc: 415.5 + // defined at .output\names.sc: 425.5 /** Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt */ @python.intrinsic("observable.lagged.Lagged_Impl") @label = "Lagged_{%(timeframe)s}(%(source)s)" - def Lagged(/** observable data source */ source = const(), - /** lag size */ timeframe = 10.0) : IObservable[Float] + def Lagged(/** observable data source */ source = .const(1.0), + /** lag size */ timeframe = 10.0) : .IObservable[.Float] - // defined at .output\names.sc: 422.5 + // defined at .output\names.sc: 432.5 /** Function returning maximum of two functions *x* and *y*. * If *x* or/and *y* are observables, *Min* is also observable */ @python.observable() @label = "max{%(x)s, %(y)s}" - def Max(x = constant(), - y = constant()) = if x>y then x else y + def Max(x = .constant(1.0), + y = .constant(1.0)) = if x>y then x else y - // defined at .output\names.sc: 430.5 + // defined at .output\names.sc: 440.5 /** Returns positive movements of some observable *source* with lag *timeframe* */ @label = "Ups_{%(timeframe)s}(%(source)s)" - def UpMovements(/** observable data source */ source = const(), - /** lag size */ timeframe = 10.0) = observable.Float(Max(0.0,source-Lagged(source,timeframe))) + def UpMovements(/** observable data source */ source = .const(1.0), + /** lag size */ timeframe = 10.0) = .math.Max(0.0,source-.math.Lagged(source,timeframe)) - // defined at .output\names.sc: 436.5 + // defined at .output\names.sc: 446.5 /** Square of *x* */ @category = "Log/Pow" @python.observable() @label = "{%(x)s}^2" - def Sqr(x = constant()) = x*x + def Sqr(x = .constant(1.0)) = x*x - // defined at .output\names.sc: 443.5 + // defined at .output\names.sc: 453.5 /** Log returns */ @label = "LogReturns_{%(timeframe)s}(%(x)s)" - def LogReturns(/** observable data source */ x = const(), - /** lag size */ timeframe = 10.0) = Log(x/Lagged(x,timeframe)) + def LogReturns(/** observable data source */ x = .const(1.0), + /** lag size */ timeframe = 10.0) = .math.Log(x/.math.Lagged(x,timeframe)) - // defined at .output\names.sc: 449.5 + // defined at .output\names.sc: 459.5 /** Square root of *x* * */ @category = "Log/Pow" @python.mathops("sqrt") @label = "\\sqrt{%(x)s}" - def Sqrt(x = constant(1.0)) : () => Float + def Sqrt(x = .constant(1.0)) : () => .Float - // defined at .output\names.sc: 457.5 + // defined at .output\names.sc: 467.5 /** Relative Strength Index */ @label = "RSI_{%(timeframe)s}^{%(alpha)s}(%(book)s)" - def RSI(/** asset price in question */ book = orderbook.OfTrader(), + def RSI(/** asset price in question */ book = .orderbook.OfTrader(), /** lag size */ timeframe = 10.0, - /** alpha parameter for EWMA */ alpha = 0.015) = 100.0-100.0/(1.0+rsi.Raw(orderbook.MidPrice(book),timeframe,alpha)) + /** alpha parameter for EWMA */ alpha = 0.015) = 100.0-100.0/(1.0+.math.rsi.Raw(.orderbook.MidPrice(book),timeframe,alpha)) - // defined at .output\names.sc: 464.5 + // defined at .output\names.sc: 474.5 /** Exponent of *x* * */ @category = "Log/Pow" @python.mathops("exp") @label = "e^{%(x)s}" - def Exp(x = constant(1.0)) : () => Float + def Exp(x = .constant(1.0)) : () => .Float - // defined at .output\names.sc: 472.5 + // defined at .output\names.sc: 482.5 /** Natural logarithm of *x* (to base e) * */ @category = "Log/Pow" @python.mathops("log") @label = "log(%(x)s)" - def Log(x = constant(1.0)) : () => Float + def Log(x = .constant(1.0)) : () => .Float - // defined at .output\names.sc: 480.5 + // defined at .output\names.sc: 490.5 /** A discrete signal with user-defined increments. */ @python.intrinsic("observable.randomwalk._RandomWalk_Impl") @label = "%(name)s" def RandomWalk(/** initial value of the signal */ initialValue = 0.0, - /** increment function */ deltaDistr = random.normalvariate(0.0,1.0), - /** intervals between signal updates */ intervalDistr = random.expovariate(1.0), - name = "-random-") : IObservable[Float] + /** increment function */ deltaDistr = .math.random.normalvariate(0.0,1.0), + /** intervals between signal updates */ intervalDistr = .math.random.expovariate(1.0), + name = "-random-") : .IObservable[.Float] - // defined at .output\names.sc: 489.5 + // defined at .output\names.sc: 499.5 /** Function returning first derivative on time of *x* * *x* should provide *derivative* member */ @python.intrinsic("observable.derivative._Derivative_Impl") @label = "\\frac{d%(x)s}{dt}" - def Derivative(x = math.EW.Avg() : IDifferentiable) : () => Float + def Derivative(x = .math.EW.Avg() : .IDifferentiable) : () => .Float - // defined at .output\names.sc: 496.5 + // defined at .output\names.sc: 506.5 /** Return *x* raised to the power *y*. * * Exceptional cases follow Annex F of the C99 standard as far as possible. @@ -548,14 +560,14 @@ package math { @category = "Log/Pow" @python.mathops("pow") @label = "%(base)s^{%(power)s}" - def Pow(base = constant(1.0), - power = constant(1.0)) : () => Float + def Pow(base = .constant(1.0), + power = .constant(1.0)) : () => .Float } @category = "Order" -package order { - package side { - package price { +package order() { + package side() { + package price() { def Limit = .order._curried.side_price_Limit def ImmediateOrCancel = .order._curried.side_price_ImmediateOrCancel @@ -590,7 +602,7 @@ package order { def Peg = .order._curried.side_Peg } - package side_price { + package side_price() { def Limit = .order._curried.sideprice_Limit def ImmediateOrCancel = .order._curried.sideprice_ImmediateOrCancel @@ -606,8 +618,8 @@ package order { def Peg = .order._curried.sideprice_Peg } - package side_volume { - package price { + package side_volume() { + package price() { def Limit = .order._curried.sidevolume_price_Limit def ImmediateOrCancel = .order._curried.sidevolume_price_ImmediateOrCancel @@ -640,7 +652,7 @@ package order { def Peg = .order._curried.sidevolume_Peg } - package price { + package price() { def Limit = .order._curried.price_Limit def ImmediateOrCancel = .order._curried.price_ImmediateOrCancel @@ -656,20 +668,20 @@ package order { def Peg = .order._curried.price_Peg } - package signed { + package signed() { def Limit = .order.LimitSigned def Market = .order.MarketSigned } - package signedVolume { + package signedVolume() { def LimitSigned = .order._curried.signedVolume_LimitSigned def MarketSigned = .order._curried.signedVolume_MarketSigned } - package _curried { - // defined at .output\names.sc: 647.9 + package _curried() { + // defined at .output\names.sc: 657.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -680,9 +692,9 @@ package order { * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("ImmediateOrCancel") - def side_ImmediateOrCancel(/** factory for underlying orders */ proto = side.Limit()) : (() => .Side) => .IOrderGenerator + def side_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.side.Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\names.sc: 659.9 + // defined at .output\names.sc: 669.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -690,9 +702,9 @@ package order { * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("price_Limit") - def volume_price_Limit(/** function defining side of orders to create */ side = side.Sell()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_Limit(/** function defining side of orders to create */ side = .side.Sell()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 668.9 + // defined at .output\names.sc: 678.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -700,20 +712,20 @@ package order { * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("Iceberg") - def sidevolume_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 678.9 + // defined at .output\names.sc: 688.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("WithExpiry") - def sidevolume_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 687.9 + // defined at .output\names.sc: 697.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -722,10 +734,10 @@ package order { * the meta order clears its position. */ @python.order.factory.on_proto("price_StopLoss") - def side_price_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 698.9 + // defined at .output\names.sc: 708.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -733,10 +745,10 @@ package order { * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("Iceberg") - def price_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 708.9 + // defined at .output\names.sc: 718.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -744,10 +756,10 @@ package order { * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("FloatingPrice") - def sideprice_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = side.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.side.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 718.9 + // defined at .output\names.sc: 728.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -756,10 +768,10 @@ package order { * the meta order clears its position. */ @python.order.factory.on_proto("StopLoss") - def price_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 729.9 + // defined at .output\names.sc: 739.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -770,19 +782,19 @@ package order { * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("ImmediateOrCancel") - def price_ImmediateOrCancel(/** factory for underlying orders */ proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 741.9 + // defined at .output\names.sc: 751.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("price_WithExpiry") - def volume_price_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 750.9 + // defined at .output\names.sc: 760.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -791,10 +803,10 @@ package order { * the meta order clears its position. */ @python.order.factory.on_proto("StopLoss") - def sideprice_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 761.9 + // defined at .output\names.sc: 771.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -803,9 +815,9 @@ package order { * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("price_Peg") - def volume_price_Peg(proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_Peg(proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 771.9 + // defined at .output\names.sc: 781.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -813,20 +825,20 @@ package order { * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("Iceberg") - def side_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = side.Limit()) : (() => .Side) => .IOrderGenerator + def side_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.side.Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\names.sc: 781.9 + // defined at .output\names.sc: 791.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("price_WithExpiry") - def sidevolume_price_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 790.9 + // defined at .output\names.sc: 800.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -835,9 +847,9 @@ package order { * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("Peg") - def volume_Peg(proto = volume.price.Limit()) : (() => .Float) => .IOrderGenerator + def volume_Peg(proto = .order.volume.price.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 800.9 + // defined at .output\names.sc: 810.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -848,9 +860,9 @@ package order { * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("ImmediateOrCancel") - def sidevolume_ImmediateOrCancel(/** factory for underlying orders */ proto = side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 812.9 + // defined at .output\names.sc: 822.9 /** Factory creating fixed budget orders * * Fixed budget order acts like a market order @@ -861,9 +873,9 @@ package order { * cumulative price of trades to be done won't exceed the given budget. */ @python.order.factory.curried("FixedBudget") - def side_FixedBudget(/** function defining budget on which it may send orders at one time */ budget = constant(1000.0)) : (() => .Side) => .IOrderGenerator + def side_FixedBudget(/** function defining budget on which it may send orders at one time */ budget = .constant(1000.0)) : (() => .Side) => .IOrderGenerator - // defined at .output\names.sc: 824.9 + // defined at .output\names.sc: 834.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -871,9 +883,9 @@ package order { * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("Limit") - def sideprice_Limit(/** function defining volume of orders to create */ volume = constant(1.0)) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_Limit(/** function defining volume of orders to create */ volume = .constant(1.0)) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 833.9 + // defined at .output\names.sc: 843.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -882,9 +894,9 @@ package order { * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("Peg") - def sideprice_Peg(proto = side.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_Peg(proto = .order.side.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 843.9 + // defined at .output\names.sc: 853.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -893,9 +905,9 @@ package order { * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("Peg") - def sidevolume_Peg(proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_Peg(proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 853.9 + // defined at .output\names.sc: 863.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -904,9 +916,9 @@ package order { * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("Peg") - def side_Peg(proto = side.price.Limit()) : (() => .Side) => .IOrderGenerator + def side_Peg(proto = .order.side.price.Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\names.sc: 863.9 + // defined at .output\names.sc: 873.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -914,9 +926,9 @@ package order { * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("LimitSigned") - def signedVolume_LimitSigned(/** function defining price of orders to create */ price = constant(100.0)) : (() => .Float) => .IOrderGenerator + def signedVolume_LimitSigned(/** function defining price of orders to create */ price = .constant(100.0)) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 872.9 + // defined at .output\names.sc: 882.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -924,10 +936,10 @@ package order { * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("price_Iceberg") - def side_price_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 882.9 + // defined at .output\names.sc: 892.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -938,19 +950,19 @@ package order { * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("price_ImmediateOrCancel") - def side_price_ImmediateOrCancel(/** factory for underlying orders */ proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 894.9 + // defined at .output\names.sc: 904.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("WithExpiry") - def side_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = side.Limit()) : (() => .Side) => .IOrderGenerator + def side_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.side.Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\names.sc: 903.9 + // defined at .output\names.sc: 913.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -959,10 +971,10 @@ package order { * the meta order clears its position. */ @python.order.factory.on_proto("StopLoss") - def side_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = side.Limit()) : (() => .Side) => .IOrderGenerator + def side_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.side.Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\names.sc: 914.9 + // defined at .output\names.sc: 924.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -971,10 +983,10 @@ package order { * the meta order clears its position. */ @python.order.factory.on_proto("price_StopLoss") - def sidevolume_price_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 925.9 + // defined at .output\names.sc: 935.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -983,9 +995,9 @@ package order { * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("Peg") - def price_Peg(proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_Peg(proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 935.9 + // defined at .output\names.sc: 945.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -994,10 +1006,10 @@ package order { * the meta order clears its position. */ @python.order.factory.on_proto("StopLoss") - def volume_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = volume.Limit()) : (() => .Float) => .IOrderGenerator + def volume_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.volume.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 946.9 + // defined at .output\names.sc: 956.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1007,7 +1019,7 @@ package order { @python.order.factory.curried("price_Limit") def sidevolume_price_Limit() : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 955.9 + // defined at .output\names.sc: 965.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -1016,30 +1028,30 @@ package order { * the meta order clears its position. */ @python.order.factory.on_proto("StopLoss") - def sidevolume_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.side_volume.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 966.9 + // defined at .output\names.sc: 976.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("WithExpiry") - def volume_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = volume.Limit()) : (() => .Float) => .IOrderGenerator + def volume_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.volume.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 975.9 + // defined at .output\names.sc: 985.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("WithExpiry") - def sideprice_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 984.9 + // defined at .output\names.sc: 994.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -1050,9 +1062,9 @@ package order { * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("ImmediateOrCancel") - def volume_ImmediateOrCancel(/** factory for underlying orders */ proto = volume.Limit()) : (() => .Float) => .IOrderGenerator + def volume_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.volume.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 996.9 + // defined at .output\names.sc: 1006.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1060,18 +1072,18 @@ package order { * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("FloatingPrice") - def volume_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = volume.price.Limit()) : (() => .Float) => .IOrderGenerator + def volume_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.volume.price.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 1006.9 + // defined at .output\names.sc: 1016.9 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately */ @python.order.factory.curried("Market") - def volume_Market(/** function defining side of orders to create */ side = side.Sell()) : (() => .Float) => .IOrderGenerator + def volume_Market(/** function defining side of orders to create */ side = .side.Sell()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 1013.9 + // defined at .output\names.sc: 1023.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -1080,10 +1092,10 @@ package order { * the meta order clears its position. */ @python.order.factory.on_proto("price_StopLoss") - def volume_price_StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1024.9 + // defined at .output\names.sc: 1034.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -1094,9 +1106,9 @@ package order { * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("price_ImmediateOrCancel") - def volume_price_ImmediateOrCancel(/** factory for underlying orders */ proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1036.9 + // defined at .output\names.sc: 1046.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1104,10 +1116,10 @@ package order { * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("Limit") - def side_Limit(/** function defining price of orders to create */ price = constant(100.0), - /** function defining volume of orders to create */ volume = constant(1.0)) : (() => .Side) => .IOrderGenerator + def side_Limit(/** function defining price of orders to create */ price = .constant(100.0), + /** function defining volume of orders to create */ volume = .constant(1.0)) : (() => .Side) => .IOrderGenerator - // defined at .output\names.sc: 1046.9 + // defined at .output\names.sc: 1056.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1115,10 +1127,10 @@ package order { * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("price_FloatingPrice") - def side_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1056.9 + // defined at .output\names.sc: 1066.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1126,20 +1138,20 @@ package order { * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("FloatingPrice") - def side_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = side.price.Limit()) : (() => .Side) => .IOrderGenerator + def side_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.side.price.Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\names.sc: 1066.9 + // defined at .output\names.sc: 1076.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("price_WithExpiry") - def side_price_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1075.9 + // defined at .output\names.sc: 1085.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1147,9 +1159,9 @@ package order { * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("price_Limit") - def side_price_Limit(/** function defining volume of orders to create */ volume = constant(1.0)) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_Limit(/** function defining volume of orders to create */ volume = .constant(1.0)) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1084.9 + // defined at .output\names.sc: 1094.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -1157,10 +1169,10 @@ package order { * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("Iceberg") - def volume_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = volume.Limit()) : (() => .Float) => .IOrderGenerator + def volume_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.volume.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 1094.9 + // defined at .output\names.sc: 1104.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1168,18 +1180,18 @@ package order { * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("price_FloatingPrice") - def volume_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1104.9 + // defined at .output\names.sc: 1114.9 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately */ @python.order.factory.curried("Market") - def side_Market(/** function defining volume of orders to create */ volume = constant(1.0)) : (() => .Side) => .IOrderGenerator + def side_Market(/** function defining volume of orders to create */ volume = .constant(1.0)) : (() => .Side) => .IOrderGenerator - // defined at .output\names.sc: 1111.9 + // defined at .output\names.sc: 1121.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1187,10 +1199,10 @@ package order { * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("FloatingPrice") - def price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 1121.9 + // defined at .output\names.sc: 1131.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1198,20 +1210,20 @@ package order { * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("FloatingPrice") - def sidevolume_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 1131.9 + // defined at .output\names.sc: 1141.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders * where cancel order is sent not immediately but after some delay */ @python.order.factory.on_proto("WithExpiry") - def price_WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = price.Limit()) : (() => .Float) => .IOrderGenerator + def price_WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.price.Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 1140.9 + // defined at .output\names.sc: 1150.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -1219,10 +1231,10 @@ package order { * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("price_Iceberg") - def volume_price_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) + def volume_price_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.volume.price.Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1150.9 + // defined at .output\names.sc: 1160.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1230,10 +1242,10 @@ package order { * a new order with new price is created and sent to the order book. */ @python.order.factory.on_proto("price_FloatingPrice") - def sidevolume_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1160.9 + // defined at .output\names.sc: 1170.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -1244,9 +1256,9 @@ package order { * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("price_ImmediateOrCancel") - def sidevolume_price_ImmediateOrCancel(/** factory for underlying orders */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1172.9 + // defined at .output\names.sc: 1182.9 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately @@ -1254,7 +1266,7 @@ package order { @python.order.factory.curried("Market") def sidevolume_Market() : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 1179.9 + // defined at .output\names.sc: 1189.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1262,10 +1274,10 @@ package order { * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("Limit") - def price_Limit(/** function defining side of orders to create */ side = side.Sell(), - /** function defining volume of orders to create */ volume = constant(1.0)) : (() => .Float) => .IOrderGenerator + def price_Limit(/** function defining side of orders to create */ side = .side.Sell(), + /** function defining volume of orders to create */ volume = .constant(1.0)) : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 1189.9 + // defined at .output\names.sc: 1199.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1273,9 +1285,9 @@ package order { * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("Limit") - def sidevolume_Limit(/** function defining price of orders to create */ price = constant(100.0)) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sidevolume_Limit(/** function defining price of orders to create */ price = .constant(100.0)) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 1198.9 + // defined at .output\names.sc: 1208.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -1283,10 +1295,10 @@ package order { * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("Iceberg") - def sideprice_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 1208.9 + // defined at .output\names.sc: 1218.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -1295,9 +1307,9 @@ package order { * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("price_Peg") - def sidevolume_price_Peg(proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_Peg(proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1218.9 + // defined at .output\names.sc: 1228.9 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately @@ -1305,7 +1317,7 @@ package order { @python.order.factory.curried("MarketSigned") def signedVolume_MarketSigned() : (() => .Float) => .IOrderGenerator - // defined at .output\names.sc: 1225.9 + // defined at .output\names.sc: 1235.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -1316,9 +1328,9 @@ package order { * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory.on_proto("ImmediateOrCancel") - def sideprice_ImmediateOrCancel(/** factory for underlying orders */ proto = side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator + def sideprice_ImmediateOrCancel(/** factory for underlying orders */ proto = .order.side_price.Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\names.sc: 1237.9 + // defined at .output\names.sc: 1247.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -1327,9 +1339,9 @@ package order { * they start to race until being matched against the counterparty orders. */ @python.order.factory.on_proto("price_Peg") - def side_price_Peg(proto = side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) + def side_price_Peg(proto = .order.side.price.Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1247.9 + // defined at .output\names.sc: 1257.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -1337,10 +1349,10 @@ package order { * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory.on_proto("price_Iceberg") - def sidevolume_price_Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) + def sidevolume_price_Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.side_volume.price.Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\names.sc: 1257.9 + // defined at .output\names.sc: 1267.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1348,12 +1360,12 @@ package order { * it remains in an order book waiting to be matched with another order. */ @python.order.factory.curried("Limit") - def volume_Limit(/** function defining side of orders to create */ side = side.Sell(), - /** function defining price of orders to create */ price = constant(100.0)) : (() => .Float) => .IOrderGenerator + def volume_Limit(/** function defining side of orders to create */ side = .side.Sell(), + /** function defining price of orders to create */ price = .constant(100.0)) : (() => .Float) => .IOrderGenerator } - package volume { - package price { + package volume() { + package price() { def Limit = .order._curried.volume_price_Limit def ImmediateOrCancel = .order._curried.volume_price_ImmediateOrCancel @@ -1386,7 +1398,7 @@ package order { def Peg = .order._curried.volume_Peg } - // defined at .output\names.sc: 1307.5 + // defined at .output\names.sc: 1317.5 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1394,19 +1406,19 @@ package order { * it remains in an order book waiting to be matched with another order. */ @python.order.factory("order.limit.Order_Impl") - def Limit(/** function defining side of orders to create */ side = side.Sell(), - /** function defining price of orders to create */ price = constant(100.0), - /** function defining volume of orders to create */ volume = constant(1.0)) : IOrderGenerator + def Limit(/** function defining side of orders to create */ side = .side.Sell(), + /** function defining price of orders to create */ price = .constant(100.0), + /** function defining volume of orders to create */ volume = .constant(1.0)) : .IOrderGenerator - // defined at .output\names.sc: 1318.5 + // defined at .output\names.sc: 1328.5 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately */ @python.order.factory("order.market.Order_Impl") - def MarketSigned(/**signed volume*/ signedVolume : () => .Float = constant(1.0)) : .IOrderGenerator + def MarketSigned(/**signed volume*/ signedVolume : () => .Float = .constant(1.0)) : .IOrderGenerator - // defined at .output\names.sc: 1325.5 + // defined at .output\names.sc: 1335.5 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -1417,18 +1429,18 @@ package order { * either it is cancelled (and consequently never stored in the order queue). */ @python.order.factory("order.meta.ioc.Order_Impl") - def ImmediateOrCancel(/** factory for underlying orders */ proto = Limit()) : IOrderGenerator + def ImmediateOrCancel(/** factory for underlying orders */ proto = .order.Limit()) : .IOrderGenerator - // defined at .output\names.sc: 1337.5 + // defined at .output\names.sc: 1347.5 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately */ @python.order.factory("order.market.Order_Impl") - def Market(/** function defining side of orders to create */ side = side.Sell(), - /** function defining volume of orders to create */ volume = constant(1.0)) : IOrderGenerator + def Market(/** function defining side of orders to create */ side = .side.Sell(), + /** function defining volume of orders to create */ volume = .constant(1.0)) : .IOrderGenerator - // defined at .output\names.sc: 1345.5 + // defined at .output\names.sc: 1355.5 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -1437,20 +1449,20 @@ package order { * the meta order clears its position. */ @python.order.factory("order.meta.stoploss.Order_Impl") - def StopLoss(/** maximal acceptable loss factor */ maxloss = constant(0.1), - /** underlying orders to create */ proto = Limit()) : IOrderGenerator + def StopLoss(/** maximal acceptable loss factor */ maxloss = .constant(0.1), + /** underlying orders to create */ proto = .order.Limit()) : .IOrderGenerator - // defined at .output\names.sc: 1356.5 + // defined at .output\names.sc: 1366.5 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders * where cancel order is sent not immediately but after some delay */ @python.order.factory("order.meta.with_expiry.Order_Impl") - def WithExpiry(/** expiration period for orders */ expiry = constant(10.0), - /** underlying orders to create */ proto = Limit()) : IOrderGenerator + def WithExpiry(/** expiration period for orders */ expiry = .constant(10.0), + /** underlying orders to create */ proto = .order.Limit()) : .IOrderGenerator - // defined at .output\names.sc: 1365.5 + // defined at .output\names.sc: 1375.5 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1458,10 +1470,10 @@ package order { * a new order with new price is created and sent to the order book. */ @python.order.factory("order.meta.floating_price.Factory_Impl") - def FloatingPrice(/** observable defining price of orders to create */ floatingPrice = const(10.0), - /** underlying orders to create */ proto = price.Limit()) : IOrderGenerator + def FloatingPrice(/** observable defining price of orders to create */ floatingPrice = .const(10.0), + /** underlying orders to create */ proto = .order.price.Limit()) : .IOrderGenerator - // defined at .output\names.sc: 1375.5 + // defined at .output\names.sc: 1385.5 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -1469,10 +1481,10 @@ package order { * thus maximum lot size volume is visible at the market at any moment. */ @python.order.factory("order.meta.iceberg.Order_Impl") - def Iceberg(/** maximal size of order to send */ lotSize = constant(10.0), - /** underlying orders to create */ proto = Limit()) : IOrderGenerator + def Iceberg(/** maximal size of order to send */ lotSize = .constant(10.0), + /** underlying orders to create */ proto = .order.Limit()) : .IOrderGenerator - // defined at .output\names.sc: 1385.5 + // defined at .output\names.sc: 1395.5 /** Factory creating fixed budget orders * * Fixed budget order acts like a market order @@ -1483,10 +1495,10 @@ package order { * cumulative price of trades to be done won't exceed the given budget. */ @python.order.factory("order.meta.fixed_budget.Order_Impl") - def FixedBudget(/** function defining side of orders to create */ side = side.Sell(), - /** function defining budget on which it may send orders at one time */ budget = constant(1000.0)) : IOrderGenerator + def FixedBudget(/** function defining side of orders to create */ side = .side.Sell(), + /** function defining budget on which it may send orders at one time */ budget = .constant(1000.0)) : .IOrderGenerator - // defined at .output\names.sc: 1398.5 + // defined at .output\names.sc: 1408.5 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1494,10 +1506,10 @@ package order { * it remains in an order book waiting to be matched with another order. */ @python.order.factory("order.limit.Order_Impl") - def LimitSigned(/**signed volume*/ signedVolume : () => .Float = constant(1.0), - /** function defining price of orders to create */ price = constant(100.0)) : .IOrderGenerator + def LimitSigned(/**signed volume*/ signedVolume : () => .Float = .constant(1.0), + /** function defining price of orders to create */ price = .constant(100.0)) : .IOrderGenerator - // defined at .output\names.sc: 1408.5 + // defined at .output\names.sc: 1418.5 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -1506,85 +1518,85 @@ package order { * they start to race until being matched against the counterparty orders. */ @python.order.factory("order.meta.peg.Factory_Impl") - def Peg(proto = price.Limit()) : IOrderGenerator + def Peg(proto = .order.price.Limit()) : .IOrderGenerator } @category = "Strategy" -package strategy {@category = "Side function" +package strategy() {@category = "Side function" - package side { - // defined at .output\names.sc: 1426.9 + package side() { + // defined at .output\names.sc: 1436.9 /** Side function for pair trading strategy */ - def PairTrading(/** reference to order book for another asset used to evaluate fair price of our asset */ bookToDependOn = orderbook.OfTrader(), + def PairTrading(/** reference to order book for another asset used to evaluate fair price of our asset */ bookToDependOn = .orderbook.OfTrader(), /** multiplier to obtain fair asset price from the reference asset price */ factor = 1.0, - /** asset in question */ book = orderbook.OfTrader()) = observable.Side(FundamentalValue(orderbook.MidPrice(bookToDependOn)*factor,book)) + /** asset in question */ book = .orderbook.OfTrader()) = .strategy.side.FundamentalValue(.orderbook.MidPrice(bookToDependOn)*factor,book) - // defined at .output\names.sc: 1432.9 + // defined at .output\names.sc: 1442.9 /** Side function for signal strategy */ @python.observable() - def Signal(/** signal to be listened to */ signal = constant(0.0), - /** threshold when the trader starts to act */ threshold = 0.7) = if signal>threshold then side.Buy() else if signal<0-threshold then side.Sell() else side.Nothing() + def Signal(/** signal to be listened to */ signal = .constant(0.0), + /** threshold when the trader starts to act */ threshold = 0.7) = if signal>threshold then .side.Buy() else if signal<0-threshold then .side.Sell() else .side.Nothing() - // defined at .output\names.sc: 1438.9 + // defined at .output\names.sc: 1448.9 /** Side function for crossing averages strategy */ def CrossingAverages(/** parameter |alpha| for exponentially weighted moving average 1 */ alpha_1 = 0.15, /** parameter |alpha| for exponentially weighted moving average 2 */ alpha_2 = 0.015, /** threshold when the trader starts to act */ threshold = 0.0, - /** asset in question */ book = orderbook.OfTrader()) = Signal(math.EW.Avg(orderbook.MidPrice(book),alpha_1)-math.EW.Avg(orderbook.MidPrice(book),alpha_2),threshold) + /** asset in question */ book = .orderbook.OfTrader()) = .strategy.side.Signal(.math.EW.Avg(.orderbook.MidPrice(book),alpha_1)-.math.EW.Avg(.orderbook.MidPrice(book),alpha_2),threshold) - // defined at .output\names.sc: 1445.9 + // defined at .output\names.sc: 1455.9 /** Side function for trend follower strategy */ def TrendFollower(/** parameter |alpha| for exponentially weighted moving average */ alpha = 0.15, /** threshold when the trader starts to act */ threshold = 0.0, - /** asset in question */ book = orderbook.OfTrader()) = Signal(math.Derivative(math.EW.Avg(orderbook.MidPrice(book),alpha)),threshold) + /** asset in question */ book = .orderbook.OfTrader()) = .strategy.side.Signal(.math.Derivative(.math.EW.Avg(.orderbook.MidPrice(book),alpha)),threshold) - // defined at .output\names.sc: 1451.9 + // defined at .output\names.sc: 1461.9 /** Side function for fundamental value strategy */ @python.observable() - def FundamentalValue(/** observable fundamental value */ fv = constant(200.0), - /** asset in question */ book = orderbook.OfTrader()) = if orderbook.bid.Price(book)>fv then side.Sell() else if orderbook.ask.Price(book)fv then .side.Sell() else if .orderbook.ask.Price(book)0.5 then side.Sell() else side.Buy() + def Noise(side_distribution = .math.random.uniform(0.0,1.0)) = if side_distribution>0.5 then .side.Sell() else .side.Buy() } - package weight { - package array { - // defined at .output\names.sc: 1472.13 + package weight() { + package array() { + // defined at .output\names.sc: 1482.13 /** Function returning an array of length *len(array)* * having 1 at the index of the maximal element and 0 are at the rest */ @python.curried("ChooseTheBest") def array_ChooseTheBest() : .Optional[.List[.Float]] => .List[.Float] - // defined at .output\names.sc: 1478.13 + // defined at .output\names.sc: 1488.13 /** Identity function for an array of floats */ @python.curried("IdentityL") def array_IdentityL() : .Optional[.List[.Float]] => .List[.Float] } - package trader { - // defined at .output\names.sc: 1487.13 + package trader() { + // defined at .output\names.sc: 1497.13 /** Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared */ @python.curried("Efficiency") def trader_Efficiency() : .IAccount => .IFunction[.Float] - // defined at .output\names.sc: 1492.13 + // defined at .output\names.sc: 1502.13 /** Calculates how many times efficiency of trader went up and went down * Returns difference between them. * @@ -1593,66 +1605,66 @@ package strategy {@category = "Side function" @python.curried("Score") def trader_Score() : .IAccount => .IFunction[.Float] - // defined at .output\names.sc: 1500.13 + // defined at .output\names.sc: 1510.13 /** Returns first derivative of a moving average of the trader efficiency */ @python.curried("EfficiencyTrend") def trader_EfficiencyTrend(/** parameter alpha for the moving average */ alpha = 0.15) : .IAccount => .IFunction[.Float] - // defined at .output\names.sc: 1505.13 + // defined at .output\names.sc: 1515.13 /** Unit function. Used to simulate uniform random choice of a strategy */ @python.curried("Unit") def trader_Unit() : .IAccount => .IFunction[.Float] } - package f { - // defined at .output\names.sc: 1514.13 + package f() { + // defined at .output\names.sc: 1524.13 /** scaling function = max(0, f(x)) + 1 */ @python.curried("Clamp0") def f_Clamp0() : .Optional[.IFunction[.Float]] => .IFunction[.Float] - // defined at .output\names.sc: 1519.13 + // defined at .output\names.sc: 1529.13 /** scaling function = atan(base^f(x)) */ @python.curried("AtanPow") def f_AtanPow(/** base for power function */ base = 1.002) : .Optional[.IFunction[.Float]] => .IFunction[.Float] - // defined at .output\names.sc: 1524.13 + // defined at .output\names.sc: 1534.13 /** identity scaling = f(x) */ @python.curried("IdentityF") def f_IdentityF() : .Optional[.IFunction[.Float]] => .IFunction[.Float] } - def efficiency = trader.trader_Efficiency + def efficiency = .strategy.weight.trader.trader_Efficiency - // defined at .output\names.sc: 1533.9 + // defined at .output\names.sc: 1543.9 /** Function returning an array of length *len(array)* * having 1 at the index of the maximal element and 0 are at the rest */ @python.intrinsic("strategy.weight._ChooseTheBest_Impl") @curried("array") - def ChooseTheBest(array : Optional[List[Float]] = []) : List[Float] + def ChooseTheBest(array : .Optional[.List[.Float]] = []) : .List[.Float] - def chooseTheBest = array.array_ChooseTheBest + def chooseTheBest = .strategy.weight.array.array_ChooseTheBest - def score = trader.trader_Score + def score = .strategy.weight.trader.trader_Score - def atanpow = f.f_AtanPow + def identityL = .strategy.weight.array.array_IdentityL - // defined at .output\names.sc: 1546.9 + // defined at .output\names.sc: 1556.9 /** Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared */ @curried("trader") - def Efficiency(/** account in question */ trader : IAccount = trader.SingleProxy()) : IFunction[Float] = trader.Efficiency(trader) + def Efficiency(/** account in question */ trader : .IAccount = .trader.SingleProxy()) : .IFunction[.Float] = .trader.Efficiency(trader) - def efficiencyTrend = trader.trader_EfficiencyTrend + def efficiencyTrend = .strategy.weight.trader.trader_EfficiencyTrend - def clamp0 = f.f_Clamp0 + def clamp0 = .strategy.weight.f.f_Clamp0 - // defined at .output\names.sc: 1555.9 + // defined at .output\names.sc: 1565.9 /** Calculates how many times efficiency of trader went up and went down * Returns difference between them. * @@ -1660,98 +1672,100 @@ package strategy {@category = "Side function" */ @python.intrinsic("strategy.weight._Score_Impl") @curried("trader") - def Score(/** account in question */ trader : IAccount = trader.SingleProxy()) : IFunction[Float] + def Score(/** account in question */ trader : .IAccount = .trader.SingleProxy()) : .IFunction[.Float] - // defined at .output\names.sc: 1564.9 + // defined at .output\names.sc: 1574.9 /** scaling function = max(0, f(x)) + 1 */ @curried("f") - def Clamp0(/** function to scale */ f : Optional[IFunction[Float]] = constant()) : IFunction[Float] = math.Max(0,f)+1 + def Clamp0(/** function to scale */ f : .Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = .math.Max(0,f)+1 + + def identityF = .strategy.weight.f.f_IdentityF - // defined at .output\names.sc: 1569.9 + // defined at .output\names.sc: 1581.9 /** Returns first derivative of a moving average of the trader efficiency */ @curried("trader") - def EfficiencyTrend(/** account in question */ trader : IAccount = trader.SingleProxy(), - /** parameter alpha for the moving average */ alpha = 0.15) : IFunction[Float] = math.Derivative(math.EW.Avg(trader.Efficiency(trader),alpha)) + def EfficiencyTrend(/** account in question */ trader : .IAccount = .trader.SingleProxy(), + /** parameter alpha for the moving average */ alpha = 0.15) : .IFunction[.Float] = .math.Derivative(.math.EW.Avg(.trader.Efficiency(trader),alpha)) + + def atanPow = .strategy.weight.f.f_AtanPow - def unit = trader.trader_Unit + def unit = .strategy.weight.trader.trader_Unit - // defined at .output\names.sc: 1577.9 + // defined at .output\names.sc: 1591.9 /** Unit function. Used to simulate uniform random choice of a strategy */ @curried("trader") - def Unit(/** account in question */ trader : IAccount = trader.SingleProxy()) : IFunction[Float] = constant(1.0) + def Unit(/** account in question */ trader : .IAccount = .trader.SingleProxy()) : .IFunction[.Float] = .constant(1.0) - // defined at .output\names.sc: 1582.9 + // defined at .output\names.sc: 1596.9 /** scaling function = atan(base^f(x)) */ @curried("f") - def AtanPow(/** function to scale */ f : Optional[IFunction[Float]] = constant(), - /** base for power function */ base = 1.002) : IFunction[Float] = math.Atan(math.Pow(base,f)) + def AtanPow(/** function to scale */ f : .Optional[.IFunction[.Float]] = .constant(1.0), + /** base for power function */ base = 1.002) : .IFunction[.Float] = .math.Atan(.math.Pow(base,f)) - // defined at .output\names.sc: 1588.9 + // defined at .output\names.sc: 1602.9 /** Identity function for an array of floats */ @python.intrinsic("strategy.weight._Identity_Impl") @curried("array") - def IdentityL(array : Optional[List[Float]] = []) : List[Float] - - def identity_f = f.f_IdentityF + def IdentityL(array : .Optional[.List[.Float]] = []) : .List[.Float] - // defined at .output\names.sc: 1596.9 + // defined at .output\names.sc: 1608.9 /** identity scaling = f(x) */ @curried("f") - def IdentityF(f : Optional[IFunction[Float]] = constant()) : IFunction[Float] = f + def IdentityF(f : .Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = f } @category = "Price function" - package price { - // defined at .output\names.sc: 1606.9 + package price() { + // defined at .output\names.sc: 1618.9 /** Price function for a liquidity provider strategy */ - def LiquidityProvider(/** side of orders to create */ side = .side.Sell(), + def LiquidityProvider(/** side of orders to create */ side = .side.Sell() : .IFunction[.Side], /** initial price which is taken if orderBook is empty */ initialValue = 100.0, /** defines multipliers for current asset price when price of - * order to create is calculated*/ priceDistr = math.random.lognormvariate(0.0,0.1), - /** asset in question */ book = orderbook.OfTrader()) = orderbook.SafeSidePrice(orderbook.Queue(book,side),initialValue)*priceDistr + * order to create is calculated*/ priceDistr = .math.random.lognormvariate(0.0,0.1), + /** asset in question */ book = .orderbook.OfTrader()) = .orderbook.SafeSidePrice(.orderbook.Queue(book,side),initialValue)*priceDistr } @category = "Volume function" - package position { - // defined at .output\names.sc: 1619.9 + package position() { + // defined at .output\names.sc: 1631.9 /** Position function for desired position strategy */ - def DesiredPosition(/** observable desired position */ desiredPosition = const(), - /** trader in question */ trader = trader.SingleProxy()) = observable.Volume(desiredPosition-trader.Position(trader)-trader.PendingVolume(trader)) + def DesiredPosition(/** observable desired position */ desiredPosition = .const(1.0), + /** trader in question */ trader = .trader.SingleProxy()) = desiredPosition-.trader.Position(trader)-.trader.PendingVolume(trader) - // defined at .output\names.sc: 1624.9 + // defined at .output\names.sc: 1636.9 /** Position function for Bollinger bands strategy with linear scaling */ def Bollinger_linear(/** alpha parameter for exponentially weighted moving everage and variance */ alpha = 0.15, - /** observable scaling function that maps relative deviation to desired position */ k = const(0.5), - /** trader in question */ trader = trader.SingleProxy()) = DesiredPosition(observable.OnEveryDt(1.0,math.EW.RelStdDev(orderbook.MidPrice(orderbook.OfTrader(trader)),alpha)*k),trader) + /** observable scaling function that maps relative deviation to desired position */ k = .const(0.5), + /** trader in question */ trader = .trader.SingleProxy()) = .strategy.position.DesiredPosition(.observable.OnEveryDt(1.0,.math.EW.RelStdDev(.orderbook.MidPrice(.orderbook.OfTrader(trader)),alpha)*k),trader) - // defined at .output\names.sc: 1630.9 + // defined at .output\names.sc: 1642.9 /** Position function for Relative Strength Index strategy with linear scaling */ def RSI_linear(/** alpha parameter for exponentially moving averages of up movements and down movements */ alpha = 1.0/14.0, - /** observable scaling function that maps RSI deviation from 50 to the desired position */ k = const(-0.04), + /** observable scaling function that maps RSI deviation from 50 to the desired position */ k = .const(-0.04), /** lag for calculating up and down movements */ timeframe = 1.0, - /** trader in question */ trader = trader.SingleProxy()) = DesiredPosition(observable.OnEveryDt(1.0,(50.0-math.RSI(orderbook.OfTrader(trader),timeframe,alpha))*k),trader) + /** trader in question */ trader = .trader.SingleProxy()) = .strategy.position.DesiredPosition(.observable.OnEveryDt(1.0,(50.0-.math.RSI(.orderbook.OfTrader(trader),timeframe,alpha))*k),trader) } - package account { - package inner { - // defined at .output\names.sc: 1643.13 + package account() { + package inner() { + // defined at .output\names.sc: 1655.13 /** Associated with a strategy account that tracks * how orders sent by the strategy have been actually traded */ @python.curried("Real") def inner_Real() : .Optional[.ISingleAssetStrategy] => .IAccount - // defined at .output\names.sc: 1649.13 + // defined at .output\names.sc: 1661.13 /** Associated with a strategy account that evaluates for every order sent by the strategy * 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 @@ -1761,15 +1775,15 @@ package strategy {@category = "Side function" def inner_VirtualMarket() : .Optional[.ISingleAssetStrategy] => .IAccount } - // defined at .output\names.sc: 1659.9 + // defined at .output\names.sc: 1671.9 /** Associated with a strategy account that tracks * how orders sent by the strategy have been actually traded */ @python.intrinsic("strategy.account._Account_Impl") @curried("inner") - def Real(/** strategy to track */ inner : Optional[ISingleAssetStrategy] = Noise()) : IAccount + def Real(/** strategy to track */ inner : .Optional[.ISingleAssetStrategy] = .strategy.Noise()) : .IAccount - // defined at .output\names.sc: 1666.9 + // defined at .output\names.sc: 1678.9 /** Associated with a strategy account that evaluates for every order sent by the strategy * 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 @@ -1777,30 +1791,30 @@ package strategy {@category = "Side function" */ @python.intrinsic("strategy.account._VirtualMarket_Impl") @curried("inner") - def VirtualMarket(/** strategy to track */ inner : Optional[ISingleAssetStrategy] = Noise()) : IAccount + def VirtualMarket(/** strategy to track */ inner : .Optional[.ISingleAssetStrategy] = .strategy.Noise()) : .IAccount - def real = inner.inner_Real + def real = .strategy.account.inner.inner_Real - def virtualMarket = inner.inner_VirtualMarket + def virtualMarket = .strategy.account.inner.inner_VirtualMarket } - // defined at .output\names.sc: 1681.5 + // defined at .output\names.sc: 1693.5 /** Creates a strategy combining two strategies * Can be considered as a particular case of Array strategy */ @python.intrinsic("strategy.combine._Combine_Impl") - def Combine(A = Noise(), - B = Noise()) : ISingleAssetStrategy + def Combine(A = .strategy.Noise(), + B = .strategy.Noise()) : .ISingleAssetStrategy - // defined at .output\names.sc: 1688.5 + // defined at .output\names.sc: 1700.5 /** Strategy believing that trader position should be proportional to 50 - RSI(asset) */ - def RSI_linear(/** order factory function */ orderFactory = order.signedVolume.MarketSigned(), + def RSI_linear(/** order factory function */ orderFactory = .order.signedVolume.MarketSigned(), /** alpha parameter for exponentially moving averages of up movements and down movements */ alpha = 1.0/14, - /** observable scaling function that maps RSI deviation from 50 to the desired position */ k = const(-0.04), - /** lag for calculating up and down movements */ timeframe = 1.0) = Generic(orderFactory(position.RSI_linear(alpha,k,timeframe))) + /** observable scaling function that maps RSI deviation from 50 to the desired position */ k = .const(-0.04), + /** lag for calculating up and down movements */ timeframe = 1.0) = .strategy.Generic(orderFactory(.strategy.position.RSI_linear(alpha,k,timeframe))) - // defined at .output\names.sc: 1695.5 + // defined at .output\names.sc: 1707.5 /** Dependent price strategy believes that the fair price of an asset *A* * is completely correlated with price of another asset *B* and the following relation * should be held: *PriceA* = *kPriceB*, where *k* is some factor. @@ -1808,12 +1822,12 @@ package strategy {@category = "Side function" * with the exception that it is invoked every the time price of another * asset *B* changes. */ - def PairTrading(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), - /** reference to order book for another asset used to evaluate fair price of our asset */ bookToDependOn = orderbook.OfTrader(), - /** multiplier to obtain fair asset price from the reference asset price */ factor = 1.0) = Generic(orderFactory(side.PairTrading(bookToDependOn,factor)),eventGen) + def PairTrading(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), + /** reference to order book for another asset used to evaluate fair price of our asset */ bookToDependOn = .orderbook.OfTrader(), + /** multiplier to obtain fair asset price from the reference asset price */ factor = 1.0) = .strategy.Generic(orderFactory(.strategy.side.PairTrading(bookToDependOn,factor)),eventGen) - // defined at .output\names.sc: 1707.5 + // defined at .output\names.sc: 1719.5 /** A composite strategy initialized with an array of strategies. * In some moments of time the most effective strategy * is chosen and made running; other strategies are suspended. @@ -1821,49 +1835,49 @@ package strategy {@category = "Side function" * *corrector* parameter set to *chooseTheBest* */ @python.intrinsic("strategy.choose_the_best._ChooseTheBest_Impl") - def ChooseTheBest(/** original strategies that can be suspended */ strategies = [Noise()], - /** function creating phantom strategy used for efficiency estimation */ account = account.inner.inner_VirtualMarket(), - /** function estimating is the strategy efficient or not */ performance = weight.trader.trader_EfficiencyTrend()) : ISingleAssetStrategy + def ChooseTheBest(/** original strategies that can be suspended */ strategies = [.strategy.Noise()], + /** function creating phantom strategy used for efficiency estimation */ account = .strategy.account.virtualMarket(), + /** function estimating is the strategy efficient or not */ performance = .strategy.weight.efficiencyTrend()) : .ISingleAssetStrategy - // defined at .output\names.sc: 1718.5 + // defined at .output\names.sc: 1730.5 /** Signal strategy listens to some discrete signal * and when the signal becomes more than some threshold the strategy starts to buy. * When the signal gets lower than -threshold the strategy starts to sell. */ - def Signal(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), - /** signal to be listened to */ signal = constant(0.0), - /** threshold when the trader starts to act */ threshold = 0.7) = Generic(orderFactory(side.Signal(signal,threshold)),eventGen) + def Signal(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), + /** signal to be listened to */ signal = .constant(0.0), + /** threshold when the trader starts to act */ threshold = 0.7) = .strategy.Generic(orderFactory(.strategy.side.Signal(signal,threshold)),eventGen) - // defined at .output\names.sc: 1727.5 + // defined at .output\names.sc: 1739.5 /** Liquidity provider for two sides */ - def LiquidityProvider(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side_price.Limit(), + def LiquidityProvider(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side_price.Limit(), /** initial price which is taken if orderBook is empty */ initialValue = 100.0, /** defines multipliers for current asset price when price of - * order to create is calculated*/ priceDistr = math.random.lognormvariate(0.0,0.1)) = Array([LiquidityProviderSide(eventGen,orderFactory,side.Sell(),initialValue,priceDistr),LiquidityProviderSide(eventGen,orderFactory,side.Buy(),initialValue,priceDistr)]) + * order to create is calculated*/ priceDistr = .math.random.lognormvariate(0.0,0.1)) = .strategy.Array([.strategy.LiquidityProviderSide(eventGen,orderFactory,.side.Sell(),initialValue,priceDistr),.strategy.LiquidityProviderSide(eventGen,orderFactory,.side.Buy(),initialValue,priceDistr)]) - // defined at .output\names.sc: 1735.5 + // defined at .output\names.sc: 1747.5 /** Two averages strategy compares two averages of price of the same asset but * with different parameters ('slow' and 'fast' averages) and when * the first is greater than the second one it buys, * when the first is lower than the second one it sells */ - def CrossingAverages(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), + def CrossingAverages(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), /** parameter |alpha| for exponentially weighted moving average 1 */ ewma_alpha_1 = 0.15, /** parameter |alpha| for exponentially weighted moving average 2 */ ewma_alpha_2 = 0.015, - /** threshold when the trader starts to act */ threshold = 0.0) = Generic(orderFactory(side.CrossingAverages(ewma_alpha_1,ewma_alpha_2,threshold)),eventGen) + /** threshold when the trader starts to act */ threshold = 0.0) = .strategy.Generic(orderFactory(.strategy.side.CrossingAverages(ewma_alpha_1,ewma_alpha_2,threshold)),eventGen) - // defined at .output\names.sc: 1746.5 + // defined at .output\names.sc: 1758.5 /** Strategy that wraps another strategy and passes its orders only if *predicate* is true */ @python.intrinsic("strategy.suspendable._Suspendable_Impl") - def Suspendable(/** wrapped strategy */ inner = Noise(), - /** predicate to evaluate */ predicate = true() : IFunction[Boolean]) : ISingleAssetStrategy + def Suspendable(/** wrapped strategy */ inner = .strategy.Noise(), + /** predicate to evaluate */ predicate = .true()) : .ISingleAssetStrategy - // defined at .output\names.sc: 1752.5 + // defined at .output\names.sc: 1764.5 /** Trend follower can be considered as a sort of a signal strategy * where the *signal* is a trend of the asset. * Under trend we understand the first derivative of some moving average of asset prices. @@ -1871,71 +1885,71 @@ package strategy {@category = "Side function" * Since moving average is a continuously changing signal, we check its * derivative at moments of time given by *eventGen*. */ - def TrendFollower(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), + def TrendFollower(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), /** parameter |alpha| for exponentially weighted moving average */ ewma_alpha = 0.15, - /** threshold when the trader starts to act */ threshold = 0.0) = Generic(orderFactory(side.TrendFollower(ewma_alpha,threshold)),eventGen) + /** threshold when the trader starts to act */ threshold = 0.0) = .strategy.Generic(orderFactory(.strategy.side.TrendFollower(ewma_alpha,threshold)),eventGen) - // defined at .output\names.sc: 1764.5 + // defined at .output\names.sc: 1776.5 /** Fundamental value strategy believes that an asset should have some specific price * (*fundamental value*) and if the current asset price is lower than the fundamental value * it starts to buy the asset and if the price is higher it starts to sell the asset. */ - def FundamentalValue(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), - /** defines fundamental value */ fundamentalValue = constant(100.0)) = Generic(orderFactory(side.FundamentalValue(fundamentalValue)),eventGen) + def FundamentalValue(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), + /** defines fundamental value */ fundamentalValue = .constant(100.0)) = .strategy.Generic(orderFactory(.strategy.side.FundamentalValue(fundamentalValue)),eventGen) - // defined at .output\names.sc: 1772.5 + // defined at .output\names.sc: 1784.5 /** Strategy for a multi asset trader. * It believes that these assets represent a single asset traded on different venues * Once an ask at one venue becomes lower than a bid at another venue * it sends market sell and buy orders in order to exploit this arbitrage possibility */ @python.intrinsic("strategy.arbitrage._Arbitrage_Impl") - def Arbitrage() : IMultiAssetStrategy + def Arbitrage() : .IMultiAssetStrategy - // defined at .output\names.sc: 1780.5 + // defined at .output\names.sc: 1792.5 /** Strategy that calculates Relative Strength Index of an asset * and starts to buy when RSI is greater than 50 + *threshold* * and sells when RSI is less than 50 - *thresold* */ - def RSIbis(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), + def RSIbis(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), /** parameter |alpha| for exponentially weighted moving average when calculating RSI */ alpha = 1.0/14, /** lag for calculating up and down movements for RSI */ timeframe = 1.0, - /** strategy starts to act once RSI is out of [50-threshold, 50+threshold] */ threshold = 30.0) = Generic(orderFactory(side.Signal(50.0-math.RSI(orderbook.OfTrader(),timeframe,alpha),50.0-threshold)),eventGen) + /** strategy starts to act once RSI is out of [50-threshold, 50+threshold] */ threshold = 30.0) = .strategy.Generic(orderFactory(.strategy.side.Signal(50.0-.math.RSI(.orderbook.OfTrader(),timeframe,alpha),50.0-threshold)),eventGen) - // defined at .output\names.sc: 1790.5 + // defined at .output\names.sc: 1802.5 /** Adaptive strategy that evaluates *inner* strategy efficiency and if it is considered as good, sends orders */ - def TradeIfProfitable(/** wrapped strategy */ inner = Noise(), + def TradeIfProfitable(/** wrapped strategy */ inner = .strategy.Noise(), /** defines how strategy trades are booked: actually traded amount or virtual market orders are - * used in order to estimate how the strategy would have traded if all her orders appear at market */ account = account.inner.inner_VirtualMarket(), - /** given a trading account tells should it be considered as effective or not */ performance = weight.trader.trader_EfficiencyTrend()) = Suspendable(inner,performance(account(inner))>=0) + * used in order to estimate how the strategy would have traded if all her orders appear at market */ account = .strategy.account.virtualMarket(), + /** given a trading account tells should it be considered as effective or not */ performance = .strategy.weight.efficiencyTrend()) = .strategy.Suspendable(inner,performance(account(inner))>=0) - // defined at .output\names.sc: 1797.5 + // defined at .output\names.sc: 1809.5 /** Creates a strategy combining an array of strategies */ @python.intrinsic("strategy.combine._Array_Impl") - def Array(/** strategies to combine */ strategies = [Noise()]) : ISingleAssetStrategy + def Array(/** strategies to combine */ strategies = [.strategy.Noise()]) : .ISingleAssetStrategy - // defined at .output\names.sc: 1802.5 + // defined at .output\names.sc: 1814.5 /** Mean reversion strategy believes that asset price should return to its average value. * It estimates this average using some functional and * if the current asset price is lower than the average * it buys the asset and if the price is higher it sells the asset. */ - def MeanReversion(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market(), - /** parameter |alpha| for exponentially weighted moving average */ ewma_alpha = 0.15) = Generic(orderFactory(side.MeanReversion(ewma_alpha)),eventGen) + def MeanReversion(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market(), + /** parameter |alpha| for exponentially weighted moving average */ ewma_alpha = 0.15) = .strategy.Generic(orderFactory(.strategy.side.MeanReversion(ewma_alpha)),eventGen) - // defined at .output\names.sc: 1811.5 + // defined at .output\names.sc: 1823.5 /** Empty strategy doing nothing */ @python.intrinsic("strategy.basic._Empty_Impl") - def Empty() : ISingleAssetStrategy + def Empty() : .ISingleAssetStrategy - // defined at .output\names.sc: 1816.5 + // defined at .output\names.sc: 1828.5 /** A composite strategy initialized with an array of strategies. * In some moments of time the efficiency of the strategies is evaluated * These efficiencies are mapped into weights using *weight* and *normilizer* @@ -1944,14 +1958,14 @@ package strategy {@category = "Side function" * All other strategies are suspended */ @python.intrinsic("strategy.multiarmed_bandit._MultiarmedBandit2_Impl") - def MultiArmedBandit(/** original strategies that can be suspended */ strategies = [Noise()], - /** function creating a virtual account used for estimate efficiency of the strategy itself */ account = account.inner.inner_VirtualMarket(), - /** function estimating is the strategy efficient or not */ weight = weight.trader.trader_EfficiencyTrend(), - /** function that maps trader efficiency to its weight that will be used for random choice */ normalizer = weight.f.f_AtanPow(), + def MultiArmedBandit(/** original strategies that can be suspended */ strategies = [.strategy.Noise()], + /** function creating a virtual account used for estimate efficiency of the strategy itself */ account = .strategy.account.virtualMarket(), + /** function estimating is the strategy efficient or not */ weight = .strategy.weight.efficiencyTrend(), + /** function that maps trader efficiency to its weight that will be used for random choice */ normalizer = .strategy.weight.atanPow(), /** given array of strategy weights corrects them. - * for example it may set to 0 all weights except the maximal one */ corrector = weight.array.array_IdentityL()) : ISingleAssetStrategy + * for example it may set to 0 all weights except the maximal one */ corrector = .strategy.weight.identityL()) : .ISingleAssetStrategy - // defined at .output\names.sc: 1831.5 + // defined at .output\names.sc: 1843.5 /** A Strategy that allows to drive the asset price based on historical market data * by creating large volume orders for the given price. * @@ -1964,267 +1978,267 @@ package strategy {@category = "Side function" /** Start date in DD-MM-YYYY format */ start = "2001-1-1", /** End date in DD-MM-YYYY format */ end = "2010-1-1", /** Price difference between orders placed and underlying quotes */ delta = 1.0, - /** Volume of Buy/Sell orders. Should be large compared to the volumes of other traders. */ volume = 1000.0) = Combine(Generic(order.Iceberg(volume,order.FloatingPrice(observable.BreaksAtChanges(observable.Quote(ticker,start,end)+delta),order.price.Limit(side.Sell(),volume*1000))),event.After(0.0)),Generic(order.Iceberg(volume,order.FloatingPrice(observable.BreaksAtChanges(observable.Quote(ticker,start,end)-delta),order.price.Limit(side.Buy(),volume*1000))),event.After(0.0))) + /** Volume of Buy/Sell orders. Should be large compared to the volumes of other traders. */ volume = 1000.0) = .strategy.Combine(.strategy.Generic(.order.Iceberg(volume,.order.FloatingPrice(.observable.BreaksAtChanges(.observable.Quote(ticker,start,end)+delta),.order.price.Limit(.side.Sell(),volume*1000))),.event.After(0.0)),.strategy.Generic(.order.Iceberg(volume,.order.FloatingPrice(.observable.BreaksAtChanges(.observable.Quote(ticker,start,end)-delta),.order.price.Limit(.side.Buy(),volume*1000))),.event.After(0.0))) - // defined at .output\names.sc: 1845.5 + // defined at .output\names.sc: 1857.5 /** Strategy that listens to all orders sent by a trader to the market * and in some moments of time it randomly chooses an order and cancels it * Note: a similar effect can be obtained using order.WithExpiry meta orders */ @python.intrinsic("strategy.canceller._Canceller_Impl") - def Canceller(/** intervals between order cancellations */ cancellationIntervalDistr = math.random.expovariate(1.0)) : ISingleAssetStrategy + def Canceller(/** intervals between order cancellations */ cancellationIntervalDistr = .math.random.expovariate(1.0)) : .ISingleAssetStrategy - // defined at .output\names.sc: 1852.5 + // defined at .output\names.sc: 1864.5 /** Liquidity provider for one side */ - def LiquidityProviderSide(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side_price.Limit(), - /** side of orders to create */ side = .side.Sell(), + def LiquidityProviderSide(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side_price.Limit(), + /** side of orders to create */ side = .side.Sell() : .IFunction[.Side], /** initial price which is taken if orderBook is empty */ initialValue = 100.0, /** defines multipliers for current asset price when price of - * order to create is calculated*/ priceDistr = math.random.lognormvariate(0.0,0.1)) = Generic(orderFactory(side,price.LiquidityProvider(side,initialValue,priceDistr)),eventGen) + * order to create is calculated*/ priceDistr = .math.random.lognormvariate(0.0,0.1)) = .strategy.Generic(orderFactory(side,.strategy.price.LiquidityProvider(side,initialValue,priceDistr)),eventGen) - // defined at .output\names.sc: 1861.5 + // defined at .output\names.sc: 1873.5 /** Generic strategy that wakes up on events given by *eventGen*, * creates an order via *orderFactory* and sends the order to the market using its trader */ @python.intrinsic("strategy.generic._Generic_Impl") - def Generic(/** order factory function*/ orderFactory = order.Limit(), - /** Event source making the strategy to wake up*/ eventGen = event.Every()) : ISingleAssetStrategy + def Generic(/** order factory function*/ orderFactory = .order.Limit(), + /** Event source making the strategy to wake up*/ eventGen = .event.Every()) : .ISingleAssetStrategy - // defined at .output\names.sc: 1868.5 + // defined at .output\names.sc: 1880.5 def MarketMaker(delta = 1.0, - volume = 20.0) = Combine(Generic(order.Iceberg(volume,order.FloatingPrice(observable.BreaksAtChanges(observable.OnEveryDt(0.9,orderbook.SafeSidePrice(orderbook.Asks(),100+delta)/math.Exp(math.Atan(trader.Position())/1000))),order.price.Limit(side.Sell(),volume*1000))),event.After(0.0)),Generic(order.Iceberg(volume,order.FloatingPrice(observable.BreaksAtChanges(observable.OnEveryDt(0.9,orderbook.SafeSidePrice(orderbook.Bids(),100-delta)/math.Exp(math.Atan(trader.Position())/1000))),order.price.Limit(side.Buy(),volume*1000))),event.After(0.0))) + volume = 20.0) = .strategy.Combine(.strategy.Generic(.order.Iceberg(volume,.order.FloatingPrice(.observable.BreaksAtChanges(.observable.OnEveryDt(0.9,.orderbook.SafeSidePrice(.orderbook.Asks(),100+delta)/.math.Exp(.math.Atan(.trader.Position())/1000))),.order.price.Limit(.side.Sell(),volume*1000))),.event.After(0.0)),.strategy.Generic(.order.Iceberg(volume,.order.FloatingPrice(.observable.BreaksAtChanges(.observable.OnEveryDt(0.9,.orderbook.SafeSidePrice(.orderbook.Bids(),100-delta)/.math.Exp(.math.Atan(.trader.Position())/1000))),.order.price.Limit(.side.Buy(),volume*1000))),.event.After(0.0))) - // defined at .output\names.sc: 1871.5 + // defined at .output\names.sc: 1883.5 /** Noise strategy is a quite dummy strategy that randomly chooses trade side and sends market orders */ - def Noise(/** Event source making the strategy to wake up*/ eventGen = event.Every(math.random.expovariate(1.0)), - /** order factory function*/ orderFactory = order.side.Market()) = Generic(orderFactory(side.Noise()),eventGen) + def Noise(/** Event source making the strategy to wake up*/ eventGen = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory = .order.side.Market()) = .strategy.Generic(orderFactory(.strategy.side.Noise()),eventGen) - // defined at .output\names.sc: 1876.5 + // defined at .output\names.sc: 1888.5 /** Strategy believing that trader position should be proportional to the relative standard deviation of its price */ - def Bollinger_linear(/** order factory function */ orderFactory = order.signedVolume.MarketSigned(), + def Bollinger_linear(/** order factory function */ orderFactory = .order.signedVolume.MarketSigned(), /** alpha parameter for exponentially weighted moving everage and variance */ alpha = 0.15, - /** observable scaling function that maps relative deviation to desired position */ k = const(0.5)) = Generic(orderFactory(position.Bollinger_linear(alpha,k))) + /** observable scaling function that maps relative deviation to desired position */ k = .const(0.5)) = .strategy.Generic(orderFactory(.strategy.position.Bollinger_linear(alpha,k))) } @category = "Trader" -package trader { - // defined at .output\names.sc: 1887.5 +package trader() { + // defined at .output\names.sc: 1899.5 /** Number of money owned by trader */ @python.intrinsic("trader.props.Balance_Impl") - def Balance(trader = SingleProxy() : IAccount) : IObservable[Price] + def Balance(trader = .trader.SingleProxy() : .IAccount) : .IObservable[.Price] - // defined at .output\names.sc: 1892.5 + // defined at .output\names.sc: 1904.5 /** Returns traders naive approximation of trader eficiency. * It takes into account only the best price of the order queue */ - def RoughPnL(trader = SingleProxy() : IAccount) = observable.Float(Balance(trader)+orderbook.NaiveCumulativePrice(orderbook.OfTrader(trader),Position(trader))) + def RoughPnL(trader = .trader.SingleProxy() : .IAccount) = .trader.Balance(trader)+.orderbook.NaiveCumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader)) - // defined at .output\names.sc: 1897.5 + // defined at .output\names.sc: 1909.5 /** Returns position of the trader * It is negative if trader has sold more assets than has bought and * positive otherwise */ @python.intrinsic("trader.props.Position_Impl") - def Position(trader = SingleProxy() : IAccount) : IObservable[Volume] + def Position(trader = .trader.SingleProxy() : .IAccount) : .IObservable[.Volume] - // defined at .output\names.sc: 1904.5 + // defined at .output\names.sc: 1916.5 /** Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared */ - def Efficiency(trader = SingleProxy() : IAccount) = observable.Float(Balance(trader)+orderbook.CumulativePrice(orderbook.OfTrader(trader),Position(trader))) + def Efficiency(trader = .trader.SingleProxy() : .IAccount) = .trader.Balance(trader)+.orderbook.CumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader)) - // defined at .output\names.sc: 1908.5 + // defined at .output\names.sc: 1920.5 /** Phantom trader that is used to refer to the current trader * (normally it is used to define trader properties and strategies) */ @python.intrinsic("trader.proxy._Single_Impl") @label = "N/A" - def SingleProxy() : ISingleAssetTrader + def SingleProxy() : .ISingleAssetTrader - // defined at .output\names.sc: 1915.5 + // defined at .output\names.sc: 1927.5 /** A trader that trades different assets * It can be considered as a composition of single asset traders and multi asset strategies * At the moment there is no way to instruct a multi asset strategy to trade only on subset of the assets */ @python.intrinsic("trader.classes._MultiAsset_Impl") @label = "%(name)s" - def MultiAsset(/** defines accounts for every asset to trade */ traders = [] : List[ISingleAssetTrader], - /** multi asset strategy run by the trader */ strategy = strategy.Arbitrage(), + def MultiAsset(/** defines accounts for every asset to trade */ traders = [] : .List[.ISingleAssetTrader], + /** multi asset strategy run by the trader */ strategy = .strategy.Arbitrage(), name = "-trader-", /** current trader balance (number of money units that it owns) */ PnL = 0.0, - /** defines what data should be gathered for the trader */ timeseries = [] : List[ITimeSerie]) : ITrader + /** defines what data should be gathered for the trader */ timeseries = [] : .List[.ITimeSerie]) : .ITrader - // defined at .output\names.sc: 1927.5 + // defined at .output\names.sc: 1939.5 /** Returns first derivative of a moving average of the trader efficiency */ - def EfficiencyTrend(trader = SingleProxy() : IAccount, - alpha = 0.15) = math.Derivative(math.EW.Avg(Efficiency(trader),alpha)) + def EfficiencyTrend(trader = .trader.SingleProxy() : .IAccount, + alpha = 0.15) = .math.Derivative(.math.EW.Avg(.trader.Efficiency(trader),alpha)) - // defined at .output\names.sc: 1932.5 + // defined at .output\names.sc: 1944.5 /** Cumulative volume of orders sent to the market but haven't matched yet */ @python.intrinsic("trader.props.PendingVolume_Impl") - def PendingVolume(trader = SingleProxy() : IAccount) : IObservable[Volume] + def PendingVolume(trader = .trader.SingleProxy() : .IAccount) : .IObservable[.Volume] - // defined at .output\names.sc: 1937.5 + // defined at .output\names.sc: 1949.5 /** A trader that trades a single asset on a single market */ @python.intrinsic("trader.classes._SingleAsset_Impl") @label = "%(name)s" - def SingleAsset(/** order book for the asset being traded */ orderBook : IOrderBook, - /** strategy run by the trader */ strategy = strategy.Noise(), + def SingleAsset(/** order book for the asset being traded */ orderBook : .IOrderBook, + /** strategy run by the trader */ strategy = .strategy.Noise(), name = "-trader-", /** current position of the trader (number of assets that it owns) */ amount = 0.0, /** current trader balance (number of money units that it owns) */ PnL = 0.0, - /** defines what data should be gathered for the trader */ timeseries = [] : List[ITimeSerie]) : ISingleAssetTrader + /** defines what data should be gathered for the trader */ timeseries = [] : .List[.ITimeSerie]) : .ISingleAssetTrader } @category = "Asset" -package orderbook {@queue = "Ask_{%(book)s}" +package orderbook() {@queue = "Ask_{%(book)s}" - package ask { - // defined at .output\names.sc: 1956.9 + package ask() { + // defined at .output\names.sc: 1968.9 @label = "[{{queue}}]_{%(alpha)s}" - def WeightedPrice(book = OfTrader(), - alpha = 0.15) = orderbook.WeightedPrice(_queue(book),alpha) + def WeightedPrice(book = .orderbook.OfTrader(), + alpha = 0.15) = .orderbook.WeightedPrice(.orderbook.ask._queue(book),alpha) - // defined at .output\names.sc: 1960.9 + // defined at .output\names.sc: 1972.9 @label = "LastTradeVolume({{queue}})" - def LastTradeVolume(book = OfTrader()) = orderbook.LastTradeVolume(_queue(book)) + def LastTradeVolume(book = .orderbook.OfTrader()) = .orderbook.LastTradeVolume(.orderbook.ask._queue(book)) - // defined at .output\names.sc: 1963.9 + // defined at .output\names.sc: 1975.9 @label = "{{queue}}" - def Price(book = OfTrader()) = BestPrice(_queue(book)) + def Price(book = .orderbook.OfTrader()) = .orderbook.BestPrice(.orderbook.ask._queue(book)) - // defined at .output\names.sc: 1966.9 + // defined at .output\names.sc: 1978.9 @label = "Last({{queue}})" - def LastPrice(book = OfTrader()) = orderbook.LastPrice(_queue(book)) + def LastPrice(book = .orderbook.OfTrader()) = .orderbook.LastPrice(.orderbook.ask._queue(book)) - def _queue = Asks + def _queue = .orderbook.Asks - // defined at .output\names.sc: 1971.9 + // defined at .output\names.sc: 1983.9 @label = "LastTrade({{queue}})" - def LastTradePrice(book = OfTrader()) = orderbook.LastTradePrice(_queue(book)) + def LastTradePrice(book = .orderbook.OfTrader()) = .orderbook.LastTradePrice(.orderbook.ask._queue(book)) } @queue = "Bid^{%(book)s}" - package bid { - // defined at .output\names.sc: 1979.9 + package bid() { + // defined at .output\names.sc: 1991.9 @label = "[{{queue}}]_{%(alpha)s}" - def WeightedPrice(book = OfTrader(), - alpha = 0.15) = orderbook.WeightedPrice(_queue(book),alpha) + def WeightedPrice(book = .orderbook.OfTrader(), + alpha = 0.15) = .orderbook.WeightedPrice(.orderbook.bid._queue(book),alpha) - // defined at .output\names.sc: 1983.9 + // defined at .output\names.sc: 1995.9 @label = "LastTradeVolume({{queue}})" - def LastTradeVolume(book = OfTrader()) = orderbook.LastTradeVolume(_queue(book)) + def LastTradeVolume(book = .orderbook.OfTrader()) = .orderbook.LastTradeVolume(.orderbook.bid._queue(book)) - // defined at .output\names.sc: 1986.9 + // defined at .output\names.sc: 1998.9 @label = "{{queue}}" - def Price(book = OfTrader()) = BestPrice(_queue(book)) + def Price(book = .orderbook.OfTrader()) = .orderbook.BestPrice(.orderbook.bid._queue(book)) - // defined at .output\names.sc: 1989.9 + // defined at .output\names.sc: 2001.9 @label = "Last({{queue}})" - def LastPrice(book = OfTrader()) = orderbook.LastPrice(_queue(book)) + def LastPrice(book = .orderbook.OfTrader()) = .orderbook.LastPrice(.orderbook.bid._queue(book)) - def _queue = Bids + def _queue = .orderbook.Bids - // defined at .output\names.sc: 1994.9 + // defined at .output\names.sc: 2006.9 @label = "LastTrade({{queue}})" - def LastTradePrice(book = OfTrader()) = orderbook.LastTradePrice(_queue(book)) + def LastTradePrice(book = .orderbook.OfTrader()) = .orderbook.LastTradePrice(.orderbook.bid._queue(book)) } - // defined at .output\names.sc: 1999.5 + // defined at .output\names.sc: 2011.5 /** Phantom orderbook that is used to refer to the current order book * * May be used only in objects held by orderbooks (so it is normally used in orderbook properties) */ @python.intrinsic("orderbook.of_trader._Proxy_Impl") @label = "N/A" - def Proxy() : IOrderBook + def Proxy() : .IOrderBook - // defined at .output\names.sc: 2007.5 + // defined at .output\names.sc: 2019.5 /** Returns best price if defined, otherwise last price * and *defaultValue* if there haven't been any trades */ @python.observable() - def SafeSidePrice(queue = Asks(), - /** price to be used if there haven't been any trades */ defaultValue = constant(100.0)) = observable.Price(IfDefined(BestPrice(queue),IfDefined(LastPrice(queue),defaultValue))) + def SafeSidePrice(queue = .orderbook.Asks(), + /** price to be used if there haven't been any trades */ defaultValue = .constant(100.0)) = .IfDefined(.orderbook.BestPrice(queue),.IfDefined(.orderbook.LastPrice(queue),defaultValue)) - // defined at .output\names.sc: 2014.5 + // defined at .output\names.sc: 2026.5 /** Returns moving average of trade prices weighted by their volumes */ @label = "Price_{%(alpha)s}^{%(queue)s}" - def WeightedPrice(queue = Asks(), - /** parameter alpha for the moving average */ alpha = 0.15) = math.EW.Avg(observable.Float(LastTradePrice(queue)*LastTradeVolume(queue)),alpha)/math.EW.Avg(LastTradeVolume(queue),alpha) + def WeightedPrice(queue = .orderbook.Asks(), + /** parameter alpha for the moving average */ alpha = 0.15) = .math.EW.Avg(.orderbook.LastTradePrice(queue)*.orderbook.LastTradeVolume(queue),alpha)/.math.EW.Avg(.orderbook.LastTradeVolume(queue),alpha) - // defined at .output\names.sc: 2020.5 + // defined at .output\names.sc: 2032.5 /** Returns tick size for the order *book* */ @python.intrinsic("orderbook.props._TickSize_Impl") - def TickSize(book = OfTrader()) : () => Price + def TickSize(book = .orderbook.OfTrader()) : () => .Price - // defined at .output\names.sc: 2025.5 + // defined at .output\names.sc: 2037.5 /** MidPrice of order *book* */ - def MidPrice(book = OfTrader()) = observable.Price((ask.Price(book)+bid.Price(book))/2.0) + def MidPrice(book = .orderbook.OfTrader()) = (.orderbook.ask.Price(book)+.orderbook.bid.Price(book))/2.0 - // defined at .output\names.sc: 2029.5 + // defined at .output\names.sc: 2041.5 /** Returns sell side order queue for *book* */ @python.intrinsic("orderbook.proxy._Asks_Impl") - def Asks(book = OfTrader()) = Queue(book,side.Sell()) + def Asks(book = .orderbook.OfTrader()) = .orderbook.Queue(book,.side.Sell()) - // defined at .output\names.sc: 2034.5 + // defined at .output\names.sc: 2046.5 /** Returns volume of the last trade at *queue* * Returns None if there haven't been any trades */ @python.intrinsic("orderbook.last_trade._LastTradeVolume_Impl") - def LastTradeVolume(queue = Asks()) : IObservable[Volume] + def LastTradeVolume(queue = .orderbook.Asks()) : .IObservable[.Volume] - // defined at .output\names.sc: 2040.5 + // defined at .output\names.sc: 2052.5 /** Returns buy side order queue for *book* */ @python.intrinsic("orderbook.proxy._Bids_Impl") - def Bids(book = OfTrader()) = Queue(book,side.Buy()) + def Bids(book = .orderbook.OfTrader()) = .orderbook.Queue(book,.side.Buy()) - // defined at .output\names.sc: 2045.5 + // defined at .output\names.sc: 2057.5 /** Returns best order price of *queue* * Returns None is *queue* is empty */ @python.intrinsic("orderbook.props._BestPrice_Impl") - def BestPrice(queue = Asks()) : IObservable[Price] + def BestPrice(queue = .orderbook.Asks()) : .IObservable[.Price] - // defined at .output\names.sc: 2051.5 + // defined at .output\names.sc: 2063.5 /** Represents latency in information propagation between two agents * (normally between a trader and a market). * Ensures that sending packets via links preserves their order. * Holds two one-way links in opposite directions. */ @python.intrinsic("orderbook.link._TwoWayLink_Impl") - def TwoWayLink(/** Forward link (normally from a trader to a market)*/ up = Link(), - /** Backward link (normally from a market to a trader)*/ down = Link()) : ITwoWayLink + def TwoWayLink(/** Forward link (normally from a trader to a market)*/ up = .orderbook.Link(), + /** Backward link (normally from a market to a trader)*/ down = .orderbook.Link()) : .ITwoWayLink - // defined at .output\names.sc: 2060.5 + // defined at .output\names.sc: 2072.5 /** Returns order queue of order *book* for trade *side* */ @python.intrinsic("orderbook.proxy._Queue_Impl") - def Queue(book = OfTrader(), - side = side.Sell()) : IOrderQueue + def Queue(book = .orderbook.OfTrader(), + side = .side.Sell()) : .IOrderQueue - // defined at .output\names.sc: 2066.5 + // defined at .output\names.sc: 2078.5 /** Phantom orderbook used to refer to the order book associated with a single asset trader * * May be used only in objects that are held by traders (so it is used in trader properties and strategies) */ @python.intrinsic("orderbook.of_trader._OfTrader_Impl") @label = "N/A" - def OfTrader(Trader = trader.SingleProxy() : IAccount) : IOrderBook + def OfTrader(Trader = .trader.SingleProxy() : .IAccount) : .IOrderBook - // defined at .output\names.sc: 2074.5 + // defined at .output\names.sc: 2086.5 /** Returns price for best orders of total volume *depth* * * In other words cumulative price corresponds to trader balance change @@ -2234,27 +2248,27 @@ package orderbook {@queue = "Ask_{%(book)s}" * Positive *depth* correponds to will sell assets */ @python.intrinsic("orderbook.cumulative_price.CumulativePrice_Impl") - def CumulativePrice(book = OfTrader(), - depth = constant()) : IObservable[Price] + def CumulativePrice(book = .orderbook.OfTrader(), + depth = .constant(1.0)) : .IObservable[.Price] - // defined at .output\names.sc: 2086.5 + // defined at .output\names.sc: 2098.5 /** Returns arrays of levels for given volumes [i*volumeDelta for i in range(0, volumeCount)] * Level of volume V is a price at which cumulative volume of better orders is V */ @python.intrinsic("orderbook.volume_levels.VolumeLevels_Impl") @label = "VolumeLevels(%(queue)s)" - def VolumeLevels(queue = Asks(), + def VolumeLevels(queue = .orderbook.Asks(), /** distance between two volumes */ volumeDelta = 30.0, - /** number of volume levels to track */ volumeCount = 10) : IObservable[IVolumeLevels] + /** number of volume levels to track */ volumeCount = 10) : .IObservable[.IVolumeLevels] - // defined at .output\names.sc: 2095.5 + // defined at .output\names.sc: 2107.5 /** Returns last defined price at *queue* * Returns None is *queue* has been always empty */ @python.intrinsic("orderbook.last_price._LastPrice_Impl") - def LastPrice(queue = Asks()) : IObservable[Price] + def LastPrice(queue = .orderbook.Asks()) : .IObservable[.Price] - // defined at .output\names.sc: 2101.5 + // defined at .output\names.sc: 2113.5 /** Order book for a single asset in a market. * Maintains two order queues for orders of different sides */ @@ -2263,101 +2277,62 @@ package orderbook {@queue = "Ask_{%(book)s}" def Local(name = "-orderbook-", tickSize = 0.01, _digitsToShow = 2, - timeseries = [] : List[ITimeSerie]) : IOrderBook + timeseries = [] : .List[.ITimeSerie]) : .IOrderBook - // defined at .output\names.sc: 2111.5 + // defined at .output\names.sc: 2123.5 /** Represent an *orderbook* from point of view of a remote trader connected * to the market by means of a *link* that introduces some latency in information propagation */ @python.intrinsic("orderbook.remote._Remote_Impl") @label = "%(orderbook)s.name^remote" - def Remote(orderbook = Local(), - link = TwoWayLink(), - timeseries = [] : List[ITimeSerie]) : IOrderBook + def Remote(orderbook = .orderbook.Local(), + link = .orderbook.TwoWayLink(), + timeseries = [] : .List[.ITimeSerie]) : .IOrderBook - // defined at .output\names.sc: 2120.5 + // defined at .output\names.sc: 2132.5 /** Returns naive approximation of price for best orders of total volume *depth* * by taking into account prices only for the best order * * Negative *depth* correponds to will buy assets * Positive *depth* correponds to will sell assets */ - def NaiveCumulativePrice(book = OfTrader(), - depth = constant()) = observable.Price(if depth<0.0 then depth*ask.Price(book) else if depth>0.0 then depth*bid.Price(book) else 0.0) + def NaiveCumulativePrice(book = .orderbook.OfTrader(), + depth = .constant(1.0)) = if depth<0.0 then depth*.orderbook.ask.Price(book) else if depth>0.0 then depth*.orderbook.bid.Price(book) else 0.0 - // defined at .output\names.sc: 2129.5 + // defined at .output\names.sc: 2141.5 /** Represents latency in information propagation from one agent to another one * (normally between a trader and a market). * Ensures that sending packets via a link preserves their order. */ @python.intrinsic("orderbook.link._Link_Impl") def Link(/** function called for each packet in order to determine - * when it will appear at the end point*/ latency = const(0.001)) : ILink + * when it will appear at the end point*/ latency = .const(0.001)) : .ILink - // defined at .output\names.sc: 2137.5 + // defined at .output\names.sc: 2149.5 /** Spread of order *book* */ - def Spread(book = OfTrader()) = observable.Price(ask.Price(book)-bid.Price(book)) + def Spread(book = .orderbook.OfTrader()) = .orderbook.ask.Price(book)-.orderbook.bid.Price(book) - // defined at .output\names.sc: 2141.5 + // defined at .output\names.sc: 2153.5 /** Returns price of the last trade at *queue* * Returns None if there haven't been any trades */ @python.intrinsic("orderbook.last_trade._LastTradePrice_Impl") - def LastTradePrice(queue = Asks()) : IObservable[Price] + def LastTradePrice(queue = .orderbook.Asks()) : .IObservable[.Price] } @category = "Basic" -package observable { - // defined at .output\names.sc: 2152.5 +package observable() { + // defined at .output\names.sc: 2164.5 /** Discretizes function *x* at even time steps *dt* */ @python.intrinsic("observable.on_every_dt._OnEveryDt_Impl") @label = "[%(x)s]_dt=%(dt)s" @observe_args = "no" def OnEveryDt(/** time discretization step */ dt = 1.0, - /** function to discretize */ x = constant()) : IObservable[Float] - - // defined at .output\names.sc: 2160.5 - /** Down casts function *x* to IObservable[Volume]. - * Needed since generic functions aren't implemented yet - */ - @python.intrinsic("observable.on_every_dt._Observable_Impl") - @label = "[%(x)s]" - def Volume(x = const() : IFunction[Float]) : IObservable[Volume] - - // defined at .output\names.sc: 2167.5 - /** Down casts function *x* to IObservable[Side]. - * Needed since generic functions aren't implemented yet - */ - @python.intrinsic("observable.on_every_dt._ObservableSide_Impl") - @label = "[%(x)s]" - def Side(x = side.Sell() : IFunction[Side]) : IObservable[Side] + /** function to discretize */ x = .constant(1.0)) : .IObservable[.Float] - // defined at .output\names.sc: 2174.5 - /** Down casts function *x* to IObservable[Price]. - * Needed since generic functions aren't implemented yet - */ - @python.intrinsic("observable.on_every_dt._Observable_Impl") - @label = "[%(x)s]" - def Price(x = const() : IFunction[Float]) : IObservable[Price] - - // defined at .output\names.sc: 2181.5 - /** Observable listening to *source* - * When *source* changes it inserts *undefined* value and then immidiately becomes equal to *source* value - */ - @python.intrinsic("observable.breaks_at_changes._BreaksAtChanges_Impl") - def BreaksAtChanges(source = constant(1.0)) : IObservable[Float] - - // defined at .output\names.sc: 2187.5 - /** Down casts function *x* to IObservable[Float]. - * Needed since generic functions aren't implemented yet - */ - @python.intrinsic("observable.on_every_dt._Observable_Impl") - @label = "[%(x)s]" - def Float(x = const() : IFunction[Float]) : IObservable[Float] - - // defined at .output\names.sc: 2194.5 + // defined at .output\names.sc: 2172.5 /** Observable that downloads closing prices for every day from *start* to *end* for asset given by *ticker* * and follows the price in scale 1 model unit of time = 1 real day */ @@ -2365,51 +2340,58 @@ package observable { @label = "%(ticker)s" def Quote(/** defines quotes to download */ ticker = "^GSPC", /** defines first day to download in form YYYY-MM-DD */ start = "2001-1-1", - /** defines last day to download in form YYYY-MM-DD */ end = "2010-1-1") : IObservable[Price] + /** defines last day to download in form YYYY-MM-DD */ end = "2010-1-1") : .IObservable[.Price] + + // defined at .output\names.sc: 2181.5 + /** Observable listening to *source* + * When *source* changes it inserts *undefined* value and then immidiately becomes equal to *source* value + */ + @python.intrinsic("observable.breaks_at_changes._BreaksAtChanges_Impl") + def BreaksAtChanges(source = .const(1.0)) : .IObservable[.Float] } @python = "no" -package trash { - package in1 { - package in2 { - // defined at .output\names.sc: 2212.13 +package trash() { + package in1() { + package in2() { + // defined at .output\names.sc: 2196.13 def S1(y = "abc") = y - // defined at .output\names.sc: 2214.13 - def F(x = IntFunc() : IFunction[Float]) = x + // defined at .output\names.sc: 2198.13 + def F(x = .trash.in1.in2.IntFunc() : .IFunction[.Float]) = x - // defined at .output\names.sc: 2216.13 - def A(x = constant(), - y = if 3>x+2 then x else x*2) : () => types.T + // defined at .output\names.sc: 2200.13 + def A(x = .constant(), + y = if 3>x+2 then x else x*2) : () => .trash.types.T - // defined at .output\names.sc: 2219.13 - def IntObs() : IObservable[Int] + // defined at .output\names.sc: 2203.13 + def IntObs() : .IObservable[.Int] - // defined at .output\names.sc: 2221.13 - def IntFunc() : IFunction[Int] + // defined at .output\names.sc: 2205.13 + def IntFunc() : .IFunction[.Int] - // defined at .output\names.sc: 2223.13 - def C(x : IFunction[CandleStick], + // defined at .output\names.sc: 2207.13 + def C(x : .IFunction[.CandleStick], p = [12,23.2,0]) = p - // defined at .output\names.sc: 2226.13 - def S2() : Optional[String] = S1() + // defined at .output\names.sc: 2210.13 + def S2() : .Optional[.String] = .trash.in1.in2.S1() - // defined at .output\names.sc: 2228.13 - def O(x = IntObs() : IObservable[Float]) = x + // defined at .output\names.sc: 2212.13 + def O(x = .trash.in1.in2.IntObs() : .IObservable[.Float]) = x } - // defined at .output\names.sc: 2232.9 - def A(x : () => .trash.types.T1 = .trash.A()) : () => types.U + // defined at .output\names.sc: 2216.9 + def A(x : () => .trash.types.T1 = .trash.A()) : () => .trash.types.U - // defined at .output\names.sc: 2234.9 - def toInject1() : () => Int + // defined at .output\names.sc: 2218.9 + def toInject1() : () => .Int - // defined at .output\names.sc: 2236.9 - def toInject2() : () => Int + // defined at .output\names.sc: 2220.9 + def toInject2() : () => .Int } - package types { + package types() { type T1 = T type T @@ -2419,25 +2401,25 @@ package trash { type U : T, R } - package overloading { - // defined at .output\names.sc: 2254.9 - def f(x : IFunction[Volume]) = x + package overloading() { + // defined at .output\names.sc: 2238.9 + def f(x : .IFunction[.Volume]) = x - // defined at .output\names.sc: 2256.9 - def f(x : IFunction[Float]) = x + // defined at .output\names.sc: 2240.9 + def f(x : .IFunction[.Price]) = x - // defined at .output\names.sc: 2258.9 - def f(x : IFunction[Price]) = x + // defined at .output\names.sc: 2242.9 + def g(x : .IFunction[.Volume]) = .trash.overloading.f(x) - // defined at .output\names.sc: 2260.9 - def g(x : IFunction[Volume]) = f(x) + // defined at .output\names.sc: 2244.9 + def h() = .trash.overloading.f(12) - // defined at .output\names.sc: 2262.9 - def h() = f(12) + // defined at .output\names.sc: 2246.9 + def hh() = .trash.overloading.f(12.2) } - // defined at .output\names.sc: 2266.5 - def A(x = in1.in2.A()) : () => types.R + // defined at .output\names.sc: 2250.5 + def A(x = .trash.in1.in2.A()) : () => .trash.types.R } type ITrader @@ -2446,7 +2428,7 @@ type IGraph type CandleStick -type Volume : Int +type Volume = Int type Optional[T] @@ -2456,7 +2438,7 @@ type Side type Boolean -type Price : Float +type Price = Float type IOrderQueue @@ -2498,85 +2480,116 @@ type IOrderGenerator = IObservable[Order] type String -// defined at .output\names.sc: 2328.1 +// defined at .output\names.sc: 2312.1 /** Function always returning *x* */ @category = "Basic" @label = "C=%(x)s" -def constant(x = 1.0) = const(x) : IFunction[Float] +def constant(x = 1.0) = .const(x) : .IFunction[.Float] -// defined at .output\names.sc: 2334.1 -/** Trivial observable always returning *False* +// defined at .output\names.sc: 2318.1 +/** Function always returning *x* + */ +@category = "Basic" +@label = "C=%(x)s" +def constant(x = 1) = .const(x) : .IFunction[.Int] + +// defined at .output\names.sc: 2324.1 +/** Function always returning *False* */ @category = "Basic" @python.intrinsic.function("_constant._False_Impl") @label = "False" -def false() : IObservable[Boolean] +def false() : .IFunction[.Boolean] + +// defined at .output\names.sc: 2331.1 +/** Trivial observable always returning *True* + */ +@category = "Basic" +@python.intrinsic.observable("_constant._True_Impl") +@label = "True" +def observableTrue() : .IObservable[.Boolean] -// defined at .output\names.sc: 2341.1 +// defined at .output\names.sc: 2338.1 /** Trivial observable always returning *undefined* or *None* value */ @category = "Basic" @python.intrinsic("_constant._Null_Impl") -def null() : () => Float +def null() : () => .Float -// defined at .output\names.sc: 2347.1 +// defined at .output\names.sc: 2344.1 /** Time serie to store and render it after on a graph * Used to specify what data should be collected about order books and traders */ @category = "Basic" @python.intrinsic("timeserie._ToRecord_Impl") @label = "%(source)s" -def TimeSerie(source = const(0.0) : IObservable[Any], - graph = veusz.Graph(), +def TimeSerie(source = .const(0.0) : .IObservable[.Any], + graph = .veusz.Graph(), _digitsToShow = 4, - _smooth = 1) : ITimeSerie + _smooth = 1) : .ITimeSerie -// defined at .output\names.sc: 2358.1 +// defined at .output\names.sc: 2355.1 +/** Trivial observable always returning *False* + */ +@category = "Basic" +@python.intrinsic.observable("_constant._False_Impl") +@label = "False" +def observableFalse() : .IObservable[.Boolean] + +// defined at .output\names.sc: 2362.1 /** Trivial observable always returning *x* */ @category = "Basic" -@python.intrinsic.function("_constant._Constant_Impl") +@python.intrinsic.observable("_constant._Constant_Impl") @label = "C=%(x)s" -def const(x = 1.0) : IObservable[Float] +def const(x = 1.0) : .IObservable[.Float] -// defined at .output\names.sc: 2365.1 +// defined at .output\names.sc: 2369.1 +/** Trivial observable always returning *x* + */ +@category = "Basic" +@python.intrinsic.observable("_constant._Constant_Impl") +@label = "C=%(x)s" +def const(x = 1) : .IObservable[.Int] + +// defined at .output\names.sc: 2376.1 /** Observable returning at the end of every *timeframe* * open/close/min/max price, its average and standard deviation */ @category = "Basic" @python.intrinsic("observable.candlestick.CandleSticks_Impl") @label = "Candles_{%(source)s}" -def CandleSticks(/** observable data source considered as asset price */ source = const(), - /** size of timeframe */ timeframe = 10.0) : IObservable[CandleStick] +def CandleSticks(/** observable data source considered as asset price */ source = .const(1.0), + /** size of timeframe */ timeframe = 10.0) : .IObservable[.CandleStick] -// defined at .output\names.sc: 2374.1 -/** Trivial observable always returning *True* +// defined at .output\names.sc: 2385.1 +/** Function always returning *True* */ @category = "Basic" @python.intrinsic.function("_constant._True_Impl") @label = "True" -def true() : IObservable[Boolean] +def true() : .IFunction[.Boolean] -// defined at .output\names.sc: 2381.1 +// defined at .output\names.sc: 2392.1 /** Returns *x* if defined and *elsePart* otherwise */ @category = "Basic" @python.observable() @label = "If def(%(x)s) else %(elsePart)s" -def IfDefined(x = constant(), - /** function to take values from when *x* is undefined */ elsePart = constant()) = if x<>null() then x else elsePart +def IfDefined(x = .constant(1.0), + /** function to take values from when *x* is undefined */ elsePart = .constant(1.0)) = if x<>.null() then x else elsePart -// defined at .output\names.sc: 2389.1 +// defined at .output\names.sc: 2400.1 /** Time serie holding volume levels of an asset * Level of volume V is a price at which cumulative volume of better orders is V */ @category = "Basic" @python.intrinsic("timeserie._VolumeLevels_Impl") @label = "%(source)s" -def volumeLevels(source : IFunction[IVolumeLevels], - graph = veusz.Graph(), +def volumeLevels(source : .IFunction[.IVolumeLevels], + graph = .veusz.Graph(), _digitsToShow = 4, _smooth = 1, _volumes = [30.0], - _isBuy = 1) : ITimeSerie + _isBuy = 1) : .ITimeSerie diff --git a/marketsim/gen/.parsed/.output/names.raw b/marketsim/gen/.parsed/.output/names.raw index 349f8645..f226b320 100644 --- a/marketsim/gen/.parsed/.output/names.raw +++ b/marketsim/gen/.parsed/.output/names.raw @@ -9,7 +9,37 @@ Definitions: | | - Definitions: | | | - List: | | | | - FunDef: -| | | | | - Sell +| | | | | - observableBuy +| | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Side +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Observable always equal to Buy side +| | | | | | | - List: +| | | | | - List: +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - side._Buy_Impl +| | | | - FunDef: +| | | | | - Nothing | | | | | - List: | | | | | - None | | | | | - Some: @@ -18,11 +48,12 @@ Definitions: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - Side | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Function always returning Sell side +| | | | | | | - Function always returning None of type Side | | | | | | | - List: | | | | | - List: | | | | | | - Annotation: @@ -31,7 +62,7 @@ Definitions: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - side._Sell_Impl +| | | | | | | | - side._None_Impl | | | | - FunDef: | | | | | - Buy | | | | | - List: @@ -42,6 +73,7 @@ Definitions: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - Side | | | | | | | | - List: | | | | | - Some: @@ -57,7 +89,67 @@ Definitions: | | | | | | | - List: | | | | | | | | - side._Buy_Impl | | | | - FunDef: -| | | | | - Nothing +| | | | | - observableNothing +| | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Side +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Observable always equal to None of type Side +| | | | | | | - List: +| | | | | - List: +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - side._None_Impl +| | | | - FunDef: +| | | | | - observableSell +| | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Side +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Observable always equal to Sell side +| | | | | | | - List: +| | | | | - List: +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - side._Sell_Impl +| | | | - FunDef: +| | | | | - Sell | | | | | - List: | | | | | - None | | | | | - Some: @@ -66,11 +158,12 @@ Definitions: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - Side | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Function always returning None of type Side +| | | | | | | - Function always returning Sell side | | | | | | | - List: | | | | | - List: | | | | | | - Annotation: @@ -79,7 +172,7 @@ Definitions: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - side._None_Impl +| | | | | | | | - side._Sell_Impl | | - List: | | | - Attribute: | | | | - category @@ -104,6 +197,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - math | | | | | | | | | | | - random | | | | | | | | | | | - expovariate @@ -117,6 +211,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IEvent | | | | | | | - List: | | | | | - Some: @@ -141,6 +236,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -152,6 +248,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IEvent | | | | | | | - List: | | | | | - Some: @@ -195,6 +292,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IGraph | | | | | | | - List: | | | | | - Some: @@ -233,6 +331,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -243,15 +342,20 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - IObservable +| | | | | | | | | - +| | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - None | | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - -%(x)s | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -260,9 +364,6 @@ Definitions: | | | | | | | | | - observable | | | | | | | - List: | | | | | | | | - ops._Negate_Impl -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - -%(x)s | | | | - FunDef: | | | | | - Add | | | | | - List: @@ -273,6 +374,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -285,6 +387,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -295,11 +398,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - None @@ -307,6 +412,9 @@ Definitions: | | | | | | - Attribute: | | | | | | | - label | | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - + | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -315,31 +423,41 @@ Definitions: | | | | | | | | | - observable | | | | | | | - List: | | | | | | | | - ops._Add_Impl -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - + | | | | - FunDef: -| | | | | - Less +| | | | | - Condition | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - cond | | | | | | | - None | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - true +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - None +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - y +| | | | | | | - elsepart | | | | | | | - None | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -350,18 +468,20 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - IObservable +| | | | | | | | | - +| | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - Boolean +| | | | | | | | | | | - +| | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - None | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -369,54 +489,64 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Less_Impl -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - < +| | | | | | | | - ops._Condition_Impl | | | | - FunDef: -| | | | | - Mul +| | | | | - Condition | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - cond | | | | | | | - None | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - constant +| | | | | | | | | | | - +| | | | | | | | | | | - true | | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - y +| | | | | | | - ifpart | | | | | | | - None | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - constant +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - Sell +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - None +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - Buy | | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - None | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - Float +| | | | | | | | | | | - +| | | | | | | | | | | - Side | | | | | | | | | - List: | | | | | - None | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -424,53 +554,31 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Mul_Impl -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - * +| | | | | | | | - ops._Condition_Impl | | | | - FunDef: -| | | | | - Condition_Float +| | | | | - Less | | | | | - List: | | | | | | - Parameter: -| | | | | | | - cond -| | | | | | | - None -| | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - true -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Boolean -| | | | | | | | | | | | - List: -| | | | | | | - List: -| | | | | | - Parameter: -| | | | | | | - ifpart +| | | | | | | - x | | | | | | | - None | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - elsepart +| | | | | | | - y | | | | | | | - None | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -481,15 +589,23 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - Float +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean | | | | | | | | | - List: | | | | | - None | | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - < | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -497,12 +613,9 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Condition_Impl -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) +| | | | | | | | - ops._Less_Impl | | | | - FunDef: -| | | | | - NotEqual +| | | | | - Mul | | | | | - List: | | | | | | - Parameter: | | | | | | | - x @@ -511,6 +624,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -523,6 +637,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -533,18 +648,23 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - IObservable +| | | | | | | | | - +| | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - Boolean +| | | | | | | | | | | - +| | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - None | | | | | - List: | | | | | | - Attribute: | | | | | | | - label | | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - * | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -552,70 +672,58 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._NotEqual_Impl -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - <> +| | | | | | | | - ops._Mul_Impl | | | | - FunDef: -| | | | | - Condition_Side +| | | | | - NotEqual | | | | | - List: | | | | | | - Parameter: -| | | | | | | - cond -| | | | | | | - None -| | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - true -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Boolean -| | | | | | | | | | | | - List: -| | | | | | | - List: -| | | | | | - Parameter: -| | | | | | | - ifpart +| | | | | | | - x | | | | | | | - None | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - side -| | | | | | | | | | | - Sell +| | | | | | | | | | | - +| | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - elsepart +| | | | | | | - y | | | | | | | - None | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - side -| | | | | | | | | | | - Buy +| | | | | | | | | | | - +| | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - None | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - Side +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean | | | | | | | | | - List: | | | | | - None | | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - <> | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -623,10 +731,7 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Condition_Impl -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) +| | | | | | | | - ops._NotEqual_Impl | | | | - FunDef: | | | | | - GreaterEqual | | | | | - List: @@ -637,6 +742,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -649,6 +755,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -659,11 +766,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - IObservable +| | | | | | | | | - +| | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Boolean | | | | | | | | | - List: | | | | | - None @@ -671,6 +780,9 @@ Definitions: | | | | | | - Attribute: | | | | | | | - label | | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - >= | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -679,9 +791,6 @@ Definitions: | | | | | | | | | - observable | | | | | | | - List: | | | | | | | | - ops._GreaterEqual_Impl -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - >= | | | | - FunDef: | | | | | - Sub | | | | | - List: @@ -692,6 +801,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -704,6 +814,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -714,11 +825,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - None @@ -726,58 +839,9 @@ Definitions: | | | | | | - Attribute: | | | | | | | - label | | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic -| | | | | | | | | - observable -| | | | | | | - List: -| | | | | | | | - ops._Sub_Impl | | | | | | - Attribute: | | | | | | | - symbol | | | | | | | - - -| | | | - FunDef: -| | | | | - Div -| | | | | - List: -| | | | | | - Parameter: -| | | | | | | - x -| | | | | | | - None -| | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - const -| | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 -| | | | | | | - List: -| | | | | | - Parameter: -| | | | | | | - y -| | | | | | | - None -| | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - const -| | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 -| | | | | | | - List: -| | | | | - None -| | | | | - Some: -| | | | | | - SimpleType: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - IObservable -| | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Float -| | | | | | | | | - List: -| | | | | - None -| | | | | - List: | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -785,10 +849,7 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Div_Impl -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - \\frac{%(x)s}{%(y)s} +| | | | | | | | - ops._Sub_Impl | | | | - FunDef: | | | | | - Div | | | | | - List: @@ -799,6 +860,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -811,6 +873,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -821,15 +884,20 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - None | | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - \\frac{%(x)s}{%(y)s} | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -838,9 +906,6 @@ Definitions: | | | | | | | | | - observable | | | | | | | - List: | | | | | | | | - ops._Div_Impl -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - \\frac{%(x)s}{%(y)s} | | | | - FunDef: | | | | | - LessEqual | | | | | - List: @@ -851,6 +916,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -863,6 +929,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -873,11 +940,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - IObservable +| | | | | | | | | - +| | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Boolean | | | | | | | | | - List: | | | | | - None @@ -885,6 +954,9 @@ Definitions: | | | | | | - Attribute: | | | | | | | - label | | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - <= | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -893,9 +965,6 @@ Definitions: | | | | | | | | | - observable | | | | | | | - List: | | | | | | | | - ops._LessEqual_Impl -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - <= | | | | - FunDef: | | | | | - Equal | | | | | - List: @@ -906,6 +975,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -918,6 +988,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -928,11 +999,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - IObservable +| | | | | | | | | - +| | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Boolean | | | | | | | | | - List: | | | | | - None @@ -940,6 +1013,9 @@ Definitions: | | | | | | - Attribute: | | | | | | | - label | | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - == | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -948,9 +1024,6 @@ Definitions: | | | | | | | | | - observable | | | | | | | - List: | | | | | | | | - ops._Equal_Impl -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - == | | | | - FunDef: | | | | | - Greater | | | | | - List: @@ -961,6 +1034,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -973,6 +1047,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -983,11 +1058,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - IObservable +| | | | | | | | | - +| | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Boolean | | | | | | | | | - List: | | | | | - None @@ -995,6 +1072,9 @@ Definitions: | | | | | | - Attribute: | | | | | | | - label | | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - > | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -1003,9 +1083,6 @@ Definitions: | | | | | | | | | - observable | | | | | | | - List: | | | | | | | | - ops._Greater_Impl -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - > | | - List: | | | - Attribute: | | | | - category @@ -1052,6 +1129,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1099,6 +1177,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1130,6 +1209,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1174,6 +1254,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1221,6 +1302,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1258,6 +1340,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1302,6 +1385,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1333,6 +1417,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1372,6 +1457,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1413,6 +1499,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1450,8 +1537,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | - Some: @@ -1464,6 +1554,9 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - Cumulative | | | | | | | | | | | | | | - Avg | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -1471,6 +1564,9 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math +| | | | | | | | | | | | | - Cumulative | | | | | | | | | | | | | - StdDev | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: @@ -1494,8 +1590,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | - None @@ -1505,6 +1604,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1532,8 +1632,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | - None @@ -1543,6 +1646,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1570,8 +1674,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - constant +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -1581,6 +1688,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -1592,11 +1700,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IObservable | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1626,8 +1736,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - constant +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -1637,6 +1750,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -1648,11 +1762,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IObservable | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -1682,19 +1798,27 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | - Some: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - math | | | | | | | | | | | | - Sqrt | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - Cumulative | | | | | | | | | | | | | | - Var | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -1735,8 +1859,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -1761,12 +1888,16 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math | | | | | | | | | | | | | - EW | | | | | | | | | | | | | - Avg | | | | | | | | | | | - List: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | - UpMovements | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - Var: @@ -1778,12 +1909,16 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math | | | | | | | | | | | | | - EW | | | | | | | | | | | | | - Avg | | | | | | | | | | | - List: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | - DownMovements | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - Var: @@ -1825,8 +1960,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - source | | | | | | | | | - Parameter: @@ -1851,6 +1989,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math | | | | | | | | | | | | | - EW | | | | | | | | | | | | | - Avg | | | | | | | | | | | - List: @@ -1869,6 +2009,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math | | | | | | | | | | | | | - EW | | | | | | | | | | | | | - Avg | | | | | | | | | | | - List: @@ -1903,8 +2045,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - source | | | | | | | | | - Parameter: @@ -1943,12 +2088,15 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - math | | | | | | | | | | | | - EW | | | | | | | | | | | | - Avg | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - observable | | | | | | | | | | | | | | - OnEveryDt | | | | | | | | | | | | - List: @@ -1957,6 +2105,9 @@ Definitions: | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | | - macd | | | | | | | | | | | | | | | | - MACD | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - Var: @@ -1994,8 +2145,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - source | | | | | | | | | - Parameter: @@ -2036,6 +2190,9 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math +| | | | | | | | | | | | | - macd | | | | | | | | | | | | | - MACD | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: @@ -2047,6 +2204,9 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math +| | | | | | | | | | | | | - macd | | | | | | | | | | | | | - Signal | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: @@ -2092,8 +2252,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -2109,6 +2272,7 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IDifferentiable | | | | | | | | | | - List: | | | | | | | | - Some: @@ -2136,8 +2300,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -2155,6 +2322,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -2182,8 +2350,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -2198,11 +2369,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: -| | | | | | | | | | | | - Sqrt +| | | | | | | | | | | | - +| | | | | | | | | | | | - math +| | | | | | | | | | | | - Sqrt | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - EW | | | | | | | | | | | | | | - Var | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -2228,8 +2404,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -2250,6 +2429,9 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - EW | | | | | | | | | | | | | | - Avg | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -2259,6 +2441,9 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math +| | | | | | | | | | | | | - EW | | | | | | | | | | | | | - StdDev | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: @@ -2301,8 +2486,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - constant +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -2318,11 +2506,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IObservable | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -2350,8 +2540,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -2372,6 +2565,9 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - Moving | | | | | | | | | | | | | | - Avg | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -2381,6 +2577,9 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math +| | | | | | | | | | | | | - Moving | | | | | | | | | | | | | - StdDev | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: @@ -2406,8 +2605,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -2422,12 +2624,14 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - math | | | | | | | | | | | | - Max | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: | | | | | | | | | | | | | - IntLit: @@ -2437,30 +2641,32 @@ Definitions: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | - Moving | | | | | | | | | | | | | | | - Avg | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | - observable -| | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - BinOp: -| | | | | | | | | | | | | | | | | - Mul -| | | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | | - source -| | | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | | - source +| | | | | | | | | | | | | | - BinOp: +| | | | | | | | | | | | | | | - Mul +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - source +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - source | | | | | | | | | | | | | | - Var: | | | | | | | | | | | | | | | - timeframe | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | - Sqr | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | | | - Moving | | | | | | | | | | | | | | | | | - Avg | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - Var: @@ -2493,8 +2699,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - constant +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -2510,11 +2719,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IObservable | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -2542,8 +2753,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -2561,6 +2775,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -2588,8 +2803,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -2604,11 +2822,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - math | | | | | | | | | | | | - Sqrt | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - Moving | | | | | | | | | | | | | | - Var | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -2641,8 +2864,11 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: | | | | | | | - y @@ -2651,8 +2877,11 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - Some: | | | | | | - IfThenElse: @@ -2692,8 +2921,11 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - const | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | | | - observable data source | | | | | | - Parameter: @@ -2708,29 +2940,27 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - observable -| | | | | | | | | - Float +| | | | | | | | | - +| | | | | | | | | - math +| | | | | | | | | - Max | | | | | | | - List: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: +| | | | | | | | - FloatLit: +| | | | | | | | | - 0.0 +| | | | | | | | - BinOp: +| | | | | | | | | - Sub +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - math +| | | | | | | | | | | | - Lagged | | | | | | | | | | - List: -| | | | | | | | | | | - Max -| | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 0.0 -| | | | | | | | | | - BinOp: -| | | | | | | | | | | - Sub -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Lagged -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - source -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - timeframe | | | | | | | | | | | - Var: | | | | | | | | | | | | - source +| | | | | | | | | | | - Var: +| | | | | | | | | | | | - timeframe +| | | | | | | | | - Var: +| | | | | | | | | | - source | | | | | - None | | | | | - Some: | | | | | | - DocString: @@ -2750,6 +2980,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -2762,6 +2993,7 @@ Definitions: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - Float | | | | | | | | - List: | | | | | - Some: @@ -2790,8 +3022,11 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - const | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | | | - observable data source | | | | | | - Parameter: @@ -2807,11 +3042,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - Some: @@ -2839,8 +3076,11 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: | | | | | | | - y @@ -2849,8 +3089,11 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - Some: | | | | | | - IfThenElse: @@ -2890,8 +3133,11 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - const | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | | | - observable data source | | | | | | - Parameter: @@ -2906,29 +3152,27 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - observable -| | | | | | | | | - Float +| | | | | | | | | - +| | | | | | | | | - math +| | | | | | | | | - Max | | | | | | | - List: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: +| | | | | | | | - FloatLit: +| | | | | | | | | - 0.0 +| | | | | | | | - BinOp: +| | | | | | | | | - Sub +| | | | | | | | | - Var: +| | | | | | | | | | - source +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - math +| | | | | | | | | | | | - Lagged | | | | | | | | | | - List: -| | | | | | | | | | | - Max -| | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 0.0 -| | | | | | | | | | - BinOp: -| | | | | | | | | | | - Sub | | | | | | | | | | | - Var: | | | | | | | | | | | | - source -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Lagged -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - source -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - timeframe +| | | | | | | | | | | - Var: +| | | | | | | | | | | | - timeframe | | | | | - None | | | | | - Some: | | | | | | - DocString: @@ -2948,8 +3192,11 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - Some: | | | | | | - BinOp: @@ -2986,8 +3233,11 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - const | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | | | - observable data source | | | | | | - Parameter: @@ -3002,6 +3252,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - math | | | | | | | | | - Log | | | | | | | - List: | | | | | | | | - BinOp: @@ -3011,6 +3263,8 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - math | | | | | | | | | | | | - Lagged | | | | | | | | | | - List: | | | | | | | | | | | - Var: @@ -3036,6 +3290,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -3048,6 +3303,7 @@ Definitions: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - Float | | | | | | | | - List: | | | | | - Some: @@ -3079,6 +3335,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - orderbook | | | | | | | | | | | - OfTrader | | | | | | | | | - List: @@ -3116,12 +3373,15 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - math | | | | | | | | | | | | - rsi | | | | | | | | | | | | - Raw | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - MidPrice | | | | | | | | | | | | - List: @@ -3150,6 +3410,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -3162,6 +3423,7 @@ Definitions: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - Float | | | | | | | | - List: | | | | | - Some: @@ -3193,6 +3455,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -3205,6 +3468,7 @@ Definitions: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - Float | | | | | | | | - List: | | | | | - Some: @@ -3244,6 +3508,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - math | | | | | | | | | | | - random | | | | | | | | | | | - normalvariate | | | | | | | | | - List: @@ -3260,6 +3526,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - math | | | | | | | | | | | - random | | | | | | | | | | | - expovariate | | | | | | | | | - List: @@ -3279,11 +3547,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - Some: @@ -3312,6 +3582,7 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - math | | | | | | | | | | | | - EW | | | | | | | | | | | | - Avg @@ -3319,6 +3590,7 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IDifferentiable | | | | | | | | | | - List: | | | | | | | - List: @@ -3329,6 +3601,7 @@ Definitions: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - Float | | | | | | | | - List: | | | | | - Some: @@ -3357,6 +3630,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -3369,6 +3643,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -3381,6 +3656,7 @@ Definitions: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - Float | | | | | | | | - List: | | | | | - Some: @@ -3917,6 +4193,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -3971,6 +4249,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Sell | | | | | | | | | | | | - List: @@ -4032,6 +4311,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -4045,6 +4325,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -4104,6 +4386,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -4117,6 +4400,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -4175,6 +4460,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -4188,6 +4474,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -4251,6 +4539,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -4264,6 +4553,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -4315,6 +4606,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -4328,6 +4620,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -4388,6 +4682,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -4401,6 +4696,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -4453,6 +4750,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -4507,6 +4806,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -4520,6 +4820,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -4581,6 +4883,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -4594,6 +4897,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_price | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -4654,6 +4959,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -4716,6 +5023,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -4729,6 +5037,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -4780,6 +5090,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -4793,6 +5104,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -4862,6 +5175,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -4914,6 +5229,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -4976,6 +5293,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -5031,6 +5349,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -5091,6 +5410,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -5151,6 +5472,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -5211,6 +5534,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -5263,6 +5588,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -5315,6 +5641,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -5328,6 +5655,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -5390,6 +5719,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -5455,6 +5786,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -5468,6 +5800,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -5518,6 +5852,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -5531,6 +5866,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -5583,6 +5920,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -5596,6 +5934,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -5667,6 +6007,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -5718,6 +6060,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -5731,6 +6074,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -5840,6 +6185,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -5853,6 +6199,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -5913,6 +6261,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -5926,6 +6275,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -5976,6 +6327,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -5989,6 +6341,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_price | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -6047,6 +6401,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -6101,6 +6457,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6114,6 +6471,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -6166,6 +6525,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Sell | | | | | | | | | | | | - List: @@ -6215,6 +6575,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6228,6 +6589,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -6291,6 +6654,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -6356,6 +6721,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6369,6 +6735,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6421,6 +6788,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6434,6 +6802,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -6496,6 +6866,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6509,6 +6880,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -6561,6 +6934,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6574,6 +6948,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -6635,6 +7011,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6697,6 +7074,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6710,6 +7088,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -6761,6 +7141,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6774,6 +7155,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -6836,6 +7219,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6886,6 +7270,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6899,6 +7284,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -6950,6 +7337,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -6963,6 +7351,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -7023,6 +7413,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -7036,6 +7427,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -7086,6 +7479,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -7099,6 +7493,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -7161,6 +7557,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -7174,6 +7571,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -7244,6 +7643,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -7362,6 +7763,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Sell | | | | | | | | | | | | - List: @@ -7374,6 +7776,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -7426,6 +7829,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -7486,6 +7890,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -7499,6 +7904,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_price | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -7558,6 +7965,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -7665,6 +8074,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_price | | | | | | | | | | | | | | - Limit | | | | | | | | | | | | - List: @@ -7727,6 +8138,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -7789,6 +8202,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -7802,6 +8216,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - order | | | | | | | | | | | | | | - side_volume | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | - Limit @@ -7872,6 +8288,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Sell | | | | | | | | | | | | - List: @@ -7884,6 +8301,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -8081,6 +8499,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - side | | | | | | | | | | | - Sell | | | | | | | | | - List: @@ -8093,6 +8512,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -8106,6 +8526,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -8117,6 +8538,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderGenerator | | | | | | | - List: | | | | | - Some: @@ -8154,6 +8576,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -8193,6 +8616,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - order | | | | | | | | | | | - Limit | | | | | | | | | - List: | | | | | | | - List: @@ -8202,6 +8627,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderGenerator | | | | | | | - List: | | | | | - Some: @@ -8234,6 +8660,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - side | | | | | | | | | | | - Sell | | | | | | | | | - List: @@ -8246,6 +8673,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -8257,6 +8685,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderGenerator | | | | | | | - List: | | | | | - Some: @@ -8284,6 +8713,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -8297,6 +8727,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - order | | | | | | | | | | | - Limit | | | | | | | | | - List: | | | | | | | - List: @@ -8306,6 +8738,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderGenerator | | | | | | | - List: | | | | | - Some: @@ -8336,6 +8769,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -8349,6 +8783,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - order | | | | | | | | | | | - Limit | | | | | | | | | - List: | | | | | | | - List: @@ -8358,6 +8794,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderGenerator | | | | | | | - List: | | | | | - Some: @@ -8386,6 +8823,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -8399,6 +8837,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - order | | | | | | | | | | | - price | | | | | | | | | | | - Limit | | | | | | | | | - List: @@ -8409,6 +8849,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderGenerator | | | | | | | - List: | | | | | - Some: @@ -8438,6 +8879,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -8451,6 +8893,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - order | | | | | | | | | | | - Limit | | | | | | | | | - List: | | | | | | | - List: @@ -8460,6 +8904,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderGenerator | | | | | | | - List: | | | | | - Some: @@ -8489,6 +8934,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - side | | | | | | | | | | | - Sell | | | | | | | | | - List: @@ -8501,6 +8947,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -8512,6 +8959,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderGenerator | | | | | | | - List: | | | | | - Some: @@ -8552,6 +9000,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -8565,6 +9014,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -8606,6 +9056,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - order | | | | | | | | | | | - price | | | | | | | | | | | - Limit | | | | | | | | | - List: @@ -8615,6 +9067,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderGenerator | | | | | | | - List: | | | | | - Some: @@ -8667,6 +9120,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: @@ -8687,6 +9141,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: @@ -8696,28 +9151,26 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: -| | | | | | | | | | | | - observable -| | | | | | | | | | | | - Side +| | | | | | | | | | | | - +| | | | | | | | | | | | - strategy +| | | | | | | | | | | | - side +| | | | | | | | | | | | - FundamentalValue | | | | | | | | | | - List: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - BinOp: +| | | | | | | | | | | | - Mul +| | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | | - MidPrice | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - FundamentalValue -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - BinOp: -| | | | | | | | | | | | | | - Mul -| | | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | | | | - MidPrice -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | - bookToDependOn | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - factor -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - book +| | | | | | | | | | | | | | | - bookToDependOn +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - factor +| | | | | | | | | | | - Var: +| | | | | | | | | | | | - book | | | | | | | | - None | | | | | | | | - Some: | | | | | | | | | - DocString: @@ -8734,6 +9187,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -8759,6 +9213,7 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - side | | | | | | | | | | | | | - Buy | | | | | | | | | | | - List: @@ -8776,12 +9231,14 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Sell | | | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Nothing | | | | | | | | | | | | - List: @@ -8831,6 +9288,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: @@ -8840,6 +9298,9 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - strategy +| | | | | | | | | | | | - side | | | | | | | | | | | | - Signal | | | | | | | | | | - List: | | | | | | | | | | | - BinOp: @@ -8847,6 +9308,7 @@ Definitions: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | - EW | | | | | | | | | | | | | | | - Avg @@ -8854,6 +9316,7 @@ Definitions: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | | - MidPrice | | | | | | | | | | | | | | | - List: @@ -8864,6 +9327,7 @@ Definitions: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | - EW | | | | | | | | | | | | | | | - Avg @@ -8871,6 +9335,7 @@ Definitions: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | | - MidPrice | | | | | | | | | | | | | | | - List: @@ -8912,6 +9377,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: @@ -8921,17 +9387,22 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - strategy +| | | | | | | | | | | | - side | | | | | | | | | | | | - Signal | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | - Derivative | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | | - EW | | | | | | | | | | | | | | | | - Avg @@ -8939,6 +9410,7 @@ Definitions: | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | | | - MidPrice | | | | | | | | | | | | | | | | - List: @@ -8964,6 +9436,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -8977,6 +9450,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: @@ -8989,6 +9463,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - bid | | | | | | | | | | | | | | - Price @@ -9000,6 +9475,7 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - side | | | | | | | | | | | | | - Sell | | | | | | | | | | | - List: @@ -9009,6 +9485,7 @@ Definitions: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | - ask | | | | | | | | | | | | | | | - Price @@ -9020,12 +9497,14 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Buy | | | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | - Nothing | | | | | | | | | | | | - List: @@ -9059,6 +9538,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: @@ -9068,11 +9548,15 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - strategy +| | | | | | | | | | | | - side | | | | | | | | | | | | - FundamentalValue | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | - EW | | | | | | | | | | | | | | - Avg @@ -9080,6 +9564,7 @@ Definitions: | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | - MidPrice | | | | | | | | | | | | | | - List: @@ -9105,6 +9590,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | - random | | | | | | | | | | | | | | - uniform @@ -9125,12 +9611,14 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - side | | | | | | | | | | | | | - Sell | | | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - side | | | | | | | | | | | | | - Buy | | | | | | | | | | | - List: @@ -9604,6 +10092,9 @@ Definitions: | | | | | | | | - efficiency | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - weight | | | | | | | | | | - trader | | | | | | | | | | - trader_Efficiency | | | | | | | - FunDef: @@ -9615,16 +10106,19 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Optional | | | | | | | | | | | | - List: | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - List | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: @@ -9636,11 +10130,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - List | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -9666,20 +10162,29 @@ Definitions: | | | | | | | | - chooseTheBest | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - weight | | | | | | | | | | - array | | | | | | | | | | - array_ChooseTheBest | | | | | | | - FunAlias: | | | | | | | | - score | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - weight | | | | | | | | | | - trader | | | | | | | | | | - trader_Score | | | | | | | - FunAlias: -| | | | | | | | - atanpow +| | | | | | | | - identityL | | | | | | | | - QualifiedName: | | | | | | | | | - List: -| | | | | | | | | | - f -| | | | | | | | | | - f_AtanPow +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - weight +| | | | | | | | | | - array +| | | | | | | | | | - array_IdentityL | | | | | | | - FunDef: | | | | | | | | - Efficiency | | | | | | | | - List: @@ -9689,12 +10194,14 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - IAccount | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - trader | | | | | | | | | | | | | | - SingleProxy | | | | | | | | | | | | - List: @@ -9704,6 +10211,7 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - trader | | | | | | | | | | | | - Efficiency | | | | | | | | | | - List: @@ -9713,11 +10221,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IFunction | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -9735,12 +10245,18 @@ Definitions: | | | | | | | | - efficiencyTrend | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - weight | | | | | | | | | | - trader | | | | | | | | | | - trader_EfficiencyTrend | | | | | | | - FunAlias: | | | | | | | | - clamp0 | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - weight | | | | | | | | | | - f | | | | | | | | | | - f_Clamp0 | | | | | | | - FunDef: @@ -9752,12 +10268,14 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - IAccount | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - trader | | | | | | | | | | | | | | - SingleProxy | | | | | | | | | | | | - List: @@ -9768,11 +10286,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IFunction | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -9805,24 +10325,30 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Optional | | | | | | | | | | | | - List: | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - IFunction | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - function to scale | | | | | | | | - Some: @@ -9831,6 +10357,7 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - math | | | | | | | | | | | | | - Max | | | | | | | | | | | - List: @@ -9844,11 +10371,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IFunction | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -9862,6 +10391,15 @@ Definitions: | | | | | | | | | | | | - curried | | | | | | | | | | - List: | | | | | | | | | | | - f +| | | | | | | - FunAlias: +| | | | | | | | - identityF +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - weight +| | | | | | | | | | - f +| | | | | | | | | | - f_IdentityF | | | | | | | - FunDef: | | | | | | | | - EfficiencyTrend | | | | | | | | - List: @@ -9871,12 +10409,14 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - IAccount | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - trader | | | | | | | | | | | | | | - SingleProxy | | | | | | | | | | | | - List: @@ -9894,12 +10434,14 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - math | | | | | | | | | | | | - Derivative | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | - EW | | | | | | | | | | | | | | - Avg @@ -9907,6 +10449,7 @@ Definitions: | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - trader | | | | | | | | | | | | | | | | - Efficiency | | | | | | | | | | | | | | - List: @@ -9918,11 +10461,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IFunction | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -9937,9 +10482,21 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - trader | | | | | | | - FunAlias: +| | | | | | | | - atanPow +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - weight +| | | | | | | | | | - f +| | | | | | | | | | - f_AtanPow +| | | | | | | - FunAlias: | | | | | | | | - unit | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - weight | | | | | | | | | | - trader | | | | | | | | | | - trader_Unit | | | | | | | - FunDef: @@ -9951,12 +10508,14 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - IAccount | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - trader | | | | | | | | | | | | | | - SingleProxy | | | | | | | | | | | | - List: @@ -9966,6 +10525,7 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - constant | | | | | | | | | | - List: | | | | | | | | | | | - FloatLit: @@ -9974,11 +10534,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IFunction | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -10001,24 +10563,30 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Optional | | | | | | | | | | | | - List: | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - IFunction | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - function to scale | | | | | | | | | - Parameter: @@ -10033,12 +10601,14 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - math | | | | | | | | | | | | - Atan | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | - Pow | | | | | | | | | | | | - List: @@ -10050,11 +10620,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IFunction | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -10077,16 +10649,19 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Optional | | | | | | | | | | | | - List: | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - List | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: @@ -10098,11 +10673,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - List | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -10123,12 +10700,6 @@ Definitions: | | | | | | | | | | | | - curried | | | | | | | | | | - List: | | | | | | | | | | | - array -| | | | | | | - FunAlias: -| | | | | | | | - identity_f -| | | | | | | | - QualifiedName: -| | | | | | | | | - List: -| | | | | | | | | | - f -| | | | | | | | | | - f_IdentityF | | | | | | | - FunDef: | | | | | | | | - IdentityF | | | | | | | | - List: @@ -10138,24 +10709,30 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Optional | | | | | | | | | | | | - List: | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - IFunction | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - Var: @@ -10164,11 +10741,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IFunction | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: @@ -10200,13 +10779,26 @@ Definitions: | | | | | | | | | | - side | | | | | | | | | | - None | | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - Cast: +| | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - side +| | | | | | | | | | | | | | | - Sell | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - side -| | | | | | | | | | | | | | - Sell -| | | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | - Side +| | | | | | | | | | | | | | | - List: | | | | | | | | | | - List: | | | | | | | | | | | - side of orders to create | | | | | | | | | - Parameter: @@ -10224,6 +10816,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | - random | | | | | | | | | | | | | | - lognormvariate @@ -10242,6 +10835,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: @@ -10253,12 +10847,14 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | - SafeSidePrice | | | | | | | | | | | - List: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | - Queue | | | | | | | | | | | | | - List: @@ -10300,8 +10896,11 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable desired position | | | | | | | | | - Parameter: @@ -10311,40 +10910,37 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - trader | | | | | | | | | | | | | | - SingleProxy | | | | | | | | | | | | - List: | | | | | | | | | | - List: | | | | | | | | | | | - trader in question | | | | | | | | - Some: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - observable -| | | | | | | | | | | | - Volume -| | | | | | | | | | - List: -| | | | | | | | | | | - BinOp: -| | | | | | | | | | | | - Sub -| | | | | | | | | | | | - BinOp: -| | | | | | | | | | | | | - Sub -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - desiredPosition -| | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - trader -| | | | | | | | | | | | | | | | - Position -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - trader -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - trader -| | | | | | | | | | | | | | | - PendingVolume +| | | | | | | | | - BinOp: +| | | | | | | | | | - Sub +| | | | | | | | | | - BinOp: +| | | | | | | | | | | - Sub +| | | | | | | | | | | - Var: +| | | | | | | | | | | | - desiredPosition +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - trader +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - trader +| | | | | | | | | | | | | | - Position +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - trader +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - trader +| | | | | | | | | | | | | - PendingVolume +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - trader | | | | | | | | - None | | | | | | | | - Some: | | | | | | | | | - DocString: @@ -10369,6 +10965,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -10382,6 +10979,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - trader | | | | | | | | | | | | | | - SingleProxy | | | | | | | | | | | | - List: @@ -10391,11 +10989,15 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - strategy +| | | | | | | | | | | | - position | | | | | | | | | | | | - DesiredPosition | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - observable | | | | | | | | | | | | | | - OnEveryDt | | | | | | | | | | | | - List: @@ -10406,6 +11008,7 @@ Definitions: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | | | - EW | | | | | | | | | | | | | | | | | - RelStdDev @@ -10413,12 +11016,14 @@ Definitions: | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | | | | - MidPrice | | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | | | | | | | | - List: @@ -10458,6 +11063,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FloatLit: @@ -10479,6 +11085,7 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - trader | | | | | | | | | | | | | | - SingleProxy | | | | | | | | | | | | - List: @@ -10488,11 +11095,15 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - strategy +| | | | | | | | | | | | - position | | | | | | | | | | | | - DesiredPosition | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - observable | | | | | | | | | | | | | | - OnEveryDt | | | | | | | | | | | | - List: @@ -10507,12 +11118,14 @@ Definitions: | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | | | | - RSI | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | | | | | | | - List: @@ -10644,17 +11257,21 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Optional | | | | | | | | | | | | - List: | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - ISingleAssetStrategy | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - strategy | | | | | | | | | | | | | | - Noise | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -10664,6 +11281,7 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IAccount | | | | | | | | | | - List: | | | | | | | | - Some: @@ -10694,17 +11312,21 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - Optional | | | | | | | | | | | | - List: | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - ISingleAssetStrategy | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - strategy | | | | | | | | | | | | | | - Noise | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -10714,6 +11336,7 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IAccount | | | | | | | | | | - List: | | | | | | | | - Some: @@ -10741,12 +11364,18 @@ Definitions: | | | | | | | | - real | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - account | | | | | | | | | | - inner | | | | | | | | | | - inner_Real | | | | | | | - FunAlias: | | | | | | | | - virtualMarket | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - account | | | | | | | | | | - inner | | | | | | | | | | - inner_VirtualMarket | | | | | - List: @@ -10762,6 +11391,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - Noise | | | | | | | | | - List: | | | | | | | - List: @@ -10772,6 +11403,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - Noise | | | | | | | | | - List: | | | | | | | - List: @@ -10780,6 +11413,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ISingleAssetStrategy | | | | | | | - List: | | | | | - Some: @@ -10805,6 +11439,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - signedVolume | | | | | | | | | | | - MarketSigned @@ -10830,6 +11465,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -10848,6 +11484,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Generic | | | | | | | - List: | | | | | | | | - FunCall: @@ -10858,6 +11496,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - position | | | | | | | | | | | | | - RSI_linear | | | | | | | | | | | - List: @@ -10883,12 +11523,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - event | | | | | | | | | | | - Every | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - math | | | | | | | | | | | | | - random | | | | | | | | | | | | | - expovariate @@ -10904,6 +11546,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - side | | | | | | | | | | | - Market @@ -10917,6 +11560,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - orderbook | | | | | | | | | | | - OfTrader | | | | | | | | | - List: @@ -10934,6 +11578,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Generic | | | | | | | - List: | | | | | | | | - FunCall: @@ -10944,6 +11590,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - side | | | | | | | | | | | | | - PairTrading | | | | | | | | | | | - List: @@ -10976,6 +11624,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - Noise | | | | | | | | | | | - List: | | | | | | | - List: @@ -10987,9 +11637,10 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - account -| | | | | | | | | | | - inner -| | | | | | | | | | | - inner_VirtualMarket +| | | | | | | | | | | - virtualMarket | | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - function creating phantom strategy used for efficiency estimation @@ -11000,9 +11651,10 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - weight -| | | | | | | | | | | - trader -| | | | | | | | | | | - trader_EfficiencyTrend +| | | | | | | | | | | - efficiencyTrend | | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - function estimating is the strategy efficient or not @@ -11011,6 +11663,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ISingleAssetStrategy | | | | | | | - List: | | | | | - Some: @@ -11039,12 +11692,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - event | | | | | | | | | | | - Every | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - math | | | | | | | | | | | | | - random | | | | | | | | | | | | | - expovariate @@ -11060,6 +11715,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - side | | | | | | | | | | | - Market @@ -11073,6 +11729,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -11091,6 +11748,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Generic | | | | | | | - List: | | | | | | | | - FunCall: @@ -11101,6 +11760,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - side | | | | | | | | | | | | | - Signal | | | | | | | | | | | - List: @@ -11128,12 +11789,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - event | | | | | | | | | | | - Every | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - math | | | | | | | | | | | | | - random | | | | | | | | | | | | | - expovariate @@ -11149,6 +11812,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - side_price | | | | | | | | | | | - Limit @@ -11170,6 +11834,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - math | | | | | | | | | | | - random | | | | | | | | | | | - lognormvariate @@ -11185,6 +11850,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Array | | | | | | | - List: | | | | | | | | - List_: @@ -11192,6 +11859,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - LiquidityProviderSide | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: @@ -11201,6 +11870,7 @@ Definitions: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | | - Sell | | | | | | | | | | | | | - List: @@ -11211,6 +11881,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - LiquidityProviderSide | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: @@ -11220,6 +11892,7 @@ Definitions: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | | - Buy | | | | | | | | | | | | | - List: @@ -11243,12 +11916,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - event | | | | | | | | | | | - Every | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - math | | | | | | | | | | | | | - random | | | | | | | | | | | | | - expovariate @@ -11264,6 +11939,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - side | | | | | | | | | | | - Market @@ -11298,6 +11974,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Generic | | | | | | | - List: | | | | | | | | - FunCall: @@ -11308,6 +11986,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - side | | | | | | | | | | | | | - CrossingAverages | | | | | | | | | | | - List: @@ -11338,6 +12018,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - Noise | | | | | | | | | - List: | | | | | | | - List: @@ -11346,22 +12028,12 @@ Definitions: | | | | | | | - predicate | | | | | | | - None | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - true -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - IFunction +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Boolean -| | | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - true +| | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - predicate to evaluate | | | | | - None @@ -11369,6 +12041,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ISingleAssetStrategy | | | | | | | - List: | | | | | - Some: @@ -11393,12 +12066,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - event | | | | | | | | | | | - Every | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - math | | | | | | | | | | | | | - random | | | | | | | | | | | | | - expovariate @@ -11414,6 +12089,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - side | | | | | | | | | | | - Market @@ -11440,6 +12116,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Generic | | | | | | | - List: | | | | | | | | - FunCall: @@ -11450,6 +12128,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - side | | | | | | | | | | | | | - TrendFollower | | | | | | | | | | | - List: @@ -11480,12 +12160,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - event | | | | | | | | | | | - Every | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - math | | | | | | | | | | | | | - random | | | | | | | | | | | | | - expovariate @@ -11501,6 +12183,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - side | | | | | | | | | | | - Market @@ -11514,6 +12197,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -11524,6 +12208,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Generic | | | | | | | - List: | | | | | | | | - FunCall: @@ -11534,6 +12220,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - side | | | | | | | | | | | | | - FundamentalValue | | | | | | | | | | | - List: @@ -11557,6 +12245,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IMultiAssetStrategy | | | | | | | - List: | | | | | - Some: @@ -11584,12 +12273,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - event | | | | | | | | | | | - Every | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - math | | | | | | | | | | | | | - random | | | | | | | | | | | | | - expovariate @@ -11605,6 +12296,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - side | | | | | | | | | | | - Market @@ -11643,6 +12335,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Generic | | | | | | | - List: | | | | | | | | - FunCall: @@ -11653,6 +12347,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - side | | | | | | | | | | | | | - Signal | | | | | | | | | | | - List: @@ -11663,12 +12359,14 @@ Definitions: | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | | - RSI | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | | | | | - List: @@ -11702,6 +12400,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - Noise | | | | | | | | | - List: | | | | | | | - List: @@ -11713,9 +12413,10 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - account -| | | | | | | | | | | - inner -| | | | | | | | | | | - inner_VirtualMarket +| | | | | | | | | | | - virtualMarket | | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - defines how strategy trades are booked: actually traded amount or virtual market orders are @@ -11727,9 +12428,10 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - weight -| | | | | | | | | | | - trader -| | | | | | | | | | | - trader_EfficiencyTrend +| | | | | | | | | | | - efficiencyTrend | | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - given a trading account tells should it be considered as effective or not @@ -11737,6 +12439,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Suspendable | | | | | | | - List: | | | | | | | | - Var: @@ -11775,6 +12479,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - Noise | | | | | | | | | | | - List: | | | | | | | - List: @@ -11784,6 +12490,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ISingleAssetStrategy | | | | | | | - List: | | | | | - Some: @@ -11808,12 +12515,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - event | | | | | | | | | | | - Every | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - math | | | | | | | | | | | | | - random | | | | | | | | | | | | | - expovariate @@ -11829,6 +12538,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - side | | | | | | | | | | | - Market @@ -11847,6 +12557,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Generic | | | | | | | - List: | | | | | | | | - FunCall: @@ -11857,6 +12569,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - side | | | | | | | | | | | | | - MeanReversion | | | | | | | | | | | - List: @@ -11881,6 +12595,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ISingleAssetStrategy | | | | | | | - List: | | | | | - Some: @@ -11907,6 +12622,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - Noise | | | | | | | | | | | - List: | | | | | | | - List: @@ -11918,9 +12635,10 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - account -| | | | | | | | | | | - inner -| | | | | | | | | | | - inner_VirtualMarket +| | | | | | | | | | | - virtualMarket | | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - function creating a virtual account used for estimate efficiency of the strategy itself @@ -11931,9 +12649,10 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - weight -| | | | | | | | | | | - trader -| | | | | | | | | | | - trader_EfficiencyTrend +| | | | | | | | | | | - efficiencyTrend | | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - function estimating is the strategy efficient or not @@ -11944,9 +12663,10 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - weight -| | | | | | | | | | | - f -| | | | | | | | | | | - f_AtanPow +| | | | | | | | | | | - atanPow | | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - function that maps trader efficiency to its weight that will be used for random choice @@ -11957,9 +12677,10 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - weight -| | | | | | | | | | | - array -| | | | | | | | | | | - array_IdentityL +| | | | | | | | | | | - identityL | | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - given array of strategy weights corrects them. @@ -11969,6 +12690,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ISingleAssetStrategy | | | | | | | - List: | | | | | - Some: @@ -12035,16 +12757,21 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Combine | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - Generic | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - order | | | | | | | | | | | | | - Iceberg | | | | | | | | | | | - List: @@ -12053,12 +12780,14 @@ Definitions: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - order | | | | | | | | | | | | | | | - FloatingPrice | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - observable | | | | | | | | | | | | | | | | | - BreaksAtChanges | | | | | | | | | | | | | | | - List: @@ -12067,6 +12796,7 @@ Definitions: | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | - observable | | | | | | | | | | | | | | | | | | | | - Quote | | | | | | | | | | | | | | | | | | - List: @@ -12081,6 +12811,7 @@ Definitions: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - order | | | | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | | | | - Limit @@ -12088,6 +12819,7 @@ Definitions: | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | | | | | | - Sell | | | | | | | | | | | | | | | | | - List: @@ -12100,6 +12832,7 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - event | | | | | | | | | | | | | - After | | | | | | | | | | | - List: @@ -12108,11 +12841,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - Generic | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - order | | | | | | | | | | | | | - Iceberg | | | | | | | | | | | - List: @@ -12121,12 +12857,14 @@ Definitions: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - order | | | | | | | | | | | | | | | - FloatingPrice | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - observable | | | | | | | | | | | | | | | | | - BreaksAtChanges | | | | | | | | | | | | | | | - List: @@ -12135,6 +12873,7 @@ Definitions: | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | - observable | | | | | | | | | | | | | | | | | | | | - Quote | | | | | | | | | | | | | | | | | | - List: @@ -12149,6 +12888,7 @@ Definitions: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - order | | | | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | | | | - Limit @@ -12156,6 +12896,7 @@ Definitions: | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | | | | | | - Buy | | | | | | | | | | | | | | | | | - List: @@ -12168,6 +12909,7 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - event | | | | | | | | | | | | | - After | | | | | | | | | | | - List: @@ -12195,6 +12937,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - math | | | | | | | | | | | - random | | | | | | | | | | | - expovariate @@ -12208,6 +12951,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ISingleAssetStrategy | | | | | | | - List: | | | | | - Some: @@ -12234,12 +12978,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - event | | | | | | | | | | | - Every | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - math | | | | | | | | | | | | | - random | | | | | | | | | | | | | - expovariate @@ -12255,6 +13001,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - side_price | | | | | | | | | | | - Limit @@ -12265,13 +13012,26 @@ Definitions: | | | | | | | - side | | | | | | | - None | | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: +| | | | | | | | - Cast: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - side +| | | | | | | | | | | | - Sell | | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - side -| | | | | | | | | | | - Sell -| | | | | | | | | - List: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IFunction +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Side +| | | | | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - side of orders to create | | | | | | - Parameter: @@ -12289,6 +13049,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - math | | | | | | | | | | | - random | | | | | | | | | | | - lognormvariate @@ -12304,6 +13065,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Generic | | | | | | | - List: | | | | | | | | - FunCall: @@ -12316,6 +13079,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - price | | | | | | | | | | | | | - LiquidityProvider | | | | | | | | | | | - List: @@ -12343,6 +13108,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - Limit | | | | | | | | | - List: @@ -12355,6 +13121,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - event | | | | | | | | | | | - Every | | | | | | | | | - List: @@ -12365,6 +13132,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ISingleAssetStrategy | | | | | | | - List: | | | | | - Some: @@ -12401,16 +13169,21 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Combine | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - Generic | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - order | | | | | | | | | | | | | - Iceberg | | | | | | | | | | | - List: @@ -12419,18 +13192,21 @@ Definitions: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - order | | | | | | | | | | | | | | | - FloatingPrice | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - observable | | | | | | | | | | | | | | | | | - BreaksAtChanges | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | - observable | | | | | | | | | | | | | | | | | | | - OnEveryDt | | | | | | | | | | | | | | | | | - List: @@ -12441,12 +13217,14 @@ Definitions: | | | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | | | | | | | - SafeSidePrice | | | | | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | | | | | | | | | - Asks | | | | | | | | | | | | | | | | | | | | | | - List: @@ -12459,6 +13237,7 @@ Definitions: | | | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | | | | | | | | - Exp | | | | | | | | | | | | | | | | | | | | - List: @@ -12467,12 +13246,14 @@ Definitions: | | | | | | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | | | | | | | | | | | - Atan | | | | | | | | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | | | | | | | | - trader | | | | | | | | | | | | | | | | | | | | | | | | | | | - Position | | | | | | | | | | | | | | | | | | | | | | | | | - List: @@ -12481,6 +13262,7 @@ Definitions: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - order | | | | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | | | | - Limit @@ -12488,6 +13270,7 @@ Definitions: | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | | | | | | - Sell | | | | | | | | | | | | | | | | | - List: @@ -12500,6 +13283,7 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - event | | | | | | | | | | | | | - After | | | | | | | | | | | - List: @@ -12508,11 +13292,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy | | | | | | | | | | | - Generic | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - order | | | | | | | | | | | | | - Iceberg | | | | | | | | | | | - List: @@ -12521,18 +13308,21 @@ Definitions: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - order | | | | | | | | | | | | | | | - FloatingPrice | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - observable | | | | | | | | | | | | | | | | | - BreaksAtChanges | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | - observable | | | | | | | | | | | | | | | | | | | - OnEveryDt | | | | | | | | | | | | | | | | | - List: @@ -12543,12 +13333,14 @@ Definitions: | | | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | | | | | | | - SafeSidePrice | | | | | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | | | | | | | | | | | - Bids | | | | | | | | | | | | | | | | | | | | | | - List: @@ -12561,6 +13353,7 @@ Definitions: | | | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | | | | | | | | - Exp | | | | | | | | | | | | | | | | | | | | - List: @@ -12569,12 +13362,14 @@ Definitions: | | | | | | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | | | | | | | | | | | | - Atan | | | | | | | | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | | | | | | | | - trader | | | | | | | | | | | | | | | | | | | | | | | | | | | - Position | | | | | | | | | | | | | | | | | | | | | | | | | - List: @@ -12583,6 +13378,7 @@ Definitions: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - order | | | | | | | | | | | | | | | | | - price | | | | | | | | | | | | | | | | | - Limit @@ -12590,6 +13386,7 @@ Definitions: | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | - side | | | | | | | | | | | | | | | | | | | - Buy | | | | | | | | | | | | | | | | | - List: @@ -12602,6 +13399,7 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - event | | | | | | | | | | | | | - After | | | | | | | | | | | - List: @@ -12620,12 +13418,14 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - event | | | | | | | | | | | - Every | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - math | | | | | | | | | | | | | - random | | | | | | | | | | | | | - expovariate @@ -12641,6 +13441,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - side | | | | | | | | | | | - Market @@ -12651,6 +13452,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Generic | | | | | | | - List: | | | | | | | | - FunCall: @@ -12661,6 +13464,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - side | | | | | | | | | | | | | - Noise | | | | | | | | | | | - List: @@ -12682,6 +13487,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - order | | | | | | | | | | | - signedVolume | | | | | | | | | | | - MarketSigned @@ -12703,6 +13509,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -12713,6 +13520,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy | | | | | | | | | - Generic | | | | | | | - List: | | | | | | | | - FunCall: @@ -12723,6 +13532,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy | | | | | | | | | | | | | - position | | | | | | | | | | | | | - Bollinger_linear | | | | | | | | | | | - List: @@ -12761,11 +13572,14 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: -| | | | | | | | | | | | - SingleProxy +| | | | | | | | | | | | - +| | | | | | | | | | | | - trader +| | | | | | | | | | | | - SingleProxy | | | | | | | | | | - List: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IAccount | | | | | | | | | | - List: | | | | | | | - List: @@ -12774,11 +13588,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Price | | | | | | | | | - List: | | | | | - Some: @@ -12804,51 +13620,54 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - trader | | | | | | | | | | | | - SingleProxy | | | | | | | | | | - List: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IAccount | | | | | | | | | | - List: | | | | | | | - List: | | | | | - Some: -| | | | | | - FunCall: -| | | | | | | - QualifiedName: +| | | | | | - BinOp: +| | | | | | | - Add +| | | | | | | - FunCall: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - trader +| | | | | | | | | | - Balance +| | | | | | | | - List: +| | | | | | | | | - Var: +| | | | | | | | | | - trader +| | | | | | | - FunCall: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - orderbook +| | | | | | | | | | - NaiveCumulativePrice | | | | | | | | - List: -| | | | | | | | | - observable -| | | | | | | | | - Float -| | | | | | | - List: -| | | | | | | | - BinOp: -| | | | | | | | | - Add | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: -| | | | | | | | | | | | - Balance +| | | | | | | | | | | | - +| | | | | | | | | | | | - orderbook +| | | | | | | | | | | | - OfTrader | | | | | | | | | | - List: | | | | | | | | | | | - Var: | | | | | | | | | | | | - trader | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: -| | | | | | | | | | | | - orderbook -| | | | | | | | | | | | - NaiveCumulativePrice +| | | | | | | | | | | | - +| | | | | | | | | | | | - trader +| | | | | | | | | | | | - Position | | | | | | | | | | - List: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | - OfTrader -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - trader -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Position -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - trader +| | | | | | | | | | | - Var: +| | | | | | | | | | | | - trader | | | | | - None | | | | | - Some: | | | | | | - DocString: @@ -12867,11 +13686,14 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - trader | | | | | | | | | | | | - SingleProxy | | | | | | | | | | - List: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IAccount | | | | | | | | | | - List: | | | | | | | - List: @@ -12880,11 +13702,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Volume | | | | | | | | | - List: | | | | | - Some: @@ -12912,51 +13736,54 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - trader | | | | | | | | | | | | - SingleProxy | | | | | | | | | | - List: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IAccount | | | | | | | | | | - List: | | | | | | | - List: | | | | | - Some: -| | | | | | - FunCall: -| | | | | | | - QualifiedName: +| | | | | | - BinOp: +| | | | | | | - Add +| | | | | | | - FunCall: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - trader +| | | | | | | | | | - Balance +| | | | | | | | - List: +| | | | | | | | | - Var: +| | | | | | | | | | - trader +| | | | | | | - FunCall: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - orderbook +| | | | | | | | | | - CumulativePrice | | | | | | | | - List: -| | | | | | | | | - observable -| | | | | | | | | - Float -| | | | | | | - List: -| | | | | | | | - BinOp: -| | | | | | | | | - Add | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: -| | | | | | | | | | | | - Balance +| | | | | | | | | | | | - +| | | | | | | | | | | | - orderbook +| | | | | | | | | | | | - OfTrader | | | | | | | | | | - List: | | | | | | | | | | | - Var: | | | | | | | | | | | | - trader | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: -| | | | | | | | | | | | - orderbook -| | | | | | | | | | | | - CumulativePrice +| | | | | | | | | | | | - +| | | | | | | | | | | | - trader +| | | | | | | | | | | | - Position | | | | | | | | | | - List: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | - OfTrader -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - trader -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Position -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - trader +| | | | | | | | | | | - Var: +| | | | | | | | | | | | - trader | | | | | - None | | | | | - Some: | | | | | | - DocString: @@ -12971,6 +13798,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ISingleAssetTrader | | | | | | | - List: | | | | | - Some: @@ -13002,11 +13830,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - List | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - ISingleAssetTrader | | | | | | | | | | | | - List: | | | | | | | - List: @@ -13018,6 +13848,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - strategy | | | | | | | | | | | - Arbitrage | | | | | | | | | - List: @@ -13048,11 +13879,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - List | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - ITimeSerie | | | | | | | | | | | | - List: | | | | | | | - List: @@ -13062,6 +13895,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ITrader | | | | | | | - List: | | | | | - Some: @@ -13092,11 +13926,14 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - trader | | | | | | | | | | | | - SingleProxy | | | | | | | | | | - List: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IAccount | | | | | | | | | | - List: | | | | | | | - List: @@ -13111,12 +13948,14 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - math | | | | | | | | | - Derivative | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - math | | | | | | | | | | | - EW | | | | | | | | | | | - Avg @@ -13124,6 +13963,8 @@ Definitions: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - trader | | | | | | | | | | | | | - Efficiency | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: @@ -13147,11 +13988,14 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - trader | | | | | | | | | | | | - SingleProxy | | | | | | | | | | - List: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IAccount | | | | | | | | | | - List: | | | | | | | - List: @@ -13160,11 +14004,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Volume | | | | | | | | | - List: | | | | | - Some: @@ -13188,6 +14034,7 @@ Definitions: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - IOrderBook | | | | | | | | | - List: | | | | | | | - None @@ -13200,6 +14047,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - strategy | | | | | | | | | | | - Noise | | | | | | | | | - List: @@ -13238,11 +14086,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - List | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - ITimeSerie | | | | | | | | | | | | - List: | | | | | | | - List: @@ -13252,6 +14102,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ISingleAssetTrader | | | | | | | - List: | | | | | - Some: @@ -13301,6 +14152,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -13315,12 +14168,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - orderbook | | | | | | | | | | | | - WeightedPrice | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - ask | | | | | | | | | | | | | | - _queue | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -13343,6 +14200,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -13350,12 +14209,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - orderbook | | | | | | | | | | | | - LastTradeVolume | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - ask | | | | | | | | | | | | | | - _queue | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -13376,6 +14239,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -13383,11 +14248,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - orderbook | | | | | | | | | | | | - BestPrice | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - ask | | | | | | | | | | | | | | - _queue | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -13408,6 +14278,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -13415,12 +14287,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - orderbook | | | | | | | | | | | | - LastPrice | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - ask | | | | | | | | | | | | | | - _queue | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -13435,6 +14311,8 @@ Definitions: | | | | | | | | - _queue | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - orderbook | | | | | | | | | | - Asks | | | | | | | - FunDef: | | | | | | | | - LastTradePrice @@ -13446,6 +14324,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -13453,12 +14333,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - orderbook | | | | | | | | | | | | - LastTradePrice | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - ask | | | | | | | | | | | | | | - _queue | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -13493,6 +14377,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -13507,12 +14393,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - orderbook | | | | | | | | | | | | - WeightedPrice | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - bid | | | | | | | | | | | | | | - _queue | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -13535,6 +14425,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -13542,12 +14434,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - orderbook | | | | | | | | | | | | - LastTradeVolume | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - bid | | | | | | | | | | | | | | - _queue | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -13568,6 +14464,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -13575,11 +14473,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - orderbook | | | | | | | | | | | | - BestPrice | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - bid | | | | | | | | | | | | | | - _queue | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -13600,6 +14503,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -13607,12 +14512,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - orderbook | | | | | | | | | | | | - LastPrice | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - bid | | | | | | | | | | | | | | - _queue | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -13627,6 +14536,8 @@ Definitions: | | | | | | | | - _queue | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - orderbook | | | | | | | | | | - Bids | | | | | | | - FunDef: | | | | | | | | - LastTradePrice @@ -13638,6 +14549,8 @@ Definitions: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook | | | | | | | | | | | | | | - OfTrader | | | | | | | | | | | | - List: | | | | | | | | | | - List: @@ -13645,12 +14558,16 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - orderbook | | | | | | | | | | | | - LastTradePrice | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - bid | | | | | | | | | | | | | | - _queue | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: @@ -13675,6 +14592,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderBook | | | | | | | - List: | | | | | - Some: @@ -13704,6 +14622,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - Asks | | | | | | | | | - List: | | | | | | | - List: @@ -13714,6 +14634,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -13724,35 +14645,35 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - observable -| | | | | | | | | - Price +| | | | | | | | | - +| | | | | | | | | - IfDefined | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - BestPrice +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - queue +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - IfDefined | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - BestPrice +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | - LastPrice | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: | | | | | | | | | | | | | - queue -| | | | | | | | | | - FunCall: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - IfDefined -| | | | | | | | | | | - List: -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - LastPrice -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - queue -| | | | | | | | | | | | - Var: -| | | | | | | | | | | | | - defaultValue +| | | | | | | | | | - Var: +| | | | | | | | | | | - defaultValue | | | | | - None | | | | | - Some: | | | | | | - DocString: @@ -13776,6 +14697,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - Asks | | | | | | | | | - List: | | | | | | | - List: @@ -13793,37 +14716,37 @@ Definitions: | | | | | | | - FunCall: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - math | | | | | | | | | | - EW | | | | | | | | | | - Avg | | | | | | | | - List: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: +| | | | | | | | | - BinOp: +| | | | | | | | | | - Mul +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | - LastTradePrice | | | | | | | | | | | - List: -| | | | | | | | | | | | - observable -| | | | | | | | | | | | - Float -| | | | | | | | | | - List: -| | | | | | | | | | | - BinOp: -| | | | | | | | | | | | - Mul -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - LastTradePrice -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - queue -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - LastTradeVolume -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - queue +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - queue +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | - LastTradeVolume +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - queue | | | | | | | | | - Var: | | | | | | | | | | - alpha | | | | | | | - FunCall: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - math | | | | | | | | | | - EW | | | | | | | | | | - Avg @@ -13831,6 +14754,8 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - orderbook | | | | | | | | | | | | - LastTradeVolume | | | | | | | | | | - List: | | | | | | | | | | | - Var: @@ -13856,6 +14781,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: @@ -13866,6 +14793,7 @@ Definitions: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - Price | | | | | | | | - List: | | | | | - Some: @@ -13890,38 +14818,38 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: | | | | | - Some: -| | | | | | - FunCall: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - observable -| | | | | | | | | - Price -| | | | | | | - List: -| | | | | | | | - BinOp: -| | | | | | | | | - Div -| | | | | | | | | - BinOp: -| | | | | | | | | | - Add -| | | | | | | | | | - FunCall: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - ask -| | | | | | | | | | | | | - Price -| | | | | | | | | | | - List: -| | | | | | | | | | | | - Var: -| | | | | | | | | | | | | - book -| | | | | | | | | | - FunCall: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - bid -| | | | | | | | | | | | | - Price -| | | | | | | | | | | - List: -| | | | | | | | | | | | - Var: -| | | | | | | | | | | | | - book -| | | | | | | | | - FloatLit: -| | | | | | | | | | - 2.0 +| | | | | | - BinOp: +| | | | | | | - Div +| | | | | | | - BinOp: +| | | | | | | | - Add +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - ask +| | | | | | | | | | | - Price +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - book +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - bid +| | | | | | | | | | | - Price +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - book +| | | | | | | - FloatLit: +| | | | | | | | - 2.0 | | | | | - None | | | | | - Some: | | | | | | - DocString: @@ -13938,6 +14866,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: @@ -13945,6 +14875,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - orderbook | | | | | | | | | - Queue | | | | | | | - List: | | | | | | | | - Var: @@ -13952,6 +14884,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - side | | | | | | | | | | | - Sell | | | | | | | | | - List: @@ -13978,6 +14911,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - Asks | | | | | | | | | - List: | | | | | | | - List: @@ -13986,11 +14921,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Volume | | | | | | | | | - List: | | | | | - Some: @@ -14016,6 +14953,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: @@ -14023,6 +14962,8 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - orderbook | | | | | | | | | - Queue | | | | | | | - List: | | | | | | | | - Var: @@ -14030,6 +14971,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - side | | | | | | | | | | | - Buy | | | | | | | | | - List: @@ -14056,6 +14998,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - Asks | | | | | | | | | - List: | | | | | | | - List: @@ -14064,11 +15008,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Price | | | | | | | | | - List: | | | | | - Some: @@ -14094,6 +15040,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - Link | | | | | | | | | - List: | | | | | | | - List: @@ -14105,6 +15053,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - Link | | | | | | | | | - List: | | | | | | | - List: @@ -14114,6 +15064,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ITwoWayLink | | | | | | | - List: | | | | | - Some: @@ -14141,6 +15092,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: @@ -14151,6 +15104,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - side | | | | | | | | | | | - Sell | | | | | | | | | - List: @@ -14160,6 +15114,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderQueue | | | | | | | - List: | | | | | - Some: @@ -14185,12 +15140,14 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - trader | | | | | | | | | | | | - SingleProxy | | | | | | | | | | - List: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - IAccount | | | | | | | | | | - List: | | | | | | | - List: @@ -14199,6 +15156,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderBook | | | | | | | - List: | | | | | - Some: @@ -14228,6 +15186,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: @@ -14238,19 +15198,24 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - None | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Price | | | | | | | | | - List: | | | | | - Some: @@ -14281,6 +15246,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - Asks | | | | | | | | | - List: | | | | | | | - List: @@ -14305,11 +15272,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - IVolumeLevels | | | | | | | | | - List: | | | | | - Some: @@ -14338,6 +15307,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - Asks | | | | | | | | | - List: | | | | | | | - List: @@ -14346,11 +15317,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Price | | | | | | | | | - List: | | | | | - Some: @@ -14400,11 +15373,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - List | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - ITimeSerie | | | | | | | | | | | | - List: | | | | | | | - List: @@ -14413,6 +15388,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderBook | | | | | | | - List: | | | | | - Some: @@ -14441,6 +15417,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - Local | | | | | | | | | - List: | | | | | | | - List: @@ -14451,6 +15429,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - TwoWayLink | | | | | | | | | - List: | | | | | | | - List: @@ -14464,11 +15444,13 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - | | | | | | | | | | | | - List | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - ITimeSerie | | | | | | | | | | | | - List: | | | | | | | - List: @@ -14477,6 +15459,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IOrderBook | | | | | | | - List: | | | | | - Some: @@ -14505,6 +15488,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: @@ -14515,56 +15500,57 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - Some: -| | | | | | - FunCall: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - observable -| | | | | | | | | - Price -| | | | | | | - List: -| | | | | | | | - IfThenElse: -| | | | | | | | | - Condition: -| | | | | | | | | | - Less -| | | | | | | | | | - Var: -| | | | | | | | | | | - depth -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 0.0 -| | | | | | | | | - BinOp: -| | | | | | | | | | - Mul +| | | | | | - IfThenElse: +| | | | | | | - Condition: +| | | | | | | | - Less +| | | | | | | | - Var: +| | | | | | | | | - depth +| | | | | | | | - FloatLit: +| | | | | | | | | - 0.0 +| | | | | | | - BinOp: +| | | | | | | | - Mul +| | | | | | | | - Var: +| | | | | | | | | - depth +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - ask +| | | | | | | | | | | - Price +| | | | | | | | | - List: | | | | | | | | | | - Var: -| | | | | | | | | | | - depth -| | | | | | | | | | - FunCall: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - ask -| | | | | | | | | | | | | - Price +| | | | | | | | | | | - book +| | | | | | | - IfThenElse: +| | | | | | | | - Condition: +| | | | | | | | | - Greater +| | | | | | | | | - Var: +| | | | | | | | | | - depth +| | | | | | | | | - FloatLit: +| | | | | | | | | | - 0.0 +| | | | | | | | - BinOp: +| | | | | | | | | - Mul +| | | | | | | | | - Var: +| | | | | | | | | | - depth +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: -| | | | | | | | | | | | - Var: -| | | | | | | | | | | | | - book -| | | | | | | | | - IfThenElse: -| | | | | | | | | | - Condition: -| | | | | | | | | | | - Greater -| | | | | | | | | | | - Var: -| | | | | | | | | | | | - depth -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.0 -| | | | | | | | | | - BinOp: -| | | | | | | | | | | - Mul +| | | | | | | | | | | | - +| | | | | | | | | | | | - orderbook +| | | | | | | | | | | | - bid +| | | | | | | | | | | | - Price +| | | | | | | | | | - List: | | | | | | | | | | | - Var: -| | | | | | | | | | | | - depth -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - bid -| | | | | | | | | | | | | | - Price -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - book -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 0.0 +| | | | | | | | | | | | - book +| | | | | | | | - FloatLit: +| | | | | | | | | - 0.0 | | | | | - None | | | | | - Some: | | | | | | - DocString: @@ -14585,6 +15571,7 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: @@ -14597,6 +15584,7 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - ILink | | | | | | | - List: | | | | | - Some: @@ -14623,34 +15611,34 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: | | | | | - Some: -| | | | | | - FunCall: -| | | | | | | - QualifiedName: +| | | | | | - BinOp: +| | | | | | | - Sub +| | | | | | | - FunCall: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - orderbook +| | | | | | | | | | - ask +| | | | | | | | | | - Price | | | | | | | | - List: -| | | | | | | | | - observable -| | | | | | | | | - Price -| | | | | | | - List: -| | | | | | | | - BinOp: -| | | | | | | | | - Sub -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - ask -| | | | | | | | | | | | - Price -| | | | | | | | | | - List: -| | | | | | | | | | | - Var: -| | | | | | | | | | | | - book -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - bid -| | | | | | | | | | | | - Price -| | | | | | | | | | - List: -| | | | | | | | | | | - Var: -| | | | | | | | | | | | - book +| | | | | | | | | - Var: +| | | | | | | | | | - book +| | | | | | | - FunCall: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - orderbook +| | | | | | | | | | - bid +| | | | | | | | | | - Price +| | | | | | | | - List: +| | | | | | | | | - Var: +| | | | | | | | | | - book | | | | | - None | | | | | - Some: | | | | | | - DocString: @@ -14667,6 +15655,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook | | | | | | | | | | | - Asks | | | | | | | | | - List: | | | | | | | - List: @@ -14675,11 +15665,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Price | | | | | | | | | - List: | | | | | - Some: @@ -14727,8 +15719,11 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | | | - function to discretize | | | | | - None @@ -14736,11 +15731,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - Some: @@ -14762,151 +15759,51 @@ Definitions: | | | | | | | - observe_args | | | | | | | - no | | | | - FunDef: -| | | | | - Volume +| | | | | - Quote | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - ticker | | | | | | | - None | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - const -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Float -| | | | | | | | | | | | - List: -| | | | | | | - List: -| | | | | - None -| | | | | - Some: -| | | | | | - SimpleType: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - IObservable -| | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Volume -| | | | | | | | | - List: -| | | | | - Some: -| | | | | | - DocString: -| | | | | | | - Down casts function *x* to IObservable[Volume]. -| | | | | | | - List: -| | | | | | | | - Needed since generic functions aren't implemented yet -| | | | | - List: -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic +| | | | | | | | - StringLit: +| | | | | | | | | - ^GSPC | | | | | | | - List: -| | | | | | | | - observable.on_every_dt._Observable_Impl -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - [%(x)s] -| | | | - FunDef: -| | | | | - Side -| | | | | - List: +| | | | | | | | - defines quotes to download | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - start | | | | | | | - None | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - side -| | | | | | | | | | | | - Sell -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Side -| | | | | | | | | | | | - List: -| | | | | | | - List: -| | | | | - None -| | | | | - Some: -| | | | | | - SimpleType: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - IObservable -| | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Side -| | | | | | | | | - List: -| | | | | - Some: -| | | | | | - DocString: -| | | | | | | - Down casts function *x* to IObservable[Side]. -| | | | | | | - List: -| | | | | | | | - Needed since generic functions aren't implemented yet -| | | | | - List: -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic +| | | | | | | | - StringLit: +| | | | | | | | | - 2001-1-1 | | | | | | | - List: -| | | | | | | | - observable.on_every_dt._ObservableSide_Impl -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - [%(x)s] -| | | | - FunDef: -| | | | | - Price -| | | | | - List: +| | | | | | | | - defines first day to download in form YYYY-MM-DD | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - end | | | | | | | - None | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - const -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Float -| | | | | | | | | | | | - List: +| | | | | | | | - StringLit: +| | | | | | | | | - 2010-1-1 | | | | | | | - List: +| | | | | | | | - defines last day to download in form YYYY-MM-DD | | | | | - None | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Price | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Down casts function *x* to IObservable[Price]. +| | | | | | | - Observable that downloads closing prices for every day from *start* to *end* for asset given by *ticker* | | | | | | | - List: -| | | | | | | | - Needed since generic functions aren't implemented yet +| | | | | | | | - and follows the price in scale 1 model unit of time = 1 real day | | | | | - List: | | | | | | - Annotation: | | | | | | | - QualifiedName: @@ -14914,10 +15811,10 @@ Definitions: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - observable.on_every_dt._Observable_Impl +| | | | | | | | - observable.quote.Quote_Impl | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - [%(x)s] +| | | | | | | - %(ticker)s | | | | - FunDef: | | | | | - BreaksAtChanges | | | | | - List: @@ -14928,7 +15825,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - constant +| | | | | | | | | | | - +| | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 @@ -14938,11 +15836,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - Some: @@ -14958,113 +15858,6 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | - List: | | | | | | | | - observable.breaks_at_changes._BreaksAtChanges_Impl -| | | | - FunDef: -| | | | | - Float -| | | | | - List: -| | | | | | - Parameter: -| | | | | | | - x -| | | | | | | - None -| | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - const -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Float -| | | | | | | | | | | | - List: -| | | | | | | - List: -| | | | | - None -| | | | | - Some: -| | | | | | - SimpleType: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - IObservable -| | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Float -| | | | | | | | | - List: -| | | | | - Some: -| | | | | | - DocString: -| | | | | | | - Down casts function *x* to IObservable[Float]. -| | | | | | | - List: -| | | | | | | | - Needed since generic functions aren't implemented yet -| | | | | - List: -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic -| | | | | | | - List: -| | | | | | | | - observable.on_every_dt._Observable_Impl -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - [%(x)s] -| | | | - FunDef: -| | | | | - Quote -| | | | | - List: -| | | | | | - Parameter: -| | | | | | | - ticker -| | | | | | | - None -| | | | | | | - Some: -| | | | | | | | - StringLit: -| | | | | | | | | - ^GSPC -| | | | | | | - List: -| | | | | | | | - defines quotes to download -| | | | | | - Parameter: -| | | | | | | - start -| | | | | | | - None -| | | | | | | - Some: -| | | | | | | | - StringLit: -| | | | | | | | | - 2001-1-1 -| | | | | | | - List: -| | | | | | | | - defines first day to download in form YYYY-MM-DD -| | | | | | - Parameter: -| | | | | | | - end -| | | | | | | - None -| | | | | | | - Some: -| | | | | | | | - StringLit: -| | | | | | | | | - 2010-1-1 -| | | | | | | - List: -| | | | | | | | - defines last day to download in form YYYY-MM-DD -| | | | | - None -| | | | | - Some: -| | | | | | - SimpleType: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - IObservable -| | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Price -| | | | | | | | | - List: -| | | | | - Some: -| | | | | | - DocString: -| | | | | | | - Observable that downloads closing prices for every day from *start* to *end* for asset given by *ticker* -| | | | | | | - List: -| | | | | | | | - and follows the price in scale 1 model unit of time = 1 real day -| | | | | - List: -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic -| | | | | | | - List: -| | | | | | | | - observable.quote.Quote_Impl -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - %(ticker)s | | - List: | | | - Attribute: | | | | - category @@ -15122,16 +15915,22 @@ Definitions: | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - trash +| | | | | | | | | | | | | | | | | | - in1 +| | | | | | | | | | | | | | | | | | - in2 | | | | | | | | | | | | | | | | | | - IntFunc | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | - IFunction | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | - List: @@ -15151,6 +15950,7 @@ Definitions: | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - constant | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | - List: @@ -15185,6 +15985,8 @@ Definitions: | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - trash | | | | | | | | | | | | | | | | - types | | | | | | | | | | | | | | | | - T | | | | | | | | | | | | | | - List: @@ -15198,11 +16000,13 @@ Definitions: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - IObservable | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - Int | | | | | | | | | | | | | | | - List: | | | | | | | | | | | - None @@ -15215,11 +16019,13 @@ Definitions: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - IFunction | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - Int | | | | | | | | | | | | | | | - List: | | | | | | | | | | | - None @@ -15233,11 +16039,13 @@ Definitions: | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - IFunction | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | - CandleStick | | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | - None @@ -15268,17 +16076,23 @@ Definitions: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - trash +| | | | | | | | | | | | | | | - in1 +| | | | | | | | | | | | | | | - in2 | | | | | | | | | | | | | | | - S1 | | | | | | | | | | | | | - List: | | | | | | | | | | | - Some: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - Optional | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - String | | | | | | | | | | | | | | | - List: | | | | | | | | | | | - None @@ -15294,16 +16108,22 @@ Definitions: | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - trash +| | | | | | | | | | | | | | | | | | - in1 +| | | | | | | | | | | | | | | | | | - in2 | | | | | | | | | | | | | | | | | | - IntObs | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | - IObservable | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | - List: @@ -15348,6 +16168,8 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - trash | | | | | | | | | | | | | - types | | | | | | | | | | | | | - U | | | | | | | | | | | - List: @@ -15363,6 +16185,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Int | | | | | | | | | | | - List: | | | | | | | | - None @@ -15377,6 +16200,7 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - Int | | | | | | | | | | | - List: | | | | | | | | - None @@ -15451,11 +16275,13 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - IFunction | | | | | | | | | | | | - List: | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - Volume | | | | | | | | | | | | | | - List: | | | | | | | | | | - None @@ -15475,35 +16301,13 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - IFunction | | | | | | | | | | | | - List: | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - None -| | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - Var: -| | | | | | | | | | - x -| | | | | | | | - None -| | | | | | | | - None -| | | | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - f -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - x -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - IFunction -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - Price | | | | | | | | | | | | | | - List: | | | | | | | | | | - None @@ -15523,11 +16327,13 @@ Definitions: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - IFunction | | | | | | | | | | | | - List: | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - Volume | | | | | | | | | | | | | | - List: | | | | | | | | | | - None @@ -15536,6 +16342,9 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - trash +| | | | | | | | | | | | - overloading | | | | | | | | | | | | - f | | | | | | | | | | - List: | | | | | | | | | | | - Var: @@ -15550,6 +16359,9 @@ Definitions: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - trash +| | | | | | | | | | | | - overloading | | | | | | | | | | | | - f | | | | | | | | | | - List: | | | | | | | | | | | - IntLit: @@ -15557,6 +16369,23 @@ Definitions: | | | | | | | | - None | | | | | | | | - None | | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - hh +| | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - trash +| | | | | | | | | | | | - overloading +| | | | | | | | | | | | - f +| | | | | | | | | | - List: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 12.2 +| | | | | | | | - None +| | | | | | | | - None +| | | | | | | | - List: | | | | | - List: | | | | | - List: | | | | | - false @@ -15570,6 +16399,8 @@ Definitions: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - trash | | | | | | | | | | | - in1 | | | | | | | | | | | - in2 | | | | | | | | | | | - A @@ -15582,6 +16413,8 @@ Definitions: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - trash | | | | | | | | | | - types | | | | | | | | | | - R | | | | | | | | - List: @@ -15608,16 +16441,15 @@ Definitions: | | - Generics: | | | - List: | | - List: -| - Interface: +| - Alias: | | - Volume | | - Generics: | | | - List: -| | - List: -| | | - SimpleType: -| | | | - QualifiedName: -| | | | | - List: -| | | | | | - Int +| | - SimpleType: +| | | - QualifiedName: | | | | - List: +| | | | | - Int +| | | - List: | - Interface: | | - Optional | | - Generics: @@ -15639,16 +16471,15 @@ Definitions: | | - Generics: | | | - List: | | - List: -| - Interface: +| - Alias: | | - Price | | - Generics: | | | - List: -| | - List: -| | | - SimpleType: -| | | | - QualifiedName: -| | | | | - List: -| | | | | | - Float +| | - SimpleType: +| | | - QualifiedName: | | | | - List: +| | | | | - Float +| | | - List: | - Interface: | | - IOrderQueue | | - Generics: @@ -15822,6 +16653,7 @@ Definitions: | | | | - FunCall: | | | | | - QualifiedName: | | | | | | - List: +| | | | | | | - | | | | | | | - const | | | | | - List: | | | | | | - Var: @@ -15829,11 +16661,13 @@ Definitions: | | | | - SimpleType: | | | | | - QualifiedName: | | | | | | - List: +| | | | | | | - | | | | | | | - IFunction | | | | | - List: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - Float | | | | | | | - List: | | - None @@ -15849,6 +16683,50 @@ Definitions: | | | | - label | | | | - C=%(x)s | - FunDef: +| | - constant +| | - List: +| | | - Parameter: +| | | | - x +| | | | - None +| | | | - Some: +| | | | | - IntLit: +| | | | | | - 1 +| | | | - List: +| | - Some: +| | | - Cast: +| | | | - FunCall: +| | | | | - QualifiedName: +| | | | | | - List: +| | | | | | | - +| | | | | | | - const +| | | | | - List: +| | | | | | - Var: +| | | | | | | - x +| | | | - SimpleType: +| | | | | - QualifiedName: +| | | | | | - List: +| | | | | | | - +| | | | | | | - IFunction +| | | | | - List: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - Int +| | | | | | | - List: +| | - None +| | - Some: +| | | - DocString: +| | | | - Function always returning *x* +| | | | - List: +| | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Attribute: +| | | | - label +| | | | - C=%(x)s +| - FunDef: | | - false | | - List: | | - None @@ -15856,16 +16734,18 @@ Definitions: | | | - SimpleType: | | | | - QualifiedName: | | | | | - List: -| | | | | | - IObservable +| | | | | | - +| | | | | | - IFunction | | | | - List: | | | | | - SimpleType: | | | | | | - QualifiedName: | | | | | | | - List: +| | | | | | | | - | | | | | | | | - Boolean | | | | | | - List: | | - Some: | | | - DocString: -| | | | - Trivial observable always returning *False* +| | | | - Function always returning *False* | | | | - List: | | - List: | | | - Attribute: @@ -15883,6 +16763,42 @@ Definitions: | | | | - label | | | | - False | - FunDef: +| | - observableTrue +| | - List: +| | - None +| | - Some: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - +| | | | | | - IObservable +| | | | - List: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - Boolean +| | | | | | - List: +| | - Some: +| | | - DocString: +| | | | - Trivial observable always returning *True* +| | | | - List: +| | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Annotation: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - python +| | | | | | - intrinsic +| | | | | | - observable +| | | | - List: +| | | | | - _constant._True_Impl +| | | - Attribute: +| | | | - label +| | | | - True +| - FunDef: | | - null | | - List: | | - None @@ -15892,6 +16808,7 @@ Definitions: | | | | - SimpleType: | | | | | - QualifiedName: | | | | | | - List: +| | | | | | | - | | | | | | | - Float | | | | | - List: | | - Some: @@ -15920,6 +16837,7 @@ Definitions: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - const | | | | | | | - List: | | | | | | | | - FloatLit: @@ -15927,11 +16845,13 @@ Definitions: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: +| | | | | | | | | - | | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - Any | | | | | | | | | - List: | | | | - List: @@ -15942,6 +16862,7 @@ Definitions: | | | | | - FunCall: | | | | | | - QualifiedName: | | | | | | | - List: +| | | | | | | | - | | | | | | | | - veusz | | | | | | | | - Graph | | | | | | - List: @@ -15965,6 +16886,7 @@ Definitions: | | | - SimpleType: | | | | - QualifiedName: | | | | | - List: +| | | | | | - | | | | | | - ITimeSerie | | | | - List: | | - Some: @@ -15987,6 +16909,42 @@ Definitions: | | | | - label | | | | - %(source)s | - FunDef: +| | - observableFalse +| | - List: +| | - None +| | - Some: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - +| | | | | | - IObservable +| | | | - List: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - Boolean +| | | | | | - List: +| | - Some: +| | | - DocString: +| | | | - Trivial observable always returning *False* +| | | | - List: +| | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Annotation: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - python +| | | | | | - intrinsic +| | | | | | - observable +| | | | - List: +| | | | | - _constant._False_Impl +| | | - Attribute: +| | | | - label +| | | | - False +| - FunDef: | | - const | | - List: | | | - Parameter: @@ -16001,11 +16959,13 @@ Definitions: | | | - SimpleType: | | | | - QualifiedName: | | | | | - List: +| | | | | | - | | | | | | - IObservable | | | | - List: | | | | | - SimpleType: | | | | | | - QualifiedName: | | | | | | | - List: +| | | | | | | | - | | | | | | | | - Float | | | | | | - List: | | - Some: @@ -16021,7 +16981,50 @@ Definitions: | | | | | - List: | | | | | | - python | | | | | | - intrinsic -| | | | | | - function +| | | | | | - observable +| | | | - List: +| | | | | - _constant._Constant_Impl +| | | - Attribute: +| | | | - label +| | | | - C=%(x)s +| - FunDef: +| | - const +| | - List: +| | | - Parameter: +| | | | - x +| | | | - None +| | | | - Some: +| | | | | - IntLit: +| | | | | | - 1 +| | | | - List: +| | - None +| | - Some: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - +| | | | | | - IObservable +| | | | - List: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - Int +| | | | | | - List: +| | - Some: +| | | - DocString: +| | | | - Trivial observable always returning *x* +| | | | - List: +| | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Annotation: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - python +| | | | | | - intrinsic +| | | | | | - observable | | | | - List: | | | | | - _constant._Constant_Impl | | | - Attribute: @@ -16037,8 +17040,11 @@ Definitions: | | | | | - FunCall: | | | | | | - QualifiedName: | | | | | | | - List: +| | | | | | | | - | | | | | | | | - const | | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 | | | | - List: | | | | | - observable data source considered as asset price | | | - Parameter: @@ -16054,11 +17060,13 @@ Definitions: | | | - SimpleType: | | | | - QualifiedName: | | | | | - List: +| | | | | | - | | | | | | - IObservable | | | | - List: | | | | | - SimpleType: | | | | | | - QualifiedName: | | | | | | | - List: +| | | | | | | | - | | | | | | | | - CandleStick | | | | | | - List: | | - Some: @@ -16088,16 +17096,18 @@ Definitions: | | | - SimpleType: | | | | - QualifiedName: | | | | | - List: -| | | | | | - IObservable +| | | | | | - +| | | | | | - IFunction | | | | - List: | | | | | - SimpleType: | | | | | | - QualifiedName: | | | | | | | - List: +| | | | | | | | - | | | | | | | | - Boolean | | | | | | - List: | | - Some: | | | - DocString: -| | | | - Trivial observable always returning *True* +| | | | - Function always returning *True* | | | | - List: | | - List: | | | - Attribute: @@ -16124,8 +17134,11 @@ Definitions: | | | | | - FunCall: | | | | | | - QualifiedName: | | | | | | | - List: +| | | | | | | | - | | | | | | | | - constant | | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 | | | | - List: | | | - Parameter: | | | | - elsePart @@ -16134,8 +17147,11 @@ Definitions: | | | | | - FunCall: | | | | | | - QualifiedName: | | | | | | | - List: +| | | | | | | | - | | | | | | | | - constant | | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 | | | | - List: | | | | | - function to take values from when *x* is undefined | | - Some: @@ -16147,6 +17163,7 @@ Definitions: | | | | | - FunCall: | | | | | | - QualifiedName: | | | | | | | - List: +| | | | | | | | - | | | | | | | | - null | | | | | | - List: | | | | - Var: @@ -16180,11 +17197,13 @@ Definitions: | | | | | - SimpleType: | | | | | | - QualifiedName: | | | | | | | - List: +| | | | | | | | - | | | | | | | | - IFunction | | | | | | - List: | | | | | | | - SimpleType: | | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - | | | | | | | | | | - IVolumeLevels | | | | | | | | - List: | | | | - None @@ -16196,6 +17215,7 @@ Definitions: | | | | | - FunCall: | | | | | | - QualifiedName: | | | | | | | - List: +| | | | | | | | - | | | | | | | | - veusz | | | | | | | | - Graph | | | | | | - List: @@ -16235,6 +17255,7 @@ Definitions: | | | - SimpleType: | | | | - QualifiedName: | | | | | - List: +| | | | | | - | | | | | | - ITimeSerie | | | | - List: | | - Some: diff --git a/marketsim/gen/.parsed/.output/typed.pretty-printed.sc b/marketsim/gen/.parsed/.output/typed.pretty-printed.sc index 8ebd3385..db1c7398 100644 --- a/marketsim/gen/.parsed/.output/typed.pretty-printed.sc +++ b/marketsim/gen/.parsed/.output/typed.pretty-printed.sc @@ -1,34 +1,52 @@ @category = "Side" -package side { +package side() { // defined at .output\typed.sc: 4.5 - /** Function always returning Sell side + /** Observable always equal to Buy side */ - @python.intrinsic("side._Sell_Impl") - def Sell() : () => .Side + @python.intrinsic.observable("side._Buy_Impl") + def observableBuy() : .IObservable[.Side] // defined at .output\typed.sc: 10.5 + /** Function always returning None of type Side + */ + @python.intrinsic("side._None_Impl") + def Nothing() : () => .Side + + // defined at .output\typed.sc: 16.5 /** Function always returning Buy side */ @python.intrinsic("side._Buy_Impl") def Buy() : () => .Side - // defined at .output\typed.sc: 16.5 - /** Function always returning None of type Side + // defined at .output\typed.sc: 22.5 + /** Observable always equal to None of type Side */ - @python.intrinsic("side._None_Impl") - def Nothing() : () => .Side + @python.intrinsic.observable("side._None_Impl") + def observableNothing() : .IObservable[.Side] + + // defined at .output\typed.sc: 28.5 + /** Observable always equal to Sell side + */ + @python.intrinsic.observable("side._Sell_Impl") + def observableSell() : .IObservable[.Side] + + // defined at .output\typed.sc: 34.5 + /** Function always returning Sell side + */ + @python.intrinsic("side._Sell_Impl") + def Sell() : () => .Side } @category = "Event" -package event { - // defined at .output\typed.sc: 26.5 +package event() { + // defined at .output\typed.sc: 44.5 /** Event that fires every *intervalFunc* moments of time */ @python.intrinsic("event._Every_Impl") def Every(/** interval of time between two events */ intervalFunc : Optional[() => .Float] = .math.random.expovariate(1.0)) : .IEvent - // defined at .output\typed.sc: 32.5 + // defined at .output\typed.sc: 50.5 /** Event that once at *delay* */ @python.intrinsic("event._After_Impl") @@ -36,8 +54,8 @@ package event { } @category = "N/A" -package veusz { - // defined at .output\typed.sc: 42.5 +package veusz() { + // defined at .output\typed.sc: 60.5 /** Graph to render at Veusz. Time series are added to it automatically in their constructor */ @python.intrinsic("veusz._Graph_Impl") @@ -45,106 +63,410 @@ package veusz { } @category = "Ops" -package ops { - // defined at .output\typed.sc: 52.5 +package ops() { + // defined at .output\typed.sc: 70.5 + @label = "-%(x)s" + @python.intrinsic.observable("ops._Negate_Impl") + def Negate(x : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 75.5 @label = "-%(x)s" @python.intrinsic.observable("ops._Negate_Impl") - def Negate(x : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + def Negate(x : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] - // defined at .output\typed.sc: 57.5 + // defined at .output\typed.sc: 80.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "+" + @python.intrinsic.observable("ops._Add_Impl") + def Add(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 87.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "+" + @python.intrinsic.observable("ops._Add_Impl") + def Add(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 94.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "+" + @python.intrinsic.observable("ops._Add_Impl") + def Add(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 101.5 @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "+" @python.intrinsic.observable("ops._Add_Impl") def Add(x : Optional[.IFunction[.Float]] = .constant(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] - // defined at .output\typed.sc: 64.5 + // defined at .output\typed.sc: 108.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IObservable[.Float]] = .const(1.0), + elsepart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 115.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IObservable[.Side]] = .side.observableSell(), + elsepart : Optional[.IObservable[.Side]] = .side.observableBuy()) : .IObservable[.Side] + + // defined at .output\typed.sc: 122.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IObservable[.Float]] = .const(1.0), + elsepart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 129.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IFunction[.Float]] = .constant(1.0), + elsepart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 136.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IObservable[.Float]] = .const(1.0), + elsepart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 143.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IObservable[.Side]] = .side.observableSell(), + elsepart : Optional[.IObservable[.Side]] = .side.observableBuy()) : .IObservable[.Side] + + // defined at .output\typed.sc: 150.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[() => .Side] = .side.Sell(), + elsepart : Optional[.IObservable[.Side]] = .side.observableBuy()) : .IObservable[.Side] + + // defined at .output\typed.sc: 157.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IObservable[.Side]] = .side.observableSell(), + elsepart : Optional[() => .Side] = .side.Buy()) : .IObservable[.Side] + + // defined at .output\typed.sc: 164.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IFunction[.Float]] = .constant(1.0), + elsepart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 171.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IObservable[.Float]] = .const(1.0), + elsepart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 178.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[.IFunction[.Float]] = .constant(1.0), + elsepart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 185.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[() => .Side] = .side.Sell(), + elsepart : Optional[.IObservable[.Side]] = .side.observableBuy()) : .IObservable[.Side] + + // defined at .output\typed.sc: 192.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IObservable[.Side]] = .side.observableSell(), + elsepart : Optional[() => .Side] = .side.Buy()) : .IObservable[.Side] + + // defined at .output\typed.sc: 199.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IObservable[.Boolean]] = .observableTrue(), + ifpart : Optional[() => .Side] = .side.Sell(), + elsepart : Optional[() => .Side] = .side.Buy()) : .IObservable[.Side] + + // defined at .output\typed.sc: 206.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[.IFunction[.Float]] = .constant(1.0), + elsepart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] + + // defined at .output\typed.sc: 213.5 + @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" + @python.intrinsic.observable("ops._Condition_Impl") + def Condition(cond : Optional[.IFunction[.Boolean]] = .true(), + ifpart : Optional[() => .Side] = .side.Sell(), + elsepart : Optional[() => .Side] = .side.Buy()) : .IFunction[.Side] + + // defined at .output\typed.sc: 220.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<" + @python.intrinsic.observable("ops._Less_Impl") + def Less(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 227.5 @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "<" @python.intrinsic.observable("ops._Less_Impl") def Less(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 234.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<" + @python.intrinsic.observable("ops._Less_Impl") + def Less(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] - // defined at .output\typed.sc: 71.5 + // defined at .output\typed.sc: 241.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<" + @python.intrinsic.observable("ops._Less_Impl") + def Less(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] + + // defined at .output\typed.sc: 248.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "*" + @python.intrinsic.observable("ops._Mul_Impl") + def Mul(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 255.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "*" + @python.intrinsic.observable("ops._Mul_Impl") + def Mul(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 262.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "*" + @python.intrinsic.observable("ops._Mul_Impl") + def Mul(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 269.5 @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "*" @python.intrinsic.observable("ops._Mul_Impl") def Mul(x : Optional[.IFunction[.Float]] = .constant(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] - // defined at .output\typed.sc: 78.5 - @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" - @python.intrinsic.observable("ops._Condition_Impl") - def Condition_Float(cond : Optional[.IFunction[.Boolean]] = .true() : .IFunction[.Boolean], - ifpart : Optional[.IFunction[.Float]] = .constant(1.0), - elsepart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] + // defined at .output\typed.sc: 276.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<>" + @python.intrinsic.observable("ops._NotEqual_Impl") + def NotEqual(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] - // defined at .output\typed.sc: 85.5 + // defined at .output\typed.sc: 283.5 @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "<>" @python.intrinsic.observable("ops._NotEqual_Impl") def NotEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 290.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<>" + @python.intrinsic.observable("ops._NotEqual_Impl") + def NotEqual(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] - // defined at .output\typed.sc: 92.5 - @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" - @python.intrinsic.observable("ops._Condition_Impl") - def Condition_Side(cond : Optional[.IFunction[.Boolean]] = .true() : .IFunction[.Boolean], - ifpart : Optional[() => .Side] = .side.Sell(), - elsepart : Optional[() => .Side] = .side.Buy()) : .IFunction[.Side] + // defined at .output\typed.sc: 297.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<>" + @python.intrinsic.observable("ops._NotEqual_Impl") + def NotEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] - // defined at .output\typed.sc: 99.5 + // defined at .output\typed.sc: 304.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">=" + @python.intrinsic.observable("ops._GreaterEqual_Impl") + def GreaterEqual(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 311.5 @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = ">=" @python.intrinsic.observable("ops._GreaterEqual_Impl") def GreaterEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 318.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">=" + @python.intrinsic.observable("ops._GreaterEqual_Impl") + def GreaterEqual(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] - // defined at .output\typed.sc: 106.5 + // defined at .output\typed.sc: 325.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">=" + @python.intrinsic.observable("ops._GreaterEqual_Impl") + def GreaterEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] + + // defined at .output\typed.sc: 332.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "-" + @python.intrinsic.observable("ops._Sub_Impl") + def Sub(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 339.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "-" + @python.intrinsic.observable("ops._Sub_Impl") + def Sub(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 346.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "-" + @python.intrinsic.observable("ops._Sub_Impl") + def Sub(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 353.5 @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "-" @python.intrinsic.observable("ops._Sub_Impl") def Sub(x : Optional[.IFunction[.Float]] = .constant(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] - // defined at .output\typed.sc: 113.5 + // defined at .output\typed.sc: 360.5 @label = "\\frac{%(x)s}{%(y)s}" @python.intrinsic.observable("ops._Div_Impl") def Div(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] - // defined at .output\typed.sc: 119.5 + // defined at .output\typed.sc: 366.5 + @label = "\\frac{%(x)s}{%(y)s}" + @python.intrinsic.observable("ops._Div_Impl") + def Div(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 372.5 + @label = "\\frac{%(x)s}{%(y)s}" + @python.intrinsic.observable("ops._Div_Impl") + def Div(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] + + // defined at .output\typed.sc: 378.5 @label = "\\frac{%(x)s}{%(y)s}" @python.intrinsic.observable("ops._Div_Impl") def Div(x : Optional[.IFunction[.Float]] = .constant(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] - // defined at .output\typed.sc: 125.5 + // defined at .output\typed.sc: 384.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<=" + @python.intrinsic.observable("ops._LessEqual_Impl") + def LessEqual(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 391.5 @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "<=" @python.intrinsic.observable("ops._LessEqual_Impl") def LessEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 398.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<=" + @python.intrinsic.observable("ops._LessEqual_Impl") + def LessEqual(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] - // defined at .output\typed.sc: 132.5 + // defined at .output\typed.sc: 405.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "<=" + @python.intrinsic.observable("ops._LessEqual_Impl") + def LessEqual(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] + + // defined at .output\typed.sc: 412.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "==" + @python.intrinsic.observable("ops._Equal_Impl") + def Equal(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 419.5 @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = "==" @python.intrinsic.observable("ops._Equal_Impl") def Equal(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 426.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "==" + @python.intrinsic.observable("ops._Equal_Impl") + def Equal(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] - // defined at .output\typed.sc: 139.5 + // defined at .output\typed.sc: 433.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = "==" + @python.intrinsic.observable("ops._Equal_Impl") + def Equal(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] + + // defined at .output\typed.sc: 440.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">" + @python.intrinsic.observable("ops._Greater_Impl") + def Greater(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 447.5 @label = "({%(x)s}{{symbol}}{%(y)s})" @symbol = ">" @python.intrinsic.observable("ops._Greater_Impl") def Greater(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 454.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">" + @python.intrinsic.observable("ops._Greater_Impl") + def Greater(x : Optional[.IObservable[.Float]] = .const(1.0), y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Boolean] + + // defined at .output\typed.sc: 461.5 + @label = "({%(x)s}{{symbol}}{%(y)s})" + @symbol = ">" + @python.intrinsic.observable("ops._Greater_Impl") + def Greater(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Boolean] } @category = "Basic" -package math { - package random { - // defined at .output\typed.sc: 151.9 +package math() { + package random() { + // defined at .output\typed.sc: 473.9 /** Gamma distribution * * Conditions on the parameters are |alpha| > 0 and |beta| > 0. @@ -159,20 +481,20 @@ package math { def gammavariate(Alpha : Optional[.Float] = 1.0, Beta : Optional[.Float] = 1.0) : () => .Float - // defined at .output\typed.sc: 166.9 + // defined at .output\typed.sc: 488.9 /** Normal distribution */ @python.random() def normalvariate(/** |mu| is the mean */ Mu : Optional[.Float] = 0.0, /** |sigma| is the standard deviation */ Sigma : Optional[.Float] = 1.0) : () => .Float - // defined at .output\typed.sc: 173.9 + // defined at .output\typed.sc: 495.9 /** Pareto distribution */ @python.random() def paretovariate(/** |alpha| is the shape parameter*/ Alpha : Optional[.Float] = 1.0) : () => .Float - // defined at .output\typed.sc: 179.9 + // defined at .output\typed.sc: 501.9 /** Triangular distribution * * Return a random floating point number *N* such that *low* <= *N* <= *high* and @@ -186,7 +508,7 @@ package math { High : Optional[.Float] = 1.0, Mode : Optional[.Float] = 0.5) : () => .Float - // defined at .output\typed.sc: 193.9 + // defined at .output\typed.sc: 515.9 /** Von Mises distribution */ @python.random() @@ -195,7 +517,7 @@ package math { * If |kappa| is equal to zero, this distribution reduces * to a uniform random angle over the range 0 to 2|pi| */ Kappa : Optional[.Float] = 0.0) : () => .Float - // defined at .output\typed.sc: 202.9 + // defined at .output\typed.sc: 524.9 /** Uniform distribution * * Return a random floating point number *N* such that @@ -207,14 +529,14 @@ package math { def uniform(Low : Optional[.Float] = -10.0, High : Optional[.Float] = 10.0) : () => .Float - // defined at .output\typed.sc: 214.9 + // defined at .output\typed.sc: 536.9 /** Weibull distribution */ @python.random() def weibullvariate(/** |alpha| is the scale parameter */ Alpha : Optional[.Float] = 1.0, /** |beta| is the shape parameter */ Beta : Optional[.Float] = 1.0) : () => .Float - // defined at .output\typed.sc: 221.9 + // defined at .output\typed.sc: 543.9 /** Exponential distribution * * Returned values range from 0 to positive infinity @@ -222,7 +544,7 @@ package math { @python.random() def expovariate(/** |lambda| is 1.0 divided by the desired mean. It should be greater zero.*/ Lambda : Optional[.Float] = 1.0) : () => .Float - // defined at .output\typed.sc: 229.9 + // defined at .output\typed.sc: 551.9 /** Log normal distribution * * If you take the natural logarithm of this distribution, @@ -233,7 +555,7 @@ package math { def lognormvariate(Mu : Optional[.Float] = 0.0, Sigma : Optional[.Float] = 1.0) : () => .Float - // defined at .output\typed.sc: 240.9 + // defined at .output\typed.sc: 562.9 /** Beta distribution * * Conditions on the parameters are |alpha| > 0 and |beta| > 0. @@ -246,90 +568,90 @@ package math { @category = "Statistics" @suffix = "_{cumul}(%(source)s)" - package Cumulative { - // defined at .output\typed.sc: 255.9 + package Cumulative() { + // defined at .output\typed.sc: 577.9 /** Cumulative relative standard deviation */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const()) : .IFunction[.Float] = .ops.Div(.ops.Sub(source,.math.Cumulative.Avg(source)),.math.Cumulative.StdDev(source)) + def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] = .ops.Div(.ops.Sub(source,.math.Cumulative.Avg(source)),.math.Cumulative.StdDev(source)) - // defined at .output\typed.sc: 262.9 + // defined at .output\typed.sc: 584.9 /** Cumulative variance */ @label = "\\sigma^2{{suffix}}" @python.intrinsic("moments.cmv.Variance_Impl") - def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const()) : () => .Float + def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0)) : () => .Float - // defined at .output\typed.sc: 269.9 + // defined at .output\typed.sc: 591.9 /** Cumulative average */ @label = "Avg{{suffix}}" @python.intrinsic("moments.cma.CMA_Impl") - def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const()) : () => .Float + def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0)) : () => .Float - // defined at .output\typed.sc: 276.9 + // defined at .output\typed.sc: 598.9 /** Cumulative minimum of a function with positive tolerance. * * It fires updates only if *source* value becomes less than the old value minus *epsilon* */ @label = "Min_{\\epsilon}(%(source)s)" @python.intrinsic("observable.minmax_eps.MinEpsilon_Impl") - def MinEpsilon(/** observable data source */ source : Optional[.IFunction[.Float]] = .constant(), + def MinEpsilon(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** tolerance step */ epsilon : Optional[.IFunction[.Float]] = .constant(0.01)) : .IObservable[.Float] - // defined at .output\typed.sc: 286.9 + // defined at .output\typed.sc: 608.9 /** Cumulative maximum of a function with positive tolerance. * * It fires updates only if *source* value becomes greater than the old value plus *epsilon* */ @label = "Max_{\\epsilon}(%(source)s)" @python.intrinsic("observable.minmax_eps.MaxEpsilon_Impl") - def MaxEpsilon(/** observable data source */ source : Optional[.IFunction[.Float]] = .constant(), + def MaxEpsilon(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** tolerance step */ epsilon : Optional[.IFunction[.Float]] = .constant(0.01)) : .IObservable[.Float] - // defined at .output\typed.sc: 296.9 + // defined at .output\typed.sc: 618.9 /** Cumulative standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const()) : () => .Float = .math.Sqrt(.math.Cumulative.Var(source)) + def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0)) : () => .Float = .math.Sqrt(.math.Cumulative.Var(source)) } @category = "RSI" - package rsi { - // defined at .output\typed.sc: 307.9 + package rsi() { + // defined at .output\typed.sc: 629.9 /** Absolute value for Relative Strength Index */ @label = "RSIRaw_{%(timeframe)s}^{%(alpha)s}(%(source)s)" - def Raw(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def Raw(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** lag size */ timeframe : Optional[.Float] = 10.0, /** alpha parameter for EWMA */ alpha : Optional[.Float] = 0.015) : .IFunction[.Float] = .ops.Div(.math.EW.Avg(.math.UpMovements(source,timeframe),alpha),.math.EW.Avg(.math.DownMovements(source,timeframe),alpha)) } @category = "MACD" - package macd { - // defined at .output\typed.sc: 320.9 + package macd() { + // defined at .output\typed.sc: 642.9 /** Moving average convergence/divergence */ @label = "MACD_{%(fast)s}^{%(slow)s}(%(x)s)" - def MACD(/** source */ x : Optional[.IObservable[.Float]] = .const(), + def MACD(/** source */ x : Optional[.IObservable[.Float]] = .const(1.0), /** long period */ slow : Optional[.Float] = 26.0, /** short period */ fast : Optional[.Float] = 12.0) : .IFunction[.Float] = .ops.Sub(.math.EW.Avg(x,2.0/(fast+1)),.math.EW.Avg(x,2.0/(slow+1))) - // defined at .output\typed.sc: 329.9 + // defined at .output\typed.sc: 651.9 /** Moving average convergence/divergence signal */ @label = "Signal^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s))" - def Signal(/** source */ x : Optional[.IObservable[.Float]] = .const(), + def Signal(/** source */ x : Optional[.IObservable[.Float]] = .const(1.0), /** long period */ slow : Optional[.Float] = 26.0, /** short period */ fast : Optional[.Float] = 12.0, /** signal period */ timeframe : Optional[.Float] = 9.0, /** discretization step */ step : Optional[.Float] = 1.0) : .IDifferentiable = .math.EW.Avg(.observable.OnEveryDt(step,.math.macd.MACD(x,slow,fast)),2/(timeframe+1)) - // defined at .output\typed.sc: 340.9 + // defined at .output\typed.sc: 662.9 /** Moving average convergence/divergence histogram */ @label = "Histogram^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s))" - def Histogram(/** source */ x : Optional[.IObservable[.Float]] = .const(), + def Histogram(/** source */ x : Optional[.IObservable[.Float]] = .const(1.0), /** long period */ slow : Optional[.Float] = 26.0, /** short period */ fast : Optional[.Float] = 12.0, /** signal period */ timeframe : Optional[.Float] = 9.0, @@ -338,105 +660,132 @@ package math { @category = "Statistics" @suffix = "_{\\\\alpha=%(alpha)s}(%(source)s)" - package EW { - // defined at .output\typed.sc: 356.9 + package EW() { + // defined at .output\typed.sc: 678.9 /** Exponentially weighted moving average */ @label = "Avg{{suffix}}" @python.intrinsic("moments.ewma.EWMA_Impl") - def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** alpha parameter */ alpha : Optional[.Float] = 0.015) : .IDifferentiable - // defined at .output\typed.sc: 364.9 + // defined at .output\typed.sc: 686.9 /** Exponentially weighted moving variance */ @label = "\\sigma^2{{suffix}}" @python.intrinsic("moments.ewmv.EWMV_Impl") - def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** alpha parameter */ alpha : Optional[.Float] = 0.015) : () => .Float - // defined at .output\typed.sc: 372.9 + // defined at .output\typed.sc: 694.9 /** Exponentially weighted moving standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** alpha parameter */ alpha : Optional[.Float] = 0.015) : () => .Float = .math.Sqrt(.math.EW.Var(source,alpha)) - // defined at .output\typed.sc: 380.9 + // defined at .output\typed.sc: 702.9 /** Exponentially weighted moving relative standard deviation */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), - /** alpha parameter */ alpha : Optional[.Float] = 0.015) : .IFunction[.Float] = .ops.Div(.ops.Sub(source,.math.EW.Avg(source,alpha)),.math.EW.StdDev(source,alpha)) + def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), + /** alpha parameter */ alpha : Optional[.Float] = 0.015) : .IObservable[.Float] = .ops.Div(.ops.Sub(source,.math.EW.Avg(source,alpha)),.math.EW.StdDev(source,alpha)) } @category = "Statistics" @suffix = "_{n=%(timeframe)s}(%(source)s)" - package Moving { - // defined at .output\typed.sc: 393.9 + package Moving() { + // defined at .output\typed.sc: 715.9 /** Running minimum of a function */ @label = "Min_{n=%(timeframe)s}(%(source)s)" @python.intrinsic("observable.minmax.Min_Impl") - def Min(/** observable data source */ source : Optional[.IFunction[.Float]] = .constant(), + def Min(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IObservable[.Float] - // defined at .output\typed.sc: 401.9 + // defined at .output\typed.sc: 723.9 /** Simple moving relative standard deviation */ @label = "RSD{{suffix}}" - def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), - /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IFunction[.Float] = .ops.Div(.ops.Sub(source,.math.Moving.Avg(source,timeframe)),.math.Moving.StdDev(source,timeframe)) + def RelStdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), + /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IObservable[.Float] = .ops.Div(.ops.Sub(source,.math.Moving.Avg(source,timeframe)),.math.Moving.StdDev(source,timeframe)) - // defined at .output\typed.sc: 409.9 + // defined at .output\typed.sc: 731.9 /** Simple moving variance */ @label = "\\sigma^2{{suffix}}" @python.intrinsic("moments.mv.MV_Impl") - def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), - /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IFunction[.Float] = .math.Max(.const(0),.ops.Sub(.math.Moving.Avg(.observable.Float(.ops.Mul(source,source)),timeframe),.math.Sqr(.math.Moving.Avg(source,timeframe)))) + def Var(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), + /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IObservable[.Float] = .math.Max(.const(0),.ops.Sub(.math.Moving.Avg(.ops.Mul(source,source),timeframe),.math.Sqr(.math.Moving.Avg(source,timeframe)))) - // defined at .output\typed.sc: 418.9 + // defined at .output\typed.sc: 740.9 /** Running maximum of a function */ @label = "Max_{n=%(timeframe)s}(%(source)s)" @python.intrinsic("observable.minmax.Max_Impl") - def Max(/** observable data source */ source : Optional[.IFunction[.Float]] = .constant(), + def Max(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** sliding window size */ timeframe : Optional[.Float] = 100.0) : .IObservable[.Float] - // defined at .output\typed.sc: 426.9 + // defined at .output\typed.sc: 748.9 /** Simple moving average */ @label = "Avg{{suffix}}" @python.intrinsic("moments.ma.MA_Impl") - def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def Avg(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** sliding window size */ timeframe : Optional[.Float] = 100.0) : () => .Float - // defined at .output\typed.sc: 434.9 + // defined at .output\typed.sc: 756.9 /** Simple moving standard deviation */ @label = "\\sqrt{\\sigma^2{{suffix}}}" - def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def StdDev(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** sliding window size */ timeframe : Optional[.Float] = 100.0) : () => .Float = .math.Sqrt(.math.Moving.Var(source)) } - // defined at .output\typed.sc: 443.5 + // defined at .output\typed.sc: 765.5 /** Function returning minimum of two functions *x* and *y*. * If *x* or/and *y* are observables, *Min* is also observable */ @label = "min{%(x)s, %(y)s}" @python.observable() - def Min(x : Optional[.IFunction[.Float]] = .constant(), - y : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] = .ops.Condition_Float(.ops.Less(x,y),x,y) + def Min(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] = .ops.Condition(.ops.Less(x,y),x,y) - // defined at .output\typed.sc: 453.5 + // defined at .output\typed.sc: 775.5 + /** Function returning minimum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "min{%(x)s, %(y)s}" + @python.observable() + def Min(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] = .ops.Condition(.ops.Less(x,y),x,y) + + // defined at .output\typed.sc: 785.5 + /** Function returning minimum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "min{%(x)s, %(y)s}" + @python.observable() + def Min(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] = .ops.Condition(.ops.Less(x,y),x,y) + + // defined at .output\typed.sc: 795.5 + /** Function returning minimum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "min{%(x)s, %(y)s}" + @python.observable() + def Min(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = .ops.Condition(.ops.Less(x,y),x,y) + + // defined at .output\typed.sc: 805.5 /** Returns negative movements of some observable *source* with lag *timeframe* */ @label = "Downs_{%(timeframe)s}(%(source)s)" - def DownMovements(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), - /** lag size */ timeframe : Optional[.Float] = 10.0) : .IObservable[.Float] = .observable.Float(.math.Max(.constant(0.0),.ops.Sub(.math.Lagged(source,timeframe),source))) + def DownMovements(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), + /** lag size */ timeframe : Optional[.Float] = 10.0) : .IObservable[.Float] = .math.Max(.constant(0.0),.ops.Sub(.math.Lagged(source,timeframe),source)) - // defined at .output\typed.sc: 461.5 + // defined at .output\typed.sc: 813.5 /** Arc tangent of x, in radians. * */ @@ -444,46 +793,81 @@ package math { @python.mathops("atan") def Atan(x : Optional[.IFunction[.Float]] = .constant(0.0)) : () => .Float - // defined at .output\typed.sc: 469.5 + // defined at .output\typed.sc: 821.5 /** Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt */ @label = "Lagged_{%(timeframe)s}(%(source)s)" @python.intrinsic("observable.lagged.Lagged_Impl") - def Lagged(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), + def Lagged(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), /** lag size */ timeframe : Optional[.Float] = 10.0) : .IObservable[.Float] - // defined at .output\typed.sc: 477.5 + // defined at .output\typed.sc: 829.5 /** Function returning maximum of two functions *x* and *y*. * If *x* or/and *y* are observables, *Min* is also observable */ @label = "max{%(x)s, %(y)s}" @python.observable() - def Max(x : Optional[.IFunction[.Float]] = .constant(), - y : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] = .ops.Condition_Float(.ops.Greater(x,y),x,y) + def Max(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] = .ops.Condition(.ops.Greater(x,y),x,y) - // defined at .output\typed.sc: 487.5 + // defined at .output\typed.sc: 839.5 + /** Function returning maximum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "max{%(x)s, %(y)s}" + @python.observable() + def Max(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] = .ops.Condition(.ops.Greater(x,y),x,y) + + // defined at .output\typed.sc: 849.5 + /** Function returning maximum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "max{%(x)s, %(y)s}" + @python.observable() + def Max(x : Optional[.IObservable[.Float]] = .const(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] = .ops.Condition(.ops.Greater(x,y),x,y) + + // defined at .output\typed.sc: 859.5 + /** Function returning maximum of two functions *x* and *y*. + * If *x* or/and *y* are observables, *Min* is also observable + */ + @label = "max{%(x)s, %(y)s}" + @python.observable() + def Max(x : Optional[.IFunction[.Float]] = .constant(1.0), + y : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = .ops.Condition(.ops.Greater(x,y),x,y) + + // defined at .output\typed.sc: 869.5 /** Returns positive movements of some observable *source* with lag *timeframe* */ @label = "Ups_{%(timeframe)s}(%(source)s)" - def UpMovements(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(), - /** lag size */ timeframe : Optional[.Float] = 10.0) : .IObservable[.Float] = .observable.Float(.math.Max(.constant(0.0),.ops.Sub(source,.math.Lagged(source,timeframe)))) + def UpMovements(/** observable data source */ source : Optional[.IObservable[.Float]] = .const(1.0), + /** lag size */ timeframe : Optional[.Float] = 10.0) : .IObservable[.Float] = .math.Max(.constant(0.0),.ops.Sub(source,.math.Lagged(source,timeframe))) - // defined at .output\typed.sc: 495.5 + // defined at .output\typed.sc: 877.5 /** Square of *x* */ @category = "Log/Pow" @label = "{%(x)s}^2" @python.observable() - def Sqr(x : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] = .ops.Mul(x,x) + def Sqr(x : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] = .ops.Mul(x,x) - // defined at .output\typed.sc: 504.5 + // defined at .output\typed.sc: 886.5 + /** Square of *x* + */ + @category = "Log/Pow" + @label = "{%(x)s}^2" + @python.observable() + def Sqr(x : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = .ops.Mul(x,x) + + // defined at .output\typed.sc: 895.5 /** Log returns */ @label = "LogReturns_{%(timeframe)s}(%(x)s)" - def LogReturns(/** observable data source */ x : Optional[.IObservable[.Float]] = .const(), + def LogReturns(/** observable data source */ x : Optional[.IObservable[.Float]] = .const(1.0), /** lag size */ timeframe : Optional[.Float] = 10.0) : () => .Float = .math.Log(.ops.Div(x,.math.Lagged(x,timeframe))) - // defined at .output\typed.sc: 512.5 + // defined at .output\typed.sc: 903.5 /** Square root of *x* * */ @@ -492,7 +876,7 @@ package math { @python.mathops("sqrt") def Sqrt(x : Optional[.IFunction[.Float]] = .constant(1.0)) : () => .Float - // defined at .output\typed.sc: 521.5 + // defined at .output\typed.sc: 912.5 /** Relative Strength Index */ @label = "RSI_{%(timeframe)s}^{%(alpha)s}(%(book)s)" @@ -500,7 +884,7 @@ package math { /** lag size */ timeframe : Optional[.Float] = 10.0, /** alpha parameter for EWMA */ alpha : Optional[.Float] = 0.015) : .IFunction[.Float] = .ops.Sub(.constant(100.0),.ops.Div(.constant(100.0),.ops.Add(.constant(1.0),.math.rsi.Raw(.orderbook.MidPrice(book),timeframe,alpha)))) - // defined at .output\typed.sc: 530.5 + // defined at .output\typed.sc: 921.5 /** Exponent of *x* * */ @@ -509,7 +893,7 @@ package math { @python.mathops("exp") def Exp(x : Optional[.IFunction[.Float]] = .constant(1.0)) : () => .Float - // defined at .output\typed.sc: 539.5 + // defined at .output\typed.sc: 930.5 /** Natural logarithm of *x* (to base e) * */ @@ -518,7 +902,7 @@ package math { @python.mathops("log") def Log(x : Optional[.IFunction[.Float]] = .constant(1.0)) : () => .Float - // defined at .output\typed.sc: 548.5 + // defined at .output\typed.sc: 939.5 /** A discrete signal with user-defined increments. */ @label = "%(name)s" @@ -528,7 +912,7 @@ package math { /** intervals between signal updates */ intervalDistr : Optional[() => .Float] = .math.random.expovariate(1.0), name : Optional[.String] = "-random-") : .IObservable[.Float] - // defined at .output\typed.sc: 558.5 + // defined at .output\typed.sc: 949.5 /** Function returning first derivative on time of *x* * *x* should provide *derivative* member */ @@ -536,7 +920,7 @@ package math { @python.intrinsic("observable.derivative._Derivative_Impl") def Derivative(x : Optional[.IDifferentiable] = .math.EW.Avg() : .IDifferentiable) : () => .Float - // defined at .output\typed.sc: 566.5 + // defined at .output\typed.sc: 957.5 /** Return *x* raised to the power *y*. * * Exceptional cases follow Annex F of the C99 standard as far as possible. @@ -553,9 +937,9 @@ package math { } @category = "Order" -package order { - package side { - package price { +package order() { + package side() { + package price() { def Limit = .order._curried.side_price_Limit def ImmediateOrCancel = .order._curried.side_price_ImmediateOrCancel @@ -590,7 +974,7 @@ package order { def Peg = .order._curried.side_Peg } - package side_price { + package side_price() { def Limit = .order._curried.sideprice_Limit def ImmediateOrCancel = .order._curried.sideprice_ImmediateOrCancel @@ -606,8 +990,8 @@ package order { def Peg = .order._curried.sideprice_Peg } - package side_volume { - package price { + package side_volume() { + package price() { def Limit = .order._curried.sidevolume_price_Limit def ImmediateOrCancel = .order._curried.sidevolume_price_ImmediateOrCancel @@ -640,7 +1024,7 @@ package order { def Peg = .order._curried.sidevolume_Peg } - package price { + package price() { def Limit = .order._curried.price_Limit def ImmediateOrCancel = .order._curried.price_ImmediateOrCancel @@ -656,20 +1040,20 @@ package order { def Peg = .order._curried.price_Peg } - package signed { + package signed() { def Limit = .order.LimitSigned def Market = .order.MarketSigned } - package signedVolume { + package signedVolume() { def LimitSigned = .order._curried.signedVolume_LimitSigned def MarketSigned = .order._curried.signedVolume_MarketSigned } - package _curried { - // defined at .output\typed.sc: 706.9 + package _curried() { + // defined at .output\typed.sc: 1097.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -682,7 +1066,7 @@ package order { @python.order.factory.on_proto("ImmediateOrCancel") def side_ImmediateOrCancel(/** factory for underlying orders */ proto : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\typed.sc: 719.9 + // defined at .output\typed.sc: 1110.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -692,7 +1076,7 @@ package order { @python.order.factory.curried("price_Limit") def volume_price_Limit(/** function defining side of orders to create */ side : Optional[() => .Side] = .side.Sell()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 729.9 + // defined at .output\typed.sc: 1120.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -703,7 +1087,7 @@ package order { def sidevolume_Iceberg(/** maximal size of order to send */ lotSize : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[((() => .Side),(() => .Float)) => .IOrderGenerator] = .order._curried.sidevolume_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 740.9 + // defined at .output\typed.sc: 1131.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders @@ -713,7 +1097,7 @@ package order { def sidevolume_WithExpiry(/** expiration period for orders */ expiry : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[((() => .Side),(() => .Float)) => .IOrderGenerator] = .order._curried.sidevolume_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 750.9 + // defined at .output\typed.sc: 1141.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -725,7 +1109,7 @@ package order { def side_price_StopLoss(/** maximal acceptable loss factor */ maxloss : Optional[.IFunction[.Float]] = .constant(0.1), /** underlying orders to create */ proto : Optional[(() => .Side) => ((() => .Float) => .IOrderGenerator)] = .order._curried.side_price_Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 762.9 + // defined at .output\typed.sc: 1153.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -736,7 +1120,7 @@ package order { def price_Iceberg(/** maximal size of order to send */ lotSize : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.price_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 773.9 + // defined at .output\typed.sc: 1164.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -747,7 +1131,7 @@ package order { def sideprice_FloatingPrice(/** observable defining price of orders to create */ floatingPrice : Optional[.IObservable[.Float]] = .const(10.0), /** underlying orders to create */ proto : Optional[(() => .Side) => ((() => .Float) => .IOrderGenerator)] = .order._curried.side_price_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 784.9 + // defined at .output\typed.sc: 1175.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -759,7 +1143,7 @@ package order { def price_StopLoss(/** maximal acceptable loss factor */ maxloss : Optional[.IFunction[.Float]] = .constant(0.1), /** underlying orders to create */ proto : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.price_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 796.9 + // defined at .output\typed.sc: 1187.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -772,7 +1156,7 @@ package order { @python.order.factory.on_proto("ImmediateOrCancel") def price_ImmediateOrCancel(/** factory for underlying orders */ proto : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.price_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 809.9 + // defined at .output\typed.sc: 1200.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders @@ -782,7 +1166,7 @@ package order { def volume_price_WithExpiry(/** expiration period for orders */ expiry : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[(() => .Float) => ((() => .Float) => .IOrderGenerator)] = .order._curried.volume_price_Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 819.9 + // defined at .output\typed.sc: 1210.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -794,7 +1178,7 @@ package order { def sideprice_StopLoss(/** maximal acceptable loss factor */ maxloss : Optional[.IFunction[.Float]] = .constant(0.1), /** underlying orders to create */ proto : Optional[((() => .Side),(() => .Float)) => .IOrderGenerator] = .order._curried.sideprice_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 831.9 + // defined at .output\typed.sc: 1222.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -805,7 +1189,7 @@ package order { @python.order.factory.on_proto("price_Peg") def volume_price_Peg(proto : Optional[(() => .Float) => ((() => .Float) => .IOrderGenerator)] = .order._curried.volume_price_Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 842.9 + // defined at .output\typed.sc: 1233.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -816,7 +1200,7 @@ package order { def side_Iceberg(/** maximal size of order to send */ lotSize : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\typed.sc: 853.9 + // defined at .output\typed.sc: 1244.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders @@ -826,7 +1210,7 @@ package order { def sidevolume_price_WithExpiry(/** expiration period for orders */ expiry : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator)] = .order._curried.sidevolume_price_Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 863.9 + // defined at .output\typed.sc: 1254.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -837,7 +1221,7 @@ package order { @python.order.factory.on_proto("Peg") def volume_Peg(proto : Optional[(() => .Float) => ((() => .Float) => .IOrderGenerator)] = .order._curried.volume_price_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 874.9 + // defined at .output\typed.sc: 1265.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -850,7 +1234,7 @@ package order { @python.order.factory.on_proto("ImmediateOrCancel") def sidevolume_ImmediateOrCancel(/** factory for underlying orders */ proto : Optional[((() => .Side),(() => .Float)) => .IOrderGenerator] = .order._curried.sidevolume_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 887.9 + // defined at .output\typed.sc: 1278.9 /** Factory creating fixed budget orders * * Fixed budget order acts like a market order @@ -863,7 +1247,7 @@ package order { @python.order.factory.curried("FixedBudget") def side_FixedBudget(/** function defining budget on which it may send orders at one time */ budget : Optional[.IFunction[.Float]] = .constant(1000.0)) : (() => .Side) => .IOrderGenerator - // defined at .output\typed.sc: 900.9 + // defined at .output\typed.sc: 1291.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -873,7 +1257,7 @@ package order { @python.order.factory.curried("Limit") def sideprice_Limit(/** function defining volume of orders to create */ volume : Optional[.IFunction[.Float]] = .constant(1.0)) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 910.9 + // defined at .output\typed.sc: 1301.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -884,7 +1268,7 @@ package order { @python.order.factory.on_proto("Peg") def sideprice_Peg(proto : Optional[(() => .Side) => ((() => .Float) => .IOrderGenerator)] = .order._curried.side_price_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 921.9 + // defined at .output\typed.sc: 1312.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -895,7 +1279,7 @@ package order { @python.order.factory.on_proto("Peg") def sidevolume_Peg(proto : Optional[((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator)] = .order._curried.sidevolume_price_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 932.9 + // defined at .output\typed.sc: 1323.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -906,7 +1290,7 @@ package order { @python.order.factory.on_proto("Peg") def side_Peg(proto : Optional[(() => .Side) => ((() => .Float) => .IOrderGenerator)] = .order._curried.side_price_Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\typed.sc: 943.9 + // defined at .output\typed.sc: 1334.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -916,7 +1300,7 @@ package order { @python.order.factory.curried("LimitSigned") def signedVolume_LimitSigned(/** function defining price of orders to create */ price : Optional[.IFunction[.Float]] = .constant(100.0)) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 953.9 + // defined at .output\typed.sc: 1344.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -927,7 +1311,7 @@ package order { def side_price_Iceberg(/** maximal size of order to send */ lotSize : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[(() => .Side) => ((() => .Float) => .IOrderGenerator)] = .order._curried.side_price_Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 964.9 + // defined at .output\typed.sc: 1355.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -940,7 +1324,7 @@ package order { @python.order.factory.on_proto("price_ImmediateOrCancel") def side_price_ImmediateOrCancel(/** factory for underlying orders */ proto : Optional[(() => .Side) => ((() => .Float) => .IOrderGenerator)] = .order._curried.side_price_Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 977.9 + // defined at .output\typed.sc: 1368.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders @@ -950,7 +1334,7 @@ package order { def side_WithExpiry(/** expiration period for orders */ expiry : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\typed.sc: 987.9 + // defined at .output\typed.sc: 1378.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -962,7 +1346,7 @@ package order { def side_StopLoss(/** maximal acceptable loss factor */ maxloss : Optional[.IFunction[.Float]] = .constant(0.1), /** underlying orders to create */ proto : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\typed.sc: 999.9 + // defined at .output\typed.sc: 1390.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -974,7 +1358,7 @@ package order { def sidevolume_price_StopLoss(/** maximal acceptable loss factor */ maxloss : Optional[.IFunction[.Float]] = .constant(0.1), /** underlying orders to create */ proto : Optional[((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator)] = .order._curried.sidevolume_price_Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1011.9 + // defined at .output\typed.sc: 1402.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -985,7 +1369,7 @@ package order { @python.order.factory.on_proto("Peg") def price_Peg(proto : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.price_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 1022.9 + // defined at .output\typed.sc: 1413.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -997,7 +1381,7 @@ package order { def volume_StopLoss(/** maximal acceptable loss factor */ maxloss : Optional[.IFunction[.Float]] = .constant(0.1), /** underlying orders to create */ proto : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.volume_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 1034.9 + // defined at .output\typed.sc: 1425.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1007,7 +1391,7 @@ package order { @python.order.factory.curried("price_Limit") def sidevolume_price_Limit() : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1044.9 + // defined at .output\typed.sc: 1435.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -1019,7 +1403,7 @@ package order { def sidevolume_StopLoss(/** maximal acceptable loss factor */ maxloss : Optional[.IFunction[.Float]] = .constant(0.1), /** underlying orders to create */ proto : Optional[((() => .Side),(() => .Float)) => .IOrderGenerator] = .order._curried.sidevolume_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 1056.9 + // defined at .output\typed.sc: 1447.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders @@ -1029,7 +1413,7 @@ package order { def volume_WithExpiry(/** expiration period for orders */ expiry : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.volume_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 1066.9 + // defined at .output\typed.sc: 1457.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders @@ -1039,7 +1423,7 @@ package order { def sideprice_WithExpiry(/** expiration period for orders */ expiry : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[((() => .Side),(() => .Float)) => .IOrderGenerator] = .order._curried.sideprice_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 1076.9 + // defined at .output\typed.sc: 1467.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -1052,7 +1436,7 @@ package order { @python.order.factory.on_proto("ImmediateOrCancel") def volume_ImmediateOrCancel(/** factory for underlying orders */ proto : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.volume_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 1089.9 + // defined at .output\typed.sc: 1480.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1063,7 +1447,7 @@ package order { def volume_FloatingPrice(/** observable defining price of orders to create */ floatingPrice : Optional[.IObservable[.Float]] = .const(10.0), /** underlying orders to create */ proto : Optional[(() => .Float) => ((() => .Float) => .IOrderGenerator)] = .order._curried.volume_price_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 1100.9 + // defined at .output\typed.sc: 1491.9 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately @@ -1071,7 +1455,7 @@ package order { @python.order.factory.curried("Market") def volume_Market(/** function defining side of orders to create */ side : Optional[() => .Side] = .side.Sell()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 1108.9 + // defined at .output\typed.sc: 1499.9 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -1083,7 +1467,7 @@ package order { def volume_price_StopLoss(/** maximal acceptable loss factor */ maxloss : Optional[.IFunction[.Float]] = .constant(0.1), /** underlying orders to create */ proto : Optional[(() => .Float) => ((() => .Float) => .IOrderGenerator)] = .order._curried.volume_price_Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1120.9 + // defined at .output\typed.sc: 1511.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -1096,7 +1480,7 @@ package order { @python.order.factory.on_proto("price_ImmediateOrCancel") def volume_price_ImmediateOrCancel(/** factory for underlying orders */ proto : Optional[(() => .Float) => ((() => .Float) => .IOrderGenerator)] = .order._curried.volume_price_Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1133.9 + // defined at .output\typed.sc: 1524.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1107,7 +1491,7 @@ package order { def side_Limit(/** function defining price of orders to create */ price : Optional[.IFunction[.Float]] = .constant(100.0), /** function defining volume of orders to create */ volume : Optional[.IFunction[.Float]] = .constant(1.0)) : (() => .Side) => .IOrderGenerator - // defined at .output\typed.sc: 1144.9 + // defined at .output\typed.sc: 1535.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1118,7 +1502,7 @@ package order { def side_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice : Optional[.IObservable[.Float]] = .const(10.0), /** underlying orders to create */ proto : Optional[(() => .Side) => ((() => .Float) => .IOrderGenerator)] = .order._curried.side_price_Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1155.9 + // defined at .output\typed.sc: 1546.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1129,7 +1513,7 @@ package order { def side_FloatingPrice(/** observable defining price of orders to create */ floatingPrice : Optional[.IObservable[.Float]] = .const(10.0), /** underlying orders to create */ proto : Optional[(() => .Side) => ((() => .Float) => .IOrderGenerator)] = .order._curried.side_price_Limit()) : (() => .Side) => .IOrderGenerator - // defined at .output\typed.sc: 1166.9 + // defined at .output\typed.sc: 1557.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders @@ -1139,7 +1523,7 @@ package order { def side_price_WithExpiry(/** expiration period for orders */ expiry : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[(() => .Side) => ((() => .Float) => .IOrderGenerator)] = .order._curried.side_price_Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1176.9 + // defined at .output\typed.sc: 1567.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1149,7 +1533,7 @@ package order { @python.order.factory.curried("price_Limit") def side_price_Limit(/** function defining volume of orders to create */ volume : Optional[.IFunction[.Float]] = .constant(1.0)) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1186.9 + // defined at .output\typed.sc: 1577.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -1160,7 +1544,7 @@ package order { def volume_Iceberg(/** maximal size of order to send */ lotSize : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.volume_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 1197.9 + // defined at .output\typed.sc: 1588.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1171,7 +1555,7 @@ package order { def volume_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice : Optional[.IObservable[.Float]] = .const(10.0), /** underlying orders to create */ proto : Optional[(() => .Float) => ((() => .Float) => .IOrderGenerator)] = .order._curried.volume_price_Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1208.9 + // defined at .output\typed.sc: 1599.9 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately @@ -1179,7 +1563,7 @@ package order { @python.order.factory.curried("Market") def side_Market(/** function defining volume of orders to create */ volume : Optional[.IFunction[.Float]] = .constant(1.0)) : (() => .Side) => .IOrderGenerator - // defined at .output\typed.sc: 1216.9 + // defined at .output\typed.sc: 1607.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1190,7 +1574,7 @@ package order { def price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice : Optional[.IObservable[.Float]] = .const(10.0), /** underlying orders to create */ proto : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.price_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 1227.9 + // defined at .output\typed.sc: 1618.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1201,7 +1585,7 @@ package order { def sidevolume_FloatingPrice(/** observable defining price of orders to create */ floatingPrice : Optional[.IObservable[.Float]] = .const(10.0), /** underlying orders to create */ proto : Optional[((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator)] = .order._curried.sidevolume_price_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 1238.9 + // defined at .output\typed.sc: 1629.9 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders @@ -1211,7 +1595,7 @@ package order { def price_WithExpiry(/** expiration period for orders */ expiry : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.price_Limit()) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 1248.9 + // defined at .output\typed.sc: 1639.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -1222,7 +1606,7 @@ package order { def volume_price_Iceberg(/** maximal size of order to send */ lotSize : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[(() => .Float) => ((() => .Float) => .IOrderGenerator)] = .order._curried.volume_price_Limit()) : (() => .Float) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1259.9 + // defined at .output\typed.sc: 1650.9 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1233,7 +1617,7 @@ package order { def sidevolume_price_FloatingPrice(/** observable defining price of orders to create */ floatingPrice : Optional[.IObservable[.Float]] = .const(10.0), /** underlying orders to create */ proto : Optional[((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator)] = .order._curried.sidevolume_price_Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1270.9 + // defined at .output\typed.sc: 1661.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -1246,7 +1630,7 @@ package order { @python.order.factory.on_proto("price_ImmediateOrCancel") def sidevolume_price_ImmediateOrCancel(/** factory for underlying orders */ proto : Optional[((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator)] = .order._curried.sidevolume_price_Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1283.9 + // defined at .output\typed.sc: 1674.9 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately @@ -1254,7 +1638,7 @@ package order { @python.order.factory.curried("Market") def sidevolume_Market() : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 1291.9 + // defined at .output\typed.sc: 1682.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1265,7 +1649,7 @@ package order { def price_Limit(/** function defining side of orders to create */ side : Optional[() => .Side] = .side.Sell(), /** function defining volume of orders to create */ volume : Optional[.IFunction[.Float]] = .constant(1.0)) : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 1302.9 + // defined at .output\typed.sc: 1693.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1275,7 +1659,7 @@ package order { @python.order.factory.curried("Limit") def sidevolume_Limit(/** function defining price of orders to create */ price : Optional[.IFunction[.Float]] = .constant(100.0)) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 1312.9 + // defined at .output\typed.sc: 1703.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -1286,7 +1670,7 @@ package order { def sideprice_Iceberg(/** maximal size of order to send */ lotSize : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[((() => .Side),(() => .Float)) => .IOrderGenerator] = .order._curried.sideprice_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 1323.9 + // defined at .output\typed.sc: 1714.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -1297,7 +1681,7 @@ package order { @python.order.factory.on_proto("price_Peg") def sidevolume_price_Peg(proto : Optional[((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator)] = .order._curried.sidevolume_price_Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1334.9 + // defined at .output\typed.sc: 1725.9 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately @@ -1305,7 +1689,7 @@ package order { @python.order.factory.curried("MarketSigned") def signedVolume_MarketSigned() : (() => .Float) => .IOrderGenerator - // defined at .output\typed.sc: 1342.9 + // defined at .output\typed.sc: 1733.9 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -1318,7 +1702,7 @@ package order { @python.order.factory.on_proto("ImmediateOrCancel") def sideprice_ImmediateOrCancel(/** factory for underlying orders */ proto : Optional[((() => .Side),(() => .Float)) => .IOrderGenerator] = .order._curried.sideprice_Limit()) : ((() => .Side),(() => .Float)) => .IOrderGenerator - // defined at .output\typed.sc: 1355.9 + // defined at .output\typed.sc: 1746.9 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -1329,7 +1713,7 @@ package order { @python.order.factory.on_proto("price_Peg") def side_price_Peg(proto : Optional[(() => .Side) => ((() => .Float) => .IOrderGenerator)] = .order._curried.side_price_Limit()) : (() => .Side) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1366.9 + // defined at .output\typed.sc: 1757.9 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -1340,7 +1724,7 @@ package order { def sidevolume_price_Iceberg(/** maximal size of order to send */ lotSize : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator)] = .order._curried.sidevolume_price_Limit()) : ((() => .Side),(() => .Float)) => ((() => .Float) => .IOrderGenerator) - // defined at .output\typed.sc: 1377.9 + // defined at .output\typed.sc: 1768.9 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1352,8 +1736,8 @@ package order { /** function defining price of orders to create */ price : Optional[.IFunction[.Float]] = .constant(100.0)) : (() => .Float) => .IOrderGenerator } - package volume { - package price { + package volume() { + package price() { def Limit = .order._curried.volume_price_Limit def ImmediateOrCancel = .order._curried.volume_price_ImmediateOrCancel @@ -1386,7 +1770,7 @@ package order { def Peg = .order._curried.volume_Peg } - // defined at .output\typed.sc: 1424.5 + // defined at .output\typed.sc: 1815.5 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1398,7 +1782,7 @@ package order { /** function defining price of orders to create */ price : Optional[.IFunction[.Float]] = .constant(100.0), /** function defining volume of orders to create */ volume : Optional[.IFunction[.Float]] = .constant(1.0)) : .IOrderGenerator - // defined at .output\typed.sc: 1436.5 + // defined at .output\typed.sc: 1827.5 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately @@ -1406,7 +1790,7 @@ package order { @python.order.factory("order.market.Order_Impl") def MarketSigned(/**signed volume*/ signedVolume : () => .Float = .constant(1.0)) : .IOrderGenerator - // defined at .output\typed.sc: 1444.5 + // defined at .output\typed.sc: 1835.5 /** Factory creating Immediate-Or-Cancel orders * * Immediate-Or-Cancel order sends an underlying order to the market and @@ -1419,7 +1803,7 @@ package order { @python.order.factory("order.meta.ioc.Order_Impl") def ImmediateOrCancel(/** factory for underlying orders */ proto : Optional[.IOrderGenerator] = .order.Limit()) : .IOrderGenerator - // defined at .output\typed.sc: 1457.5 + // defined at .output\typed.sc: 1848.5 /** Factory creating market orders * * Market order intructs buy or sell given volume immediately @@ -1428,7 +1812,7 @@ package order { def Market(/** function defining side of orders to create */ side : Optional[() => .Side] = .side.Sell(), /** function defining volume of orders to create */ volume : Optional[.IFunction[.Float]] = .constant(1.0)) : .IOrderGenerator - // defined at .output\typed.sc: 1466.5 + // defined at .output\typed.sc: 1857.5 /** Factory creating StopLoss orders * * StopLoss order is initialised by an underlying order and a maximal acceptable loss factor. @@ -1440,7 +1824,7 @@ package order { def StopLoss(/** maximal acceptable loss factor */ maxloss : Optional[.IFunction[.Float]] = .constant(0.1), /** underlying orders to create */ proto : Optional[.IOrderGenerator] = .order.Limit()) : .IOrderGenerator - // defined at .output\typed.sc: 1478.5 + // defined at .output\typed.sc: 1869.5 /** Factory creating WithExpiry orders * * WithExpiry orders can be viewed as ImmediateOrCancel orders @@ -1450,7 +1834,7 @@ package order { def WithExpiry(/** expiration period for orders */ expiry : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[.IOrderGenerator] = .order.Limit()) : .IOrderGenerator - // defined at .output\typed.sc: 1488.5 + // defined at .output\typed.sc: 1879.5 /** Factory creating orders with floating price * * Floating price order is initialized by an order having a price and an observable that generates new prices. @@ -1461,7 +1845,7 @@ package order { def FloatingPrice(/** observable defining price of orders to create */ floatingPrice : Optional[.IObservable[.Float]] = .const(10.0), /** underlying orders to create */ proto : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.price_Limit()) : .IOrderGenerator - // defined at .output\typed.sc: 1499.5 + // defined at .output\typed.sc: 1890.5 /** Factory creating iceberg orders * * Iceberg order is initialized by an underlying order and a lot size. @@ -1472,7 +1856,7 @@ package order { def Iceberg(/** maximal size of order to send */ lotSize : Optional[.IFunction[.Float]] = .constant(10.0), /** underlying orders to create */ proto : Optional[.IOrderGenerator] = .order.Limit()) : .IOrderGenerator - // defined at .output\typed.sc: 1510.5 + // defined at .output\typed.sc: 1901.5 /** Factory creating fixed budget orders * * Fixed budget order acts like a market order @@ -1486,7 +1870,7 @@ package order { def FixedBudget(/** function defining side of orders to create */ side : Optional[() => .Side] = .side.Sell(), /** function defining budget on which it may send orders at one time */ budget : Optional[.IFunction[.Float]] = .constant(1000.0)) : .IOrderGenerator - // defined at .output\typed.sc: 1524.5 + // defined at .output\typed.sc: 1915.5 /** Factory creating limit orders * * Limit orders ask to buy or sell some asset at price better than some limit price. @@ -1497,7 +1881,7 @@ package order { def LimitSigned(/**signed volume*/ signedVolume : () => .Float = .constant(1.0), /** function defining price of orders to create */ price : Optional[.IFunction[.Float]] = .constant(100.0)) : .IOrderGenerator - // defined at .output\typed.sc: 1535.5 + // defined at .output\typed.sc: 1926.5 /** Factory creating Peg orders * * A peg order is a particular case of the floating price order @@ -1510,24 +1894,31 @@ package order { } @category = "Strategy" -package strategy {@category = "Side function" +package strategy() {@category = "Side function" - package side { - // defined at .output\typed.sc: 1552.9 + package side() { + // defined at .output\typed.sc: 1943.9 /** Side function for pair trading strategy */ def PairTrading(/** reference to order book for another asset used to evaluate fair price of our asset */ bookToDependOn : Optional[.IOrderBook] = .orderbook.OfTrader(), /** multiplier to obtain fair asset price from the reference asset price */ factor : Optional[.Float] = 1.0, - /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Side] = .observable.Side(.strategy.side.FundamentalValue(.ops.Mul(.orderbook.MidPrice(bookToDependOn),.constant(factor)),book)) + /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Side] = .strategy.side.FundamentalValue(.ops.Mul(.orderbook.MidPrice(bookToDependOn),.constant(factor)),book) + + // defined at .output\typed.sc: 1951.9 + /** Side function for signal strategy + */ + @python.observable() + def Signal(/** signal to be listened to */ signal : Optional[.IObservable[.Float]] = .const(0.0), + /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.7) : .IObservable[.Side] = .ops.Condition(.ops.Greater(signal,.constant(threshold)),.side.Buy(),.ops.Condition(.ops.Less(signal,.constant(0-threshold)),.side.Sell(),.side.Nothing())) - // defined at .output\typed.sc: 1560.9 + // defined at .output\typed.sc: 1959.9 /** Side function for signal strategy */ @python.observable() def Signal(/** signal to be listened to */ signal : Optional[.IFunction[.Float]] = .constant(0.0), - /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.7) : .IFunction[.Side] = .ops.Condition_Side(.ops.Greater(signal,.constant(threshold)),.side.Buy(),.ops.Condition_Side(.ops.Less(signal,.constant(0-threshold)),.side.Sell(),.side.Nothing())) + /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.7) : .IFunction[.Side] = .ops.Condition(.ops.Greater(signal,.constant(threshold)),.side.Buy(),.ops.Condition(.ops.Less(signal,.constant(0-threshold)),.side.Sell(),.side.Nothing())) - // defined at .output\typed.sc: 1568.9 + // defined at .output\typed.sc: 1967.9 /** Side function for crossing averages strategy */ def CrossingAverages(/** parameter |alpha| for exponentially weighted moving average 1 */ alpha_1 : Optional[.Float] = 0.15, @@ -1535,41 +1926,48 @@ package strategy {@category = "Side function" /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.0, /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IFunction[.Side] = .strategy.side.Signal(.ops.Sub(.math.EW.Avg(.orderbook.MidPrice(book),alpha_1),.math.EW.Avg(.orderbook.MidPrice(book),alpha_2)),threshold) - // defined at .output\typed.sc: 1577.9 + // defined at .output\typed.sc: 1976.9 /** Side function for trend follower strategy */ def TrendFollower(/** parameter |alpha| for exponentially weighted moving average */ alpha : Optional[.Float] = 0.15, /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.0, /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IFunction[.Side] = .strategy.side.Signal(.math.Derivative(.math.EW.Avg(.orderbook.MidPrice(book),alpha)),threshold) - // defined at .output\typed.sc: 1585.9 + // defined at .output\typed.sc: 1984.9 + /** Side function for fundamental value strategy + */ + @python.observable() + def FundamentalValue(/** observable fundamental value */ fv : Optional[.IObservable[.Float]] = .const(200.0), + /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Side] = .ops.Condition(.ops.Greater(.orderbook.bid.Price(book),fv),.side.Sell(),.ops.Condition(.ops.Less(.orderbook.ask.Price(book),fv),.side.Buy(),.side.Nothing())) + + // defined at .output\typed.sc: 1992.9 /** Side function for fundamental value strategy */ @python.observable() def FundamentalValue(/** observable fundamental value */ fv : Optional[.IFunction[.Float]] = .constant(200.0), - /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IFunction[.Side] = .ops.Condition_Side(.ops.Greater(.orderbook.bid.Price(book),fv),.side.Sell(),.ops.Condition_Side(.ops.Less(.orderbook.ask.Price(book),fv),.side.Buy(),.side.Nothing())) + /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Side] = .ops.Condition(.ops.Greater(.orderbook.bid.Price(book),fv),.side.Sell(),.ops.Condition(.ops.Less(.orderbook.ask.Price(book),fv),.side.Buy(),.side.Nothing())) - // defined at .output\typed.sc: 1593.9 + // defined at .output\typed.sc: 2000.9 /** Side function for mean reversion strategy */ def MeanReversion(/** parameter |alpha| for exponentially weighted moving average */ alpha : Optional[.Float] = 0.015, - /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IFunction[.Side] = .strategy.side.FundamentalValue(.math.EW.Avg(.orderbook.MidPrice(book),alpha),book) + /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Side] = .strategy.side.FundamentalValue(.math.EW.Avg(.orderbook.MidPrice(book),alpha),book) - // defined at .output\typed.sc: 1600.9 + // defined at .output\typed.sc: 2007.9 /** Side function for a noise trading strategy */ - def Noise(side_distribution : Optional[() => .Float] = .math.random.uniform(0.0,1.0)) : .IFunction[.Side] = .ops.Condition_Side(.ops.Greater(side_distribution,.constant(0.5)),.side.Sell(),.side.Buy()) + def Noise(side_distribution : Optional[() => .Float] = .math.random.uniform(0.0,1.0)) : .IFunction[.Side] = .ops.Condition(.ops.Greater(side_distribution,.constant(0.5)),.side.Sell(),.side.Buy()) } - package weight { - package array { - // defined at .output\typed.sc: 1610.13 + package weight() { + package array() { + // defined at .output\typed.sc: 2017.13 /** Identity function for an array of floats */ @python.curried("IdentityL") def array_IdentityL() : Optional[List[.Float]] => List[.Float] - // defined at .output\typed.sc: 1616.13 + // defined at .output\typed.sc: 2023.13 /** Function returning an array of length *len(array)* * having 1 at the index of the maximal element and 0 are at the rest */ @@ -1577,20 +1975,20 @@ package strategy {@category = "Side function" def array_ChooseTheBest() : Optional[List[.Float]] => List[.Float] } - package trader { - // defined at .output\typed.sc: 1626.13 + package trader() { + // defined at .output\typed.sc: 2033.13 /** Returns first derivative of a moving average of the trader efficiency */ @python.curried("EfficiencyTrend") def trader_EfficiencyTrend(/** parameter alpha for the moving average */ alpha : Optional[.Float] = 0.15) : .IAccount => .IFunction[.Float] - // defined at .output\typed.sc: 1632.13 + // defined at .output\typed.sc: 2039.13 /** Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared */ @python.curried("Efficiency") def trader_Efficiency() : .IAccount => .IFunction[.Float] - // defined at .output\typed.sc: 1638.13 + // defined at .output\typed.sc: 2045.13 /** Calculates how many times efficiency of trader went up and went down * Returns difference between them. * @@ -1599,27 +1997,27 @@ package strategy {@category = "Side function" @python.curried("Score") def trader_Score() : .IAccount => .IFunction[.Float] - // defined at .output\typed.sc: 1647.13 + // defined at .output\typed.sc: 2054.13 /** Unit function. Used to simulate uniform random choice of a strategy */ @python.curried("Unit") def trader_Unit() : .IAccount => .IFunction[.Float] } - package f { - // defined at .output\typed.sc: 1656.13 + package f() { + // defined at .output\typed.sc: 2063.13 /** scaling function = atan(base^f(x)) */ @python.curried("AtanPow") def f_AtanPow(/** base for power function */ base : Optional[.Float] = 1.002) : Optional[.IFunction[.Float]] => .IFunction[.Float] - // defined at .output\typed.sc: 1662.13 + // defined at .output\typed.sc: 2069.13 /** scaling function = max(0, f(x)) + 1 */ @python.curried("Clamp0") def f_Clamp0() : Optional[.IFunction[.Float]] => .IFunction[.Float] - // defined at .output\typed.sc: 1668.13 + // defined at .output\typed.sc: 2075.13 /** identity scaling = f(x) */ @python.curried("IdentityF") @@ -1628,7 +2026,7 @@ package strategy {@category = "Side function" def efficiency = .strategy.weight.trader.trader_Efficiency - // defined at .output\typed.sc: 1677.9 + // defined at .output\typed.sc: 2084.9 /** Function returning an array of length *len(array)* * having 1 at the index of the maximal element and 0 are at the rest */ @@ -1640,9 +2038,9 @@ package strategy {@category = "Side function" def score = .strategy.weight.trader.trader_Score - def atanpow = .strategy.weight.f.f_AtanPow + def identityL = .strategy.weight.array.array_IdentityL - // defined at .output\typed.sc: 1691.9 + // defined at .output\typed.sc: 2098.9 /** Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared */ @curried("trader") @@ -1652,7 +2050,7 @@ package strategy {@category = "Side function" def clamp0 = .strategy.weight.f.f_Clamp0 - // defined at .output\typed.sc: 1702.9 + // defined at .output\typed.sc: 2109.9 /** Calculates how many times efficiency of trader went up and went down * Returns difference between them. * @@ -1662,89 +2060,91 @@ package strategy {@category = "Side function" @curried("trader") def Score(/** account in question */ trader : .IAccount = .trader.SingleProxy()) : .IFunction[.Float] - // defined at .output\typed.sc: 1712.9 + // defined at .output\typed.sc: 2119.9 /** scaling function = max(0, f(x)) + 1 */ @curried("f") - def Clamp0(/** function to scale */ f : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] = .ops.Add(.math.Max(.constant(0),f),.constant(1)) + def Clamp0(/** function to scale */ f : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = .ops.Add(.math.Max(.constant(0),f),.constant(1)) + + def identityF = .strategy.weight.f.f_IdentityF - // defined at .output\typed.sc: 1719.9 + // defined at .output\typed.sc: 2128.9 /** Returns first derivative of a moving average of the trader efficiency */ @curried("trader") def EfficiencyTrend(/** account in question */ trader : .IAccount = .trader.SingleProxy(), /** parameter alpha for the moving average */ alpha : Optional[.Float] = 0.15) : .IFunction[.Float] = .math.Derivative(.math.EW.Avg(.trader.Efficiency(trader),alpha)) + def atanPow = .strategy.weight.f.f_AtanPow + def unit = .strategy.weight.trader.trader_Unit - // defined at .output\typed.sc: 1729.9 + // defined at .output\typed.sc: 2140.9 /** Unit function. Used to simulate uniform random choice of a strategy */ @curried("trader") def Unit(/** account in question */ trader : .IAccount = .trader.SingleProxy()) : .IFunction[.Float] = .constant(1.0) - // defined at .output\typed.sc: 1736.9 + // defined at .output\typed.sc: 2147.9 /** scaling function = atan(base^f(x)) */ @curried("f") - def AtanPow(/** function to scale */ f : Optional[.IFunction[.Float]] = .constant(), + def AtanPow(/** function to scale */ f : Optional[.IFunction[.Float]] = .constant(1.0), /** base for power function */ base : Optional[.Float] = 1.002) : .IFunction[.Float] = .math.Atan(.math.Pow(.constant(base),f)) - // defined at .output\typed.sc: 1744.9 + // defined at .output\typed.sc: 2155.9 /** Identity function for an array of floats */ @python.intrinsic("strategy.weight._Identity_Impl") @curried("array") def IdentityL(array : Optional[List[.Float]] = []) : List[.Float] - def identity_f = .strategy.weight.f.f_IdentityF - - // defined at .output\typed.sc: 1753.9 + // defined at .output\typed.sc: 2162.9 /** identity scaling = f(x) */ @curried("f") - def IdentityF(f : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] = f + def IdentityF(f : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = f } @category = "Price function" - package price { - // defined at .output\typed.sc: 1764.9 + package price() { + // defined at .output\typed.sc: 2173.9 /** Price function for a liquidity provider strategy */ - def LiquidityProvider(/** side of orders to create */ side : Optional[() => .Side] = .side.Sell(), + def LiquidityProvider(/** side of orders to create */ side : Optional[.IFunction[.Side]] = .side.Sell() : .IFunction[.Side], /** initial price which is taken if orderBook is empty */ initialValue : Optional[.Float] = 100.0, /** defines multipliers for current asset price when price of * order to create is calculated*/ priceDistr : Optional[() => .Float] = .math.random.lognormvariate(0.0,0.1), - /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IFunction[.Float] = .ops.Mul(.orderbook.SafeSidePrice(.orderbook.Queue(book,side),.constant(initialValue)),priceDistr) + /** asset in question */ book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Float] = .ops.Mul(.orderbook.SafeSidePrice(.orderbook.Queue(book,side),.constant(initialValue)),priceDistr) } @category = "Volume function" - package position { - // defined at .output\typed.sc: 1778.9 + package position() { + // defined at .output\typed.sc: 2187.9 /** Position function for desired position strategy */ - def DesiredPosition(/** observable desired position */ desiredPosition : Optional[.IObservable[.Float]] = .const(), - /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Volume] = .observable.Volume(.ops.Sub(.ops.Sub(desiredPosition,.trader.Position(trader)),.trader.PendingVolume(trader))) + def DesiredPosition(/** observable desired position */ desiredPosition : Optional[.IObservable[.Float]] = .const(1.0), + /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Float] = .ops.Sub(.ops.Sub(desiredPosition,.trader.Position(trader)),.trader.PendingVolume(trader)) - // defined at .output\typed.sc: 1785.9 + // defined at .output\typed.sc: 2194.9 /** Position function for Relative Strength Index strategy with linear scaling */ def RSI_linear(/** alpha parameter for exponentially moving averages of up movements and down movements */ alpha : Optional[.Float] = 1.0/14.0, /** observable scaling function that maps RSI deviation from 50 to the desired position */ k : Optional[.IObservable[.Float]] = .const(-0.04), /** lag for calculating up and down movements */ timeframe : Optional[.Float] = 1.0, - /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Volume] = .strategy.position.DesiredPosition(.observable.OnEveryDt(1.0,.ops.Mul(.ops.Sub(.constant(50.0),.math.RSI(.orderbook.OfTrader(trader),timeframe,alpha)),k)),trader) + /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Float] = .strategy.position.DesiredPosition(.observable.OnEveryDt(1.0,.ops.Mul(.ops.Sub(.constant(50.0),.math.RSI(.orderbook.OfTrader(trader),timeframe,alpha)),k)),trader) - // defined at .output\typed.sc: 1794.9 + // defined at .output\typed.sc: 2203.9 /** Position function for Bollinger bands strategy with linear scaling */ def Bollinger_linear(/** alpha parameter for exponentially weighted moving everage and variance */ alpha : Optional[.Float] = 0.15, /** observable scaling function that maps relative deviation to desired position */ k : Optional[.IObservable[.Float]] = .const(0.5), - /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Volume] = .strategy.position.DesiredPosition(.observable.OnEveryDt(1.0,.ops.Mul(.math.EW.RelStdDev(.orderbook.MidPrice(.orderbook.OfTrader(trader)),alpha),k)),trader) + /** trader in question */ trader : Optional[.ISingleAssetTrader] = .trader.SingleProxy()) : .IObservable[.Float] = .strategy.position.DesiredPosition(.observable.OnEveryDt(1.0,.ops.Mul(.math.EW.RelStdDev(.orderbook.MidPrice(.orderbook.OfTrader(trader)),alpha),k)),trader) } - package account { - package inner { - // defined at .output\typed.sc: 1806.13 + package account() { + package inner() { + // defined at .output\typed.sc: 2215.13 /** Associated with a strategy account that evaluates for every order sent by the strategy * 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 @@ -1753,7 +2153,7 @@ package strategy {@category = "Side function" @python.curried("VirtualMarket") def inner_VirtualMarket() : Optional[.ISingleAssetStrategy] => .IAccount - // defined at .output\typed.sc: 1815.13 + // defined at .output\typed.sc: 2224.13 /** Associated with a strategy account that tracks * how orders sent by the strategy have been actually traded */ @@ -1761,7 +2161,7 @@ package strategy {@category = "Side function" def inner_Real() : Optional[.ISingleAssetStrategy] => .IAccount } - // defined at .output\typed.sc: 1823.9 + // defined at .output\typed.sc: 2232.9 /** Associated with a strategy account that tracks * how orders sent by the strategy have been actually traded */ @@ -1769,7 +2169,7 @@ package strategy {@category = "Side function" @curried("inner") def Real(/** strategy to track */ inner : Optional[.ISingleAssetStrategy] = .strategy.Noise()) : .IAccount - // defined at .output\typed.sc: 1831.9 + // defined at .output\typed.sc: 2240.9 /** Associated with a strategy account that evaluates for every order sent by the strategy * 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 @@ -1784,7 +2184,7 @@ package strategy {@category = "Side function" def virtualMarket = .strategy.account.inner.inner_VirtualMarket } - // defined at .output\typed.sc: 1846.5 + // defined at .output\typed.sc: 2255.5 /** Creates a strategy combining two strategies * Can be considered as a particular case of Array strategy */ @@ -1792,7 +2192,7 @@ package strategy {@category = "Side function" def Combine(A : Optional[.ISingleAssetStrategy] = .strategy.Noise(), B : Optional[.ISingleAssetStrategy] = .strategy.Noise()) : .ISingleAssetStrategy - // defined at .output\typed.sc: 1854.5 + // defined at .output\typed.sc: 2263.5 /** Strategy believing that trader position should be proportional to 50 - RSI(asset) */ def RSI_linear(/** order factory function */ orderFactory : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.signedVolume_MarketSigned(), @@ -1800,7 +2200,7 @@ package strategy {@category = "Side function" /** observable scaling function that maps RSI deviation from 50 to the desired position */ k : Optional[.IObservable[.Float]] = .const(-0.04), /** lag for calculating up and down movements */ timeframe : Optional[.Float] = 1.0) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(.strategy.position.RSI_linear(alpha,k,timeframe))) - // defined at .output\typed.sc: 1863.5 + // defined at .output\typed.sc: 2272.5 /** Dependent price strategy believes that the fair price of an asset *A* * is completely correlated with price of another asset *B* and the following relation * should be held: *PriceA* = *kPriceB*, where *k* is some factor. @@ -1813,7 +2213,7 @@ package strategy {@category = "Side function" /** reference to order book for another asset used to evaluate fair price of our asset */ bookToDependOn : Optional[.IOrderBook] = .orderbook.OfTrader(), /** multiplier to obtain fair asset price from the reference asset price */ factor : Optional[.Float] = 1.0) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(.strategy.side.PairTrading(bookToDependOn,factor)),eventGen) - // defined at .output\typed.sc: 1877.5 + // defined at .output\typed.sc: 2286.5 /** A composite strategy initialized with an array of strategies. * In some moments of time the most effective strategy * is chosen and made running; other strategies are suspended. @@ -1825,7 +2225,17 @@ package strategy {@category = "Side function" /** function creating phantom strategy used for efficiency estimation */ account : Optional[Optional[.ISingleAssetStrategy] => .IAccount] = .strategy.account.inner.inner_VirtualMarket(), /** function estimating is the strategy efficient or not */ performance : Optional[.IAccount => .IFunction[.Float]] = .strategy.weight.trader.trader_EfficiencyTrend()) : .ISingleAssetStrategy - // defined at .output\typed.sc: 1889.5 + // defined at .output\typed.sc: 2298.5 + /** Signal strategy listens to some discrete signal + * and when the signal becomes more than some threshold the strategy starts to buy. + * When the signal gets lower than -threshold the strategy starts to sell. + */ + def Signal(/** Event source making the strategy to wake up*/ eventGen : Optional[.IEvent] = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Market(), + /** signal to be listened to */ signal : Optional[.IObservable[.Float]] = .const(0.0), + /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.7) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(.strategy.side.Signal(signal,threshold)),eventGen) + + // defined at .output\typed.sc: 2309.5 /** Signal strategy listens to some discrete signal * and when the signal becomes more than some threshold the strategy starts to buy. * When the signal gets lower than -threshold the strategy starts to sell. @@ -1835,7 +2245,7 @@ package strategy {@category = "Side function" /** signal to be listened to */ signal : Optional[.IFunction[.Float]] = .constant(0.0), /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.7) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(.strategy.side.Signal(signal,threshold)),eventGen) - // defined at .output\typed.sc: 1900.5 + // defined at .output\typed.sc: 2320.5 /** Liquidity provider for two sides */ def LiquidityProvider(/** Event source making the strategy to wake up*/ eventGen : Optional[.IEvent] = .event.Every(.math.random.expovariate(1.0)), @@ -1844,7 +2254,7 @@ package strategy {@category = "Side function" /** defines multipliers for current asset price when price of * order to create is calculated*/ priceDistr : Optional[() => .Float] = .math.random.lognormvariate(0.0,0.1)) : .ISingleAssetStrategy = .strategy.Array([.strategy.LiquidityProviderSide(eventGen,orderFactory,.side.Sell(),initialValue,priceDistr),.strategy.LiquidityProviderSide(eventGen,orderFactory,.side.Buy(),initialValue,priceDistr)]) - // defined at .output\typed.sc: 1910.5 + // defined at .output\typed.sc: 2330.5 /** Two averages strategy compares two averages of price of the same asset but * with different parameters ('slow' and 'fast' averages) and when * the first is greater than the second one it buys, @@ -1856,14 +2266,14 @@ package strategy {@category = "Side function" /** parameter |alpha| for exponentially weighted moving average 2 */ ewma_alpha_2 : Optional[.Float] = 0.015, /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.0) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(.strategy.side.CrossingAverages(ewma_alpha_1,ewma_alpha_2,threshold)),eventGen) - // defined at .output\typed.sc: 1923.5 + // defined at .output\typed.sc: 2343.5 /** Strategy that wraps another strategy and passes its orders only if *predicate* is true */ @python.intrinsic("strategy.suspendable._Suspendable_Impl") def Suspendable(/** wrapped strategy */ inner : Optional[.ISingleAssetStrategy] = .strategy.Noise(), - /** predicate to evaluate */ predicate : Optional[.IFunction[.Boolean]] = .true() : .IFunction[.Boolean]) : .ISingleAssetStrategy + /** predicate to evaluate */ predicate : Optional[.IFunction[.Boolean]] = .true()) : .ISingleAssetStrategy - // defined at .output\typed.sc: 1930.5 + // defined at .output\typed.sc: 2350.5 /** Trend follower can be considered as a sort of a signal strategy * where the *signal* is a trend of the asset. * Under trend we understand the first derivative of some moving average of asset prices. @@ -1876,7 +2286,16 @@ package strategy {@category = "Side function" /** parameter |alpha| for exponentially weighted moving average */ ewma_alpha : Optional[.Float] = 0.15, /** threshold when the trader starts to act */ threshold : Optional[.Float] = 0.0) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(.strategy.side.TrendFollower(ewma_alpha,threshold)),eventGen) - // defined at .output\typed.sc: 1944.5 + // defined at .output\typed.sc: 2364.5 + /** Fundamental value strategy believes that an asset should have some specific price + * (*fundamental value*) and if the current asset price is lower than the fundamental value + * it starts to buy the asset and if the price is higher it starts to sell the asset. + */ + def FundamentalValue(/** Event source making the strategy to wake up*/ eventGen : Optional[.IEvent] = .event.Every(.math.random.expovariate(1.0)), + /** order factory function*/ orderFactory : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Market(), + /** defines fundamental value */ fundamentalValue : Optional[.IObservable[.Float]] = .const(100.0)) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(.strategy.side.FundamentalValue(fundamentalValue)),eventGen) + + // defined at .output\typed.sc: 2374.5 /** Fundamental value strategy believes that an asset should have some specific price * (*fundamental value*) and if the current asset price is lower than the fundamental value * it starts to buy the asset and if the price is higher it starts to sell the asset. @@ -1885,7 +2304,7 @@ package strategy {@category = "Side function" /** order factory function*/ orderFactory : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Market(), /** defines fundamental value */ fundamentalValue : Optional[.IFunction[.Float]] = .constant(100.0)) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(.strategy.side.FundamentalValue(fundamentalValue)),eventGen) - // defined at .output\typed.sc: 1954.5 + // defined at .output\typed.sc: 2384.5 /** Strategy for a multi asset trader. * It believes that these assets represent a single asset traded on different venues * Once an ask at one venue becomes lower than a bid at another venue @@ -1894,7 +2313,7 @@ package strategy {@category = "Side function" @python.intrinsic("strategy.arbitrage._Arbitrage_Impl") def Arbitrage() : .IMultiAssetStrategy - // defined at .output\typed.sc: 1963.5 + // defined at .output\typed.sc: 2393.5 /** Strategy that calculates Relative Strength Index of an asset * and starts to buy when RSI is greater than 50 + *threshold* * and sells when RSI is less than 50 - *thresold* @@ -1905,7 +2324,7 @@ package strategy {@category = "Side function" /** lag for calculating up and down movements for RSI */ timeframe : Optional[.Float] = 1.0, /** strategy starts to act once RSI is out of [50-threshold, 50+threshold] */ threshold : Optional[.Float] = 30.0) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(.strategy.side.Signal(.ops.Sub(.constant(50.0),.math.RSI(.orderbook.OfTrader(),timeframe,alpha)),50.0-threshold)),eventGen) - // defined at .output\typed.sc: 1975.5 + // defined at .output\typed.sc: 2405.5 /** Adaptive strategy that evaluates *inner* strategy efficiency and if it is considered as good, sends orders */ def TradeIfProfitable(/** wrapped strategy */ inner : Optional[.ISingleAssetStrategy] = .strategy.Noise(), @@ -1913,13 +2332,13 @@ package strategy {@category = "Side function" * used in order to estimate how the strategy would have traded if all her orders appear at market */ account : Optional[Optional[.ISingleAssetStrategy] => .IAccount] = .strategy.account.inner.inner_VirtualMarket(), /** given a trading account tells should it be considered as effective or not */ performance : Optional[.IAccount => .IFunction[.Float]] = .strategy.weight.trader.trader_EfficiencyTrend()) : .ISingleAssetStrategy = .strategy.Suspendable(inner,.ops.GreaterEqual(performance(account(inner)),.constant(0))) - // defined at .output\typed.sc: 1984.5 + // defined at .output\typed.sc: 2414.5 /** Creates a strategy combining an array of strategies */ @python.intrinsic("strategy.combine._Array_Impl") def Array(/** strategies to combine */ strategies : Optional[List[.ISingleAssetStrategy]] = [.strategy.Noise()]) : .ISingleAssetStrategy - // defined at .output\typed.sc: 1990.5 + // defined at .output\typed.sc: 2420.5 /** Mean reversion strategy believes that asset price should return to its average value. * It estimates this average using some functional and * if the current asset price is lower than the average @@ -1929,13 +2348,13 @@ package strategy {@category = "Side function" /** order factory function*/ orderFactory : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Market(), /** parameter |alpha| for exponentially weighted moving average */ ewma_alpha : Optional[.Float] = 0.15) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(.strategy.side.MeanReversion(ewma_alpha)),eventGen) - // defined at .output\typed.sc: 2001.5 + // defined at .output\typed.sc: 2431.5 /** Empty strategy doing nothing */ @python.intrinsic("strategy.basic._Empty_Impl") def Empty() : .ISingleAssetStrategy - // defined at .output\typed.sc: 2007.5 + // defined at .output\typed.sc: 2437.5 /** A composite strategy initialized with an array of strategies. * In some moments of time the efficiency of the strategies is evaluated * These efficiencies are mapped into weights using *weight* and *normilizer* @@ -1951,7 +2370,7 @@ package strategy {@category = "Side function" /** given array of strategy weights corrects them. * for example it may set to 0 all weights except the maximal one */ corrector : Optional[Optional[List[.Float]] => List[.Float]] = .strategy.weight.array.array_IdentityL()) : .ISingleAssetStrategy - // defined at .output\typed.sc: 2023.5 + // defined at .output\typed.sc: 2453.5 /** A Strategy that allows to drive the asset price based on historical market data * by creating large volume orders for the given price. * @@ -1966,7 +2385,7 @@ package strategy {@category = "Side function" /** Price difference between orders placed and underlying quotes */ delta : Optional[.Float] = 1.0, /** Volume of Buy/Sell orders. Should be large compared to the volumes of other traders. */ volume : Optional[.Float] = 1000.0) : .ISingleAssetStrategy = .strategy.Combine(.strategy.Generic(.order.Iceberg(.constant(volume),.order.FloatingPrice(.observable.BreaksAtChanges(.ops.Add(.observable.Quote(ticker,start,end),.constant(delta))),.order._curried.price_Limit(.side.Sell(),.constant(volume*1000)))),.event.After(.constant(0.0))),.strategy.Generic(.order.Iceberg(.constant(volume),.order.FloatingPrice(.observable.BreaksAtChanges(.ops.Sub(.observable.Quote(ticker,start,end),.constant(delta))),.order._curried.price_Limit(.side.Buy(),.constant(volume*1000)))),.event.After(.constant(0.0)))) - // defined at .output\typed.sc: 2039.5 + // defined at .output\typed.sc: 2469.5 /** Strategy that listens to all orders sent by a trader to the market * and in some moments of time it randomly chooses an order and cancels it * Note: a similar effect can be obtained using order.WithExpiry meta orders @@ -1974,17 +2393,17 @@ package strategy {@category = "Side function" @python.intrinsic("strategy.canceller._Canceller_Impl") def Canceller(/** intervals between order cancellations */ cancellationIntervalDistr : Optional[() => .Float] = .math.random.expovariate(1.0)) : .ISingleAssetStrategy - // defined at .output\typed.sc: 2047.5 + // defined at .output\typed.sc: 2477.5 /** Liquidity provider for one side */ def LiquidityProviderSide(/** Event source making the strategy to wake up*/ eventGen : Optional[.IEvent] = .event.Every(.math.random.expovariate(1.0)), /** order factory function*/ orderFactory : Optional[((() => .Side),(() => .Float)) => .IOrderGenerator] = .order._curried.sideprice_Limit(), - /** side of orders to create */ side : Optional[() => .Side] = .side.Sell(), + /** side of orders to create */ side : Optional[.IFunction[.Side]] = .side.Sell() : .IFunction[.Side], /** initial price which is taken if orderBook is empty */ initialValue : Optional[.Float] = 100.0, /** defines multipliers for current asset price when price of * order to create is calculated*/ priceDistr : Optional[() => .Float] = .math.random.lognormvariate(0.0,0.1)) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(side,.strategy.price.LiquidityProvider(side,initialValue,priceDistr)),eventGen) - // defined at .output\typed.sc: 2058.5 + // defined at .output\typed.sc: 2488.5 /** Generic strategy that wakes up on events given by *eventGen*, * creates an order via *orderFactory* and sends the order to the market using its trader */ @@ -1992,17 +2411,17 @@ package strategy {@category = "Side function" def Generic(/** order factory function*/ orderFactory : Optional[.IOrderGenerator] = .order.Limit(), /** Event source making the strategy to wake up*/ eventGen : Optional[.IEvent] = .event.Every()) : .ISingleAssetStrategy - // defined at .output\typed.sc: 2067.5 + // defined at .output\typed.sc: 2497.5 def MarketMaker(delta : Optional[.Float] = 1.0, volume : Optional[.Float] = 20.0) : .ISingleAssetStrategy = .strategy.Combine(.strategy.Generic(.order.Iceberg(.constant(volume),.order.FloatingPrice(.observable.BreaksAtChanges(.observable.OnEveryDt(0.9,.ops.Div(.orderbook.SafeSidePrice(.orderbook.Asks(),.constant(100+delta)),.math.Exp(.ops.Div(.math.Atan(.trader.Position()),.constant(1000)))))),.order._curried.price_Limit(.side.Sell(),.constant(volume*1000)))),.event.After(.constant(0.0))),.strategy.Generic(.order.Iceberg(.constant(volume),.order.FloatingPrice(.observable.BreaksAtChanges(.observable.OnEveryDt(0.9,.ops.Div(.orderbook.SafeSidePrice(.orderbook.Bids(),.constant(100-delta)),.math.Exp(.ops.Div(.math.Atan(.trader.Position()),.constant(1000)))))),.order._curried.price_Limit(.side.Buy(),.constant(volume*1000)))),.event.After(.constant(0.0)))) - // defined at .output\typed.sc: 2071.5 + // defined at .output\typed.sc: 2501.5 /** Noise strategy is a quite dummy strategy that randomly chooses trade side and sends market orders */ def Noise(/** Event source making the strategy to wake up*/ eventGen : Optional[.IEvent] = .event.Every(.math.random.expovariate(1.0)), /** order factory function*/ orderFactory : Optional[(() => .Side) => .IOrderGenerator] = .order._curried.side_Market()) : .ISingleAssetStrategy = .strategy.Generic(orderFactory(.strategy.side.Noise()),eventGen) - // defined at .output\typed.sc: 2078.5 + // defined at .output\typed.sc: 2508.5 /** Strategy believing that trader position should be proportional to the relative standard deviation of its price */ def Bollinger_linear(/** order factory function */ orderFactory : Optional[(() => .Float) => .IOrderGenerator] = .order._curried.signedVolume_MarketSigned(), @@ -2011,20 +2430,20 @@ package strategy {@category = "Side function" } @category = "Trader" -package trader { - // defined at .output\typed.sc: 2090.5 +package trader() { + // defined at .output\typed.sc: 2520.5 /** Number of money owned by trader */ @python.intrinsic("trader.props.Balance_Impl") def Balance(trader : Optional[.IAccount] = .trader.SingleProxy() : .IAccount) : .IObservable[.Price] - // defined at .output\typed.sc: 2096.5 + // defined at .output\typed.sc: 2526.5 /** Returns traders naive approximation of trader eficiency. * It takes into account only the best price of the order queue */ - def RoughPnL(trader : Optional[.IAccount] = .trader.SingleProxy() : .IAccount) : .IObservable[.Float] = .observable.Float(.ops.Add(.trader.Balance(trader),.orderbook.NaiveCumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader)))) + def RoughPnL(trader : Optional[.IAccount] = .trader.SingleProxy() : .IAccount) : .IObservable[.Float] = .ops.Add(.trader.Balance(trader),.orderbook.NaiveCumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader))) - // defined at .output\typed.sc: 2103.5 + // defined at .output\typed.sc: 2533.5 /** Returns position of the trader * It is negative if trader has sold more assets than has bought and * positive otherwise @@ -2032,12 +2451,12 @@ package trader { @python.intrinsic("trader.props.Position_Impl") def Position(trader : Optional[.IAccount] = .trader.SingleProxy() : .IAccount) : .IObservable[.Volume] - // defined at .output\typed.sc: 2111.5 + // defined at .output\typed.sc: 2541.5 /** Returns traders eficiency. Under efficiency we understand trader balance if trader position was cleared */ - def Efficiency(trader : Optional[.IAccount] = .trader.SingleProxy() : .IAccount) : .IObservable[.Float] = .observable.Float(.ops.Add(.trader.Balance(trader),.orderbook.CumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader)))) + def Efficiency(trader : Optional[.IAccount] = .trader.SingleProxy() : .IAccount) : .IObservable[.Float] = .ops.Add(.trader.Balance(trader),.orderbook.CumulativePrice(.orderbook.OfTrader(trader),.trader.Position(trader))) - // defined at .output\typed.sc: 2117.5 + // defined at .output\typed.sc: 2547.5 /** Phantom trader that is used to refer to the current trader * (normally it is used to define trader properties and strategies) */ @@ -2045,7 +2464,7 @@ package trader { @python.intrinsic("trader.proxy._Single_Impl") def SingleProxy() : .ISingleAssetTrader - // defined at .output\typed.sc: 2125.5 + // defined at .output\typed.sc: 2555.5 /** A trader that trades different assets * It can be considered as a composition of single asset traders and multi asset strategies * At the moment there is no way to instruct a multi asset strategy to trade only on subset of the assets @@ -2058,19 +2477,19 @@ package trader { /** current trader balance (number of money units that it owns) */ PnL : Optional[.Float] = 0.0, /** defines what data should be gathered for the trader */ timeseries : Optional[List[.ITimeSerie]] = [] : List[.ITimeSerie]) : .ITrader - // defined at .output\typed.sc: 2138.5 + // defined at .output\typed.sc: 2568.5 /** Returns first derivative of a moving average of the trader efficiency */ def EfficiencyTrend(trader : Optional[.IAccount] = .trader.SingleProxy() : .IAccount, alpha : Optional[.Float] = 0.15) : () => .Float = .math.Derivative(.math.EW.Avg(.trader.Efficiency(trader),alpha)) - // defined at .output\typed.sc: 2145.5 + // defined at .output\typed.sc: 2575.5 /** Cumulative volume of orders sent to the market but haven't matched yet */ @python.intrinsic("trader.props.PendingVolume_Impl") def PendingVolume(trader : Optional[.IAccount] = .trader.SingleProxy() : .IAccount) : .IObservable[.Volume] - // defined at .output\typed.sc: 2151.5 + // defined at .output\typed.sc: 2581.5 /** A trader that trades a single asset on a single market */ @label = "%(name)s" @@ -2084,60 +2503,60 @@ package trader { } @category = "Asset" -package orderbook {@queue = "Ask_{%(book)s}" +package orderbook() {@queue = "Ask_{%(book)s}" - package ask { - // defined at .output\typed.sc: 2169.9 + package ask() { + // defined at .output\typed.sc: 2599.9 @label = "[{{queue}}]_{%(alpha)s}" def WeightedPrice(book : Optional[.IOrderBook] = .orderbook.OfTrader(), alpha : Optional[.Float] = 0.15) : .IFunction[.Float] = .orderbook.WeightedPrice(.orderbook.Asks(book),alpha) - // defined at .output\typed.sc: 2175.9 + // defined at .output\typed.sc: 2605.9 @label = "LastTradeVolume({{queue}})" def LastTradeVolume(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Volume] = .orderbook.LastTradeVolume(.orderbook.Asks(book)) - // defined at .output\typed.sc: 2180.9 + // defined at .output\typed.sc: 2610.9 @label = "{{queue}}" def Price(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Price] = .orderbook.BestPrice(.orderbook.Asks(book)) - // defined at .output\typed.sc: 2185.9 + // defined at .output\typed.sc: 2615.9 @label = "Last({{queue}})" def LastPrice(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Price] = .orderbook.LastPrice(.orderbook.Asks(book)) def _queue = .orderbook.Asks - // defined at .output\typed.sc: 2192.9 + // defined at .output\typed.sc: 2622.9 @label = "LastTrade({{queue}})" def LastTradePrice(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Price] = .orderbook.LastTradePrice(.orderbook.Asks(book)) } @queue = "Bid^{%(book)s}" - package bid { - // defined at .output\typed.sc: 2201.9 + package bid() { + // defined at .output\typed.sc: 2631.9 @label = "[{{queue}}]_{%(alpha)s}" def WeightedPrice(book : Optional[.IOrderBook] = .orderbook.OfTrader(), alpha : Optional[.Float] = 0.15) : .IFunction[.Float] = .orderbook.WeightedPrice(.orderbook.Bids(book),alpha) - // defined at .output\typed.sc: 2207.9 + // defined at .output\typed.sc: 2637.9 @label = "LastTradeVolume({{queue}})" def LastTradeVolume(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Volume] = .orderbook.LastTradeVolume(.orderbook.Bids(book)) - // defined at .output\typed.sc: 2212.9 + // defined at .output\typed.sc: 2642.9 @label = "{{queue}}" def Price(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Price] = .orderbook.BestPrice(.orderbook.Bids(book)) - // defined at .output\typed.sc: 2217.9 + // defined at .output\typed.sc: 2647.9 @label = "Last({{queue}})" def LastPrice(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Price] = .orderbook.LastPrice(.orderbook.Bids(book)) def _queue = .orderbook.Bids - // defined at .output\typed.sc: 2224.9 + // defined at .output\typed.sc: 2654.9 @label = "LastTrade({{queue}})" def LastTradePrice(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Price] = .orderbook.LastTradePrice(.orderbook.Bids(book)) } - // defined at .output\typed.sc: 2230.5 + // defined at .output\typed.sc: 2660.5 /** Phantom orderbook that is used to refer to the current order book * * May be used only in objects held by orderbooks (so it is normally used in orderbook properties) @@ -2146,59 +2565,67 @@ package orderbook {@queue = "Ask_{%(book)s}" @python.intrinsic("orderbook.of_trader._Proxy_Impl") def Proxy() : .IOrderBook - // defined at .output\typed.sc: 2239.5 + // defined at .output\typed.sc: 2669.5 /** Returns best price if defined, otherwise last price * and *defaultValue* if there haven't been any trades */ @python.observable() def SafeSidePrice(queue : Optional[.IOrderQueue] = .orderbook.Asks(), - /** price to be used if there haven't been any trades */ defaultValue : Optional[.IFunction[.Float]] = .constant(100.0)) : .IObservable[.Price] = .observable.Price(.IfDefined(.orderbook.BestPrice(queue),.IfDefined(.orderbook.LastPrice(queue),defaultValue))) + /** price to be used if there haven't been any trades */ defaultValue : Optional[.IObservable[.Float]] = .const(100.0)) : .IObservable[.Float] = .IfDefined(.orderbook.BestPrice(queue),.IfDefined(.orderbook.LastPrice(queue),defaultValue)) - // defined at .output\typed.sc: 2248.5 + // defined at .output\typed.sc: 2678.5 + /** Returns best price if defined, otherwise last price + * and *defaultValue* if there haven't been any trades + */ + @python.observable() + def SafeSidePrice(queue : Optional[.IOrderQueue] = .orderbook.Asks(), + /** price to be used if there haven't been any trades */ defaultValue : Optional[.IFunction[.Float]] = .constant(100.0)) : .IObservable[.Float] = .IfDefined(.orderbook.BestPrice(queue),.IfDefined(.orderbook.LastPrice(queue),defaultValue)) + + // defined at .output\typed.sc: 2687.5 /** Returns moving average of trade prices weighted by their volumes */ @label = "Price_{%(alpha)s}^{%(queue)s}" def WeightedPrice(queue : Optional[.IOrderQueue] = .orderbook.Asks(), - /** parameter alpha for the moving average */ alpha : Optional[.Float] = 0.15) : .IFunction[.Float] = .ops.Div(.math.EW.Avg(.observable.Float(.ops.Mul(.orderbook.LastTradePrice(queue),.orderbook.LastTradeVolume(queue))),alpha),.math.EW.Avg(.orderbook.LastTradeVolume(queue),alpha)) + /** parameter alpha for the moving average */ alpha : Optional[.Float] = 0.15) : .IFunction[.Float] = .ops.Div(.math.EW.Avg(.ops.Mul(.orderbook.LastTradePrice(queue),.orderbook.LastTradeVolume(queue)),alpha),.math.EW.Avg(.orderbook.LastTradeVolume(queue),alpha)) - // defined at .output\typed.sc: 2256.5 + // defined at .output\typed.sc: 2695.5 /** Returns tick size for the order *book* */ @python.intrinsic("orderbook.props._TickSize_Impl") def TickSize(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : () => .Price - // defined at .output\typed.sc: 2262.5 + // defined at .output\typed.sc: 2701.5 /** MidPrice of order *book* */ - def MidPrice(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Price] = .observable.Price(.ops.Div(.ops.Add(.orderbook.ask.Price(book),.orderbook.bid.Price(book)),.constant(2.0))) + def MidPrice(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Float] = .ops.Div(.ops.Add(.orderbook.ask.Price(book),.orderbook.bid.Price(book)),.constant(2.0)) - // defined at .output\typed.sc: 2268.5 + // defined at .output\typed.sc: 2707.5 /** Returns sell side order queue for *book* */ @python.intrinsic("orderbook.proxy._Asks_Impl") def Asks(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IOrderQueue = .orderbook.Queue(book,.side.Sell()) - // defined at .output\typed.sc: 2275.5 + // defined at .output\typed.sc: 2714.5 /** Returns volume of the last trade at *queue* * Returns None if there haven't been any trades */ @python.intrinsic("orderbook.last_trade._LastTradeVolume_Impl") def LastTradeVolume(queue : Optional[.IOrderQueue] = .orderbook.Asks()) : .IObservable[.Volume] - // defined at .output\typed.sc: 2282.5 + // defined at .output\typed.sc: 2721.5 /** Returns buy side order queue for *book* */ @python.intrinsic("orderbook.proxy._Bids_Impl") def Bids(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IOrderQueue = .orderbook.Queue(book,.side.Buy()) - // defined at .output\typed.sc: 2289.5 + // defined at .output\typed.sc: 2728.5 /** Returns best order price of *queue* * Returns None is *queue* is empty */ @python.intrinsic("orderbook.props._BestPrice_Impl") def BestPrice(queue : Optional[.IOrderQueue] = .orderbook.Asks()) : .IObservable[.Price] - // defined at .output\typed.sc: 2296.5 + // defined at .output\typed.sc: 2735.5 /** Represents latency in information propagation between two agents * (normally between a trader and a market). * Ensures that sending packets via links preserves their order. @@ -2208,14 +2635,14 @@ package orderbook {@queue = "Ask_{%(book)s}" def TwoWayLink(/** Forward link (normally from a trader to a market)*/ up : Optional[.ILink] = .orderbook.Link(), /** Backward link (normally from a market to a trader)*/ down : Optional[.ILink] = .orderbook.Link()) : .ITwoWayLink - // defined at .output\typed.sc: 2306.5 + // defined at .output\typed.sc: 2745.5 /** Returns order queue of order *book* for trade *side* */ @python.intrinsic("orderbook.proxy._Queue_Impl") def Queue(book : Optional[.IOrderBook] = .orderbook.OfTrader(), side : Optional[() => .Side] = .side.Sell()) : .IOrderQueue - // defined at .output\typed.sc: 2313.5 + // defined at .output\typed.sc: 2752.5 /** Phantom orderbook used to refer to the order book associated with a single asset trader * * May be used only in objects that are held by traders (so it is used in trader properties and strategies) @@ -2224,7 +2651,7 @@ package orderbook {@queue = "Ask_{%(book)s}" @python.intrinsic("orderbook.of_trader._OfTrader_Impl") def OfTrader(Trader : Optional[.IAccount] = .trader.SingleProxy() : .IAccount) : .IOrderBook - // defined at .output\typed.sc: 2322.5 + // defined at .output\typed.sc: 2761.5 /** Returns price for best orders of total volume *depth* * * In other words cumulative price corresponds to trader balance change @@ -2235,9 +2662,9 @@ package orderbook {@queue = "Ask_{%(book)s}" */ @python.intrinsic("orderbook.cumulative_price.CumulativePrice_Impl") def CumulativePrice(book : Optional[.IOrderBook] = .orderbook.OfTrader(), - depth : Optional[.IFunction[.Float]] = .constant()) : .IObservable[.Price] + depth : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Price] - // defined at .output\typed.sc: 2335.5 + // defined at .output\typed.sc: 2774.5 /** Returns arrays of levels for given volumes [i*volumeDelta for i in range(0, volumeCount)] * Level of volume V is a price at which cumulative volume of better orders is V */ @@ -2247,14 +2674,14 @@ package orderbook {@queue = "Ask_{%(book)s}" /** distance between two volumes */ volumeDelta : Optional[.Float] = 30.0, /** number of volume levels to track */ volumeCount : Optional[.Int] = 10) : .IObservable[.IVolumeLevels] - // defined at .output\typed.sc: 2345.5 + // defined at .output\typed.sc: 2784.5 /** Returns last defined price at *queue* * Returns None is *queue* has been always empty */ @python.intrinsic("orderbook.last_price._LastPrice_Impl") def LastPrice(queue : Optional[.IOrderQueue] = .orderbook.Asks()) : .IObservable[.Price] - // defined at .output\typed.sc: 2352.5 + // defined at .output\typed.sc: 2791.5 /** Order book for a single asset in a market. * Maintains two order queues for orders of different sides */ @@ -2265,7 +2692,7 @@ package orderbook {@queue = "Ask_{%(book)s}" _digitsToShow : Optional[.Int] = 2, timeseries : Optional[List[.ITimeSerie]] = [] : List[.ITimeSerie]) : .IOrderBook - // defined at .output\typed.sc: 2363.5 + // defined at .output\typed.sc: 2802.5 /** Represent an *orderbook* from point of view of a remote trader connected * to the market by means of a *link* that introduces some latency in information propagation */ @@ -2275,7 +2702,7 @@ package orderbook {@queue = "Ask_{%(book)s}" link : Optional[.ITwoWayLink] = .orderbook.TwoWayLink(), timeseries : Optional[List[.ITimeSerie]] = [] : List[.ITimeSerie]) : .IOrderBook - // defined at .output\typed.sc: 2373.5 + // defined at .output\typed.sc: 2812.5 /** Returns naive approximation of price for best orders of total volume *depth* * by taking into account prices only for the best order * @@ -2283,9 +2710,19 @@ package orderbook {@queue = "Ask_{%(book)s}" * Positive *depth* correponds to will sell assets */ def NaiveCumulativePrice(book : Optional[.IOrderBook] = .orderbook.OfTrader(), - depth : Optional[.IFunction[.Float]] = .constant()) : .IObservable[.Price] = .observable.Price(.ops.Condition_Float(.ops.Less(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.ask.Price(book)),.ops.Condition_Float(.ops.Greater(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.bid.Price(book)),.constant(0.0)))) + depth : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] = .ops.Condition(.ops.Less(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.ask.Price(book)),.ops.Condition(.ops.Greater(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.bid.Price(book)),.constant(0.0))) - // defined at .output\typed.sc: 2384.5 + // defined at .output\typed.sc: 2823.5 + /** Returns naive approximation of price for best orders of total volume *depth* + * by taking into account prices only for the best order + * + * Negative *depth* correponds to will buy assets + * Positive *depth* correponds to will sell assets + */ + def NaiveCumulativePrice(book : Optional[.IOrderBook] = .orderbook.OfTrader(), + depth : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] = .ops.Condition(.ops.Less(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.ask.Price(book)),.ops.Condition(.ops.Greater(depth,.constant(0.0)),.ops.Mul(depth,.orderbook.bid.Price(book)),.constant(0.0))) + + // defined at .output\typed.sc: 2834.5 /** Represents latency in information propagation from one agent to another one * (normally between a trader and a market). * Ensures that sending packets via a link preserves their order. @@ -2294,12 +2731,12 @@ package orderbook {@queue = "Ask_{%(book)s}" def Link(/** function called for each packet in order to determine * when it will appear at the end point*/ latency : Optional[.IObservable[.Float]] = .const(0.001)) : .ILink - // defined at .output\typed.sc: 2393.5 + // defined at .output\typed.sc: 2843.5 /** Spread of order *book* */ - def Spread(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Price] = .observable.Price(.ops.Sub(.orderbook.ask.Price(book),.orderbook.bid.Price(book))) + def Spread(book : Optional[.IOrderBook] = .orderbook.OfTrader()) : .IObservable[.Float] = .ops.Sub(.orderbook.ask.Price(book),.orderbook.bid.Price(book)) - // defined at .output\typed.sc: 2399.5 + // defined at .output\typed.sc: 2849.5 /** Returns price of the last trade at *queue* * Returns None if there haven't been any trades */ @@ -2308,56 +2745,17 @@ package orderbook {@queue = "Ask_{%(book)s}" } @category = "Basic" -package observable { - // defined at .output\typed.sc: 2410.5 +package observable() { + // defined at .output\typed.sc: 2860.5 /** Discretizes function *x* at even time steps *dt* */ @label = "[%(x)s]_dt=%(dt)s" @observe_args = "no" @python.intrinsic("observable.on_every_dt._OnEveryDt_Impl") def OnEveryDt(/** time discretization step */ dt : Optional[.Float] = 1.0, - /** function to discretize */ x : Optional[.IFunction[.Float]] = .constant()) : .IObservable[.Float] - - // defined at .output\typed.sc: 2419.5 - /** Down casts function *x* to IObservable[Volume]. - * Needed since generic functions aren't implemented yet - */ - @label = "[%(x)s]" - @python.intrinsic("observable.on_every_dt._Observable_Impl") - def Volume(x : Optional[.IFunction[.Float]] = .const() : .IFunction[.Float]) : .IObservable[.Volume] - - // defined at .output\typed.sc: 2427.5 - /** Down casts function *x* to IObservable[Side]. - * Needed since generic functions aren't implemented yet - */ - @label = "[%(x)s]" - @python.intrinsic("observable.on_every_dt._ObservableSide_Impl") - def Side(x : Optional[.IFunction[.Side]] = .side.Sell() : .IFunction[.Side]) : .IObservable[.Side] + /** function to discretize */ x : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] - // defined at .output\typed.sc: 2435.5 - /** Down casts function *x* to IObservable[Price]. - * Needed since generic functions aren't implemented yet - */ - @label = "[%(x)s]" - @python.intrinsic("observable.on_every_dt._Observable_Impl") - def Price(x : Optional[.IFunction[.Float]] = .const() : .IFunction[.Float]) : .IObservable[.Price] - - // defined at .output\typed.sc: 2443.5 - /** Observable listening to *source* - * When *source* changes it inserts *undefined* value and then immidiately becomes equal to *source* value - */ - @python.intrinsic("observable.breaks_at_changes._BreaksAtChanges_Impl") - def BreaksAtChanges(source : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] - - // defined at .output\typed.sc: 2450.5 - /** Down casts function *x* to IObservable[Float]. - * Needed since generic functions aren't implemented yet - */ - @label = "[%(x)s]" - @python.intrinsic("observable.on_every_dt._Observable_Impl") - def Float(x : Optional[.IFunction[.Float]] = .const() : .IFunction[.Float]) : .IObservable[.Float] - - // defined at .output\typed.sc: 2458.5 + // defined at .output\typed.sc: 2869.5 /** Observable that downloads closing prices for every day from *start* to *end* for asset given by *ticker* * and follows the price in scale 1 model unit of time = 1 real day */ @@ -2366,50 +2764,57 @@ package observable { def Quote(/** defines quotes to download */ ticker : Optional[.String] = "^GSPC", /** defines first day to download in form YYYY-MM-DD */ start : Optional[.String] = "2001-1-1", /** defines last day to download in form YYYY-MM-DD */ end : Optional[.String] = "2010-1-1") : .IObservable[.Price] + + // defined at .output\typed.sc: 2879.5 + /** Observable listening to *source* + * When *source* changes it inserts *undefined* value and then immidiately becomes equal to *source* value + */ + @python.intrinsic("observable.breaks_at_changes._BreaksAtChanges_Impl") + def BreaksAtChanges(source : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] } @python = "no" -package trash { - package in1 { - package in2 { - // defined at .output\typed.sc: 2475.13 +package trash() { + package in1() { + package in2() { + // defined at .output\typed.sc: 2893.13 def S1(y : Optional[.String] = "abc") : .String = y - // defined at .output\typed.sc: 2479.13 + // defined at .output\typed.sc: 2897.13 def F(x : Optional[.IFunction[.Float]] = .trash.in1.in2.IntFunc() : .IFunction[.Float]) : .IFunction[.Float] = x - // defined at .output\typed.sc: 2483.13 - def A(x : Optional[.IFunction[.Float]] = .constant(), - y : Optional[.IFunction[.Float]] = .ops.Condition_Float(.ops.Greater(.constant(3),.ops.Add(x,.constant(2))),x,.ops.Mul(x,.constant(2)))) : () => .trash.types.T + // defined at .output\typed.sc: 2901.13 + def A(x : Optional[.IFunction[.Int]] = .constant(), + y : Optional[.IFunction[.Float]] = .ops.Condition(.ops.Greater(.constant(3),.ops.Add(x,.constant(2))),x,.ops.Mul(x,.constant(2)))) : () => .trash.types.T - // defined at .output\typed.sc: 2487.13 + // defined at .output\typed.sc: 2905.13 def IntObs() : .IObservable[.Int] - // defined at .output\typed.sc: 2490.13 + // defined at .output\typed.sc: 2908.13 def IntFunc() : .IFunction[.Int] - // defined at .output\typed.sc: 2493.13 + // defined at .output\typed.sc: 2911.13 def C(x : .IFunction[.CandleStick], p : Optional[List[.Float]] = [12,23.2,0]) : List[.Float] = p - // defined at .output\typed.sc: 2498.13 + // defined at .output\typed.sc: 2916.13 def S2() : Optional[.String] = .trash.in1.in2.S1() - // defined at .output\typed.sc: 2502.13 + // defined at .output\typed.sc: 2920.13 def O(x : Optional[.IObservable[.Float]] = .trash.in1.in2.IntObs() : .IObservable[.Float]) : .IObservable[.Float] = x } - // defined at .output\typed.sc: 2507.9 + // defined at .output\typed.sc: 2925.9 def A(x : () => .trash.types.T1 = .trash.A()) : () => .trash.types.U - // defined at .output\typed.sc: 2510.9 + // defined at .output\typed.sc: 2928.9 def toInject1() : () => .Int - // defined at .output\typed.sc: 2513.9 + // defined at .output\typed.sc: 2931.9 def toInject2() : () => .Int } - package types { + package types() { type T type R : T @@ -2419,24 +2824,24 @@ package trash { type U : T, R } - package overloading { - // defined at .output\typed.sc: 2526.9 + package overloading() { + // defined at .output\typed.sc: 2944.9 def f(x : .IFunction[.Volume]) : .IFunction[.Volume] = x - // defined at .output\typed.sc: 2530.9 - def f(x : .IFunction[.Float]) : .IFunction[.Float] = x - - // defined at .output\typed.sc: 2534.9 + // defined at .output\typed.sc: 2948.9 def f(x : .IFunction[.Price]) : .IFunction[.Price] = x - // defined at .output\typed.sc: 2538.9 + // defined at .output\typed.sc: 2952.9 def g(x : .IFunction[.Volume]) : .IFunction[.Volume] = .trash.overloading.f(x) - // defined at .output\typed.sc: 2542.9 - def h() : .IFunction[.Float] = .trash.overloading.f(.constant(12)) + // defined at .output\typed.sc: 2956.9 + def h() : .IFunction[.Volume] = .trash.overloading.f(.constant(12)) + + // defined at .output\typed.sc: 2960.9 + def hh() : .IFunction[.Price] = .trash.overloading.f(.constant(12.2)) } - // defined at .output\typed.sc: 2547.5 + // defined at .output\typed.sc: 2965.5 def A(x : Optional[() => .trash.types.T] = .trash.in1.in2.A()) : () => .trash.types.R } @@ -2446,7 +2851,7 @@ type IGraph type CandleStick -type Volume : Int +type Volume = Int type Optional[T] @@ -2456,7 +2861,7 @@ type Side type Boolean -type Price : Float +type Price = Float type IOrderQueue @@ -2498,29 +2903,44 @@ type IOrderGenerator = IObservable[Order] type String -// defined at .output\typed.sc: 2578.1 +// defined at .output\typed.sc: 2996.1 +/** Function always returning *x* + */ +@category = "Basic" +@label = "C=%(x)s" +def constant(x : Optional[.Int] = 1) : .IFunction[.Int] = .const(x) : .IFunction[.Int] + +// defined at .output\typed.sc: 3004.1 /** Function always returning *x* */ @category = "Basic" @label = "C=%(x)s" def constant(x : Optional[.Float] = 1.0) : .IFunction[.Float] = .const(x) : .IFunction[.Float] -// defined at .output\typed.sc: 2586.1 -/** Trivial observable always returning *False* +// defined at .output\typed.sc: 3012.1 +/** Function always returning *False* */ @category = "Basic" @label = "False" @python.intrinsic.function("_constant._False_Impl") -def false() : .IObservable[.Boolean] +def false() : .IFunction[.Boolean] -// defined at .output\typed.sc: 2594.1 +// defined at .output\typed.sc: 3020.1 +/** Trivial observable always returning *True* + */ +@category = "Basic" +@label = "True" +@python.intrinsic.observable("_constant._True_Impl") +def observableTrue() : .IObservable[.Boolean] + +// defined at .output\typed.sc: 3028.1 /** Trivial observable always returning *undefined* or *None* value */ @category = "Basic" @python.intrinsic("_constant._Null_Impl") def null() : () => .Float -// defined at .output\typed.sc: 2601.1 +// defined at .output\typed.sc: 3035.1 /** Time serie to store and render it after on a graph * Used to specify what data should be collected about order books and traders */ @@ -2532,42 +2952,85 @@ def TimeSerie(source : Optional[.IObservable[Any]] = .const(0.0) : .IObservable[ _digitsToShow : Optional[.Int] = 4, _smooth : Optional[.Int] = 1) : .ITimeSerie -// defined at .output\typed.sc: 2613.1 +// defined at .output\typed.sc: 3047.1 +/** Trivial observable always returning *False* + */ +@category = "Basic" +@label = "False" +@python.intrinsic.observable("_constant._False_Impl") +def observableFalse() : .IObservable[.Boolean] + +// defined at .output\typed.sc: 3055.1 +/** Trivial observable always returning *x* + */ +@category = "Basic" +@label = "C=%(x)s" +@python.intrinsic.observable("_constant._Constant_Impl") +def const(x : Optional[.Int] = 1) : .IObservable[.Int] + +// defined at .output\typed.sc: 3063.1 /** Trivial observable always returning *x* */ @category = "Basic" @label = "C=%(x)s" -@python.intrinsic.function("_constant._Constant_Impl") +@python.intrinsic.observable("_constant._Constant_Impl") def const(x : Optional[.Float] = 1.0) : .IObservable[.Float] -// defined at .output\typed.sc: 2621.1 +// defined at .output\typed.sc: 3071.1 /** Observable returning at the end of every *timeframe* * open/close/min/max price, its average and standard deviation */ @category = "Basic" @label = "Candles_{%(source)s}" @python.intrinsic("observable.candlestick.CandleSticks_Impl") -def CandleSticks(/** observable data source considered as asset price */ source : Optional[.IObservable[.Float]] = .const(), +def CandleSticks(/** observable data source considered as asset price */ source : Optional[.IObservable[.Float]] = .const(1.0), /** size of timeframe */ timeframe : Optional[.Float] = 10.0) : .IObservable[.CandleStick] -// defined at .output\typed.sc: 2631.1 -/** Trivial observable always returning *True* +// defined at .output\typed.sc: 3081.1 +/** Function always returning *True* */ @category = "Basic" @label = "True" @python.intrinsic.function("_constant._True_Impl") -def true() : .IObservable[.Boolean] +def true() : .IFunction[.Boolean] + +// defined at .output\typed.sc: 3089.1 +/** Returns *x* if defined and *elsePart* otherwise + */ +@category = "Basic" +@label = "If def(%(x)s) else %(elsePart)s" +@python.observable() +def IfDefined(x : Optional[.IObservable[.Float]] = .const(1.0), + /** function to take values from when *x* is undefined */ elsePart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] = .ops.Condition(.ops.NotEqual(x,.null()),x,elsePart) + +// defined at .output\typed.sc: 3099.1 +/** Returns *x* if defined and *elsePart* otherwise + */ +@category = "Basic" +@label = "If def(%(x)s) else %(elsePart)s" +@python.observable() +def IfDefined(x : Optional[.IFunction[.Float]] = .constant(1.0), + /** function to take values from when *x* is undefined */ elsePart : Optional[.IObservable[.Float]] = .const(1.0)) : .IObservable[.Float] = .ops.Condition(.ops.NotEqual(x,.null()),x,elsePart) + +// defined at .output\typed.sc: 3109.1 +/** Returns *x* if defined and *elsePart* otherwise + */ +@category = "Basic" +@label = "If def(%(x)s) else %(elsePart)s" +@python.observable() +def IfDefined(x : Optional[.IObservable[.Float]] = .const(1.0), + /** function to take values from when *x* is undefined */ elsePart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IObservable[.Float] = .ops.Condition(.ops.NotEqual(x,.null()),x,elsePart) -// defined at .output\typed.sc: 2639.1 +// defined at .output\typed.sc: 3119.1 /** Returns *x* if defined and *elsePart* otherwise */ @category = "Basic" @label = "If def(%(x)s) else %(elsePart)s" @python.observable() -def IfDefined(x : Optional[.IFunction[.Float]] = .constant(), - /** function to take values from when *x* is undefined */ elsePart : Optional[.IFunction[.Float]] = .constant()) : .IFunction[.Float] = .ops.Condition_Float(.ops.NotEqual(x,.null()),x,elsePart) +def IfDefined(x : Optional[.IFunction[.Float]] = .constant(1.0), + /** function to take values from when *x* is undefined */ elsePart : Optional[.IFunction[.Float]] = .constant(1.0)) : .IFunction[.Float] = .ops.Condition(.ops.NotEqual(x,.null()),x,elsePart) -// defined at .output\typed.sc: 2649.1 +// defined at .output\typed.sc: 3129.1 /** Time serie holding volume levels of an asset * Level of volume V is a price at which cumulative volume of better orders is V */ diff --git a/marketsim/gen/.parsed/.output/typed.raw b/marketsim/gen/.parsed/.output/typed.raw index 0e636a02..bde540a8 100644 --- a/marketsim/gen/.parsed/.output/typed.raw +++ b/marketsim/gen/.parsed/.output/typed.raw @@ -9,7 +9,37 @@ Definitions: | | - Definitions: | | | - List: | | | | - FunDef: -| | | | | - Sell +| | | | | - observableBuy +| | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Side +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Observable always equal to Buy side +| | | | | | | - List: +| | | | | - List: +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - side._Buy_Impl +| | | | - FunDef: +| | | | | - Nothing | | | | | - List: | | | | | - None | | | | | - Some: @@ -23,7 +53,7 @@ Definitions: | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Function always returning Sell side +| | | | | | | - Function always returning None of type Side | | | | | | | - List: | | | | | - List: | | | | | | - Annotation: @@ -32,7 +62,7 @@ Definitions: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - side._Sell_Impl +| | | | | | | | - side._None_Impl | | | | - FunDef: | | | | | - Buy | | | | | - List: @@ -59,7 +89,67 @@ Definitions: | | | | | | | - List: | | | | | | | | - side._Buy_Impl | | | | - FunDef: -| | | | | - Nothing +| | | | | - observableNothing +| | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Side +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Observable always equal to None of type Side +| | | | | | | - List: +| | | | | - List: +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - side._None_Impl +| | | | - FunDef: +| | | | | - observableSell +| | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Side +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Observable always equal to Sell side +| | | | | | | - List: +| | | | | - List: +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - side._Sell_Impl +| | | | - FunDef: +| | | | | - Sell | | | | | - List: | | | | | - None | | | | | - Some: @@ -73,7 +163,7 @@ Definitions: | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Function always returning None of type Side +| | | | | | | - Function always returning Sell side | | | | | | | - List: | | | | | - List: | | | | | | - Annotation: @@ -82,7 +172,7 @@ Definitions: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - side._None_Impl +| | | | | | | | - side._Sell_Impl | | - List: | | | - Attribute: | | | | - category @@ -287,7 +377,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -300,7 +390,7 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 @@ -333,7 +423,7 @@ Definitions: | | | | | | | - List: | | | | | | | | - ops._Negate_Impl | | | | - FunDef: -| | | | | - Add +| | | | | - Negate | | | | | - List: | | | | | | - Parameter: | | | | | | | - x @@ -365,36 +455,6 @@ Definitions: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 | | | | | | | - List: -| | | | | | - Parameter: -| | | | | | | - y -| | | | | | | - Some: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Optional -| | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction -| | | | | | | | | | | - List: -| | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | - List: -| | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - constant -| | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 -| | | | | | | - List: | | | | | - None | | | | | - Some: | | | | | | - SimpleType: @@ -413,10 +473,7 @@ Definitions: | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - + +| | | | | | | - -%(x)s | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -424,9 +481,9 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Add_Impl +| | | | | | | | - ops._Negate_Impl | | | | - FunDef: -| | | | | - Less +| | | | | - Add | | | | | - List: | | | | | | - Parameter: | | | | | | | - x @@ -440,7 +497,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -453,7 +510,7 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 @@ -470,7 +527,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -483,7 +540,7 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 @@ -500,7 +557,7 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Boolean +| | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - None | | | | | - List: @@ -509,7 +566,7 @@ Definitions: | | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) | | | | | | - Attribute: | | | | | | | - symbol -| | | | | | | - < +| | | | | | | - + | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -517,9 +574,9 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Less_Impl +| | | | | | | | - ops._Add_Impl | | | | - FunDef: -| | | | | - Mul +| | | | | - Add | | | | | - List: | | | | | | - Parameter: | | | | | | | - x @@ -563,7 +620,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -576,7 +633,7 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 @@ -587,7 +644,7 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IFunction +| | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -602,7 +659,7 @@ Definitions: | | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) | | | | | | - Attribute: | | | | | | | - symbol -| | | | | | | - * +| | | | | | | - + | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -610,53 +667,12 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Mul_Impl +| | | | | | | | - ops._Add_Impl | | | | - FunDef: -| | | | | - Condition_Float +| | | | | - Add | | | | | - List: | | | | | | - Parameter: -| | | | | | | - cond -| | | | | | | - Some: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Optional -| | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction -| | | | | | | | | | | - List: -| | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Boolean -| | | | | | | | | | | | | - List: -| | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - true -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Boolean -| | | | | | | | | | | | - List: -| | | | | | | - List: -| | | | | | - Parameter: -| | | | | | | - ifpart +| | | | | | | - x | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -667,7 +683,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -680,13 +696,13 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - elsepart +| | | | | | | - y | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -721,7 +737,7 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IFunction +| | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -733,7 +749,10 @@ Definitions: | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - + | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -741,9 +760,9 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Condition_Impl +| | | | | | | | - ops._Add_Impl | | | | - FunDef: -| | | | | - NotEqual +| | | | | - Add | | | | | - List: | | | | | | - Parameter: | | | | | | | - x @@ -811,13 +830,13 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IObservable +| | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Boolean +| | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - None | | | | | - List: @@ -826,7 +845,7 @@ Definitions: | | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) | | | | | | - Attribute: | | | | | | | - symbol -| | | | | | | - <> +| | | | | | | - + | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -834,9 +853,9 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._NotEqual_Impl +| | | | | | | | - ops._Add_Impl | | | | - FunDef: -| | | | | - Condition_Side +| | | | | - Condition | | | | | - List: | | | | | | - Parameter: | | | | | | | - cond @@ -850,7 +869,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -859,25 +878,12 @@ Definitions: | | | | | | | | | | | | | | | - Boolean | | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - true -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Boolean -| | | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - observableTrue +| | | | | | | | | - List: | | | | | | | - List: | | | | | | - Parameter: | | | | | | | - ifpart @@ -887,22 +893,27 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - Optional | | | | | | | | | - List: -| | | | | | | | | | - FunctionType: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Side -| | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - side -| | | | | | | | | | | - Sell +| | | | | | | | | | | - const | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: | | | | | | | - elsepart @@ -912,22 +923,27 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - Optional | | | | | | | | | - List: -| | | | | | | | | | - FunctionType: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Side -| | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - side -| | | | | | | | | | | - Buy +| | | | | | | | | | | - const | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - None | | | | | - Some: @@ -935,13 +951,13 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IFunction +| | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Side +| | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - None | | | | | - List: @@ -957,10 +973,10 @@ Definitions: | | | | | | | - List: | | | | | | | | - ops._Condition_Impl | | | | - FunDef: -| | | | | - GreaterEqual +| | | | | - Condition | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - cond | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -971,26 +987,24 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | - Boolean | | | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - observableTrue | | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - y +| | | | | | | - ifpart | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1001,23 +1015,51 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | - Side | | | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - side +| | | | | | | | | | | - observableSell +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Side +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - observableBuy | | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - None | | | | | - Some: @@ -1031,16 +1073,13 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Boolean +| | | | | | | | | | | - Side | | | | | | | | | - List: | | | | | - None | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - >= +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -1048,12 +1087,12 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._GreaterEqual_Impl +| | | | | | | | - ops._Condition_Impl | | | | - FunDef: -| | | | | - Sub +| | | | | - Condition | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - cond | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1070,6 +1109,34 @@ Definitions: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Boolean +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - true +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: | | | | | | | - Some: @@ -1077,13 +1144,13 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - y +| | | | | | | - elsepart | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1094,7 +1161,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -1107,7 +1174,7 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 @@ -1118,7 +1185,7 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IFunction +| | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1130,10 +1197,7 @@ Definitions: | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - - +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -1141,12 +1205,12 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Sub_Impl +| | | | | | | | - ops._Condition_Impl | | | | - FunDef: -| | | | | - Div +| | | | | - Condition | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - cond | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1163,6 +1227,34 @@ Definitions: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Boolean +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - observableTrue +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: | | | | | | | - Some: @@ -1170,13 +1262,13 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - const +| | | | | | | | | | | - constant | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - y +| | | | | | | - elsepart | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1223,7 +1315,7 @@ Definitions: | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - \\frac{%(x)s}{%(y)s} +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -1231,12 +1323,12 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Div_Impl +| | | | | | | | - ops._Condition_Impl | | | | - FunDef: -| | | | | - Div +| | | | | - Condition | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - cond | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1247,7 +1339,35 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Boolean +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - observableTrue +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -1260,13 +1380,13 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - y +| | | | | | | - elsepart | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1301,7 +1421,7 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IFunction +| | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1313,7 +1433,7 @@ Definitions: | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - \\frac{%(x)s}{%(y)s} +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -1321,12 +1441,12 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Div_Impl +| | | | | | | | - ops._Condition_Impl | | | | - FunDef: -| | | | | - LessEqual +| | | | | - Condition | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - cond | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1343,20 +1463,18 @@ Definitions: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | - Boolean | | | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - true | | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - y +| | | | | | | - ifpart | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1367,46 +1485,71 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | - Side | | | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - side +| | | | | | | | | | | - observableSell | | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 -| | | | | | | - List: -| | | | | - None -| | | | | - Some: -| | | | | | - SimpleType: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - -| | | | | | | | | - IObservable | | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Side +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Boolean +| | | | | | | | | | | - side +| | | | | | | | | | | - observableBuy +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Side | | | | | | | | | - List: | | | | | - None | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - <= +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -1414,12 +1557,12 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._LessEqual_Impl +| | | | | | | | - ops._Condition_Impl | | | | - FunDef: -| | | | | - Equal +| | | | | - Condition | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - cond | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1430,26 +1573,49 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | - Boolean | | | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - observableTrue | | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - y +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - FunctionType: +| | | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Side +| | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - Sell +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1460,23 +1626,22 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | - Side | | | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - side +| | | | | | | | | | | - observableBuy | | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - None | | | | | - Some: @@ -1490,16 +1655,13 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Boolean +| | | | | | | | | | | - Side | | | | | | | | | - List: | | | | | - None | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - == +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -1507,12 +1669,12 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Equal_Impl +| | | | | | | | - ops._Condition_Impl | | | | - FunDef: -| | | | | - Greater +| | | | | - Condition | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - cond | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1523,26 +1685,24 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | - Boolean | | | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - observableTrue | | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - y +| | | | | | | - ifpart | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -1553,23 +1713,47 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | - Side | | | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - side +| | | | | | | | | | | - observableSell +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - FunctionType: +| | | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Side +| | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - Buy | | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - None | | | | | - Some: @@ -1583,16 +1767,13 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Boolean +| | | | | | | | | | | - Side | | | | | | | | | - List: | | | | | - None | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) -| | | | | | - Attribute: -| | | | | | | - symbol -| | | | | | | - > +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -1600,1482 +1781,5915 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - ops._Greater_Impl -| | - List: -| | | - Attribute: -| | | | - category -| | | | - Ops -| | - List: -| | - false -| - PackageDef: -| | - Some: -| | | - QualifiedName: -| | | | - List: -| | | | | - math -| | - List: -| | - Definitions: -| | | - List: -| | | | - PackageDef: -| | | | | - Some: -| | | | | | - QualifiedName: -| | | | | | | - List: -| | | | | | | | - random +| | | | | | | | - ops._Condition_Impl +| | | | - FunDef: +| | | | | - Condition | | | | | - List: -| | | | | - Definitions: -| | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - gammavariate -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Alpha -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 +| | | | | | - Parameter: +| | | | | | | - cond +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Beta -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Boolean +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - true +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Gamma distribution -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - Conditions on the parameters are |alpha| > 0 and |beta| > 0. -| | | | | | | | | | | - -| | | | | | | | | | | - The probability distribution function is: :: -| | | | | | | | | | | - -| | | | | | | | | | | - x ** (alpha - 1) * math.exp(-x / beta) -| | | | | | | | | | | - pdf(x) = -------------------------------------- -| | | | | | | | | | | - math.gamma(alpha) * beta ** alpha -| | | | | | | | - List: -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - random -| | | | | | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - normalvariate -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Mu -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.0 -| | | | | | | | | | - List: -| | | | | | | | | | | - |mu| is the mean -| | | | | | | | | - Parameter: -| | | | | | | | | | - Sigma -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - |sigma| is the standard deviation -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Normal distribution +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - random +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - paretovariate +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) +| | | | | | - Annotation: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Alpha -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 -| | | | | | | | | | - List: -| | | | | | | | | | | - |alpha| is the shape parameter -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Condition_Impl +| | | | - FunDef: +| | | | | - Condition +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - cond +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float -| | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Pareto distribution -| | | | | | | | | | - List: -| | | | | | | | - List: -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - random -| | | | | | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - triangular -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Low -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.0 -| | | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - High -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 -| | | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Mode -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Boolean | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.5 +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - true +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Triangular distribution +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Return a random floating point number *N* such that *low* <= *N* <= *high* and -| | | | | | | | | | | - with the specified *mode* between those bounds. -| | | | | | | | | | | - The *low* and *high* bounds default to zero and one. -| | | | | | | | | | | - The *mode* argument defaults to the midpoint between the bounds, -| | | | | | | | | | | - giving a symmetric distribution. -| | | | | | | | - List: -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - random +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - vonmisesvariate -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Mu -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.0 -| | | | | | | | | | - List: -| | | | | | | | | | | - |mu| is the mean angle, expressed in radians between 0 and 2|pi| -| | | | | | | | | - Parameter: -| | | | | | | | | | - Kappa -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.0 +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - |kappa| is the concentration parameter, which must be greater than or equal to zero. -| | | | | | | | | | | - If |kappa| is equal to zero, this distribution reduces -| | | | | | | | | | | - to a uniform random angle over the range 0 to 2|pi| -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Condition_Impl +| | | | - FunDef: +| | | | | - Condition +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - cond +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Von Mises distribution +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Boolean +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | - List: -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - random +| | | | | | | | | | | - +| | | | | | | | | | | - observableTrue +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - uniform -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Low -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - -10.0 -| | | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - High -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 10.0 +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Uniform distribution +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Return a random floating point number *N* such that -| | | | | | | | | | | - *a* <= *N* <= *b* for *a* <= *b* and *b* <= *N* <= *a* for *b* < *a*. -| | | | | | | | | | | - The end-point value *b* may or may not be included in the range depending on -| | | | | | | | | | | - floating-point rounding in the equation *a* + (*b*-*a*) * *random()*. +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - random +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - weibullvariate -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Alpha -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 -| | | | | | | | | | - List: -| | | | | | | | | | | - |alpha| is the scale parameter -| | | | | | | | | - Parameter: -| | | | | | | | | | - Beta -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 -| | | | | | | | | | - List: -| | | | | | | | | | | - |beta| is the shape parameter -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Condition_Impl +| | | | - FunDef: +| | | | | - Condition +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - cond +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Weibull distribution +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Boolean +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | - List: -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - random +| | | | | | | | | | | - +| | | | | | | | | | | - true +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - expovariate -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Lambda -| | | | | | | | | | - Some: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - FunctionType: +| | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Side | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - |lambda| is 1.0 divided by the desired mean. It should be greater zero. -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - Sell +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Exponential distribution +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Side +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Returned values range from 0 to positive infinity +| | | | | | | | | | | - side +| | | | | | | | | | | - observableBuy +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - random +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - lognormvariate +| | | | | | | | | | | - +| | | | | | | | | | | - Side +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) +| | | | | | - Annotation: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Mu -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.0 +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Condition_Impl +| | | | - FunDef: +| | | | | - Condition +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - cond +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Sigma -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Boolean +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - true +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Log normal distribution -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - If you take the natural logarithm of this distribution, -| | | | | | | | | | | - you'll get a normal distribution with mean |mu| and standard deviation |sigma|. -| | | | | | | | | | | - |mu| can have any value, and |sigma| must be greater than zero. -| | | | | | | | - List: -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - random -| | | | | | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - betavariate -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Alpha -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Side +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - Beta -| | | | | | | | | | - Some: +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - observableSell +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - FunctionType: +| | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Side | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - Buy +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Side +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Condition_Impl +| | | | - FunDef: +| | | | | - Condition +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - cond +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Beta distribution +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Boolean +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Conditions on the parameters are |alpha| > 0 and |beta| > 0. -| | | | | | | | | | | - Returned values range between 0 and 1. -| | | | | | | | - List: -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - random -| | | | | | | | | | - List: -| | | | | - List: -| | | | | - List: -| | | | | - false -| | | | - PackageDef: -| | | | | - Some: -| | | | | | - QualifiedName: +| | | | | | | | | | | - observableTrue +| | | | | | | | | - List: | | | | | | | - List: -| | | | | | | | - Cumulative -| | | | | - List: -| | | | | - Definitions: -| | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - RelStdDev -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - source -| | | | | | | | | | - Some: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - FunctionType: +| | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IObservable -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - const +| | | | | | | | | | | | | | - Side | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable data source -| | | | | | | | - Some: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - ops -| | | | | | | | | | | | - Div +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - Sell +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | - Sub -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - source -| | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | | | - Cumulative -| | | | | | | | | | | | | | | | - Avg -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - source -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | - Cumulative -| | | | | | | | | | | | | | - StdDev -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - source -| | | | | | | | - Some: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - FunctionType: | | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - Side | | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Cumulative relative standard deviation +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - Buy +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - RSD{{suffix}} -| | | | | | | - FunDef: -| | | | | | | | - Var +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Side +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) +| | | | | | - Annotation: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - source -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Condition_Impl +| | | | - FunDef: +| | | | | - Condition +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - cond +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Boolean | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - const -| | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable data source -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - true +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Cumulative variance +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - \\sigma^2{{suffix}} -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - intrinsic +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - moments.cmv.Variance_Impl -| | | | | | | - FunDef: -| | | | | | | | - Avg -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - source -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - const -| | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable data source -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Condition_Impl +| | | | - FunDef: +| | | | | - Condition +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - cond +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Cumulative average +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Boolean +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - Avg{{suffix}} -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - intrinsic +| | | | | | | | | | | - +| | | | | | | | | | | - true +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - ifpart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - moments.cma.CMA_Impl -| | | | | | | - FunDef: -| | | | | | | | - MinEpsilon -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - source -| | | | | | | | | | - Some: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - FunctionType: +| | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IFunction -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - constant +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Side | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable data source -| | | | | | | | | - Parameter: -| | | | | | | | | | - epsilon -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IFunction -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - constant -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | | | - 0.01 +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - Sell +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - elsepart +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - tolerance step -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - FunctionType: | | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IObservable -| | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - Side | | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Cumulative minimum of a function with positive tolerance. +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - It fires updates only if *source* value becomes less than the old value minus *epsilon* +| | | | | | | | | | | - side +| | | | | | | | | | | - Buy +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - Min_{\\epsilon}(%(source)s) -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - intrinsic +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable.minmax_eps.MinEpsilon_Impl -| | | | | | | - FunDef: -| | | | | | | | - MaxEpsilon +| | | | | | | | | | | - +| | | | | | | | | | | - Side +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - (if %(cond)s then %(ifpart)s else %(elsepart)s) +| | | | | | - Annotation: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - source -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IFunction -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - constant -| | | | | | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Condition_Impl +| | | | - FunDef: +| | | | | - Less +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable data source -| | | | | | | | | - Parameter: -| | | | | | | | | | - epsilon -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - constant -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | | | - 0.01 +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - tolerance step -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IObservable +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Cumulative maximum of a function with positive tolerance. +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - It fires updates only if *source* value becomes greater than the old value plus *epsilon* +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - Max_{\\epsilon}(%(source)s) -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - intrinsic -| | | | | | | | | | - List: -| | | | | | | | | | | - observable.minmax_eps.MaxEpsilon_Impl -| | | | | | | - FunDef: -| | | | | | | | - StdDev +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - < +| | | | | | - Annotation: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - source -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Less_Impl +| | | | - FunDef: +| | | | | - Less +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - const -| | | | | | | | | | | | - List: -| | | | | | | | | | - List: -| | | | | | | | | | | - observable data source -| | | | | | | | - Some: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - math -| | | | | | | | | | | | - Sqrt +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | - Cumulative -| | | | | | | | | | | | | | - Var -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - source -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Cumulative standard deviation +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - \\sqrt{\\sigma^2{{suffix}}} +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None | | | | | - List: | | | | | | - Attribute: -| | | | | | | - category -| | | | | | | - Statistics +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) | | | | | | - Attribute: -| | | | | | | - suffix -| | | | | | | - _{cumul}(%(source)s) -| | | | | - List: -| | | | | - false -| | | | - PackageDef: -| | | | | - Some: -| | | | | | - QualifiedName: +| | | | | | | - symbol +| | | | | | | - < +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - rsi +| | | | | | | | - ops._Less_Impl +| | | | - FunDef: +| | | | | - Less | | | | | - List: -| | | | | - Definitions: -| | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - Raw -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - source -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - const -| | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable data source -| | | | | | | | | - Parameter: -| | | | | | | | | | - timeframe -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 10.0 +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - lag size -| | | | | | | | | - Parameter: -| | | | | | | | | | - alpha -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.015 +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - alpha parameter for EWMA -| | | | | | | | - Some: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - ops -| | | | | | | | | | | | - Div +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | - EW -| | | | | | | | | | | | | | - Avg +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - < +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Less_Impl +| | | | - FunDef: +| | | | | - Less +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | | | - UpMovements +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - source -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - timeframe -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - alpha -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | - EW -| | | | | | | | | | | | | | - Avg +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | | | - DownMovements -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - source -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - timeframe -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - alpha -| | | | | | | | - Some: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float -| | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Absolute value for Relative Strength Index +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - RSIRaw_{%(timeframe)s}^{%(alpha)s}(%(source)s) +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None | | | | | - List: | | | | | | - Attribute: -| | | | | | | - category -| | | | | | | - RSI -| | | | | - List: -| | | | | - false -| | | | - PackageDef: -| | | | | - Some: -| | | | | | - QualifiedName: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - < +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - macd +| | | | | | | | - ops._Less_Impl +| | | | - FunDef: +| | | | | - Mul | | | | | - List: -| | | | | - Definitions: -| | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - MACD -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - x -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - const -| | | | | | | | | | | | - List: -| | | | | | | | | | - List: -| | | | | | | | | | | - source -| | | | | | | | | - Parameter: -| | | | | | | | | | - slow -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 26.0 -| | | | | | | | | | - List: -| | | | | | | | | | | - long period -| | | | | | | | | - Parameter: -| | | | | | | | | | - fast -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 12.0 +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - short period -| | | | | | | | - Some: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - ops -| | | | | | | | | | | | - Sub +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | - EW -| | | | | | | | | | | | | | - Avg -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - x -| | | | | | | | | | | | | - BinOp: -| | | | | | | | | | | | | | - Div -| | | | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | | | | - 2.0 -| | | | | | | | | | | | | | - BinOp: -| | | | | | | | | | | | | | | - Add -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - fast -| | | | | | | | | | | | | | | - IntLit: -| | | | | | | | | | | | | | | | - 1 -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | - EW -| | | | | | | | | | | | | | - Avg +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - x -| | | | | | | | | | | | | - BinOp: -| | | | | | | | | | | | | | - Div -| | | | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | | | | - 2.0 -| | | | | | | | | | | | | | - BinOp: -| | | | | | | | | | | | | | | - Add -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - slow -| | | | | | | | | | | | | | | - IntLit: -| | | | | | | | | | | | | | | | - 1 -| | | | | | | | - Some: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float -| | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Moving average convergence/divergence +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - MACD_{%(fast)s}^{%(slow)s}(%(x)s) -| | | | | | | - FunDef: -| | | | | | | | - Signal +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - * +| | | | | | - Annotation: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - x -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Mul_Impl +| | | | - FunDef: +| | | | | - Mul +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - const -| | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - source -| | | | | | | | | - Parameter: -| | | | | | | | | | - slow -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 26.0 +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - long period -| | | | | | | | | - Parameter: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - * +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Mul_Impl +| | | | - FunDef: +| | | | | - Mul +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - * +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Mul_Impl +| | | | - FunDef: +| | | | | - Mul +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - * +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Mul_Impl +| | | | - FunDef: +| | | | | - NotEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - <> +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._NotEqual_Impl +| | | | - FunDef: +| | | | | - NotEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - <> +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._NotEqual_Impl +| | | | - FunDef: +| | | | | - NotEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - <> +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._NotEqual_Impl +| | | | - FunDef: +| | | | | - NotEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - <> +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._NotEqual_Impl +| | | | - FunDef: +| | | | | - GreaterEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - >= +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._GreaterEqual_Impl +| | | | - FunDef: +| | | | | - GreaterEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - >= +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._GreaterEqual_Impl +| | | | - FunDef: +| | | | | - GreaterEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - >= +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._GreaterEqual_Impl +| | | | - FunDef: +| | | | | - GreaterEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - >= +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._GreaterEqual_Impl +| | | | - FunDef: +| | | | | - Sub +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - - +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Sub_Impl +| | | | - FunDef: +| | | | | - Sub +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - - +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Sub_Impl +| | | | - FunDef: +| | | | | - Sub +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - - +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Sub_Impl +| | | | - FunDef: +| | | | | - Sub +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - - +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Sub_Impl +| | | | - FunDef: +| | | | | - Div +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - \\frac{%(x)s}{%(y)s} +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Div_Impl +| | | | - FunDef: +| | | | | - Div +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - \\frac{%(x)s}{%(y)s} +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Div_Impl +| | | | - FunDef: +| | | | | - Div +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - \\frac{%(x)s}{%(y)s} +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Div_Impl +| | | | - FunDef: +| | | | | - Div +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - \\frac{%(x)s}{%(y)s} +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Div_Impl +| | | | - FunDef: +| | | | | - LessEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - <= +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._LessEqual_Impl +| | | | - FunDef: +| | | | | - LessEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - <= +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._LessEqual_Impl +| | | | - FunDef: +| | | | | - LessEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - <= +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._LessEqual_Impl +| | | | - FunDef: +| | | | | - LessEqual +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - <= +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._LessEqual_Impl +| | | | - FunDef: +| | | | | - Equal +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - == +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Equal_Impl +| | | | - FunDef: +| | | | | - Equal +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - == +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Equal_Impl +| | | | - FunDef: +| | | | | - Equal +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - == +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Equal_Impl +| | | | - FunDef: +| | | | | - Equal +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - == +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Equal_Impl +| | | | - FunDef: +| | | | | - Greater +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - > +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Greater_Impl +| | | | - FunDef: +| | | | | - Greater +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - > +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Greater_Impl +| | | | - FunDef: +| | | | | - Greater +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - > +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Greater_Impl +| | | | - FunDef: +| | | | | - Greater +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Boolean +| | | | | | | | | - List: +| | | | | - None +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - ({%(x)s}{{symbol}}{%(y)s}) +| | | | | | - Attribute: +| | | | | | | - symbol +| | | | | | | - > +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | | | - observable +| | | | | | | - List: +| | | | | | | | - ops._Greater_Impl +| | - List: +| | | - Attribute: +| | | | - category +| | | | - Ops +| | - List: +| | - false +| - PackageDef: +| | - Some: +| | | - QualifiedName: +| | | | - List: +| | | | | - math +| | - List: +| | - Definitions: +| | | - List: +| | | | - PackageDef: +| | | | | - Some: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - random +| | | | | - List: +| | | | | - Definitions: +| | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - gammavariate +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Alpha +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Beta +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Gamma distribution +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Conditions on the parameters are |alpha| > 0 and |beta| > 0. +| | | | | | | | | | | - +| | | | | | | | | | | - The probability distribution function is: :: +| | | | | | | | | | | - +| | | | | | | | | | | - x ** (alpha - 1) * math.exp(-x / beta) +| | | | | | | | | | | - pdf(x) = -------------------------------------- +| | | | | | | | | | | - math.gamma(alpha) * beta ** alpha +| | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - random +| | | | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - normalvariate +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Mu +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 0.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - |mu| is the mean +| | | | | | | | | - Parameter: +| | | | | | | | | | - Sigma +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - |sigma| is the standard deviation +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Normal distribution +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - random +| | | | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - paretovariate +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Alpha +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - |alpha| is the shape parameter +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Pareto distribution +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - random +| | | | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - triangular +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Low +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 0.0 +| | | | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - High +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Mode +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 0.5 +| | | | | | | | | | - List: +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Triangular distribution +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Return a random floating point number *N* such that *low* <= *N* <= *high* and +| | | | | | | | | | | - with the specified *mode* between those bounds. +| | | | | | | | | | | - The *low* and *high* bounds default to zero and one. +| | | | | | | | | | | - The *mode* argument defaults to the midpoint between the bounds, +| | | | | | | | | | | - giving a symmetric distribution. +| | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - random +| | | | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - vonmisesvariate +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Mu +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 0.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - |mu| is the mean angle, expressed in radians between 0 and 2|pi| +| | | | | | | | | - Parameter: +| | | | | | | | | | - Kappa +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 0.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - |kappa| is the concentration parameter, which must be greater than or equal to zero. +| | | | | | | | | | | - If |kappa| is equal to zero, this distribution reduces +| | | | | | | | | | | - to a uniform random angle over the range 0 to 2|pi| +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Von Mises distribution +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - random +| | | | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - uniform +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Low +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - -10.0 +| | | | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - High +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 10.0 +| | | | | | | | | | - List: +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Uniform distribution +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Return a random floating point number *N* such that +| | | | | | | | | | | - *a* <= *N* <= *b* for *a* <= *b* and *b* <= *N* <= *a* for *b* < *a*. +| | | | | | | | | | | - The end-point value *b* may or may not be included in the range depending on +| | | | | | | | | | | - floating-point rounding in the equation *a* + (*b*-*a*) * *random()*. +| | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - random +| | | | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - weibullvariate +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Alpha +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - |alpha| is the scale parameter +| | | | | | | | | - Parameter: +| | | | | | | | | | - Beta +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - |beta| is the shape parameter +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Weibull distribution +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - random +| | | | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - expovariate +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Lambda +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - |lambda| is 1.0 divided by the desired mean. It should be greater zero. +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Exponential distribution +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Returned values range from 0 to positive infinity +| | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - random +| | | | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - lognormvariate +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Mu +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 0.0 +| | | | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Sigma +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Log normal distribution +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - If you take the natural logarithm of this distribution, +| | | | | | | | | | | - you'll get a normal distribution with mean |mu| and standard deviation |sigma|. +| | | | | | | | | | | - |mu| can have any value, and |sigma| must be greater than zero. +| | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - random +| | | | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - betavariate +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Alpha +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - Beta +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Beta distribution +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Conditions on the parameters are |alpha| > 0 and |beta| > 0. +| | | | | | | | | | | - Returned values range between 0 and 1. +| | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - random +| | | | | | | | | | - List: +| | | | | - List: +| | | | | - List: +| | | | | - false +| | | | - PackageDef: +| | | | | - Some: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - Cumulative +| | | | | - List: +| | | | | - Definitions: +| | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - RelStdDev +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - source +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - observable data source +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - ops +| | | | | | | | | | | | - Div +| | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - ops +| | | | | | | | | | | | | | - Sub +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - source +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | | - Cumulative +| | | | | | | | | | | | | | | | - Avg +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - source +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - Cumulative +| | | | | | | | | | | | | | - StdDev +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - source +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IObservable +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Cumulative relative standard deviation +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - RSD{{suffix}} +| | | | | | | - FunDef: +| | | | | | | | - Var +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - source +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - observable data source +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Cumulative variance +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - \\sigma^2{{suffix}} +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - intrinsic +| | | | | | | | | | - List: +| | | | | | | | | | | - moments.cmv.Variance_Impl +| | | | | | | - FunDef: +| | | | | | | | - Avg +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - source +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - observable data source +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Cumulative average +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - Avg{{suffix}} +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - intrinsic +| | | | | | | | | | - List: +| | | | | | | | | | | - moments.cma.CMA_Impl +| | | | | | | - FunDef: +| | | | | | | | - MinEpsilon +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - source +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - observable data source +| | | | | | | | | - Parameter: +| | | | | | | | | | - epsilon +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - constant +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 0.01 +| | | | | | | | | | - List: +| | | | | | | | | | | - tolerance step +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IObservable +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Cumulative minimum of a function with positive tolerance. +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - It fires updates only if *source* value becomes less than the old value minus *epsilon* +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - Min_{\\epsilon}(%(source)s) +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - intrinsic +| | | | | | | | | | - List: +| | | | | | | | | | | - observable.minmax_eps.MinEpsilon_Impl +| | | | | | | - FunDef: +| | | | | | | | - MaxEpsilon +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - source +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - observable data source +| | | | | | | | | - Parameter: +| | | | | | | | | | - epsilon +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - constant +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 0.01 +| | | | | | | | | | - List: +| | | | | | | | | | | - tolerance step +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IObservable +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Cumulative maximum of a function with positive tolerance. +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - It fires updates only if *source* value becomes greater than the old value plus *epsilon* +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - Max_{\\epsilon}(%(source)s) +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - intrinsic +| | | | | | | | | | - List: +| | | | | | | | | | | - observable.minmax_eps.MaxEpsilon_Impl +| | | | | | | - FunDef: +| | | | | | | | - StdDev +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - source +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - observable data source +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - math +| | | | | | | | | | | | - Sqrt +| | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - Cumulative +| | | | | | | | | | | | | | - Var +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - source +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: +| | | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Cumulative standard deviation +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - \\sqrt{\\sigma^2{{suffix}}} +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - category +| | | | | | | - Statistics +| | | | | | - Attribute: +| | | | | | | - suffix +| | | | | | | - _{cumul}(%(source)s) +| | | | | - List: +| | | | | - false +| | | | - PackageDef: +| | | | | - Some: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - rsi +| | | | | - List: +| | | | | - Definitions: +| | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - Raw +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - source +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - observable data source +| | | | | | | | | - Parameter: +| | | | | | | | | | - timeframe +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 10.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - lag size +| | | | | | | | | - Parameter: +| | | | | | | | | | - alpha +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 0.015 +| | | | | | | | | | - List: +| | | | | | | | | | | - alpha parameter for EWMA +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - ops +| | | | | | | | | | | | - Div +| | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - EW +| | | | | | | | | | | | | | - Avg +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | | - UpMovements +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - source +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - timeframe +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - alpha +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - EW +| | | | | | | | | | | | | | - Avg +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | | - DownMovements +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - source +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - timeframe +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - alpha +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IFunction +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Absolute value for Relative Strength Index +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - RSIRaw_{%(timeframe)s}^{%(alpha)s}(%(source)s) +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - category +| | | | | | | - RSI +| | | | | - List: +| | | | | - false +| | | | - PackageDef: +| | | | | - Some: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - macd +| | | | | - List: +| | | | | - Definitions: +| | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - MACD +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - x +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - source +| | | | | | | | | - Parameter: +| | | | | | | | | | - slow +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 26.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - long period +| | | | | | | | | - Parameter: +| | | | | | | | | | - fast +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 12.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - short period +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - ops +| | | | | | | | | | | | - Sub +| | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - EW +| | | | | | | | | | | | | | - Avg +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - x +| | | | | | | | | | | | | - BinOp: +| | | | | | | | | | | | | | - Div +| | | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | | - 2.0 +| | | | | | | | | | | | | | - BinOp: +| | | | | | | | | | | | | | | - Add +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - fast +| | | | | | | | | | | | | | | - IntLit: +| | | | | | | | | | | | | | | | - 1 +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - EW +| | | | | | | | | | | | | | - Avg +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - x +| | | | | | | | | | | | | - BinOp: +| | | | | | | | | | | | | | - Div +| | | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | | - 2.0 +| | | | | | | | | | | | | | - BinOp: +| | | | | | | | | | | | | | | - Add +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - slow +| | | | | | | | | | | | | | | - IntLit: +| | | | | | | | | | | | | | | | - 1 +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IFunction +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Moving average convergence/divergence +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - MACD_{%(fast)s}^{%(slow)s}(%(x)s) +| | | | | | | - FunDef: +| | | | | | | | - Signal +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - x +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - source +| | | | | | | | | - Parameter: +| | | | | | | | | | - slow +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 26.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - long period +| | | | | | | | | - Parameter: +| | | | | | | | | | - fast +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 12.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - short period +| | | | | | | | | - Parameter: +| | | | | | | | | | - timeframe +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 9.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - signal period +| | | | | | | | | - Parameter: +| | | | | | | | | | - step +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - discretization step +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - math +| | | | | | | | | | | | - EW +| | | | | | | | | | | | - Avg +| | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - observable +| | | | | | | | | | | | | | - OnEveryDt +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - step +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | | - macd +| | | | | | | | | | | | | | | | - MACD +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - x +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - slow +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - fast +| | | | | | | | | | | - BinOp: +| | | | | | | | | | | | - Div +| | | | | | | | | | | | - IntLit: +| | | | | | | | | | | | | - 2 +| | | | | | | | | | | | - BinOp: +| | | | | | | | | | | | | - Add +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - timeframe +| | | | | | | | | | | | | - IntLit: +| | | | | | | | | | | | | | - 1 +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IDifferentiable +| | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Moving average convergence/divergence signal +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - Signal^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s)) +| | | | | | | - FunDef: +| | | | | | | | - Histogram +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - x +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - source +| | | | | | | | | - Parameter: +| | | | | | | | | | - slow +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 26.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - long period +| | | | | | | | | - Parameter: | | | | | | | | | | - fast | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: @@ -3091,11 +7705,203 @@ Definitions: | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 12.0 +| | | | | | | | | | | | - 12.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - short period +| | | | | | | | | - Parameter: +| | | | | | | | | | - timeframe +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 9.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - signal period +| | | | | | | | | - Parameter: +| | | | | | | | | | - step +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - discretization step +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - ops +| | | | | | | | | | | | - Sub +| | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - macd +| | | | | | | | | | | | | | - MACD +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - x +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - slow +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - fast +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - macd +| | | | | | | | | | | | | | - Signal +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - x +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - slow +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - fast +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - timeframe +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - step +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IFunction +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Moving average convergence/divergence histogram +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - Histogram^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s)) +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - category +| | | | | | | - MACD +| | | | | - List: +| | | | | - false +| | | | - PackageDef: +| | | | | - Some: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - EW +| | | | | - List: +| | | | | - Definitions: +| | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - Avg +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - source +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - observable data source +| | | | | | | | | - Parameter: +| | | | | | | | | | - alpha +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 0.015 | | | | | | | | | | - List: -| | | | | | | | | | | - short period +| | | | | | | | | | | - alpha parameter +| | | | | | | | - None +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IDifferentiable +| | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Exponentially weighted moving average +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - Avg{{suffix}} +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - intrinsic +| | | | | | | | | | - List: +| | | | | | | | | | | - moments.ewma.EWMA_Impl +| | | | | | | - FunDef: +| | | | | | | | - Var +| | | | | | | | - List: | | | | | | | | | - Parameter: -| | | | | | | | | | - timeframe +| | | | | | | | | | - source | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3106,15 +7912,27 @@ Definitions: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - IObservable | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 9.0 +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: -| | | | | | | | | | | - signal period +| | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: -| | | | | | | | | | - step +| | | | | | | | | | - alpha | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3129,71 +7947,39 @@ Definitions: | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 +| | | | | | | | | | | | - 0.015 | | | | | | | | | | - List: -| | | | | | | | | | | - discretization step +| | | | | | | | | | | - alpha parameter +| | | | | | | | - None | | | | | | | | - Some: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - math -| | | | | | | | | | | | - EW -| | | | | | | | | | | | - Avg +| | | | | | | | | - FunctionType: | | | | | | | | | | - List: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - observable -| | | | | | | | | | | | | | - OnEveryDt +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - step -| | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | | | - macd -| | | | | | | | | | | | | | | | - MACD -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - x -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - slow -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - fast -| | | | | | | | | | | - BinOp: -| | | | | | | | | | | | - Div -| | | | | | | | | | | | - IntLit: -| | | | | | | | | | | | | - 2 -| | | | | | | | | | | | - BinOp: -| | | | | | | | | | | | | - Add -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - timeframe -| | | | | | | | | | | | | - IntLit: -| | | | | | | | | | | | | | - 1 -| | | | | | | | - Some: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float | | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IDifferentiable -| | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: -| | | | | | | | | | - Moving average convergence/divergence signal +| | | | | | | | | | - Exponentially weighted moving variance | | | | | | | | | | - List: | | | | | | | | - List: | | | | | | | | | - Attribute: | | | | | | | | | | - label -| | | | | | | | | | - Signal^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s)) +| | | | | | | | | | - \\sigma^2{{suffix}} +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - intrinsic +| | | | | | | | | | - List: +| | | | | | | | | | | - moments.ewmv.EWMV_Impl | | | | | | | - FunDef: -| | | | | | | | - Histogram +| | | | | | | | - StdDev | | | | | | | | - List: | | | | | | | | | - Parameter: -| | | | | | | | | | - x +| | | | | | | | | | - source | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3219,10 +8005,12 @@ Definitions: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: -| | | | | | | | | | | - source +| | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: -| | | | | | | | | | - slow +| | | | | | | | | | - alpha | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3237,30 +8025,51 @@ Definitions: | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 26.0 +| | | | | | | | | | | | - 0.015 | | | | | | | | | | - List: -| | | | | | | | | | | - long period -| | | | | | | | | - Parameter: -| | | | | | | | | | - fast -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | - alpha parameter +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - math +| | | | | | | | | | | | - Sqrt +| | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - EW +| | | | | | | | | | | | | | - Var | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 12.0 +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - source +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - alpha +| | | | | | | | - Some: +| | | | | | | | | - FunctionType: | | | | | | | | | | - List: -| | | | | | | | | | | - short period +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Exponentially weighted moving standard deviation +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Attribute: +| | | | | | | | | | - label +| | | | | | | | | | - \\sqrt{\\sigma^2{{suffix}}} +| | | | | | | - FunDef: +| | | | | | | | - RelStdDev +| | | | | | | | - List: | | | | | | | | | - Parameter: -| | | | | | | | | | - timeframe +| | | | | | | | | | - source | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3271,15 +8080,27 @@ Definitions: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - IObservable | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 9.0 +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: -| | | | | | | | | | | - signal period +| | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: -| | | | | | | | | | - step +| | | | | | | | | | - alpha | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3294,55 +8115,56 @@ Definitions: | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 +| | | | | | | | | | | | - 0.015 | | | | | | | | | | - List: -| | | | | | | | | | | - discretization step +| | | | | | | | | | | - alpha parameter | | | | | | | | - Some: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - | | | | | | | | | | | | - ops -| | | | | | | | | | | | - Sub +| | | | | | | | | | | | - Div | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | - macd -| | | | | | | | | | | | | | - MACD +| | | | | | | | | | | | | | - ops +| | | | | | | | | | | | | | - Sub | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - x -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - slow -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - fast +| | | | | | | | | | | | | | - source +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | | - EW +| | | | | | | | | | | | | | | | - Avg +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - source +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - alpha | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | - macd -| | | | | | | | | | | | | | - Signal +| | | | | | | | | | | | | | - EW +| | | | | | | | | | | | | | - StdDev | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - x -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - slow -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - fast -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - timeframe +| | | | | | | | | | | | | | - source | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - step +| | | | | | | | | | | | | | - alpha | | | | | | | | - Some: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | | | | | - IObservable | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3352,28 +8174,31 @@ Definitions: | | | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: -| | | | | | | | | | - Moving average convergence/divergence histogram +| | | | | | | | | | - Exponentially weighted moving relative standard deviation | | | | | | | | | | - List: | | | | | | | | - List: | | | | | | | | | - Attribute: | | | | | | | | | | - label -| | | | | | | | | | - Histogram^{%(timeframe)s}_{%(step)s}(MACD_{%(fast)s}^{%(slow)s}(%(x)s)) +| | | | | | | | | | - RSD{{suffix}} | | | | | - List: | | | | | | - Attribute: | | | | | | | - category -| | | | | | | - MACD +| | | | | | | - Statistics +| | | | | | - Attribute: +| | | | | | | - suffix +| | | | | | | - _{\\\\alpha=%(alpha)s}(%(source)s) | | | | | - List: | | | | | - false | | | | - PackageDef: | | | | | - Some: | | | | | | - QualifiedName: | | | | | | | - List: -| | | | | | | | - EW +| | | | | | | | - Moving | | | | | - List: | | | | | - Definitions: | | | | | | - List: | | | | | | | - FunDef: -| | | | | | | | - Avg +| | | | | | | | - Min | | | | | | | | - List: | | | | | | | | | - Parameter: | | | | | | | | | | - source @@ -3402,10 +8227,12 @@ Definitions: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: -| | | | | | | | | | - alpha +| | | | | | | | | | - timeframe | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3420,34 +8247,40 @@ Definitions: | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.015 +| | | | | | | | | | | | - 100.0 | | | | | | | | | | - List: -| | | | | | | | | | | - alpha parameter +| | | | | | | | | | | - sliding window size | | | | | | | | - None | | | | | | | | - Some: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - -| | | | | | | | | | | | - IDifferentiable +| | | | | | | | | | | | - IObservable | | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: -| | | | | | | | | | - Exponentially weighted moving average +| | | | | | | | | | - Running minimum of a function | | | | | | | | | | - List: | | | | | | | | - List: | | | | | | | | | - Attribute: | | | | | | | | | | - label -| | | | | | | | | | - Avg{{suffix}} +| | | | | | | | | | - Min_{n=%(timeframe)s}(%(source)s) | | | | | | | | | - Annotation: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - python | | | | | | | | | | | | - intrinsic | | | | | | | | | | - List: -| | | | | | | | | | | - moments.ewma.EWMA_Impl +| | | | | | | | | | | - observable.minmax.Min_Impl | | | | | | | - FunDef: -| | | | | | | | - Var +| | | | | | | | - RelStdDev | | | | | | | | - List: | | | | | | | | | - Parameter: | | | | | | | | | | - source @@ -3476,10 +8309,12 @@ Definitions: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: -| | | | | | | | | | - alpha +| | | | | | | | | | - timeframe | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3494,36 +8329,73 @@ Definitions: | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.015 +| | | | | | | | | | | | - 100.0 | | | | | | | | | | - List: -| | | | | | | | | | | - alpha parameter -| | | | | | | | - None +| | | | | | | | | | | - sliding window size | | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - ops +| | | | | | | | | | | | - Div | | | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - ops +| | | | | | | | | | | | | | - Sub | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - source +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | | - Moving +| | | | | | | | | | | | | | | | - Avg +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - source +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - timeframe +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | - Moving +| | | | | | | | | | | | | | - StdDev +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - source +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - timeframe +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IObservable +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: -| | | | | | | | | | - Exponentially weighted moving variance +| | | | | | | | | | - Simple moving relative standard deviation | | | | | | | | | | - List: | | | | | | | | - List: | | | | | | | | | - Attribute: | | | | | | | | | | - label -| | | | | | | | | | - \\sigma^2{{suffix}} -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - intrinsic -| | | | | | | | | | - List: -| | | | | | | | | | | - moments.ewmv.EWMV_Impl +| | | | | | | | | | - RSD{{suffix}} | | | | | | | - FunDef: -| | | | | | | | - StdDev +| | | | | | | | - Var | | | | | | | | - List: | | | | | | | | | - Parameter: | | | | | | | | | | - source @@ -3552,10 +8424,12 @@ Definitions: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: -| | | | | | | | | | - alpha +| | | | | | | | | | - timeframe | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3570,48 +8444,102 @@ Definitions: | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.015 +| | | | | | | | | | | | - 100.0 | | | | | | | | | | - List: -| | | | | | | | | | | - alpha parameter +| | | | | | | | | | | - sliding window size | | | | | | | | - Some: | | | | | | | | | - FunCall: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - | | | | | | | | | | | | - math -| | | | | | | | | | | | - Sqrt +| | | | | | | | | | | | - Max | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | - EW -| | | | | | | | | | | | | | - Var +| | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - source -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - alpha +| | | | | | | | | | | | | - IntLit: +| | | | | | | | | | | | | | - 0 +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - ops +| | | | | | | | | | | | | | - Sub +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | | - Moving +| | | | | | | | | | | | | | | | - Avg +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - ops +| | | | | | | | | | | | | | | | | | - Mul +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | | | - source +| | | | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | | | - source +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - timeframe +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | | - Sqr +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - math +| | | | | | | | | | | | | | | | | | - Moving +| | | | | | | | | | | | | | | | | | - Avg +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | | | - source +| | | | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | | | - timeframe | | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IObservable | | | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float -| | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: -| | | | | | | | | | - Exponentially weighted moving standard deviation +| | | | | | | | | | - Simple moving variance | | | | | | | | | | - List: | | | | | | | | - List: | | | | | | | | | - Attribute: | | | | | | | | | | - label -| | | | | | | | | | - \\sqrt{\\sigma^2{{suffix}}} +| | | | | | | | | | - \\sigma^2{{suffix}} +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - intrinsic +| | | | | | | | | | - List: +| | | | | | | | | | | - moments.mv.MV_Impl | | | | | | | - FunDef: -| | | | | | | | - RelStdDev +| | | | | | | | - Max | | | | | | | | - List: | | | | | | | | | - Parameter: | | | | | | | | | | - source @@ -3640,10 +8568,12 @@ Definitions: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: -| | | | | | | | | | - alpha +| | | | | | | | | | - timeframe | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3658,56 +8588,16 @@ Definitions: | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 0.015 -| | | | | | | | | | - List: -| | | | | | | | | | | - alpha parameter -| | | | | | | | - Some: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - ops -| | | | | | | | | | | | - Div +| | | | | | | | | | | | - 100.0 | | | | | | | | | | - List: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | - Sub -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - source -| | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | | | - EW -| | | | | | | | | | | | | | | | - Avg -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - source -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - alpha -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | - EW -| | | | | | | | | | | | | | - StdDev -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - source -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - alpha +| | | | | | | | | | | - sliding window size +| | | | | | | | - None | | | | | | | | - Some: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | | | | | - IObservable | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -3717,31 +8607,21 @@ Definitions: | | | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: -| | | | | | | | | | - Exponentially weighted moving relative standard deviation +| | | | | | | | | | - Running maximum of a function | | | | | | | | | | - List: | | | | | | | | - List: | | | | | | | | | - Attribute: | | | | | | | | | | - label -| | | | | | | | | | - RSD{{suffix}} -| | | | | - List: -| | | | | | - Attribute: -| | | | | | | - category -| | | | | | | - Statistics -| | | | | | - Attribute: -| | | | | | | - suffix -| | | | | | | - _{\\\\alpha=%(alpha)s}(%(source)s) -| | | | | - List: -| | | | | - false -| | | | - PackageDef: -| | | | | - Some: -| | | | | | - QualifiedName: -| | | | | | | - List: -| | | | | | | | - Moving -| | | | | - List: -| | | | | - Definitions: -| | | | | | - List: +| | | | | | | | | | - Max_{n=%(timeframe)s}(%(source)s) +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - intrinsic +| | | | | | | | | | - List: +| | | | | | | | | | | - observable.minmax.Max_Impl | | | | | | | - FunDef: -| | | | | | | | - Min +| | | | | | | | - Avg | | | | | | | | - List: | | | | | | | | | - Parameter: | | | | | | | | | | - source @@ -3755,7 +8635,7 @@ Definitions: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | | | | - IObservable | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | | - QualifiedName: @@ -3768,8 +8648,10 @@ Definitions: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - constant +| | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -3793,35 +8675,31 @@ Definitions: | | | | | | | | | | | - sliding window size | | | | | | | | - None | | | | | | | | - Some: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IObservable +| | | | | | | | | - FunctionType: | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: -| | | | | | | | | | - Running minimum of a function +| | | | | | | | | | - Simple moving average | | | | | | | | | | - List: | | | | | | | | - List: | | | | | | | | | - Attribute: | | | | | | | | | | - label -| | | | | | | | | | - Min_{n=%(timeframe)s}(%(source)s) +| | | | | | | | | | - Avg{{suffix}} | | | | | | | | | - Annotation: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - python | | | | | | | | | | | | - intrinsic | | | | | | | | | | - List: -| | | | | | | | | | | - observable.minmax.Min_Impl +| | | | | | | | | | | - moments.ma.MA_Impl | | | | | | | - FunDef: -| | | | | | | | - RelStdDev +| | | | | | | | - StdDev | | | | | | | | - List: | | | | | | | | | - Parameter: | | | | | | | | | | - source @@ -3850,6 +8728,8 @@ Definitions: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable data source | | | | | | | | | - Parameter: @@ -3876,465 +8756,754 @@ Definitions: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - -| | | | | | | | | | | | - ops -| | | | | | | | | | | | - Div +| | | | | | | | | | | | - math +| | | | | | | | | | | | - Sqrt | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | - Sub -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - source -| | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | | | - Moving -| | | | | | | | | | | | | | | | - Avg -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - source -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - timeframe -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - | | | | | | | | | | | | | | - math | | | | | | | | | | | | | | - Moving -| | | | | | | | | | | | | | - StdDev +| | | | | | | | | | | | | | - Var | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Var: | | | | | | | | | | | | | | - source -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - timeframe | | | | | | | | - Some: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | | - FunctionType: | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: -| | | | | | | | | | - Simple moving relative standard deviation +| | | | | | | | | | - Simple moving standard deviation | | | | | | | | | | - List: | | | | | | | | - List: | | | | | | | | | - Attribute: | | | | | | | | | | - label -| | | | | | | | | | - RSD{{suffix}} -| | | | | | | - FunDef: -| | | | | | | | - Var -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - source -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | - \\sqrt{\\sigma^2{{suffix}}} +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - category +| | | | | | | - Statistics +| | | | | | - Attribute: +| | | | | | | - suffix +| | | | | | | - _{n=%(timeframe)s}(%(source)s) +| | | | | - List: +| | | | | - false +| | | | - FunDef: +| | | | | - Min +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - ops +| | | | | | | | | - Condition +| | | | | | | - List: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Less +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - x +| | | | | | | | | | - Var: +| | | | | | | | | | | - y +| | | | | | | | - Var: +| | | | | | | | | - x +| | | | | | | | - Var: +| | | | | | | | | - y +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Function returning minimum of two functions *x* and *y*. +| | | | | | | - List: +| | | | | | | | - If *x* or/and *y* are observables, *Min* is also observable +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - min{%(x)s, %(y)s} +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - observable +| | | | | | | - List: +| | | | - FunDef: +| | | | | - Min +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - const -| | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable data source -| | | | | | | | | - Parameter: -| | | | | | | | | | - timeframe -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 100.0 +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - sliding window size -| | | | | | | | - Some: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - math -| | | | | | | | | | | | - Max +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - ops +| | | | | | | | | - Condition +| | | | | | | - List: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - const +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Less +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - x +| | | | | | | | | | - Var: +| | | | | | | | | | | - y +| | | | | | | | - Var: +| | | | | | | | | - x +| | | | | | | | - Var: +| | | | | | | | | - y +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Function returning minimum of two functions *x* and *y*. +| | | | | | | - List: +| | | | | | | | - If *x* or/and *y* are observables, *Min* is also observable +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - min{%(x)s, %(y)s} +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - observable +| | | | | | | - List: +| | | | - FunDef: +| | | | | - Min +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - IntLit: -| | | | | | | | | | | | | | - 0 -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | - Sub +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | | | - Moving -| | | | | | | | | | | | | | | | - Avg -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - observable -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | | | | | | | - Mul -| | | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | | | | - source -| | | | | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | | | | - source -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - timeframe -| | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | | | - Sqr -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | | | | | - Moving -| | | | | | | | | | | | | | | | | | - Avg -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | | - source -| | | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | | - timeframe -| | | | | | | | - Some: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float -| | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Simple moving variance +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - ops +| | | | | | | | | - Condition +| | | | | | | - List: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Less +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - x +| | | | | | | | | | - Var: +| | | | | | | | | | | - y +| | | | | | | | - Var: +| | | | | | | | | - x +| | | | | | | | - Var: +| | | | | | | | | - y +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - \\sigma^2{{suffix}} -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - intrinsic +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - moments.mv.MV_Impl -| | | | | | | - FunDef: -| | | | | | | | - Max +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Function returning minimum of two functions *x* and *y*. +| | | | | | | - List: +| | | | | | | | - If *x* or/and *y* are observables, *Min* is also observable +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - min{%(x)s, %(y)s} +| | | | | | - Annotation: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - source -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | - python +| | | | | | | | | - observable +| | | | | | | - List: +| | | | - FunDef: +| | | | | - Min +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - constant -| | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable data source -| | | | | | | | | - Parameter: -| | | | | | | | | | - timeframe -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 100.0 +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - y +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - sliding window size -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IObservable -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float -| | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Running maximum of a function +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - Max_{n=%(timeframe)s}(%(source)s) -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - intrinsic +| | | | | | | | | - +| | | | | | | | | - ops +| | | | | | | | | - Condition +| | | | | | | - List: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable.minmax.Max_Impl -| | | | | | | - FunDef: -| | | | | | | | - Avg +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Less +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - x +| | | | | | | | | | - Var: +| | | | | | | | | | | - y +| | | | | | | | - Var: +| | | | | | | | | - x +| | | | | | | | - Var: +| | | | | | | | | - y +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - source -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IObservable -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - const -| | | | | | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IFunction +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Function returning minimum of two functions *x* and *y*. +| | | | | | | - List: +| | | | | | | | - If *x* or/and *y* are observables, *Min* is also observable +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - min{%(x)s, %(y)s} +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - observable +| | | | | | | - List: +| | | | - FunDef: +| | | | | - DownMovements +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - source +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable data source -| | | | | | | | | - Parameter: -| | | | | | | | | | - timeframe -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 100.0 +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - sliding window size -| | | | | | | | - None -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | | | - observable data source +| | | | | | - Parameter: +| | | | | | | - timeframe +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Simple moving average -| | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FloatLit: +| | | | | | | | | - 10.0 +| | | | | | | - List: +| | | | | | | | - lag size +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - Avg{{suffix}} -| | | | | | | | | - Annotation: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - python -| | | | | | | | | | | | - intrinsic +| | | | | | | | | - +| | | | | | | | | - math +| | | | | | | | | - Max +| | | | | | | - List: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - moments.ma.MA_Impl -| | | | | | | - FunDef: -| | | | | | | | - StdDev -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - source -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IObservable -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - const +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 0.0 +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Sub +| | | | | | | | | - List: +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math +| | | | | | | | | | | | | - Lagged +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - source +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - timeframe +| | | | | | | | | | - Var: +| | | | | | | | | | | - source +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - observable data source -| | | | | | | | | - Parameter: -| | | | | | | | | | - timeframe -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Returns negative movements of some observable *source* with lag *timeframe* +| | | | | | | - List: +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - Downs_{%(timeframe)s}(%(source)s) +| | | | - FunDef: +| | | | | - Atan +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 100.0 +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - sliding window size -| | | | | | | | - Some: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - math -| | | | | | | | | | | | - Sqrt +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 0.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - FunctionType: +| | | | | | | - List: +| | | | | | | - SimpleType: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - Float +| | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Arc tangent of x, in radians. +| | | | | | | - List: +| | | | | | | | - +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - category +| | | | | | | - Trigonometric +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - mathops +| | | | | | | - List: +| | | | | | | | - atan +| | | | - FunDef: +| | | | | - Lagged +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - source +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | - Moving -| | | | | | | | | | | | | | - Var +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - source -| | | | | | | | - Some: -| | | | | | | | | - FunctionType: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | | | - observable data source +| | | | | | - Parameter: +| | | | | | | - timeframe +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - | | | | | | | | | | | | | - Float | | | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - DocString: -| | | | | | | | | | - Simple moving standard deviation -| | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FloatLit: +| | | | | | | | | - 10.0 +| | | | | | | - List: +| | | | | | | | - lag size +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: | | | | | | | | - List: -| | | | | | | | | - Attribute: -| | | | | | | | | | - label -| | | | | | | | | | - \\sqrt{\\sigma^2{{suffix}}} +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt +| | | | | | | - List: | | | | | - List: | | | | | | - Attribute: -| | | | | | | - category -| | | | | | | - Statistics -| | | | | | - Attribute: -| | | | | | | - suffix -| | | | | | | - _{n=%(timeframe)s}(%(source)s) -| | | | | - List: -| | | | | - false +| | | | | | | - label +| | | | | | | - Lagged_{%(timeframe)s}(%(source)s) +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | - List: +| | | | | | | | - observable.lagged.Lagged_Impl | | | | - FunDef: -| | | | | - Min +| | | | | - Max | | | | | - List: | | | | | | - Parameter: | | | | | | | - x @@ -4348,7 +9517,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -4361,8 +9530,10 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: | | | | | | | - y @@ -4376,7 +9547,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -4389,8 +9560,10 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - Some: | | | | | | - FunCall: @@ -4398,14 +9571,14 @@ Definitions: | | | | | | | | - List: | | | | | | | | | - | | | | | | | | | - ops -| | | | | | | | | - Condition_Float +| | | | | | | | | - Condition | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - | | | | | | | | | | | - ops -| | | | | | | | | | | - Less +| | | | | | | | | | | - Greater | | | | | | | | | - List: | | | | | | | | | | - Var: | | | | | | | | | | | - x @@ -4420,7 +9593,7 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IFunction +| | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -4430,13 +9603,13 @@ Definitions: | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Function returning minimum of two functions *x* and *y*. +| | | | | | | - Function returning maximum of two functions *x* and *y*. | | | | | | | - List: | | | | | | | | - If *x* or/and *y* are observables, *Min* is also observable | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - min{%(x)s, %(y)s} +| | | | | | | - max{%(x)s, %(y)s} | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: @@ -4444,10 +9617,10 @@ Definitions: | | | | | | | | | - observable | | | | | | | - List: | | | | - FunDef: -| | | | | - DownMovements +| | | | | - Max | | | | | - List: | | | | | | - Parameter: -| | | | | | | - source +| | | | | | | - x | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -4458,7 +9631,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -4471,12 +9644,13 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - const +| | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: -| | | | | | | | - observable data source | | | | | | - Parameter: -| | | | | | | - timeframe +| | | | | | | - y | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -4487,56 +9661,47 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - FloatLit: -| | | | | | | | | - 10.0 +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: -| | | | | | | | - lag size | | | | | - Some: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - observable -| | | | | | | | | - Float +| | | | | | | | | - ops +| | | | | | | | | - Condition | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - math -| | | | | | | | | | | - Max +| | | | | | | | | | | - ops +| | | | | | | | | | | - Greater | | | | | | | | | - List: -| | | | | | | | | | - FunCall: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - constant -| | | | | | | | | | | - List: -| | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | | - 0.0 -| | | | | | | | | | - FunCall: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - ops -| | | | | | | | | | | | | - Sub -| | | | | | | | | | | - List: -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | | - Lagged -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - source -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - timeframe -| | | | | | | | | | | | - Var: -| | | | | | | | | | | | | - source +| | | | | | | | | | - Var: +| | | | | | | | | | | - x +| | | | | | | | | | - Var: +| | | | | | | | | | | - y +| | | | | | | | - Var: +| | | | | | | | | - x +| | | | | | | | - Var: +| | | | | | | | | - y | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -4552,14 +9717,21 @@ Definitions: | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns negative movements of some observable *source* with lag *timeframe* +| | | | | | | - Function returning maximum of two functions *x* and *y*. | | | | | | | - List: +| | | | | | | | - If *x* or/and *y* are observables, *Min* is also observable | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - Downs_{%(timeframe)s}(%(source)s) +| | | | | | | - max{%(x)s, %(y)s} +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - observable +| | | | | | | - List: | | | | - FunDef: -| | | | | - Atan +| | | | | - Max | | | | | - List: | | | | | | - Parameter: | | | | | | | - x @@ -4573,7 +9745,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -4586,42 +9758,13 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 0.0 -| | | | | | | - List: -| | | | | - None -| | | | | - Some: -| | | | | | - FunctionType: -| | | | | | | - List: -| | | | | | | - SimpleType: -| | | | | | | | - QualifiedName: -| | | | | | | | | - List: -| | | | | | | | | | - -| | | | | | | | | | - Float -| | | | | | | | - List: -| | | | | - Some: -| | | | | | - DocString: -| | | | | | | - Arc tangent of x, in radians. -| | | | | | | - List: -| | | | | | | | - -| | | | | - List: -| | | | | | - Attribute: -| | | | | | | - category -| | | | | | | - Trigonometric -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - mathops +| | | | | | | | | | | - 1.0 | | | | | | | - List: -| | | | | | | | - atan -| | | | - FunDef: -| | | | | - Lagged -| | | | | - List: | | | | | | - Parameter: -| | | | | | | - source +| | | | | | | - y | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -4632,7 +9775,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -4645,30 +9788,34 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - const +| | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: -| | | | | | | | - observable data source -| | | | | | - Parameter: -| | | | | | | - timeframe -| | | | | | | - Some: -| | | | | | | | - SimpleType: +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - ops +| | | | | | | | | - Condition +| | | | | | | - List: +| | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - Optional +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Greater | | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float -| | | | | | | | | | | - List: -| | | | | | | - Some: -| | | | | | | | - FloatLit: -| | | | | | | | | - 10.0 -| | | | | | | - List: -| | | | | | | | - lag size -| | | | | - None +| | | | | | | | | | - Var: +| | | | | | | | | | | - x +| | | | | | | | | | - Var: +| | | | | | | | | | | - y +| | | | | | | | - Var: +| | | | | | | | | - x +| | | | | | | | - Var: +| | | | | | | | | - y | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -4684,19 +9831,19 @@ Definitions: | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt +| | | | | | | - Function returning maximum of two functions *x* and *y*. | | | | | | | - List: +| | | | | | | | - If *x* or/and *y* are observables, *Min* is also observable | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - Lagged_{%(timeframe)s}(%(source)s) +| | | | | | | - max{%(x)s, %(y)s} | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - python -| | | | | | | | | - intrinsic +| | | | | | | | | - observable | | | | | | | - List: -| | | | | | | | - observable.lagged.Lagged_Impl | | | | - FunDef: | | | | | - Max | | | | | - List: @@ -4727,6 +9874,8 @@ Definitions: | | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | - Parameter: | | | | | | | - y @@ -4755,6 +9904,8 @@ Definitions: | | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - Some: | | | | | | - FunCall: @@ -4762,7 +9913,7 @@ Definitions: | | | | | | | | - List: | | | | | | | | | - | | | | | | | | | - ops -| | | | | | | | | - Condition_Float +| | | | | | | | | - Condition | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: @@ -4837,6 +9988,8 @@ Definitions: | | | | | | | | | | | - | | | | | | | | | | | - const | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | | | - observable data source | | | | | | - Parameter: @@ -4863,44 +10016,103 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - observable -| | | | | | | | | - Float +| | | | | | | | | - math +| | | | | | | | | - Max | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - math -| | | | | | | | | | | - Max +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 0.0 +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Sub | | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - source | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - constant +| | | | | | | | | | | | | - math +| | | | | | | | | | | | | - Lagged | | | | | | | | | | | - List: -| | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | | - 0.0 -| | | | | | | | | | - FunCall: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - source +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - timeframe +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Returns positive movements of some observable *source* with lag *timeframe* +| | | | | | | - List: +| | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - Ups_{%(timeframe)s}(%(source)s) +| | | | - FunDef: +| | | | | - Sqr +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - x +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - ops -| | | | | | | | | | | | | - Sub +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: -| | | | | | | | | | | | - Var: -| | | | | | | | | | | | | - source -| | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - math -| | | | | | | | | | | | | | | - Lagged +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - source -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - timeframe +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - ops +| | | | | | | | | - Mul +| | | | | | | - List: +| | | | | | | | - Var: +| | | | | | | | | - x +| | | | | | | | - Var: +| | | | | | | | | - x | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -4916,12 +10128,21 @@ Definitions: | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns positive movements of some observable *source* with lag *timeframe* +| | | | | | | - Square of *x* | | | | | | | - List: | | | | | - List: | | | | | | - Attribute: +| | | | | | | - category +| | | | | | | - Log/Pow +| | | | | | - Attribute: | | | | | | | - label -| | | | | | | - Ups_{%(timeframe)s}(%(source)s) +| | | | | | | - {%(x)s}^2 +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - observable +| | | | | | | - List: | | | | - FunDef: | | | | | - Sqr | | | | | - List: @@ -4952,6 +10173,8 @@ Definitions: | | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - Some: | | | | | | - FunCall: @@ -5025,6 +10248,8 @@ Definitions: | | | | | | | | | | | - | | | | | | | | | | | - const | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | | | | - observable data source | | | | | | - Parameter: @@ -13579,13 +18804,143 @@ Definitions: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | - OfTrader +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - OfTrader +| | | | | | | | | | | | - List: +| | | | | | | | | | - List: +| | | | | | | | | | | - reference to order book for another asset used to evaluate fair price of our asset +| | | | | | | | | - Parameter: +| | | | | | | | | | - factor +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | - 1.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - multiplier to obtain fair asset price from the reference asset price +| | | | | | | | | - Parameter: +| | | | | | | | | | - book +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IOrderBook +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - OfTrader +| | | | | | | | | | | | - List: +| | | | | | | | | | - List: +| | | | | | | | | | | - asset in question +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - strategy +| | | | | | | | | | | | - side +| | | | | | | | | | | | - FundamentalValue +| | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - ops +| | | | | | | | | | | | | | - Mul +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | | | - MidPrice +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - bookToDependOn +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - constant +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - factor +| | | | | | | | | | | - Var: +| | | | | | | | | | | | - book +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IObservable +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Side +| | | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Side function for pair trading strategy +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - Signal +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - signal +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 0.0 | | | | | | | | | | - List: -| | | | | | | | | | | - reference to order book for another asset used to evaluate fair price of our asset +| | | | | | | | | | | - signal to be listened to | | | | | | | | | - Parameter: -| | | | | | | | | | - factor +| | | | | | | | | | - threshold | | | | | | | | | | - Some: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -13600,75 +18955,83 @@ Definitions: | | | | | | | | | | | | | | - List: | | | | | | | | | | - Some: | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | - 1.0 +| | | | | | | | | | | | - 0.7 | | | | | | | | | | - List: -| | | | | | | | | | | - multiplier to obtain fair asset price from the reference asset price -| | | | | | | | | - Parameter: -| | | | | | | | | | - book -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | - threshold when the trader starts to act +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - ops +| | | | | | | | | | | | - Condition +| | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - ops +| | | | | | | | | | | | | | - Greater | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - signal +| | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - IOrderBook +| | | | | | | | | | | | | | | | - constant | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - threshold | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | - OfTrader +| | | | | | | | | | | | | | - side +| | | | | | | | | | | | | | - Buy | | | | | | | | | | | | - List: -| | | | | | | | | | - List: -| | | | | | | | | | | - asset in question -| | | | | | | | - Some: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - observable -| | | | | | | | | | | | - Side -| | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - strategy -| | | | | | | | | | | | | | - side -| | | | | | | | | | | | | | - FundamentalValue +| | | | | | | | | | | | | | - ops +| | | | | | | | | | | | | | - Condition | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | | | - Mul +| | | | | | | | | | | | | | | | - Less | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | | | | | - MidPrice -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | | - bookToDependOn +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - signal | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | | - constant | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | | - factor -| | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | - book +| | | | | | | | | | | | | | | | | - BinOp: +| | | | | | | | | | | | | | | | | | - Sub +| | | | | | | | | | | | | | | | | | - IntLit: +| | | | | | | | | | | | | | | | | | | - 0 +| | | | | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | | | | - threshold +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - side +| | | | | | | | | | | | | | | | - Sell +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - side +| | | | | | | | | | | | | | | | - Nothing +| | | | | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: @@ -13684,9 +19047,15 @@ Definitions: | | | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: -| | | | | | | | | | - Side function for pair trading strategy +| | | | | | | | | | - Side function for signal strategy | | | | | | | | | | - List: | | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - observable +| | | | | | | | | | - List: | | | | | | | - FunDef: | | | | | | | | - Signal | | | | | | | | - List: @@ -13746,7 +19115,7 @@ Definitions: | | | | | | | | | | | - List: | | | | | | | | | | | | - | | | | | | | | | | | | - ops -| | | | | | | | | | | | - Condition_Side +| | | | | | | | | | | | - Condition | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: @@ -13777,7 +19146,7 @@ Definitions: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | - Condition_Side +| | | | | | | | | | | | | | - Condition | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | - QualifiedName: @@ -14131,6 +19500,162 @@ Definitions: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - const +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 200.0 +| | | | | | | | | | - List: +| | | | | | | | | | | - observable fundamental value +| | | | | | | | | - Parameter: +| | | | | | | | | | - book +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IOrderBook +| | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | - OfTrader +| | | | | | | | | | | | - List: +| | | | | | | | | | - List: +| | | | | | | | | | | - asset in question +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - ops +| | | | | | | | | | | | - Condition +| | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - ops +| | | | | | | | | | | | | | - Greater +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | | | - bid +| | | | | | | | | | | | | | | | - Price +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - book +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - fv +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - side +| | | | | | | | | | | | | | - Sell +| | | | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - ops +| | | | | | | | | | | | | | - Condition +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - ops +| | | | | | | | | | | | | | | | - Less +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | | | | | - ask +| | | | | | | | | | | | | | | | | | - Price +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | | | - book +| | | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | | - fv +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - side +| | | | | | | | | | | | | | | | - Buy +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - side +| | | | | | | | | | | | | | | | - Nothing +| | | | | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IObservable +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Side +| | | | | | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - DocString: +| | | | | | | | | | - Side function for fundamental value strategy +| | | | | | | | | | - List: +| | | | | | | | - List: +| | | | | | | | | - Annotation: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - python +| | | | | | | | | | | | - observable +| | | | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - FundamentalValue +| | | | | | | | - List: +| | | | | | | | | - Parameter: +| | | | | | | | | | - fv +| | | | | | | | | | - Some: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Optional +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - IFunction | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - SimpleType: @@ -14180,7 +19705,7 @@ Definitions: | | | | | | | | | | | - List: | | | | | | | | | | | | - | | | | | | | | | | | | - ops -| | | | | | | | | | | | - Condition_Side +| | | | | | | | | | | | - Condition | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: @@ -14213,7 +19738,7 @@ Definitions: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | - Condition_Side +| | | | | | | | | | | | | | - Condition | | | | | | | | | | | | - List: | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | - QualifiedName: @@ -14253,7 +19778,7 @@ Definitions: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | | | | | - IObservable | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -14353,7 +19878,7 @@ Definitions: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | | | | | - IObservable | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -14405,7 +19930,7 @@ Definitions: | | | | | | | | | | | - List: | | | | | | | | | | | | - | | | | | | | | | | | | - ops -| | | | | | | | | | | | - Condition_Side +| | | | | | | | | | | | - Condition | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: @@ -15015,14 +20540,14 @@ Definitions: | | | | | | | | | | - trader | | | | | | | | | | - trader_Score | | | | | | | - FunAlias: -| | | | | | | | - atanpow +| | | | | | | | - identityL | | | | | | | | - QualifiedName: | | | | | | | | | - List: | | | | | | | | | | - | | | | | | | | | | - strategy | | | | | | | | | | - weight -| | | | | | | | | | - f -| | | | | | | | | | - f_AtanPow +| | | | | | | | | | - array +| | | | | | | | | | - array_IdentityL | | | | | | | - FunDef: | | | | | | | | - Efficiency | | | | | | | | - List: @@ -15184,6 +20709,8 @@ Definitions: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - function to scale | | | | | | | | - Some: @@ -15243,6 +20770,15 @@ Definitions: | | | | | | | | | | | | - curried | | | | | | | | | | - List: | | | | | | | | | | | - f +| | | | | | | - FunAlias: +| | | | | | | | - identityF +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - weight +| | | | | | | | | | - f +| | | | | | | | | | - f_IdentityF | | | | | | | - FunDef: | | | | | | | | - EfficiencyTrend | | | | | | | | - List: @@ -15336,6 +20872,15 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - trader | | | | | | | - FunAlias: +| | | | | | | | - atanPow +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - strategy +| | | | | | | | | | - weight +| | | | | | | | | | - f +| | | | | | | | | | - f_AtanPow +| | | | | | | - FunAlias: | | | | | | | | - unit | | | | | | | | - QualifiedName: | | | | | | | | | - List: @@ -15429,6 +20974,8 @@ Definitions: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - function to scale | | | | | | | | | - Parameter: @@ -15556,15 +21103,6 @@ Definitions: | | | | | | | | | | | | - curried | | | | | | | | | | - List: | | | | | | | | | | | - array -| | | | | | | - FunAlias: -| | | | | | | | - identity_f -| | | | | | | | - QualifiedName: -| | | | | | | | | - List: -| | | | | | | | | | - -| | | | | | | | | | - strategy -| | | | | | | | | | - weight -| | | | | | | | | | - f -| | | | | | | | | | - f_IdentityF | | | | | | | - FunDef: | | | | | | | | - IdentityF | | | | | | | | - List: @@ -15595,6 +21133,8 @@ Definitions: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - constant | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - Var: @@ -15645,22 +21185,39 @@ Definitions: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - Optional | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - FunctionType: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | | | - Side +| | | | | | | | | | | | | | | | - List: +| | | | | | | | | | - Some: +| | | | | | | | | | | - Cast: +| | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - side +| | | | | | | | | | | | | | | - Sell +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - Side | | | | | | | | | | | | | | | - List: -| | | | | | | | | | - Some: -| | | | | | | | | | | - FunCall: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - side -| | | | | | | | | | | | | | - Sell -| | | | | | | | | | | | - List: | | | | | | | | | | - List: | | | | | | | | | | | - side of orders to create | | | | | | | | | - Parameter: @@ -15779,7 +21336,7 @@ Definitions: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | | | | | - IObservable | | | | | | | | | | - List: | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | - QualifiedName: @@ -15836,6 +21393,8 @@ Definitions: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - const | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 1.0 | | | | | | | | | | - List: | | | | | | | | | | | - observable desired position | | | | | | | | | - Parameter: @@ -15867,8 +21426,8 @@ Definitions: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: | | | | | | | | | | | | - -| | | | | | | | | | | | - observable -| | | | | | | | | | | | - Volume +| | | | | | | | | | | | - ops +| | | | | | | | | | | | - Sub | | | | | | | | | | - List: | | | | | | | | | | | - FunCall: | | | | | | | | | | | | - QualifiedName: @@ -15877,33 +21436,26 @@ Definitions: | | | | | | | | | | | | | | - ops | | | | | | | | | | | | | | - Sub | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | | | - Sub -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | - desiredPosition -| | | | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | - trader -| | | | | | | | | | | | | | | | | | - Position -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | | - trader +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - desiredPosition | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | - trader -| | | | | | | | | | | | | | | | - PendingVolume +| | | | | | | | | | | | | | | | - Position | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - Var: | | | | | | | | | | | | | | | | - trader +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - trader +| | | | | | | | | | | | | | - PendingVolume +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | - trader | | | | | | | | - Some: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: @@ -15915,7 +21467,7 @@ Definitions: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Volume +| | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: @@ -16097,7 +21649,7 @@ Definitions: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Volume +| | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: @@ -16247,7 +21799,7 @@ Definitions: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Volume +| | | | | | | | | | | | | | - Float | | | | | | | | | | | | - List: | | | | | | | | - Some: | | | | | | | | | - DocString: @@ -16960,25 +22512,197 @@ Definitions: | | | | | | | | | | | | | | - | | | | | | | | | | | | | | - IFunction | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - strategy +| | | | | | | | | | | - weight +| | | | | | | | | | | - trader +| | | | | | | | | | | - trader_EfficiencyTrend +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | | | - function estimating is the strategy efficient or not +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - ISingleAssetStrategy +| | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - A composite strategy initialized with an array of strategies. +| | | | | | | - List: +| | | | | | | | - In some moments of time the most effective strategy +| | | | | | | | - is chosen and made running; other strategies are suspended. +| | | | | | | | - It can be considered as a particular case for MultiArmedBandit strategy with +| | | | | | | | - *corrector* parameter set to *chooseTheBest* +| | | | | - List: +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | - List: +| | | | | | | | - strategy.choose_the_best._ChooseTheBest_Impl +| | | | - FunDef: +| | | | | - Signal +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - eventGen +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IEvent +| | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - event +| | | | | | | | | | | - Every +| | | | | | | | | - List: +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math +| | | | | | | | | | | | | - random +| | | | | | | | | | | | | - expovariate +| | | | | | | | | | | - List: +| | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | | | - Event source making the strategy to wake up +| | | | | | - Parameter: +| | | | | | | - orderFactory +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - FunctionType: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - FunctionType: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Side +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - IOrderGenerator +| | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - order +| | | | | | | | | | | - _curried +| | | | | | | | | | | - side_Market +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | | | - order factory function +| | | | | | - Parameter: +| | | | | | | - signal +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 0.0 +| | | | | | | - List: +| | | | | | | | - signal to be listened to +| | | | | | - Parameter: +| | | | | | | - threshold +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Float +| | | | | | | | | | | - List: | | | | | | | - Some: +| | | | | | | | - FloatLit: +| | | | | | | | | - 0.7 +| | | | | | | - List: +| | | | | | | | - threshold when the trader starts to act +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy +| | | | | | | | | - Generic +| | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - strategy -| | | | | | | | | | | - weight -| | | | | | | | | | | - trader -| | | | | | | | | | | - trader_EfficiencyTrend +| | | | | | | | | | | - orderFactory | | | | | | | | | - List: -| | | | | | | - List: -| | | | | | | | - function estimating is the strategy efficient or not -| | | | | - None +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy +| | | | | | | | | | | | | - side +| | | | | | | | | | | | | - Signal +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - signal +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - threshold +| | | | | | | | - Var: +| | | | | | | | | - eventGen | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -16988,20 +22712,11 @@ Definitions: | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - A composite strategy initialized with an array of strategies. +| | | | | | | - Signal strategy listens to some discrete signal | | | | | | | - List: -| | | | | | | | - In some moments of time the most effective strategy -| | | | | | | | - is chosen and made running; other strategies are suspended. -| | | | | | | | - It can be considered as a particular case for MultiArmedBandit strategy with -| | | | | | | | - *corrector* parameter set to *chooseTheBest* +| | | | | | | | - and when the signal becomes more than some threshold the strategy starts to buy. +| | | | | | | | - When the signal gets lower than -threshold the strategy starts to sell. | | | | | - List: -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic -| | | | | | | - List: -| | | | | | | | - strategy.choose_the_best._ChooseTheBest_Impl | | | | - FunDef: | | | | | - Signal | | | | | - List: @@ -17583,25 +23298,12 @@ Definitions: | | | | | | | | | | | | | | | - Boolean | | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - true -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Boolean -| | | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - true +| | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - predicate to evaluate | | | | | - None @@ -17862,6 +23564,148 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 100.0 +| | | | | | | - List: +| | | | | | | | - defines fundamental value +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - strategy +| | | | | | | | | - Generic +| | | | | | | - List: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - orderFactory +| | | | | | | | | - List: +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - strategy +| | | | | | | | | | | | | - side +| | | | | | | | | | | | | - FundamentalValue +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - fundamentalValue +| | | | | | | | - Var: +| | | | | | | | | - eventGen +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - ISingleAssetStrategy +| | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Fundamental value strategy believes that an asset should have some specific price +| | | | | | | - List: +| | | | | | | | - (*fundamental value*) and if the current asset price is lower than the fundamental value +| | | | | | | | - it starts to buy the asset and if the price is higher it starts to sell the asset. +| | | | | - List: +| | | | - FunDef: +| | | | | - FundamentalValue +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - eventGen +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IEvent +| | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - event +| | | | | | | | | | | - Every +| | | | | | | | | - List: +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - math +| | | | | | | | | | | | | - random +| | | | | | | | | | | | | - expovariate +| | | | | | | | | | | - List: +| | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | | | | - Event source making the strategy to wake up +| | | | | | - Parameter: +| | | | | | | - orderFactory +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - FunctionType: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - FunctionType: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | | - Side +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - IOrderGenerator +| | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - order +| | | | | | | | | | | - _curried +| | | | | | | | | | | - side_Market +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | | | - order factory function +| | | | | | - Parameter: +| | | | | | | - fundamentalValue +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - | | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: @@ -19236,22 +25080,39 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - Optional | | | | | | | | | - List: -| | | | | | | | | | - FunctionType: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Side | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Side -| | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: +| | | | | | | | - Cast: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - side +| | | | | | | | | | | | - Sell | | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - side -| | | | | | | | | | | - Sell -| | | | | | | | | - List: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IFunction +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Side +| | | | | | | | | | | | - List: | | | | | | | - List: | | | | | | | | - side of orders to create | | | | | | - Parameter: @@ -20131,22 +25992,31 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - observable -| | | | | | | | | - Float +| | | | | | | | | - ops +| | | | | | | | | - Add | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - ops -| | | | | | | | | | | - Add +| | | | | | | | | | | - trader +| | | | | | | | | | | - Balance +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - trader +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - NaiveCumulativePrice | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - trader -| | | | | | | | | | | | | - Balance +| | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | - OfTrader | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: | | | | | | | | | | | | | - trader @@ -20154,27 +26024,11 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | - NaiveCumulativePrice +| | | | | | | | | | | | | - trader +| | | | | | | | | | | | | - Position | | | | | | | | | | | - List: -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | | - OfTrader -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - trader -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - trader -| | | | | | | | | | | | | | | - Position -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - trader +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - trader | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -20293,22 +26147,31 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - observable -| | | | | | | | | - Float +| | | | | | | | | - ops +| | | | | | | | | - Add | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - ops -| | | | | | | | | | | - Add +| | | | | | | | | | | - trader +| | | | | | | | | | | - Balance +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - trader +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - CumulativePrice | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - trader -| | | | | | | | | | | | | - Balance +| | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | - OfTrader | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: | | | | | | | | | | | | | - trader @@ -20316,27 +26179,11 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | - CumulativePrice +| | | | | | | | | | | | | - trader +| | | | | | | | | | | | | - Position | | | | | | | | | | | - List: -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | | - OfTrader -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - trader -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - trader -| | | | | | | | | | | | | | | - Position -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - trader +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - trader | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -21620,7 +27467,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -21633,7 +27480,7 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - const | | | | | | | | | - List: | | | | | | | | | | - FloatLit: | | | | | | | | | | | - 100.0 @@ -21644,13 +27491,21 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - observable -| | | | | | | | | - Price +| | | | | | | | | - IfDefined | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - BestPrice +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - queue +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - | | | | | | | | | | | - IfDefined | | | | | | | | | - List: | | | | | | | | | | - FunCall: @@ -21658,27 +27513,12 @@ Definitions: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | - BestPrice +| | | | | | | | | | | | | - LastPrice | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: | | | | | | | | | | | | | - queue -| | | | | | | | | | - FunCall: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - IfDefined -| | | | | | | | | | | - List: -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | | - LastPrice -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - queue -| | | | | | | | | | | | - Var: -| | | | | | | | | | | | | - defaultValue +| | | | | | | | | | - Var: +| | | | | | | | | | | - defaultValue | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -21690,7 +27530,7 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Price +| | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: @@ -21705,7 +27545,7 @@ Definitions: | | | | | | | | | - observable | | | | | | | - List: | | | | - FunDef: -| | | | | - WeightedPrice +| | | | | - SafeSidePrice | | | | | - List: | | | | | | - Parameter: | | | | | | | - queue @@ -21731,7 +27571,7 @@ Definitions: | | | | | | | | | - List: | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - alpha +| | | | | | | - defaultValue | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -21742,88 +27582,64 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - FloatLit: -| | | | | | | | | - 0.15 +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 100.0 | | | | | | | - List: -| | | | | | | | - parameter alpha for the moving average +| | | | | | | | - price to be used if there haven't been any trades | | | | | - Some: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - ops -| | | | | | | | | - Div +| | | | | | | | | - IfDefined | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - math -| | | | | | | | | | | - EW -| | | | | | | | | | | - Avg +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - BestPrice | | | | | | | | | - List: -| | | | | | | | | | - FunCall: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - observable -| | | | | | | | | | | | | - Float -| | | | | | | | | | | - List: -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | | - Mul -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | | | | - LastTradePrice -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | - queue -| | | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | | | | - LastTradeVolume -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | - queue | | | | | | | | | | - Var: -| | | | | | | | | | | - alpha +| | | | | | | | | | | - queue | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - math -| | | | | | | | | | | - EW -| | | | | | | | | | | - Avg +| | | | | | | | | | | - IfDefined | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | - LastTradeVolume +| | | | | | | | | | | | | - LastPrice | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: | | | | | | | | | | | | | - queue | | | | | | | | | | - Var: -| | | | | | | | | | | - alpha +| | | | | | | | | | | - defaultValue | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IFunction +| | | | | | | | | - IObservable | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -21833,17 +27649,21 @@ Definitions: | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns moving average of trade prices weighted by their volumes +| | | | | | | - Returns best price if defined, otherwise last price | | | | | | | - List: +| | | | | | | | - and *defaultValue* if there haven't been any trades | | | | | - List: -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - Price_{%(alpha)s}^{%(queue)s} +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - observable +| | | | | | | - List: | | | | - FunDef: -| | | | | - TickSize +| | | | | - WeightedPrice | | | | | - List: | | | | | | - Parameter: -| | | | | | | - book +| | | | | | | - queue | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -21854,7 +27674,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IOrderBook +| | | | | | | | | | | | | - IOrderQueue | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: @@ -21862,36 +27682,11 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - | | | | | | | | | | | - orderbook -| | | | | | | | | | | - OfTrader -| | | | | | | | | - List: -| | | | | | | - List: -| | | | | - None -| | | | | - Some: -| | | | | | - FunctionType: -| | | | | | | - List: -| | | | | | | - SimpleType: -| | | | | | | | - QualifiedName: +| | | | | | | | | | | - Asks | | | | | | | | | - List: -| | | | | | | | | | - -| | | | | | | | | | - Price -| | | | | | | | - List: -| | | | | - Some: -| | | | | | - DocString: -| | | | | | | - Returns tick size for the order *book* -| | | | | | | - List: -| | | | | - List: -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.props._TickSize_Impl -| | | | - FunDef: -| | | | | - MidPrice -| | | | | - List: | | | | | | - Parameter: -| | | | | | | - book +| | | | | | | - alpha | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -21902,87 +27697,98 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IOrderBook +| | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - orderbook -| | | | | | | | | | | - OfTrader -| | | | | | | | | - List: +| | | | | | | | - FloatLit: +| | | | | | | | | - 0.15 | | | | | | | - List: +| | | | | | | | - parameter alpha for the moving average | | | | | - Some: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - observable -| | | | | | | | | - Price +| | | | | | | | | - ops +| | | | | | | | | - Div | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - ops -| | | | | | | | | | | - Div +| | | | | | | | | | | - math +| | | | | | | | | | | - EW +| | | | | | | | | | | - Avg | | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | - Add +| | | | | | | | | | | | | - Mul | | | | | | | | | | | - List: | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | | - ask -| | | | | | | | | | | | | | | - Price +| | | | | | | | | | | | | | | - LastTradePrice | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - book +| | | | | | | | | | | | | | | - queue | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | | - bid -| | | | | | | | | | | | | | | - Price +| | | | | | | | | | | | | | | - LastTradeVolume | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - book +| | | | | | | | | | | | | | | - queue +| | | | | | | | | | - Var: +| | | | | | | | | | | - alpha +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - math +| | | | | | | | | | | - EW +| | | | | | | | | | | - Avg +| | | | | | | | | - List: | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - constant +| | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | - LastTradeVolume | | | | | | | | | | | - List: -| | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | | - 2.0 +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - queue +| | | | | | | | | | - Var: +| | | | | | | | | | | - alpha | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IObservable +| | | | | | | | | - IFunction | | | | | | | - List: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Price +| | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - MidPrice of order *book* +| | | | | | | - Returns moving average of trade prices weighted by their volumes | | | | | | | - List: | | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - Price_{%(alpha)s}^{%(queue)s} | | | | - FunDef: -| | | | | - Asks +| | | | | - TickSize | | | | | - List: | | | | | | - Parameter: | | | | | | | - book @@ -22007,33 +27813,19 @@ Definitions: | | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: +| | | | | - None | | | | | - Some: -| | | | | | - FunCall: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - -| | | | | | | | | - orderbook -| | | | | | | | | - Queue +| | | | | | - FunctionType: | | | | | | | - List: -| | | | | | | | - Var: -| | | | | | | | | - book -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - side -| | | | | | | | | | | - Sell +| | | | | | | - SimpleType: +| | | | | | | | - QualifiedName: | | | | | | | | | - List: -| | | | | - Some: -| | | | | | - SimpleType: -| | | | | | | - QualifiedName: +| | | | | | | | | | - +| | | | | | | | | | - Price | | | | | | | | - List: -| | | | | | | | | - -| | | | | | | | | - IOrderQueue -| | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns sell side order queue for *book* +| | | | | | | - Returns tick size for the order *book* | | | | | | | - List: | | | | | - List: | | | | | | - Annotation: @@ -22042,12 +27834,12 @@ Definitions: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.proxy._Asks_Impl +| | | | | | | | - orderbook.props._TickSize_Impl | | | | - FunDef: -| | | | | - LastTradeVolume +| | | | | - MidPrice | | | | | - List: | | | | | | - Parameter: -| | | | | | | - queue +| | | | | | | - book | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22058,7 +27850,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IOrderQueue +| | | | | | | | | | | | | - IOrderBook | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: @@ -22066,10 +27858,52 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - | | | | | | | | | | | - orderbook -| | | | | | | | | | | - Asks +| | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: -| | | | | - None +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - ops +| | | | | | | | | - Div +| | | | | | | - List: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Add +| | | | | | | | | - List: +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | - ask +| | | | | | | | | | | | | - Price +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - book +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | - bid +| | | | | | | | | | | | | - Price +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - book +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 2.0 | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -22081,23 +27915,15 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Volume +| | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns volume of the last trade at *queue* +| | | | | | | - MidPrice of order *book* | | | | | | | - List: -| | | | | | | | - Returns None if there haven't been any trades | | | | | - List: -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic -| | | | | | | - List: -| | | | | | | | - orderbook.last_trade._LastTradeVolume_Impl | | | | - FunDef: -| | | | | - Bids +| | | | | - Asks | | | | | - List: | | | | | | - Parameter: | | | | | | | - book @@ -22137,7 +27963,7 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - | | | | | | | | | | | - side -| | | | | | | | | | | - Buy +| | | | | | | | | | | - Sell | | | | | | | | | - List: | | | | | - Some: | | | | | | - SimpleType: @@ -22148,7 +27974,7 @@ Definitions: | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns buy side order queue for *book* +| | | | | | | - Returns sell side order queue for *book* | | | | | | | - List: | | | | | - List: | | | | | | - Annotation: @@ -22157,9 +27983,9 @@ Definitions: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.proxy._Bids_Impl +| | | | | | | | - orderbook.proxy._Asks_Impl | | | | - FunDef: -| | | | | - BestPrice +| | | | | - LastTradeVolume | | | | | - List: | | | | | | - Parameter: | | | | | | | - queue @@ -22196,13 +28022,13 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Price +| | | | | | | | | | | - Volume | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns best order price of *queue* +| | | | | | | - Returns volume of the last trade at *queue* | | | | | | | - List: -| | | | | | | | - Returns None is *queue* is empty +| | | | | | | | - Returns None if there haven't been any trades | | | | | - List: | | | | | | - Annotation: | | | | | | | - QualifiedName: @@ -22210,36 +28036,12 @@ Definitions: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.props._BestPrice_Impl +| | | | | | | | - orderbook.last_trade._LastTradeVolume_Impl | | | | - FunDef: -| | | | | - TwoWayLink +| | | | | - Bids | | | | | - List: | | | | | | - Parameter: -| | | | | | | - up -| | | | | | | - Some: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Optional -| | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - ILink -| | | | | | | | | | | - List: -| | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - orderbook -| | | | | | | | | | | - Link -| | | | | | | | | - List: -| | | | | | | - List: -| | | | | | | | - Forward link (normally from a trader to a market) -| | | | | | - Parameter: -| | | | | | | - down +| | | | | | | - book | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22250,7 +28052,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - ILink +| | | | | | | | | | | | | - IOrderBook | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: @@ -22258,85 +28060,26 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - | | | | | | | | | | | - orderbook -| | | | | | | | | | | - Link +| | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: -| | | | | | | | - Backward link (normally from a market to a trader) -| | | | | - None | | | | | - Some: -| | | | | | - SimpleType: +| | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - ITwoWayLink -| | | | | | | - List: -| | | | | - Some: -| | | | | | - DocString: -| | | | | | | - Represents latency in information propagation between two agents -| | | | | | | - List: -| | | | | | | | - (normally between a trader and a market). -| | | | | | | | - Ensures that sending packets via links preserves their order. -| | | | | | | | - Holds two one-way links in opposite directions. -| | | | | - List: -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic -| | | | | | | - List: -| | | | | | | | - orderbook.link._TwoWayLink_Impl -| | | | - FunDef: -| | | | | - Queue -| | | | | - List: -| | | | | | - Parameter: -| | | | | | | - book -| | | | | | | - Some: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Optional -| | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - IOrderBook -| | | | | | | | | | | - List: -| | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - orderbook -| | | | | | | | | | | - OfTrader -| | | | | | | | | - List: +| | | | | | | | | - orderbook +| | | | | | | | | - Queue | | | | | | | - List: -| | | | | | - Parameter: -| | | | | | | - side -| | | | | | | - Some: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Optional -| | | | | | | | | - List: -| | | | | | | | | | - FunctionType: -| | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Side -| | | | | | | | | | | | - List: -| | | | | | | - Some: +| | | | | | | | - Var: +| | | | | | | | | - book | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - | | | | | | | | | | | - side -| | | | | | | | | | | - Sell +| | | | | | | | | | | - Buy | | | | | | | | | - List: -| | | | | | | - List: -| | | | | - None | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -22346,7 +28089,7 @@ Definitions: | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns order queue of order *book* for trade *side* +| | | | | | | - Returns buy side order queue for *book* | | | | | | | - List: | | | | | - List: | | | | | | - Annotation: @@ -22355,39 +28098,32 @@ Definitions: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.proxy._Queue_Impl +| | | | | | | | - orderbook.proxy._Bids_Impl | | | | - FunDef: -| | | | | - OfTrader +| | | | | - BestPrice | | | | | - List: | | | | | | - Parameter: -| | | | | | | - Trader +| | | | | | | - queue | | | | | | | - Some: | | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Optional -| | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - IAccount -| | | | | | | | | | | - List: -| | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - trader -| | | | | | | | | | | | - SingleProxy +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IOrderQueue | | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IAccount +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - Asks +| | | | | | | | | - List: | | | | | | | - List: | | | | | - None | | | | | - Some: @@ -22395,30 +28131,32 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IOrderBook +| | | | | | | | | - IObservable | | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Price +| | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Phantom orderbook used to refer to the order book associated with a single asset trader +| | | | | | | - Returns best order price of *queue* | | | | | | | - List: -| | | | | | | | - -| | | | | | | | - May be used only in objects that are held by traders (so it is used in trader properties and strategies) +| | | | | | | | - Returns None is *queue* is empty | | | | | - List: -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - N/A | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.of_trader._OfTrader_Impl +| | | | | | | | - orderbook.props._BestPrice_Impl | | | | - FunDef: -| | | | | - CumulativePrice +| | | | | - TwoWayLink | | | | | - List: | | | | | | - Parameter: -| | | | | | | - book +| | | | | | | - up | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22429,7 +28167,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IOrderBook +| | | | | | | | | | | | | - ILink | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: @@ -22437,11 +28175,12 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - | | | | | | | | | | | - orderbook -| | | | | | | | | | | - OfTrader +| | | | | | | | | | | - Link | | | | | | | | | - List: | | | | | | | - List: +| | | | | | | | - Forward link (normally from a trader to a market) | | | | | | - Parameter: -| | | | | | | - depth +| | | | | | | - down | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22452,46 +28191,33 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - ILink | | | | | | | | | | | - List: -| | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - constant +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - Link | | | | | | | | | - List: | | | | | | | - List: +| | | | | | | | - Backward link (normally from a market to a trader) | | | | | - None | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IObservable +| | | | | | | | | - ITwoWayLink | | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - Price -| | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns price for best orders of total volume *depth* +| | | | | | | - Represents latency in information propagation between two agents | | | | | | | - List: -| | | | | | | | - -| | | | | | | | - In other words cumulative price corresponds to trader balance change -| | | | | | | | - if a market order of volume *depth* is completely matched -| | | | | | | | - -| | | | | | | | - Negative *depth* correponds to will buy assets -| | | | | | | | - Positive *depth* correponds to will sell assets +| | | | | | | | - (normally between a trader and a market). +| | | | | | | | - Ensures that sending packets via links preserves their order. +| | | | | | | | - Holds two one-way links in opposite directions. | | | | | - List: | | | | | | - Annotation: | | | | | | | - QualifiedName: @@ -22499,12 +28225,12 @@ Definitions: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.cumulative_price.CumulativePrice_Impl +| | | | | | | | - orderbook.link._TwoWayLink_Impl | | | | - FunDef: -| | | | | - VolumeLevels +| | | | | - Queue | | | | | - List: | | | | | | - Parameter: -| | | | | | | - queue +| | | | | | | - book | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22515,7 +28241,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IOrderQueue +| | | | | | | | | | | | | - IOrderBook | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: @@ -22523,82 +28249,59 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - | | | | | | | | | | | - orderbook -| | | | | | | | | | | - Asks +| | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - volumeDelta +| | | | | | | - side | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - Optional | | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | - FunctionType: | | | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Side +| | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - FloatLit: -| | | | | | | | | - 30.0 -| | | | | | | - List: -| | | | | | | | - distance between two volumes -| | | | | | - Parameter: -| | | | | | | - volumeCount -| | | | | | | - Some: -| | | | | | | | - SimpleType: +| | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - Optional +| | | | | | | | | | | - +| | | | | | | | | | | - side +| | | | | | | | | | | - Sell | | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - Int -| | | | | | | | | | | - List: -| | | | | | | - Some: -| | | | | | | | - IntLit: -| | | | | | | | | - 10 | | | | | | | - List: -| | | | | | | | - number of volume levels to track | | | | | - None | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IObservable +| | | | | | | | | - IOrderQueue | | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - IVolumeLevels -| | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns arrays of levels for given volumes [i*volumeDelta for i in range(0, volumeCount)] +| | | | | | | - Returns order queue of order *book* for trade *side* | | | | | | | - List: -| | | | | | | | - Level of volume V is a price at which cumulative volume of better orders is V | | | | | - List: -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - VolumeLevels(%(queue)s) | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.volume_levels.VolumeLevels_Impl +| | | | | | | | - orderbook.proxy._Queue_Impl | | | | - FunDef: -| | | | | - LastPrice +| | | | | - OfTrader | | | | | - List: | | | | | | - Parameter: -| | | | | | | - queue +| | | | | | | - Trader | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22609,16 +28312,23 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IOrderQueue +| | | | | | | | | | | | | - IAccount | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: +| | | | | | | | - Cast: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - trader +| | | | | | | | | | | | - SingleProxy +| | | | | | | | | | - List: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IAccount | | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - orderbook -| | | | | | | | | | | - Asks -| | | | | | | | | - List: | | | | | | | - List: | | | | | - None | | | | | - Some: @@ -22626,32 +28336,30 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IObservable +| | | | | | | | | - IOrderBook | | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - Price -| | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns last defined price at *queue* +| | | | | | | - Phantom orderbook used to refer to the order book associated with a single asset trader | | | | | | | - List: -| | | | | | | | - Returns None is *queue* has been always empty +| | | | | | | | - +| | | | | | | | - May be used only in objects that are held by traders (so it is used in trader properties and strategies) | | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - N/A | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.last_price._LastPrice_Impl +| | | | | | | | - orderbook.of_trader._OfTrader_Impl | | | | - FunDef: -| | | | | - Local +| | | | | - CumulativePrice | | | | | - List: | | | | | | - Parameter: -| | | | | | | - name +| | | | | | | - book | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22662,32 +28370,19 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - String +| | | | | | | | | | | | | - IOrderBook | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - StringLit: -| | | | | | | | | - -orderbook- -| | | | | | | - List: -| | | | | | - Parameter: -| | | | | | | - tickSize -| | | | | | | - Some: -| | | | | | | | - SimpleType: +| | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - Optional +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - OfTrader | | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float -| | | | | | | | | | | - List: -| | | | | | | - Some: -| | | | | | | | - FloatLit: -| | | | | | | | | - 0.01 | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - _digitsToShow +| | | | | | | - depth | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22698,46 +28393,23 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Int -| | | | | | | | | | | - List: -| | | | | | | - Some: -| | | | | | | | - IntLit: -| | | | | | | | | - 2 -| | | | | | | - List: -| | | | | | - Parameter: -| | | | | | | - timeseries -| | | | | | | - Some: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Optional -| | | | | | | | | - List: -| | | | | | | | | | - SimpleType: -| | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - List +| | | | | | | | | | | | | - IFunction | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - ITimeSerie +| | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - List_: -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - List +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - ITimeSerie -| | | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: | | | | | - None | | | | | - Some: @@ -22745,29 +28417,37 @@ Definitions: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IOrderBook +| | | | | | | | | - IObservable | | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Price +| | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Order book for a single asset in a market. +| | | | | | | - Returns price for best orders of total volume *depth* | | | | | | | - List: -| | | | | | | | - Maintains two order queues for orders of different sides +| | | | | | | | - +| | | | | | | | - In other words cumulative price corresponds to trader balance change +| | | | | | | | - if a market order of volume *depth* is completely matched +| | | | | | | | - +| | | | | | | | - Negative *depth* correponds to will buy assets +| | | | | | | | - Positive *depth* correponds to will sell assets | | | | | - List: -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - %(name)s | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.local._Local_Impl +| | | | | | | | - orderbook.cumulative_price.CumulativePrice_Impl | | | | - FunDef: -| | | | | - Remote +| | | | | - VolumeLevels | | | | | - List: | | | | | | - Parameter: -| | | | | | | - orderbook +| | | | | | | - queue | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22778,7 +28458,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IOrderBook +| | | | | | | | | | | | | - IOrderQueue | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: @@ -22786,11 +28466,11 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - | | | | | | | | | | | - orderbook -| | | | | | | | | | | - Local +| | | | | | | | | | | - Asks | | | | | | | | | - List: | | | | | | | - List: | | | | | | - Parameter: -| | | | | | | - link +| | | | | | | - volumeDelta | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22801,19 +28481,15 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - ITwoWayLink +| | | | | | | | | | | | | - Float | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - orderbook -| | | | | | | | | | | - TwoWayLink -| | | | | | | | | - List: +| | | | | | | | - FloatLit: +| | | | | | | | | - 30.0 | | | | | | | - List: +| | | | | | | | - distance between two volumes | | | | | | - Parameter: -| | | | | | | - timeseries +| | | | | | | - volumeCount | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22823,59 +28499,49 @@ Definitions: | | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - List +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - Int | | | | | | | | | | | - List: -| | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - ITimeSerie -| | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - List_: -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - List -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - ITimeSerie -| | | | | | | | | | | | - List: +| | | | | | | | - IntLit: +| | | | | | | | | - 10 | | | | | | | - List: +| | | | | | | | - number of volume levels to track | | | | | - None | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IOrderBook +| | | | | | | | | - IObservable | | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - IVolumeLevels +| | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Represent an *orderbook* from point of view of a remote trader connected +| | | | | | | - Returns arrays of levels for given volumes [i*volumeDelta for i in range(0, volumeCount)] | | | | | | | - List: -| | | | | | | | - to the market by means of a *link* that introduces some latency in information propagation +| | | | | | | | - Level of volume V is a price at which cumulative volume of better orders is V | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - %(orderbook)s.name^remote +| | | | | | | - VolumeLevels(%(queue)s) | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.remote._Remote_Impl +| | | | | | | | - orderbook.volume_levels.VolumeLevels_Impl | | | | - FunDef: -| | | | | - NaiveCumulativePrice +| | | | | - LastPrice | | | | | - List: | | | | | | - Parameter: -| | | | | | | - book +| | | | | | | - queue | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22886,7 +28552,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IOrderBook +| | | | | | | | | | | | | - IOrderQueue | | | | | | | | | | | - List: | | | | | | | - Some: | | | | | | | | - FunCall: @@ -22894,11 +28560,41 @@ Definitions: | | | | | | | | | | - List: | | | | | | | | | | | - | | | | | | | | | | | - orderbook -| | | | | | | | | | | - OfTrader +| | | | | | | | | | | - Asks +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Price | | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Returns last defined price at *queue* +| | | | | | | - List: +| | | | | | | | - Returns None is *queue* has been always empty +| | | | | - List: +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic | | | | | | | - List: +| | | | | | | | - orderbook.last_price._LastPrice_Impl +| | | | - FunDef: +| | | | | - Local +| | | | | - List: | | | | | | - Parameter: -| | | | | | | - depth +| | | | | | | - name | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -22909,151 +28605,112 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - String | | | | | | | | | | | - List: -| | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - constant -| | | | | | | | | - List: -| | | | | | | - List: -| | | | | - Some: -| | | | | | - FunCall: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - -| | | | | | | | | - observable -| | | | | | | | | - Price +| | | | | | | | - StringLit: +| | | | | | | | | - -orderbook- | | | | | | | - List: -| | | | | | | | - FunCall: +| | | | | | - Parameter: +| | | | | | | - tickSize +| | | | | | | - Some: +| | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - ops -| | | | | | | | | | | - Condition_Float +| | | | | | | | | | | - Optional | | | | | | | | | - List: -| | | | | | | | | | - FunCall: +| | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - ops -| | | | | | | | | | | | | - Less +| | | | | | | | | | | | | - Float | | | | | | | | | | | - List: -| | | | | | | | | | | | - Var: -| | | | | | | | | | | | | - depth -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - constant -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | | | | - 0.0 -| | | | | | | | | | - FunCall: +| | | | | | | - Some: +| | | | | | | | - FloatLit: +| | | | | | | | | - 0.01 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - _digitsToShow +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - ops -| | | | | | | | | | | | | - Mul +| | | | | | | | | | | | | - Int | | | | | | | | | | | - List: -| | | | | | | | | | | | - Var: -| | | | | | | | | | | | | - depth -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | | - ask -| | | | | | | | | | | | | | | - Price -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - book -| | | | | | | | | | - FunCall: +| | | | | | | - Some: +| | | | | | | | - IntLit: +| | | | | | | | | - 2 +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - timeseries +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: -| | | | | | | | | | | | | - -| | | | | | | | | | | | | - ops -| | | | | | | | | | | | | - Condition_Float +| | | | | | | | | | | | | - List | | | | | | | | | | | - List: -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | | - Greater -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - depth -| | | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | - constant -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | | | | | | - 0.0 -| | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | | - Mul +| | | | | | | | | | | | | | | - ITimeSerie | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | - depth -| | | | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | | | | | - bid -| | | | | | | | | | | | | | | | | - Price -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - Var: -| | | | | | | | | | | | | | | | | - book -| | | | | | | | | | | | - FunCall: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - constant +| | | | | | | - Some: +| | | | | | | | - Cast: +| | | | | | | | | - List_: +| | | | | | | | | | - List: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - List +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - FloatLit: -| | | | | | | | | | | | | | | - 0.0 +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - ITimeSerie +| | | | | | | | | | | | - List: +| | | | | | | - List: +| | | | | - None | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IObservable +| | | | | | | | | - IOrderBook | | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - Price -| | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns naive approximation of price for best orders of total volume *depth* +| | | | | | | - Order book for a single asset in a market. | | | | | | | - List: -| | | | | | | | - by taking into account prices only for the best order -| | | | | | | | - -| | | | | | | | - Negative *depth* correponds to will buy assets -| | | | | | | | - Positive *depth* correponds to will sell assets +| | | | | | | | - Maintains two order queues for orders of different sides | | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - %(name)s +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | - List: +| | | | | | | | - orderbook.local._Local_Impl | | | | - FunDef: -| | | | | - Link +| | | | | - Remote | | | | | - List: | | | | | | - Parameter: -| | | | | | | - latency +| | | | | | | - orderbook | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -23064,50 +28721,101 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | | | - IOrderBook +| | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - Local +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - link +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - ITwoWayLink +| | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - TwoWayLink +| | | | | | | | | - List: +| | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - timeseries +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - List | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | - ITimeSerie | | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: +| | | | | | | | - Cast: +| | | | | | | | | - List_: | | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - const -| | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 0.001 +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - List +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - ITimeSerie +| | | | | | | | | | | | - List: | | | | | | | - List: -| | | | | | | | - function called for each packet in order to determine -| | | | | | | | - when it will appear at the end point | | | | | - None | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - ILink +| | | | | | | | | - IOrderBook | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Represents latency in information propagation from one agent to another one +| | | | | | | - Represent an *orderbook* from point of view of a remote trader connected | | | | | | | - List: -| | | | | | | | - (normally between a trader and a market). -| | | | | | | | - Ensures that sending packets via a link preserves their order. +| | | | | | | | - to the market by means of a *link* that introduces some latency in information propagation | | | | | - List: +| | | | | | - Attribute: +| | | | | | | - label +| | | | | | | - %(orderbook)s.name^remote | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - orderbook.link._Link_Impl +| | | | | | | | - orderbook.remote._Remote_Impl | | | | - FunDef: -| | | | | - Spread +| | | | | - NaiveCumulativePrice | | | | | - List: | | | | | | - Parameter: | | | | | | | - book @@ -23132,86 +28840,131 @@ Definitions: | | | | | | | | | | | - OfTrader | | | | | | | | | - List: | | | | | | | - List: +| | | | | | - Parameter: +| | | | | | | - depth +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: | | | | | - Some: | | | | | | - FunCall: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - observable -| | | | | | | | | - Price +| | | | | | | | | - ops +| | | | | | | | | - Condition | | | | | | | - List: | | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - | | | | | | | | | | | - ops -| | | | | | | | | | | - Sub +| | | | | | | | | | | - Less | | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - depth | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | - ask -| | | | | | | | | | | | | - Price +| | | | | | | | | | | | | - constant | | | | | | | | | | | - List: -| | | | | | | | | | | | - Var: -| | | | | | | | | | | | | - book +| | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | - 0.0 +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Mul +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - depth | | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - | | | | | | | | | | | | | - orderbook -| | | | | | | | | | | | | - bid +| | | | | | | | | | | | | - ask | | | | | | | | | | | | | - Price | | | | | | | | | | | - List: | | | | | | | | | | | | - Var: | | | | | | | | | | | | | - book -| | | | | - Some: -| | | | | | - SimpleType: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - -| | | | | | | | | - IObservable -| | | | | | | - List: -| | | | | | | | - SimpleType: +| | | | | | | | - FunCall: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Price -| | | | | | | | | - List: -| | | | | - Some: -| | | | | | - DocString: -| | | | | | | - Spread of order *book* -| | | | | | | - List: -| | | | | - List: -| | | | - FunDef: -| | | | | - LastTradePrice -| | | | | - List: -| | | | | | - Parameter: -| | | | | | | - queue -| | | | | | | - Some: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Optional +| | | | | | | | | | | - ops +| | | | | | | | | | | - Condition | | | | | | | | | - List: -| | | | | | | | | | - SimpleType: +| | | | | | | | | | - FunCall: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IOrderQueue +| | | | | | | | | | | | | - ops +| | | | | | | | | | | | | - Greater | | | | | | | | | | | - List: -| | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - orderbook -| | | | | | | | | | | - Asks -| | | | | | | | | - List: -| | | | | | | - List: -| | | | | - None +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - depth +| | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - constant +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | | - 0.0 +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - ops +| | | | | | | | | | | | | - Mul +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - depth +| | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | | - bid +| | | | | | | | | | | | | | | - Price +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | - book +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - constant +| | | | | | | | | | | - List: +| | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | - 0.0 | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -23223,40 +28976,22 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Price +| | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Returns price of the last trade at *queue* +| | | | | | | - Returns naive approximation of price for best orders of total volume *depth* | | | | | | | - List: -| | | | | | | | - Returns None if there haven't been any trades +| | | | | | | | - by taking into account prices only for the best order +| | | | | | | | - +| | | | | | | | - Negative *depth* correponds to will buy assets +| | | | | | | | - Positive *depth* correponds to will sell assets | | | | | - List: -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic -| | | | | | | - List: -| | | | | | | | - orderbook.last_trade._LastTradePrice_Impl -| | - List: -| | | - Attribute: -| | | | - category -| | | | - Asset -| | - List: -| | - false -| - PackageDef: -| | - Some: -| | | - QualifiedName: -| | | | - List: -| | | | | - observable -| | - List: -| | - Definitions: -| | | - List: | | | | - FunDef: -| | | | | - OnEveryDt +| | | | | - NaiveCumulativePrice | | | | | - List: | | | | | | - Parameter: -| | | | | | | - dt +| | | | | | | - book | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -23267,15 +29002,19 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - IOrderBook | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - FloatLit: -| | | | | | | | | - 1.0 +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - OfTrader +| | | | | | | | | - List: | | | | | | | - List: -| | | | | | | | - time discretization step | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - depth | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -23301,9 +29040,104 @@ Definitions: | | | | | | | | | | | - | | | | | | | | | | | - constant | | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: -| | | | | | | | - function to discretize -| | | | | - None +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - ops +| | | | | | | | | - Condition +| | | | | | | - List: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Less +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - depth +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - constant +| | | | | | | | | | | - List: +| | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | - 0.0 +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Mul +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - depth +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | - ask +| | | | | | | | | | | | | - Price +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - book +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - ops +| | | | | | | | | | | - Condition +| | | | | | | | | - List: +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - ops +| | | | | | | | | | | | | - Greater +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - depth +| | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - constant +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | | - 0.0 +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - ops +| | | | | | | | | | | | | - Mul +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Var: +| | | | | | | | | | | | | - depth +| | | | | | | | | | | | - FunCall: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - orderbook +| | | | | | | | | | | | | | | - bid +| | | | | | | | | | | | | | | - Price +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - Var: +| | | | | | | | | | | | | | | - book +| | | | | | | | | | - FunCall: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - constant +| | | | | | | | | | | - List: +| | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | - 0.0 | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -23319,27 +29153,18 @@ Definitions: | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Discretizes function *x* at even time steps *dt* +| | | | | | | - Returns naive approximation of price for best orders of total volume *depth* | | | | | | | - List: +| | | | | | | | - by taking into account prices only for the best order +| | | | | | | | - +| | | | | | | | - Negative *depth* correponds to will buy assets +| | | | | | | | - Positive *depth* correponds to will sell assets | | | | | - List: -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - [%(x)s]_dt=%(dt)s -| | | | | | - Attribute: -| | | | | | | - observe_args -| | | | | | | - no -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic -| | | | | | | - List: -| | | | | | | | - observable.on_every_dt._OnEveryDt_Impl | | | | - FunDef: -| | | | | - Volume +| | | | | - Link | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - latency | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -23350,7 +29175,7 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IObservable | | | | | | | | | | | - List: | | | | | | | | | | | | - SimpleType: | | | | | | | | | | | | | - QualifiedName: @@ -23359,61 +29184,44 @@ Definitions: | | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - const -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float -| | | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 0.001 | | | | | | | - List: +| | | | | | | | - function called for each packet in order to determine +| | | | | | | | - when it will appear at the end point | | | | | - None | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - -| | | | | | | | | - IObservable +| | | | | | | | | - ILink | | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - Volume -| | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Down casts function *x* to IObservable[Volume]. +| | | | | | | - Represents latency in information propagation from one agent to another one | | | | | | | - List: -| | | | | | | | - Needed since generic functions aren't implemented yet +| | | | | | | | - (normally between a trader and a market). +| | | | | | | | - Ensures that sending packets via a link preserves their order. | | | | | - List: -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - [%(x)s] | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - observable.on_every_dt._Observable_Impl +| | | | | | | | - orderbook.link._Link_Impl | | | | - FunDef: -| | | | | - Side +| | | | | - Spread | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - book | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -23424,37 +29232,45 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IOrderBook | | | | | | | | | | | - List: -| | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Side -| | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - side -| | | | | | | | | | | | - Sell -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Side -| | | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - OfTrader +| | | | | | | | | - List: | | | | | | | - List: -| | | | | - None +| | | | | - Some: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - ops +| | | | | | | | | - Sub +| | | | | | | - List: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - ask +| | | | | | | | | | | - Price +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - book +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - bid +| | | | | | | | | | | - Price +| | | | | | | | | - List: +| | | | | | | | | | - Var: +| | | | | | | | | | | - book | | | | | - Some: | | | | | | - SimpleType: | | | | | | | - QualifiedName: @@ -23466,29 +29282,18 @@ Definitions: | | | | | | | | | - QualifiedName: | | | | | | | | | | - List: | | | | | | | | | | | - -| | | | | | | | | | | - Side +| | | | | | | | | | | - Float | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Down casts function *x* to IObservable[Side]. +| | | | | | | - Spread of order *book* | | | | | | | - List: -| | | | | | | | - Needed since generic functions aren't implemented yet | | | | | - List: -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - [%(x)s] -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic -| | | | | | | - List: -| | | | | | | | - observable.on_every_dt._ObservableSide_Impl | | | | - FunDef: -| | | | | - Price +| | | | | - LastTradePrice | | | | | - List: | | | | | | - Parameter: -| | | | | | | - x +| | | | | | | - queue | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -23499,34 +29304,16 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - IOrderQueue | | | | | | | | | | | - List: -| | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - const -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float -| | | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - orderbook +| | | | | | | | | | | - Asks +| | | | | | | | | - List: | | | | | | | - List: | | | | | - None | | | | | - Some: @@ -23544,25 +29331,36 @@ Definitions: | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Down casts function *x* to IObservable[Price]. +| | | | | | | - Returns price of the last trade at *queue* | | | | | | | - List: -| | | | | | | | - Needed since generic functions aren't implemented yet +| | | | | | | | - Returns None if there haven't been any trades | | | | | - List: -| | | | | | - Attribute: -| | | | | | | - label -| | | | | | | - [%(x)s] | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - observable.on_every_dt._Observable_Impl +| | | | | | | | - orderbook.last_trade._LastTradePrice_Impl +| | - List: +| | | - Attribute: +| | | | - category +| | | | - Asset +| | - List: +| | - false +| - PackageDef: +| | - Some: +| | | - QualifiedName: +| | | | - List: +| | | | | - observable +| | - List: +| | - Definitions: +| | | - List: | | | | - FunDef: -| | | | | - BreaksAtChanges +| | | | | - OnEveryDt | | | | | - List: | | | | | | - Parameter: -| | | | | | | - source +| | | | | | | - dt | | | | | | | - Some: | | | | | | | | - SimpleType: | | | | | | | | | - QualifiedName: @@ -23573,54 +29371,13 @@ Definitions: | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | - List: | | | | | | | | | | | | | - -| | | | | | | | | | | | | - IFunction +| | | | | | | | | | | | | - Float | | | | | | | | | | | - List: -| | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | - Float -| | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - FunCall: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - constant -| | | | | | | | | - List: -| | | | | | | | | | - FloatLit: -| | | | | | | | | | | - 1.0 -| | | | | | | - List: -| | | | | - None -| | | | | - Some: -| | | | | | - SimpleType: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - -| | | | | | | | | - IObservable -| | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - -| | | | | | | | | | | - Float -| | | | | | | | | - List: -| | | | | - Some: -| | | | | | - DocString: -| | | | | | | - Observable listening to *source* -| | | | | | | - List: -| | | | | | | | - When *source* changes it inserts *undefined* value and then immidiately becomes equal to *source* value -| | | | | - List: -| | | | | | - Annotation: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - python -| | | | | | | | | - intrinsic +| | | | | | | | - FloatLit: +| | | | | | | | | - 1.0 | | | | | | | - List: -| | | | | | | | - observable.breaks_at_changes._BreaksAtChanges_Impl -| | | | - FunDef: -| | | | | - Float -| | | | | - List: +| | | | | | | | - time discretization step | | | | | | - Parameter: | | | | | | | - x | | | | | | | - Some: @@ -23642,26 +29399,16 @@ Definitions: | | | | | | | | | | | | | | | - Float | | | | | | | | | | | | | - List: | | | | | | | - Some: -| | | | | | | | - Cast: -| | | | | | | | | - FunCall: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - const -| | | | | | | | | | - List: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: | | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float -| | | | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - constant +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 | | | | | | | - List: +| | | | | | | | - function to discretize | | | | | - None | | | | | - Some: | | | | | | - SimpleType: @@ -23678,20 +29425,22 @@ Definitions: | | | | | | | | | - List: | | | | | - Some: | | | | | | - DocString: -| | | | | | | - Down casts function *x* to IObservable[Float]. +| | | | | | | - Discretizes function *x* at even time steps *dt* | | | | | | | - List: -| | | | | | | | - Needed since generic functions aren't implemented yet | | | | | - List: | | | | | | - Attribute: | | | | | | | - label -| | | | | | | - [%(x)s] +| | | | | | | - [%(x)s]_dt=%(dt)s +| | | | | | - Attribute: +| | | | | | | - observe_args +| | | | | | | - no | | | | | | - Annotation: | | | | | | | - QualifiedName: | | | | | | | | - List: | | | | | | | | | - python | | | | | | | | | - intrinsic | | | | | | | - List: -| | | | | | | | - observable.on_every_dt._Observable_Impl +| | | | | | | | - observable.on_every_dt._OnEveryDt_Impl | | | | - FunDef: | | | | | - Quote | | | | | - List: @@ -23782,6 +29531,66 @@ Definitions: | | | | | | | | | - intrinsic | | | | | | | - List: | | | | | | | | - observable.quote.Quote_Impl +| | | | - FunDef: +| | | | | - BreaksAtChanges +| | | | | - List: +| | | | | | - Parameter: +| | | | | | | - source +| | | | | | | - Some: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Optional +| | | | | | | | | - List: +| | | | | | | | | | - SimpleType: +| | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - +| | | | | | | | | | | | | - IObservable +| | | | | | | | | | | - List: +| | | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | | - +| | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | - List: +| | | | | | | - Some: +| | | | | | | | - FunCall: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - const +| | | | | | | | | - List: +| | | | | | | | | | - FloatLit: +| | | | | | | | | | | - 1.0 +| | | | | | | - List: +| | | | | - None +| | | | | - Some: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - +| | | | | | | | | | | - Float +| | | | | | | | | - List: +| | | | | - Some: +| | | | | | - DocString: +| | | | | | | - Observable listening to *source* +| | | | | | | - List: +| | | | | | | | - When *source* changes it inserts *undefined* value and then immidiately becomes equal to *source* value +| | | | | - List: +| | | | | | - Annotation: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - python +| | | | | | | | | - intrinsic +| | | | | | | - List: +| | | | | | | | - observable.breaks_at_changes._BreaksAtChanges_Impl | | - List: | | | - Attribute: | | | | - category @@ -23931,7 +29740,7 @@ Definitions: | | | | | | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | | | | | | - Int | | | | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | - Some: | | | | | | | | | | | | | | - FunCall: @@ -23967,7 +29776,7 @@ Definitions: | | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | | - | | | | | | | | | | | | | | | | | - ops -| | | | | | | | | | | | | | | | | - Condition_Float +| | | | | | | | | | | | | | | | | - Condition | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - FunCall: | | | | | | | | | | | | | | | | | - QualifiedName: @@ -24380,45 +30189,7 @@ Definitions: | | | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Volume -| | | | | | | | | | | | | | - List: -| | | | | | | | | | - None -| | | | | | | | | | - List: -| | | | | | | | - Some: -| | | | | | | | | - Var: -| | | | | | | | | | - x -| | | | | | | | - Some: -| | | | | | | | | - SimpleType: -| | | | | | | | | | - QualifiedName: -| | | | | | | | | | | - List: -| | | | | | | | | | | | - -| | | | | | | | | | | | - IFunction -| | | | | | | | | | - List: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Volume -| | | | | | | | | | | | - List: -| | | | | | | | - None -| | | | | | | | - List: -| | | | | | | - FunDef: -| | | | | | | | - f -| | | | | | | | - List: -| | | | | | | | | - Parameter: -| | | | | | | | | | - x -| | | | | | | | | | - Some: -| | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - IFunction -| | | | | | | | | | | | - List: -| | | | | | | | | | | | | - SimpleType: -| | | | | | | | | | | | | | - QualifiedName: -| | | | | | | | | | | | | | | - List: -| | | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | | | - Volume | | | | | | | | | | | | | | - List: | | | | | | | | | | - None | | | | | | | | | | - List: @@ -24436,7 +30207,7 @@ Definitions: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - Volume | | | | | | | | | | | | - List: | | | | | | | | - None | | | | | | | | - List: @@ -24555,7 +30326,42 @@ Definitions: | | | | | | | | | | | | - QualifiedName: | | | | | | | | | | | | | - List: | | | | | | | | | | | | | | - -| | | | | | | | | | | | | | - Float +| | | | | | | | | | | | | | - Volume +| | | | | | | | | | | | - List: +| | | | | | | | - None +| | | | | | | | - List: +| | | | | | | - FunDef: +| | | | | | | | - hh +| | | | | | | | - List: +| | | | | | | | - Some: +| | | | | | | | | - FunCall: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - trash +| | | | | | | | | | | | - overloading +| | | | | | | | | | | | - f +| | | | | | | | | | - List: +| | | | | | | | | | | - FunCall: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - constant +| | | | | | | | | | | | - List: +| | | | | | | | | | | | | - FloatLit: +| | | | | | | | | | | | | | - 12.2 +| | | | | | | | - Some: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - IFunction +| | | | | | | | | | - List: +| | | | | | | | | | | - SimpleType: +| | | | | | | | | | | | - QualifiedName: +| | | | | | | | | | | | | - List: +| | | | | | | | | | | | | | - +| | | | | | | | | | | | | | - Price | | | | | | | | | | | | - List: | | | | | | | | - None | | | | | | | | - List: @@ -24629,16 +30435,15 @@ Definitions: | | - Generics: | | | - List: | | - List: -| - Interface: +| - Alias: | | - Volume | | - Generics: | | | - List: -| | - List: -| | | - SimpleType: -| | | | - QualifiedName: -| | | | | - List: -| | | | | | - Int +| | - SimpleType: +| | | - QualifiedName: | | | | - List: +| | | | | - Int +| | | - List: | - Interface: | | - Optional | | - Generics: @@ -24660,16 +30465,15 @@ Definitions: | | - Generics: | | | - List: | | - List: -| - Interface: +| - Alias: | | - Price | | - Generics: | | | - List: -| | - List: -| | | - SimpleType: -| | | | - QualifiedName: -| | | | | - List: -| | | | | | - Float +| | - SimpleType: +| | | - QualifiedName: | | | | - List: +| | | | | - Float +| | | - List: | - Interface: | | - IOrderQueue | | - Generics: @@ -24729,110 +30533,426 @@ Definitions: | | | | | - SimpleType: | | | | | | - QualifiedName: | | | | | | | - List: -| | | | | | | | - U +| | | | | | | | - U +| | | | | | - List: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - IEvent +| | | | - List: +| - Alias: +| | - IFunction +| | - Generics: +| | | - List: +| | | | - T +| | - FunctionType: +| | | - List: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - T +| | | | - List: +| - Interface: +| | - ISingleAssetStrategy +| | - Generics: +| | | - List: +| | - List: +| - Interface: +| | - ISingleAssetTrader +| | - Generics: +| | | - List: +| | - List: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - IAccount +| | | | - List: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - ITrader +| | | | - List: +| - Interface: +| | - IVolumeLevels +| | - Generics: +| | | - List: +| | - List: +| - Interface: +| | - Order +| | - Generics: +| | | - List: +| | - List: +| - Interface: +| | - List +| | - Generics: +| | | - List: +| | | | - T +| | - List: +| - Interface: +| | - IDifferentiable +| | - Generics: +| | | - List: +| | - List: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - IFunction +| | | | - List: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - Float +| | | | | | - List: +| - Interface: +| | - ITimeSerie +| | - Generics: +| | | - List: +| | - List: +| - Interface: +| | - Any +| | - Generics: +| | | - List: +| | - List: +| - Alias: +| | - IOrderGenerator +| | - Generics: +| | | - List: +| | - SimpleType: +| | | - QualifiedName: +| | | | - List: +| | | | | - IObservable +| | | - List: +| | | | - SimpleType: +| | | | | - QualifiedName: +| | | | | | - List: +| | | | | | | - Order +| | | | | - List: +| - Interface: +| | - String +| | - Generics: +| | | - List: +| | - List: +| - FunDef: +| | - constant +| | - List: +| | | - Parameter: +| | | | - x +| | | | - Some: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - Optional +| | | | | | - List: +| | | | | | | - SimpleType: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - Int +| | | | | | | | - List: +| | | | - Some: +| | | | | - IntLit: +| | | | | | - 1 +| | | | - List: +| | - Some: +| | | - Cast: +| | | | - FunCall: +| | | | | - QualifiedName: +| | | | | | - List: +| | | | | | | - +| | | | | | | - const +| | | | | - List: +| | | | | | - Var: +| | | | | | | - x +| | | | - SimpleType: +| | | | | - QualifiedName: +| | | | | | - List: +| | | | | | | - +| | | | | | | - IFunction +| | | | | - List: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - Int +| | | | | | | - List: +| | - Some: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - +| | | | | | - IFunction +| | | | - List: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - Int +| | | | | | - List: +| | - Some: +| | | - DocString: +| | | | - Function always returning *x* +| | | | - List: +| | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Attribute: +| | | | - label +| | | | - C=%(x)s +| - FunDef: +| | - constant +| | - List: +| | | - Parameter: +| | | | - x +| | | | - Some: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - Optional +| | | | | | - List: +| | | | | | | - SimpleType: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - Float +| | | | | | | | - List: +| | | | - Some: +| | | | | - FloatLit: +| | | | | | - 1.0 +| | | | - List: +| | - Some: +| | | - Cast: +| | | | - FunCall: +| | | | | - QualifiedName: +| | | | | | - List: +| | | | | | | - +| | | | | | | - const +| | | | | - List: +| | | | | | - Var: +| | | | | | | - x +| | | | - SimpleType: +| | | | | - QualifiedName: +| | | | | | - List: +| | | | | | | - +| | | | | | | - IFunction +| | | | | - List: +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - Float +| | | | | | | - List: +| | - Some: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - +| | | | | | - IFunction +| | | | - List: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - Float | | | | | | - List: -| | | - SimpleType: -| | | | - QualifiedName: -| | | | | - List: -| | | | | | - IEvent -| | | | - List: -| - Alias: -| | - IFunction -| | - Generics: -| | | - List: -| | | | - T -| | - FunctionType: -| | | - List: -| | | - SimpleType: -| | | | - QualifiedName: -| | | | | - List: -| | | | | | - T +| | - Some: +| | | - DocString: +| | | | - Function always returning *x* | | | | - List: -| - Interface: -| | - ISingleAssetStrategy -| | - Generics: -| | | - List: | | - List: -| - Interface: -| | - ISingleAssetTrader -| | - Generics: -| | | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Attribute: +| | | | - label +| | | | - C=%(x)s +| - FunDef: +| | - false | | - List: +| | - None +| | - Some: | | | - SimpleType: | | | | - QualifiedName: | | | | | - List: -| | | | | | - IAccount +| | | | | | - +| | | | | | - IFunction | | | | - List: -| | | - SimpleType: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - Boolean +| | | | | | - List: +| | - Some: +| | | - DocString: +| | | | - Function always returning *False* +| | | | - List: +| | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Attribute: +| | | | - label +| | | | - False +| | | - Annotation: | | | | - QualifiedName: | | | | | - List: -| | | | | | - ITrader +| | | | | | - python +| | | | | | - intrinsic +| | | | | | - function | | | | - List: -| - Interface: -| | - IVolumeLevels -| | - Generics: -| | | - List: -| | - List: -| - Interface: -| | - Order -| | - Generics: -| | | - List: -| | - List: -| - Interface: -| | - List -| | - Generics: -| | | - List: -| | | | - T -| | - List: -| - Interface: -| | - IDifferentiable -| | - Generics: -| | | - List: +| | | | | - _constant._False_Impl +| - FunDef: +| | - observableTrue | | - List: +| | - None +| | - Some: | | | - SimpleType: | | | | - QualifiedName: | | | | | - List: -| | | | | | - IFunction +| | | | | | - +| | | | | | - IObservable | | | | - List: | | | | | - SimpleType: | | | | | | - QualifiedName: | | | | | | | - List: -| | | | | | | | - Float +| | | | | | | | - +| | | | | | | | - Boolean | | | | | | - List: -| - Interface: -| | - ITimeSerie -| | - Generics: -| | | - List: +| | - Some: +| | | - DocString: +| | | | - Trivial observable always returning *True* +| | | | - List: | | - List: -| - Interface: -| | - Any -| | - Generics: -| | | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Attribute: +| | | | - label +| | | | - True +| | | - Annotation: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - python +| | | | | | - intrinsic +| | | | | | - observable +| | | | - List: +| | | | | - _constant._True_Impl +| - FunDef: +| | - null | | - List: -| - Alias: -| | - IOrderGenerator -| | - Generics: -| | | - List: -| | - SimpleType: -| | | - QualifiedName: +| | - None +| | - Some: +| | | - FunctionType: | | | | - List: -| | | | | - IObservable -| | | - List: | | | | - SimpleType: | | | | | - QualifiedName: | | | | | | - List: -| | | | | | | - Order +| | | | | | | - +| | | | | | | - Float | | | | | - List: -| - Interface: -| | - String -| | - Generics: -| | | - List: +| | - Some: +| | | - DocString: +| | | | - Trivial observable always returning *undefined* or *None* value +| | | | - List: | | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Annotation: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - python +| | | | | | - intrinsic +| | | | - List: +| | | | | - _constant._Null_Impl | - FunDef: -| | - constant +| | - TimeSerie | | - List: | | | - Parameter: -| | | | - x +| | | | - source +| | | | - Some: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - Optional +| | | | | | - List: +| | | | | | | - SimpleType: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - IObservable +| | | | | | | | - List: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - Any +| | | | | | | | | | - List: +| | | | - Some: +| | | | | - Cast: +| | | | | | - FunCall: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - const +| | | | | | | - List: +| | | | | | | | - FloatLit: +| | | | | | | | | - 0.0 +| | | | | | - SimpleType: +| | | | | | | - QualifiedName: +| | | | | | | | - List: +| | | | | | | | | - +| | | | | | | | | - IObservable +| | | | | | | - List: +| | | | | | | | - SimpleType: +| | | | | | | | | - QualifiedName: +| | | | | | | | | | - List: +| | | | | | | | | | | - Any +| | | | | | | | | - List: +| | | | - List: +| | | - Parameter: +| | | | - graph +| | | | - Some: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - Optional +| | | | | | - List: +| | | | | | | - SimpleType: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - IGraph +| | | | | | | | - List: +| | | | - Some: +| | | | | - FunCall: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - veusz +| | | | | | | | - Graph +| | | | | | - List: +| | | | - List: +| | | - Parameter: +| | | | - _digitsToShow +| | | | - Some: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - Optional +| | | | | | - List: +| | | | | | | - SimpleType: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - Int +| | | | | | | | - List: +| | | | - Some: +| | | | | - IntLit: +| | | | | | - 4 +| | | | - List: +| | | - Parameter: +| | | | - _smooth | | | | - Some: | | | | | - SimpleType: | | | | | | - QualifiedName: @@ -24843,50 +30963,59 @@ Definitions: | | | | | | | | - QualifiedName: | | | | | | | | | - List: | | | | | | | | | | - -| | | | | | | | | | - Float +| | | | | | | | | | - Int | | | | | | | | - List: | | | | - Some: -| | | | | - FloatLit: -| | | | | | - 1.0 +| | | | | - IntLit: +| | | | | | - 1 | | | | - List: +| | - None | | - Some: -| | | - Cast: -| | | | - FunCall: -| | | | | - QualifiedName: -| | | | | | - List: -| | | | | | | - -| | | | | | | - const +| | | - SimpleType: +| | | | - QualifiedName: | | | | | - List: -| | | | | | - Var: -| | | | | | | - x -| | | | - SimpleType: -| | | | | - QualifiedName: -| | | | | | - List: -| | | | | | | - -| | | | | | | - IFunction +| | | | | | - +| | | | | | - ITimeSerie +| | | | - List: +| | - Some: +| | | - DocString: +| | | | - Time serie to store and render it after on a graph +| | | | - List: +| | | | | - Used to specify what data should be collected about order books and traders +| | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Attribute: +| | | | - label +| | | | - %(source)s +| | | - Annotation: +| | | | - QualifiedName: | | | | | - List: -| | | | | | - SimpleType: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - -| | | | | | | | | - Float -| | | | | | | - List: +| | | | | | - python +| | | | | | - intrinsic +| | | | - List: +| | | | | - timeserie._ToRecord_Impl +| - FunDef: +| | - observableFalse +| | - List: +| | - None | | - Some: | | | - SimpleType: | | | | - QualifiedName: | | | | | - List: | | | | | | - -| | | | | | - IFunction +| | | | | | - IObservable | | | | - List: | | | | | - SimpleType: | | | | | | - QualifiedName: | | | | | | | - List: | | | | | | | | - -| | | | | | | | - Float +| | | | | | | | - Boolean | | | | | | - List: | | - Some: | | | - DocString: -| | | | - Function always returning *x* +| | | | - Trivial observable always returning *False* | | | | - List: | | - List: | | | - Attribute: @@ -24894,10 +31023,36 @@ Definitions: | | | | - Basic | | | - Attribute: | | | | - label -| | | | - C=%(x)s +| | | | - False +| | | - Annotation: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - python +| | | | | | - intrinsic +| | | | | | - observable +| | | | - List: +| | | | | - _constant._False_Impl | - FunDef: -| | - false +| | - const | | - List: +| | | - Parameter: +| | | | - x +| | | | - Some: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - Optional +| | | | | | - List: +| | | | | | | - SimpleType: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - Int +| | | | | | | | - List: +| | | | - Some: +| | | | | - IntLit: +| | | | | | - 1 +| | | | - List: | | - None | | - Some: | | | - SimpleType: @@ -24910,11 +31065,11 @@ Definitions: | | | | | | - QualifiedName: | | | | | | | - List: | | | | | | | | - -| | | | | | | | - Boolean +| | | | | | | | - Int | | | | | | - List: | | - Some: | | | - DocString: -| | | | - Trivial observable always returning *False* +| | | | - Trivial observable always returning *x* | | | | - List: | | - List: | | | - Attribute: @@ -24922,45 +31077,71 @@ Definitions: | | | | - Basic | | | - Attribute: | | | | - label -| | | | - False +| | | | - C=%(x)s | | | - Annotation: | | | | - QualifiedName: | | | | | - List: | | | | | | - python | | | | | | - intrinsic -| | | | | | - function +| | | | | | - observable | | | | - List: -| | | | | - _constant._False_Impl +| | | | | - _constant._Constant_Impl | - FunDef: -| | - null +| | - const | | - List: +| | | - Parameter: +| | | | - x +| | | | - Some: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - Optional +| | | | | | - List: +| | | | | | | - SimpleType: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - Float +| | | | | | | | - List: +| | | | - Some: +| | | | | - FloatLit: +| | | | | | - 1.0 +| | | | - List: | | - None | | - Some: -| | | - FunctionType: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - +| | | | | | - IObservable | | | | - List: -| | | | - SimpleType: -| | | | | - QualifiedName: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - Float | | | | | | - List: -| | | | | | | - -| | | | | | | - Float -| | | | | - List: | | - Some: | | | - DocString: -| | | | - Trivial observable always returning *undefined* or *None* value +| | | | - Trivial observable always returning *x* | | | | - List: | | - List: | | | - Attribute: | | | | - category | | | | - Basic +| | | - Attribute: +| | | | - label +| | | | - C=%(x)s | | | - Annotation: | | | | - QualifiedName: | | | | | - List: | | | | | | - python | | | | | | - intrinsic +| | | | | | - observable | | | | - List: -| | | | | - _constant._Null_Impl +| | | | | - _constant._Constant_Impl | - FunDef: -| | - TimeSerie +| | - CandleSticks | | - List: | | | - Parameter: | | | | - source @@ -24979,32 +31160,113 @@ Definitions: | | | | | | | | | - SimpleType: | | | | | | | | | | - QualifiedName: | | | | | | | | | | | - List: -| | | | | | | | | | | | - Any +| | | | | | | | | | | | - +| | | | | | | | | | | | - Float | | | | | | | | | | - List: | | | | - Some: -| | | | | - Cast: -| | | | | | - FunCall: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - -| | | | | | | | | - const +| | | | | - FunCall: +| | | | | | - QualifiedName: | | | | | | | - List: -| | | | | | | | - FloatLit: -| | | | | | | | | - 0.0 -| | | | | | - SimpleType: -| | | | | | | - QualifiedName: -| | | | | | | | - List: -| | | | | | | | | - -| | | | | | | | | - IObservable +| | | | | | | | - +| | | | | | | | - const +| | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 +| | | | - List: +| | | | | - observable data source considered as asset price +| | | - Parameter: +| | | | - timeframe +| | | | - Some: +| | | | | - SimpleType: +| | | | | | - QualifiedName: | | | | | | | - List: -| | | | | | | | - SimpleType: -| | | | | | | | | - QualifiedName: -| | | | | | | | | | - List: -| | | | | | | | | | | - Any +| | | | | | | | - Optional +| | | | | | - List: +| | | | | | | - SimpleType: +| | | | | | | | - QualifiedName: | | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - Float +| | | | | | | | - List: +| | | | - Some: +| | | | | - FloatLit: +| | | | | | - 10.0 +| | | | - List: +| | | | | - size of timeframe +| | - None +| | - Some: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - +| | | | | | - IObservable +| | | | - List: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - CandleStick +| | | | | | - List: +| | - Some: +| | | - DocString: +| | | | - Observable returning at the end of every *timeframe* +| | | | - List: +| | | | | - open/close/min/max price, its average and standard deviation +| | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Attribute: +| | | | - label +| | | | - Candles_{%(source)s} +| | | - Annotation: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - python +| | | | | | - intrinsic +| | | | - List: +| | | | | - observable.candlestick.CandleSticks_Impl +| - FunDef: +| | - true +| | - List: +| | - None +| | - Some: +| | | - SimpleType: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - +| | | | | | - IFunction +| | | | - List: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - Boolean +| | | | | | - List: +| | - Some: +| | | - DocString: +| | | | - Function always returning *True* +| | | | - List: +| | - List: +| | | - Attribute: +| | | | - category +| | | | - Basic +| | | - Attribute: +| | | | - label +| | | | - True +| | | - Annotation: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - python +| | | | | | - intrinsic +| | | | | | - function | | | | - List: +| | | | | - _constant._True_Impl +| - FunDef: +| | - IfDefined +| | - List: | | | - Parameter: -| | | | - graph +| | | | - x | | | | - Some: | | | | | - SimpleType: | | | | | | - QualifiedName: @@ -25015,19 +31277,26 @@ Definitions: | | | | | | | | - QualifiedName: | | | | | | | | | - List: | | | | | | | | | | - -| | | | | | | | | | - IGraph +| | | | | | | | | | - IObservable | | | | | | | | - List: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - Float +| | | | | | | | | | - List: | | | | - Some: | | | | | - FunCall: | | | | | | - QualifiedName: | | | | | | | - List: | | | | | | | | - -| | | | | | | | - veusz -| | | | | | | | - Graph +| | | | | | | | - const | | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 | | | | - List: | | | - Parameter: -| | | | - _digitsToShow +| | | | - elsePart | | | | - Some: | | | | | - SimpleType: | | | | | | - QualifiedName: @@ -25038,59 +31307,84 @@ Definitions: | | | | | | | | - QualifiedName: | | | | | | | | | - List: | | | | | | | | | | - -| | | | | | | | | | - Int +| | | | | | | | | | - IObservable | | | | | | | | - List: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - Float +| | | | | | | | | | - List: | | | | - Some: -| | | | | - IntLit: -| | | | | | - 4 +| | | | | - FunCall: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - const +| | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 | | | | - List: -| | | - Parameter: -| | | | - _smooth -| | | | - Some: -| | | | | - SimpleType: +| | | | | - function to take values from when *x* is undefined +| | - Some: +| | | - FunCall: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - +| | | | | | - ops +| | | | | | - Condition +| | | | - List: +| | | | | - FunCall: | | | | | | - QualifiedName: | | | | | | | - List: -| | | | | | | | - Optional +| | | | | | | | - +| | | | | | | | - ops +| | | | | | | | - NotEqual | | | | | | - List: -| | | | | | | - SimpleType: +| | | | | | | - Var: +| | | | | | | | - x +| | | | | | | - FunCall: | | | | | | | | - QualifiedName: | | | | | | | | | - List: | | | | | | | | | | - -| | | | | | | | | | - Int +| | | | | | | | | | - null | | | | | | | | - List: -| | | | - Some: -| | | | | - IntLit: -| | | | | | - 1 -| | | | - List: -| | - None +| | | | | - Var: +| | | | | | - x +| | | | | - Var: +| | | | | | - elsePart | | - Some: | | | - SimpleType: | | | | - QualifiedName: | | | | | - List: | | | | | | - -| | | | | | - ITimeSerie +| | | | | | - IObservable | | | | - List: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - Float +| | | | | | - List: | | - Some: | | | - DocString: -| | | | - Time serie to store and render it after on a graph +| | | | - Returns *x* if defined and *elsePart* otherwise | | | | - List: -| | | | | - Used to specify what data should be collected about order books and traders | | - List: | | | - Attribute: | | | | - category | | | | - Basic | | | - Attribute: | | | | - label -| | | | - %(source)s +| | | | - If def(%(x)s) else %(elsePart)s | | | - Annotation: | | | | - QualifiedName: | | | | | - List: | | | | | | - python -| | | | | | - intrinsic +| | | | | | - observable | | | | - List: -| | | | | - timeserie._ToRecord_Impl | - FunDef: -| | - const +| | - IfDefined | | - List: | | | - Parameter: | | | | - x @@ -25104,13 +31398,82 @@ Definitions: | | | | | | | | - QualifiedName: | | | | | | | | | - List: | | | | | | | | | | - -| | | | | | | | | | - Float +| | | | | | | | | | - IFunction | | | | | | | | - List: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - Float +| | | | | | | | | | - List: | | | | - Some: -| | | | | - FloatLit: -| | | | | | - 1.0 +| | | | | - FunCall: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - constant +| | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 | | | | - List: -| | - None +| | | - Parameter: +| | | | - elsePart +| | | | - Some: +| | | | | - SimpleType: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - Optional +| | | | | | - List: +| | | | | | | - SimpleType: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - IObservable +| | | | | | | | - List: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - Float +| | | | | | | | | | - List: +| | | | - Some: +| | | | | - FunCall: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - const +| | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 +| | | | - List: +| | | | | - function to take values from when *x* is undefined +| | - Some: +| | | - FunCall: +| | | | - QualifiedName: +| | | | | - List: +| | | | | | - +| | | | | | - ops +| | | | | | - Condition +| | | | - List: +| | | | | - FunCall: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - ops +| | | | | | | | - NotEqual +| | | | | | - List: +| | | | | | | - Var: +| | | | | | | | - x +| | | | | | | - FunCall: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - null +| | | | | | | | - List: +| | | | | - Var: +| | | | | | - x +| | | | | - Var: +| | | | | | - elsePart | | - Some: | | | - SimpleType: | | | | - QualifiedName: @@ -25126,7 +31489,7 @@ Definitions: | | | | | | - List: | | - Some: | | | - DocString: -| | | | - Trivial observable always returning *x* +| | | | - Returns *x* if defined and *elsePart* otherwise | | | | - List: | | - List: | | | - Attribute: @@ -25134,20 +31497,18 @@ Definitions: | | | | - Basic | | | - Attribute: | | | | - label -| | | | - C=%(x)s +| | | | - If def(%(x)s) else %(elsePart)s | | | - Annotation: | | | | - QualifiedName: | | | | | - List: | | | | | | - python -| | | | | | - intrinsic -| | | | | | - function +| | | | | | - observable | | | | - List: -| | | | | - _constant._Constant_Impl | - FunDef: -| | - CandleSticks +| | - IfDefined | | - List: | | | - Parameter: -| | | | - source +| | | | - x | | | | - Some: | | | | | - SimpleType: | | | | | | - QualifiedName: @@ -25173,10 +31534,11 @@ Definitions: | | | | | | | | - | | | | | | | | - const | | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 | | | | - List: -| | | | | - observable data source considered as asset price | | | - Parameter: -| | | | - timeframe +| | | | - elsePart | | | | - Some: | | | | | - SimpleType: | | | | | | - QualifiedName: @@ -25187,50 +31549,52 @@ Definitions: | | | | | | | | - QualifiedName: | | | | | | | | | - List: | | | | | | | | | | - -| | | | | | | | | | - Float +| | | | | | | | | | - IFunction | | | | | | | | - List: +| | | | | | | | | - SimpleType: +| | | | | | | | | | - QualifiedName: +| | | | | | | | | | | - List: +| | | | | | | | | | | | - +| | | | | | | | | | | | - Float +| | | | | | | | | | - List: | | | | - Some: -| | | | | - FloatLit: -| | | | | | - 10.0 +| | | | | - FunCall: +| | | | | | - QualifiedName: +| | | | | | | - List: +| | | | | | | | - +| | | | | | | | - constant +| | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 | | | | - List: -| | | | | - size of timeframe -| | - None +| | | | | - function to take values from when *x* is undefined | | - Some: -| | | - SimpleType: +| | | - FunCall: | | | | - QualifiedName: | | | | | - List: | | | | | | - -| | | | | | - IObservable +| | | | | | - ops +| | | | | | - Condition | | | | - List: -| | | | | - SimpleType: +| | | | | - FunCall: | | | | | | - QualifiedName: | | | | | | | - List: | | | | | | | | - -| | | | | | | | - CandleStick +| | | | | | | | - ops +| | | | | | | | - NotEqual | | | | | | - List: -| | - Some: -| | | - DocString: -| | | | - Observable returning at the end of every *timeframe* -| | | | - List: -| | | | | - open/close/min/max price, its average and standard deviation -| | - List: -| | | - Attribute: -| | | | - category -| | | | - Basic -| | | - Attribute: -| | | | - label -| | | | - Candles_{%(source)s} -| | | - Annotation: -| | | | - QualifiedName: -| | | | | - List: -| | | | | | - python -| | | | | | - intrinsic -| | | | - List: -| | | | | - observable.candlestick.CandleSticks_Impl -| - FunDef: -| | - true -| | - List: -| | - None +| | | | | | | - Var: +| | | | | | | | - x +| | | | | | | - FunCall: +| | | | | | | | - QualifiedName: +| | | | | | | | | - List: +| | | | | | | | | | - +| | | | | | | | | | - null +| | | | | | | | - List: +| | | | | - Var: +| | | | | | - x +| | | | | - Var: +| | | | | | - elsePart | | - Some: | | | - SimpleType: | | | | - QualifiedName: @@ -25242,11 +31606,11 @@ Definitions: | | | | | | - QualifiedName: | | | | | | | - List: | | | | | | | | - -| | | | | | | | - Boolean +| | | | | | | | - Float | | | | | | - List: | | - Some: | | | - DocString: -| | | | - Trivial observable always returning *True* +| | | | - Returns *x* if defined and *elsePart* otherwise | | | | - List: | | - List: | | | - Attribute: @@ -25254,15 +31618,13 @@ Definitions: | | | | - Basic | | | - Attribute: | | | | - label -| | | | - True +| | | | - If def(%(x)s) else %(elsePart)s | | | - Annotation: | | | | - QualifiedName: | | | | | - List: | | | | | | - python -| | | | | | - intrinsic -| | | | | | - function +| | | | | | - observable | | | | - List: -| | | | | - _constant._True_Impl | - FunDef: | | - IfDefined | | - List: @@ -25293,6 +31655,8 @@ Definitions: | | | | | | | | - | | | | | | | | - constant | | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 | | | | - List: | | | - Parameter: | | | | - elsePart @@ -25321,6 +31685,8 @@ Definitions: | | | | | | | | - | | | | | | | | - constant | | | | | | - List: +| | | | | | | - FloatLit: +| | | | | | | | - 1.0 | | | | - List: | | | | | - function to take values from when *x* is undefined | | - Some: @@ -25329,7 +31695,7 @@ Definitions: | | | | | - List: | | | | | | - | | | | | | - ops -| | | | | | - Condition_Float +| | | | | | - Condition | | | | - List: | | | | | - FunCall: | | | | | | - QualifiedName: diff --git a/marketsim/gen/.parsed/defs/event.pretty-printed.sc b/marketsim/gen/.parsed/defs/event.pretty-printed.sc index 7fdca258..9002094f 100644 --- a/marketsim/gen/.parsed/defs/event.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/event.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Event" -package event { +package event() { // defined at defs\event.sc: 4.5 /** Event that fires every *intervalFunc* moments of time */ diff --git a/marketsim/gen/.parsed/defs/graph.pretty-printed.sc b/marketsim/gen/.parsed/defs/graph.pretty-printed.sc index 17c3e779..1b4a11fd 100644 --- a/marketsim/gen/.parsed/defs/graph.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/graph.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Basic" -package { +package () { // defined at defs\graph.sc: 4.5 /** Observable returning at the end of every *timeframe* * open/close/min/max price, its average and standard deviation @@ -36,7 +36,7 @@ package { } @category = "N/A" -package veusz { +package veusz() { // defined at defs\graph.sc: 45.5 /** Graph to render at Veusz. Time series are added to it automatically in their constructor */ diff --git a/marketsim/gen/.parsed/defs/math/basic.pretty-printed.sc b/marketsim/gen/.parsed/defs/math/basic.pretty-printed.sc index f1cc14d9..ac9a7c91 100644 --- a/marketsim/gen/.parsed/defs/math/basic.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/math/basic.pretty-printed.sc @@ -1,8 +1,8 @@ @category = "Basic" -package math {@category = "Log/Pow" +package math() {@category = "Log/Pow" - package { + package () { // defined at defs\math\basic.sc: 7.5 /** Square of *x* */ @@ -49,7 +49,7 @@ package math {@category = "Log/Pow" power = constant(1.0)) : () => Float } - package { + package () { // defined at defs\math\basic.sc: 49.5 /** Function returning minimum of two functions *x* and *y*. * If *x* or/and *y* are observables, *Min* is also observable @@ -78,7 +78,7 @@ package math {@category = "Log/Pow" } @category = "Trigonometric" - package { + package () { // defined at defs\math\basic.sc: 76.5 /** Arc tangent of x, in radians. * diff --git a/marketsim/gen/.parsed/defs/math/macd.pretty-printed.sc b/marketsim/gen/.parsed/defs/math/macd.pretty-printed.sc index 38590ea3..b898dce0 100644 --- a/marketsim/gen/.parsed/defs/math/macd.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/math/macd.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "MACD" -package math.macd { +package math.macd() { // defined at defs\math\macd.sc: 4.5 /** Moving average convergence/divergence */ diff --git a/marketsim/gen/.parsed/defs/math/minmax.pretty-printed.sc b/marketsim/gen/.parsed/defs/math/minmax.pretty-printed.sc index cd1d7dbe..888afd8a 100644 --- a/marketsim/gen/.parsed/defs/math/minmax.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/math/minmax.pretty-printed.sc @@ -1,7 +1,7 @@ -package math {@category = "Statistics" +package math() {@category = "Statistics" - package Moving { + package Moving() { // defined at defs\math\minmax.sc: 6.9 /** Running minimum of a function */ @@ -20,7 +20,7 @@ package math {@category = "Statistics" } @category = "Statistics" - package Cumulative { + package Cumulative() { // defined at defs\math\minmax.sc: 26.9 /** Cumulative minimum of a function with positive tolerance. * diff --git a/marketsim/gen/.parsed/defs/math/moments.pretty-printed.sc b/marketsim/gen/.parsed/defs/math/moments.pretty-printed.sc index 07dc2ffd..124ac46d 100644 --- a/marketsim/gen/.parsed/defs/math/moments.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/math/moments.pretty-printed.sc @@ -1,9 +1,9 @@ -package math {@category = "Statistics" +package math() {@category = "Statistics" - package {@suffix = "_{\\\\alpha=%(alpha)s}(%(source)s)" + package () {@suffix = "_{\\\\alpha=%(alpha)s}(%(source)s)" - package EW { + package EW() { // defined at defs\math\moments.sc: 9.13 /** Exponentially weighted moving average */ @@ -36,7 +36,7 @@ package math {@category = "Statistics" } @suffix = "_{cumul}(%(source)s)" - package Cumulative { + package Cumulative() { // defined at defs\math\moments.sc: 43.13 /** Cumulative average */ @@ -65,7 +65,7 @@ package math {@category = "Statistics" } @suffix = "_{n=%(timeframe)s}(%(source)s)" - package Moving { + package Moving() { // defined at defs\math\moments.sc: 75.13 /** Simple moving average */ diff --git a/marketsim/gen/.parsed/defs/math/process.pretty-printed.sc b/marketsim/gen/.parsed/defs/math/process.pretty-printed.sc index f2d98101..e044d88e 100644 --- a/marketsim/gen/.parsed/defs/math/process.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/math/process.pretty-printed.sc @@ -1,5 +1,5 @@ -package math { +package math() { // defined at defs\math\process.sc: 3.5 /** A discrete signal with user-defined increments. */ diff --git a/marketsim/gen/.parsed/defs/math/random.pretty-printed.sc b/marketsim/gen/.parsed/defs/math/random.pretty-printed.sc index 2d9f5541..c8d91a5a 100644 --- a/marketsim/gen/.parsed/defs/math/random.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/math/random.pretty-printed.sc @@ -1,5 +1,5 @@ -package math.random { +package math.random() { // defined at defs\math\random.sc: 3.1 /** Beta distribution * diff --git a/marketsim/gen/.parsed/defs/math/rsi.pretty-printed.sc b/marketsim/gen/.parsed/defs/math/rsi.pretty-printed.sc index 5b634bc1..540e8122 100644 --- a/marketsim/gen/.parsed/defs/math/rsi.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/math/rsi.pretty-printed.sc @@ -1,5 +1,5 @@ -package math { +package math() { // defined at defs\math\rsi.sc: 3.5 /** Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt */ @@ -23,7 +23,7 @@ package math { /** lag size */ timeframe = 10.0) = Max(0.0,Lagged(source,timeframe)-source) @category = "RSI" - package rsi { + package rsi() { // defined at defs\math\rsi.sc: 32.9 /** Absolute value for Relative Strength Index */ diff --git a/marketsim/gen/.parsed/defs/misc.pretty-printed.sc b/marketsim/gen/.parsed/defs/misc.pretty-printed.sc index 5259602c..0125a049 100644 --- a/marketsim/gen/.parsed/defs/misc.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/misc.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Basic" -package { +package () { // defined at defs\misc.sc: 3.5 /** Function always returning *x* */ diff --git a/marketsim/gen/.parsed/defs/observable.pretty-printed.sc b/marketsim/gen/.parsed/defs/observable.pretty-printed.sc index 1df231e6..2305ef6a 100644 --- a/marketsim/gen/.parsed/defs/observable.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/observable.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Basic" -package observable { +package observable() { // defined at defs\observable.sc: 4.5 /** Discretizes function *x* at even time steps *dt* */ diff --git a/marketsim/gen/.parsed/defs/ops.pretty-printed.sc b/marketsim/gen/.parsed/defs/ops.pretty-printed.sc index 68d2cd77..37f17b50 100644 --- a/marketsim/gen/.parsed/defs/ops.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/ops.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Ops" -package ops { +package ops() { // defined at defs\ops.sc: 4.5 @label = "-%(x)s" @python.intrinsic.observable("ops._Negate_Impl") @@ -13,7 +13,7 @@ package ops { y = constant(1.0)) : IFunction[Float] @label = "({%(x)s}{{symbol}}{%(y)s})" - package { + package () { // defined at defs\ops.sc: 15.9 @symbol = "*" @python.intrinsic.observable("ops._Mul_Impl") @@ -34,7 +34,7 @@ package ops { } @label = "(if %(cond)s then %(ifpart)s else %(elsepart)s)" - package { + package () { // defined at defs\ops.sc: 30.9 @python.intrinsic.observable("ops._Condition_Impl") def Condition(cond = true(), @@ -49,7 +49,7 @@ package ops { } @label = "({%(x)s}{{symbol}}{%(y)s})" - package { + package () { // defined at defs\ops.sc: 46.9 @symbol = "==" @python.intrinsic.observable("ops._Equal_Impl") diff --git a/marketsim/gen/.parsed/defs/order.pretty-printed.sc b/marketsim/gen/.parsed/defs/order.pretty-printed.sc index 2c4a11bc..63aaa220 100644 --- a/marketsim/gen/.parsed/defs/order.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/order.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Order" -package order { +package order() { // defined at defs\order.sc: 12.5 /** Factory creating market orders * diff --git a/marketsim/gen/.parsed/defs/orderbook/classes.pretty-printed.sc b/marketsim/gen/.parsed/defs/orderbook/classes.pretty-printed.sc index ca05a247..ea650f43 100644 --- a/marketsim/gen/.parsed/defs/orderbook/classes.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/orderbook/classes.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Asset" -package orderbook { +package orderbook() { // defined at defs\orderbook\classes.sc: 4.5 /** Order book for a single asset in a market. * Maintains two order queues for orders of different sides diff --git a/marketsim/gen/.parsed/defs/orderbook/properties.pretty-printed.sc b/marketsim/gen/.parsed/defs/orderbook/properties.pretty-printed.sc index 30f07372..7214026c 100644 --- a/marketsim/gen/.parsed/defs/orderbook/properties.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/orderbook/properties.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Asset" -package orderbook { +package orderbook() { // defined at defs\orderbook\properties.sc: 4.5 /** Returns order queue of order *book* for trade *side* */ @@ -112,7 +112,7 @@ package orderbook { /** distance between two volumes */ volumeDelta = 30.0, /** number of volume levels to track */ volumeCount = 10) : IObservable[IVolumeLevels] - abstract package _base_impl { + abstract package _base_impl() { // defined at defs\orderbook\properties.sc: 134.9 @label = "{{queue}}" def Price(book = OfTrader()) = BestPrice(_queue(book)) @@ -136,12 +136,12 @@ package orderbook { } @queue = "Ask_{%(book)s}" - package ask extends _base_impl { + package ask() extends _base_impl { def _queue = Asks } @queue = "Bid^{%(book)s}" - package bid extends _base_impl { + package bid() extends _base_impl { def _queue = Bids } } diff --git a/marketsim/gen/.parsed/defs/side.pretty-printed.sc b/marketsim/gen/.parsed/defs/side.pretty-printed.sc index e3cbdbc4..76cf2e2d 100644 --- a/marketsim/gen/.parsed/defs/side.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/side.pretty-printed.sc @@ -2,7 +2,7 @@ type Side @category = "Side" -package side { +package side() { // defined at defs\side.sc: 10.5 /** Function always returning Sell side */ diff --git a/marketsim/gen/.parsed/defs/strategies/adaptive.pretty-printed.sc b/marketsim/gen/.parsed/defs/strategies/adaptive.pretty-printed.sc index 92a99e02..9a3d2fd5 100644 --- a/marketsim/gen/.parsed/defs/strategies/adaptive.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/strategies/adaptive.pretty-printed.sc @@ -1,5 +1,5 @@ -package strategy { +package strategy() { // defined at defs\strategies\adaptive.sc: 3.5 /** Strategy that wraps another strategy and passes its orders only if *predicate* is true */ diff --git a/marketsim/gen/.parsed/defs/strategies/common.pretty-printed.sc b/marketsim/gen/.parsed/defs/strategies/common.pretty-printed.sc index 7b81471b..1aef88c5 100644 --- a/marketsim/gen/.parsed/defs/strategies/common.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/strategies/common.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Strategy" -package strategy { +package strategy() { // defined at defs\strategies\common.sc: 4.5 /** Generic strategy that wakes up on events given by *eventGen*, * creates an order via *orderFactory* and sends the order to the market using its trader diff --git a/marketsim/gen/.parsed/defs/strategies/efficiency.pretty-printed.sc b/marketsim/gen/.parsed/defs/strategies/efficiency.pretty-printed.sc index 23be6e10..f678292b 100644 --- a/marketsim/gen/.parsed/defs/strategies/efficiency.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/strategies/efficiency.pretty-printed.sc @@ -1,5 +1,5 @@ -package strategy.account { +package strategy.account() { // defined at defs\strategies\efficiency.sc: 3.5 /** Associated with a strategy account that tracks * how orders sent by the strategy have been actually traded @@ -23,7 +23,7 @@ package strategy.account { def virtualMarket = inner.inner_VirtualMarket } -package strategy.weight { +package strategy.weight() { def atanPow = f.f_AtanPow def clamp0 = f.f_Clamp0 diff --git a/marketsim/gen/.parsed/defs/strategies/parts/position.pretty-printed.sc b/marketsim/gen/.parsed/defs/strategies/parts/position.pretty-printed.sc index 8e0a549e..f961327b 100644 --- a/marketsim/gen/.parsed/defs/strategies/parts/position.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/strategies/parts/position.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Volume function" -package strategy.position { +package strategy.position() { // defined at defs\strategies\parts\position.sc: 4.5 /** Position function for desired position strategy */ diff --git a/marketsim/gen/.parsed/defs/strategies/parts/price.pretty-printed.sc b/marketsim/gen/.parsed/defs/strategies/parts/price.pretty-printed.sc index 5d2dfbee..bb47fa15 100644 --- a/marketsim/gen/.parsed/defs/strategies/parts/price.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/strategies/parts/price.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Price function" -package strategy.price { +package strategy.price() { // defined at defs\strategies\parts\price.sc: 4.5 /** Price function for a liquidity provider strategy */ diff --git a/marketsim/gen/.parsed/defs/strategies/parts/side.pretty-printed.sc b/marketsim/gen/.parsed/defs/strategies/parts/side.pretty-printed.sc index 446bff83..233ce107 100644 --- a/marketsim/gen/.parsed/defs/strategies/parts/side.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/strategies/parts/side.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Side function" -package strategy.side { +package strategy.side() { // defined at defs\strategies\parts\side.sc: 4.5 /** Side function for a noise trading strategy */ diff --git a/marketsim/gen/.parsed/defs/strategies/position.pretty-printed.sc b/marketsim/gen/.parsed/defs/strategies/position.pretty-printed.sc index 7a9f4731..3a227ce6 100644 --- a/marketsim/gen/.parsed/defs/strategies/position.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/strategies/position.pretty-printed.sc @@ -1,5 +1,5 @@ -package strategy { +package strategy() { // defined at defs\strategies\position.sc: 3.5 /** Strategy believing that trader position should be proportional to 50 - RSI(asset) */ diff --git a/marketsim/gen/.parsed/defs/strategies/side.pretty-printed.sc b/marketsim/gen/.parsed/defs/strategies/side.pretty-printed.sc index e5200da6..212bb8b0 100644 --- a/marketsim/gen/.parsed/defs/strategies/side.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/strategies/side.pretty-printed.sc @@ -1,5 +1,5 @@ -package strategy { +package strategy() { // defined at defs\strategies\side.sc: 3.5 /** Noise strategy is a quite dummy strategy that randomly chooses trade side and sends market orders */ diff --git a/marketsim/gen/.parsed/defs/strategies/sideprice.pretty-printed.sc b/marketsim/gen/.parsed/defs/strategies/sideprice.pretty-printed.sc index f12790ef..38eb1d6c 100644 --- a/marketsim/gen/.parsed/defs/strategies/sideprice.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/strategies/sideprice.pretty-printed.sc @@ -1,5 +1,5 @@ -package strategy { +package strategy() { // defined at defs\strategies\sideprice.sc: 3.5 /** Liquidity provider for one side */ diff --git a/marketsim/gen/.parsed/defs/trader/classes.pretty-printed.sc b/marketsim/gen/.parsed/defs/trader/classes.pretty-printed.sc index 32fcaf91..99e6a92b 100644 --- a/marketsim/gen/.parsed/defs/trader/classes.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/trader/classes.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Trader" -package trader { +package trader() { // defined at defs\trader\classes.sc: 4.5 /** A trader that trades a single asset on a single market */ diff --git a/marketsim/gen/.parsed/defs/trader/properties.pretty-printed.sc b/marketsim/gen/.parsed/defs/trader/properties.pretty-printed.sc index b00276f4..607162b3 100644 --- a/marketsim/gen/.parsed/defs/trader/properties.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/trader/properties.pretty-printed.sc @@ -1,6 +1,6 @@ @category = "Trader" -package trader { +package trader() { // defined at defs\trader\properties.sc: 4.5 /** Returns position of the trader * It is negative if trader has sold more assets than has bought and diff --git a/marketsim/gen/.parsed/defs/trash.pretty-printed.sc b/marketsim/gen/.parsed/defs/trash.pretty-printed.sc index 2466b763..428c5ff8 100644 --- a/marketsim/gen/.parsed/defs/trash.pretty-printed.sc +++ b/marketsim/gen/.parsed/defs/trash.pretty-printed.sc @@ -1,25 +1,25 @@ @python = "no" -package trash { - package types { +package trash() { + package types() { type T1 = T - package { + package () { type T } - package { + package () { type R : T } - package { - package { + package () { + package () { type U : T, R } } } - package overloading { + package overloading() { // defined at defs\trash.sc: 25.5 def f(x : IFunction[Price]) = x @@ -36,12 +36,12 @@ package trash { def hh() = f(12.2) } - abstract package _base1 { + abstract package _base1() { // defined at defs\trash.sc: 35.27 def toInject1() : () => Int } - abstract package _base2 { + abstract package _base2() { // defined at defs\trash.sc: 36.27 def toInject2() : () => Int } @@ -49,11 +49,11 @@ package trash { // defined at defs\trash.sc: 38.1 def A(x = in1.in2.A()) : () => types.R - package in1 extends _base1 extends _base2 { + package in1() extends _base1 extends _base2 { // defined at defs\trash.sc: 41.1 def A(x : () => .trash.types.T1 = .trash.A()) : () => types.U - package in2 { + package in2() { // defined at defs\trash.sc: 44.1 def A(x = constant(), y = if 3>x+2 then x else x*2) : () => types.T diff --git a/marketsim/gen/src/main/scala/syntax/scala/Printer.scala b/marketsim/gen/src/main/scala/syntax/scala/Printer.scala index 29b5f291..7420f834 100644 --- a/marketsim/gen/src/main/scala/syntax/scala/Printer.scala +++ b/marketsim/gen/src/main/scala/syntax/scala/Printer.scala @@ -161,18 +161,23 @@ package object Printer trait Package[+T <: Definition] extends Printable with Definition { val members : Definitions[T] def attributes : Iterable[Decorator] + def parameters : Iterable[Parameter] val `abstract` : Boolean val bases : Iterable[Any] def getName : String - protected def toScala = ( + protected def toScala = { + val title = (if (`abstract`) "abstract " else "") + "package " + getName (attributes map { _ + crlf } mkString "") + - crlf + (if (`abstract`) "abstract " else "") + "package " + getName - + (bases map { " extends " + _ } mkString "") - + " {" - + indent() { members } - + crlf + "}") + crlf + title + + indent(title.length + 1){ + parameters.mkString("(", "," + crlf, ")") } + + (bases map { " extends " + _ } mkString "") + + " {" + + indent() { members } + + crlf + "}" + } } trait TypeDeclaration extends Printable with Definition