本文整理汇总了Python中marketsim.rtti.can_be_casted函数的典型用法代码示例。如果您正苦于以下问题:Python can_be_casted函数的具体用法?Python can_be_casted怎么用?Python can_be_casted使用的例子?那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。
在下文中一共展示了can_be_casted函数的20个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于我们的系统推荐出更棒的Python代码示例。
示例1: LimitSigned
def LimitSigned(signedVolume = None,price = None):
from marketsim.gen._out._ifunction import IFunctionfloat
from marketsim import rtti
if signedVolume is None or rtti.can_be_casted(signedVolume, IFunctionfloat):
if price is None or rtti.can_be_casted(price, IFunctionfloat):
return LimitSigned_FloatFloat(signedVolume,price)
raise Exception('Cannot find suitable overload for LimitSigned('+str(signedVolume) +':'+ str(type(signedVolume))+','+str(price) +':'+ str(type(price))+')')
开发者ID:abensrhir,项目名称:marketsimulator,代码行数:7,代码来源:_LimitSigned.py
示例2: CSV
def CSV(directory = None,source = None,attributes = None):
from marketsim import rtti
if directory is None or rtti.can_be_casted(directory, str):
if source is None or rtti.can_be_casted(source, object):
if attributes is None or rtti.can_be_casted(attributes, object):
return CSV_StringAnyAny(directory,source,attributes)
raise Exception('Cannot find suitable overload for CSV('+str(directory) +':'+ str(type(directory))+','+str(source) +':'+ str(type(source))+','+str(attributes) +':'+ str(type(attributes))+')')
开发者ID:SemanticBeeng,项目名称:marketsimulator,代码行数:7,代码来源:_csv.py
示例3: Combine
def Combine(A = None,B = None):
from marketsim.gen._out._isingleassetstrategy import ISingleAssetStrategy
from marketsim import rtti
if A is None or rtti.can_be_casted(A, ISingleAssetStrategy):
if B is None or rtti.can_be_casted(B, ISingleAssetStrategy):
return Combine_ISingleAssetStrategyISingleAssetStrategy(A,B)
raise Exception('Cannot find suitable overload for Combine('+str(A) +':'+ str(type(A))+','+str(B) +':'+ str(type(B))+')')
开发者ID:SemanticBeeng,项目名称:marketsimulator,代码行数:7,代码来源:_combine.py
示例4: TwoWayLink
def TwoWayLink(up = None,down = None):
from marketsim.gen._out._ilink import ILink
from marketsim import rtti
if up is None or rtti.can_be_casted(up, ILink):
if down is None or rtti.can_be_casted(down, ILink):
return TwoWayLink_ILinkILink(up,down)
raise Exception('Cannot find suitable overload for TwoWayLink('+str(up) +':'+ str(type(up))+','+str(down) +':'+ str(type(down))+')')
开发者ID:SemanticBeeng,项目名称:marketsimulator,代码行数:7,代码来源:_twowaylink.py
示例5: triangular
def triangular(Low = None,High = None,Mode = None):
from marketsim import rtti
if Low is None or rtti.can_be_casted(Low, float):
if High is None or rtti.can_be_casted(High, float):
if Mode is None or rtti.can_be_casted(Mode, float):
return triangular_FloatFloatFloat(Low,High,Mode)
raise Exception('Cannot find suitable overload for triangular('+str(Low) +':'+ str(type(Low))+','+str(High) +':'+ str(type(High))+','+str(Mode) +':'+ str(type(Mode))+')')
开发者ID:SemanticBeeng,项目名称:marketsimulator,代码行数:7,代码来源:_triangular.py
示例6: AsksImpl
def AsksImpl(tickSize = None,book = None):
from marketsim.gen._out._iorderbook import IOrderBook
from marketsim import rtti
if tickSize is None or rtti.can_be_casted(tickSize, float):
if book is None or rtti.can_be_casted(book, IOrderBook):
return AsksImpl_FloatIOrderBook(tickSize,book)
raise Exception('Cannot find suitable overload for AsksImpl('+str(tickSize) +':'+ str(type(tickSize))+','+str(book) +':'+ str(type(book))+')')
开发者ID:SemanticBeeng,项目名称:marketsimulator,代码行数:7,代码来源:_asksimpl.py
示例7: LadderMM
def LadderMM(orderFactory = None,initialSize = None):
from marketsim.gen._out._ifunction._ifunctioniobservableiorder_from_ifunctionsideifunctionfloat import IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat
from marketsim import rtti
if orderFactory is None or rtti.can_be_casted(orderFactory, IFunctionIObservableIOrder_from_IFunctionSideIFunctionfloat):
if initialSize is None or rtti.can_be_casted(initialSize, int):
return LadderMM_SideFloatIObservableIOrderInt(orderFactory,initialSize)
raise Exception('Cannot find suitable overload for LadderMM('+str(orderFactory) +':'+ str(type(orderFactory))+','+str(initialSize) +':'+ str(type(initialSize))+')')
开发者ID:SemanticBeeng,项目名称:marketsimulator,代码行数:7,代码来源:_laddermm.py
示例8: AtanPow
def AtanPow(f = None,base = None):
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
from marketsim import rtti
if f is None or rtti.can_be_casted(f, IFunctionfloat):
if base is None or rtti.can_be_casted(base, float):
return AtanPow_FloatFloat(f,base)
raise Exception('Cannot find suitable overload for AtanPow('+str(f) +':'+ str(type(f))+','+str(base) +':'+ str(type(base))+')')
开发者ID:SemanticBeeng,项目名称:marketsimulator,代码行数:7,代码来源:_atanpow.py
示例9: C
def C(x = None,p = None):
from marketsim.gen._out._ifunction import IFunctionICandleStick
from marketsim import rtti
if x is None or rtti.can_be_casted(x, IFunctionICandleStick):
if p is None or rtti.can_be_casted(p, int):
return C_ICandleStickInt(x,p)
raise Exception('Cannot find suitable overload for C('+str(x) +':'+ str(type(x))+','+str(p) +':'+ str(type(p))+')')
开发者ID:abensrhir,项目名称:marketsimulator,代码行数:7,代码来源:_c.py
示例10: TraderEfficiencyTrend
def TraderEfficiencyTrend(trader = None,alpha = None):
from marketsim.gen._out._iaccount import IAccount
from marketsim import rtti
if trader is None or rtti.can_be_casted(trader, IAccount):
if alpha is None or rtti.can_be_casted(alpha, float):
return TraderEfficiencyTrend_IAccountFloat(trader,alpha)
raise Exception('Cannot find suitable overload for TraderEfficiencyTrend('+str(trader) +':'+ str(type(trader))+','+str(alpha) +':'+ str(type(alpha))+')')
开发者ID:SemanticBeeng,项目名称:marketsimulator,代码行数:7,代码来源:_traderefficiencytrend.py
示例11: WithExpiry
def WithExpiry(proto=None, expiry=None):
from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import (
IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide,
)
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
from marketsim.gen._out.order._curried._side_price_withexpiry import (
side_price_WithExpiry_SideFloatIObservableIOrderFloat as _order__curried_side_price_WithExpiry_SideFloatIObservableIOrderFloat,
)
from marketsim import rtti
if proto is None or rtti.can_be_casted(
proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide
):
if expiry is None or rtti.can_be_casted(expiry, IFunctionfloat):
return _order__curried_side_price_WithExpiry_SideFloatIObservableIOrderFloat(proto, expiry)
raise Exception(
"Cannot find suitable overload for WithExpiry("
+ str(proto)
+ ":"
+ str(type(proto))
+ ","
+ str(expiry)
+ ":"
+ str(type(expiry))
+ ")"
)
开发者ID:xiaobozi,项目名称:marketsimulator,代码行数:26,代码来源:_withexpiry.py
示例12: OnEveryDt
def OnEveryDt(x = None,dt = None):
from marketsim.gen._out._ifunction._ifunctionfloat import IFunctionfloat
from marketsim import rtti
if x is None or rtti.can_be_casted(x, IFunctionfloat):
if dt is None or rtti.can_be_casted(dt, float):
return OnEveryDt_FloatFloat(x,dt)
raise Exception('Cannot find suitable overload for OnEveryDt('+str(x) +':'+ str(type(x))+','+str(dt) +':'+ str(type(dt))+')')
开发者ID:SemanticBeeng,项目名称:marketsimulator,代码行数:7,代码来源:_OnEveryDt.py
示例13: LogReturns
def LogReturns(x = None,timeframe = None):
from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat
from marketsim import rtti
if x is None or rtti.can_be_casted(x, IObservablefloat):
if timeframe is None or rtti.can_be_casted(timeframe, float):
return LogReturns_IObservableFloatFloat(x,timeframe)
raise Exception('Cannot find suitable overload for LogReturns('+str(x) +':'+ str(type(x))+','+str(timeframe) +':'+ str(type(timeframe))+')')
开发者ID:SemanticBeeng,项目名称:marketsimulator,代码行数:7,代码来源:_logreturns.py
示例14: Pow
def Pow(base = None,power = None):
from marketsim.gen._out._ifunction import IFunctionfloat
from marketsim import rtti
if base is None or rtti.can_be_casted(base, IFunctionfloat):
if power is None or rtti.can_be_casted(power, IFunctionfloat):
return Pow_FloatFloat(base,power)
raise Exception('Cannot find suitable overload for Pow('+str(base) +':'+ str(type(base))+','+str(power) +':'+ str(type(power))+')')
开发者ID:abensrhir,项目名称:marketsimulator,代码行数:7,代码来源:_Pow.py
示例15: WeightedPrice
def WeightedPrice(queue = None,alpha = None):
from marketsim.gen._out._iorderqueue import IOrderQueue
from marketsim import rtti
if queue is None or rtti.can_be_casted(queue, IOrderQueue):
if alpha is None or rtti.can_be_casted(alpha, float):
return WeightedPrice_IOrderQueueFloat(queue,alpha)
raise Exception('Cannot find suitable overload for WeightedPrice('+str(queue) +':'+ str(type(queue))+','+str(alpha) +':'+ str(type(alpha))+')')
开发者ID:abensrhir,项目名称:marketsimulator,代码行数:7,代码来源:_WeightedPrice.py
示例16: WeightedPrice
def WeightedPrice(book = None,alpha = None):
from marketsim.gen._out._iorderbook import IOrderBook
from marketsim import rtti
if book is None or rtti.can_be_casted(book, IOrderBook):
if alpha is None or rtti.can_be_casted(alpha, float):
return WeightedPrice_IOrderBookFloat(book,alpha)
raise Exception('Cannot find suitable overload for WeightedPrice('+str(book) +':'+ str(type(book))+','+str(alpha) +':'+ str(type(alpha))+')')
开发者ID:abensrhir,项目名称:marketsimulator,代码行数:7,代码来源:_WeightedPrice.py
示例17: Var
def Var(source = None,alpha = None):
from marketsim.gen._out._iobservable import IObservablefloat
from marketsim import rtti
if source is None or rtti.can_be_casted(source, IObservablefloat):
if alpha is None or rtti.can_be_casted(alpha, float):
return Var_IObservableFloatFloat(source,alpha)
raise Exception('Cannot find suitable overload for Var('+str(source) +':'+ str(type(source))+','+str(alpha) +':'+ str(type(alpha))+')')
开发者ID:abensrhir,项目名称:marketsimulator,代码行数:7,代码来源:_Var.py
示例18: side_Limit
def side_Limit(price = None,volume = None):
from marketsim.gen._out._ifunction import IFunctionfloat
from marketsim import rtti
if price is None or rtti.can_be_casted(price, IFunctionfloat):
if volume is None or rtti.can_be_casted(volume, IFunctionfloat):
return side_Limit_FloatFloat(price,volume)
raise Exception('Cannot find suitable overload for side_Limit('+str(price) +':'+ str(type(price))+','+str(volume) +':'+ str(type(volume))+')')
开发者ID:abensrhir,项目名称:marketsimulator,代码行数:7,代码来源:_side_Limit.py
示例19: FloatingPrice
def FloatingPrice(proto=None, floatingPrice=None):
from marketsim.gen._out._ifunction._ifunctionifunctioniobservableiorder_from_ifunctionfloat_from_ifunctionside import (
IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide,
)
from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat
from marketsim.gen._out.order._curried._side_floatingprice import (
side_FloatingPrice_SideFloatIObservableIOrderIObservableFloat as _order__curried_side_FloatingPrice_SideFloatIObservableIOrderIObservableFloat,
)
from marketsim import rtti
if proto is None or rtti.can_be_casted(
proto, IFunctionIFunctionIObservableIOrder_from_IFunctionfloat_from_IFunctionSide
):
if floatingPrice is None or rtti.can_be_casted(floatingPrice, IObservablefloat):
return _order__curried_side_FloatingPrice_SideFloatIObservableIOrderIObservableFloat(proto, floatingPrice)
raise Exception(
"Cannot find suitable overload for FloatingPrice("
+ str(proto)
+ ":"
+ str(type(proto))
+ ","
+ str(floatingPrice)
+ ":"
+ str(type(floatingPrice))
+ ")"
)
开发者ID:xiaobozi,项目名称:marketsimulator,代码行数:26,代码来源:_floatingprice.py
示例20: Quote
def Quote(ticker = None,start = None,end = None):
from marketsim import rtti
if ticker is None or rtti.can_be_casted(ticker, str):
if start is None or rtti.can_be_casted(start, str):
if end is None or rtti.can_be_casted(end, str):
return Quote_StringStringString(ticker,start,end)
raise Exception('Cannot find suitable overload for Quote('+str(ticker) +':'+ str(type(ticker))+','+str(start) +':'+ str(type(start))+','+str(end) +':'+ str(type(end))+')')
开发者ID:SemanticBeeng,项目名称:marketsimulator,代码行数:7,代码来源:_Quote.py
注:本文中的marketsim.rtti.can_be_casted函数示例由纯净天空整理自Github/MSDocs等源码及文档管理平台,相关代码片段筛选自各路编程大神贡献的开源项目,源码版权归原作者所有,传播和使用请参考对应项目的License;未经允许,请勿转载。 |
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