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

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

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

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

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

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

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

 def __init__(self, x = None):
     from marketsim import _
     from marketsim import rtti
     from marketsim import event
     from marketsim.gen._out._observable import Observablefloat
     from marketsim.gen._out._test.in1.in2._intobs import IntObs_ as __test_in1_in2_IntObs_
     Observablefloat.__init__(self)
     self.x = x if x is not None else __test_in1_in2_IntObs_()
     rtti.check_fields(self)
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

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

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

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

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

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

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

 def __init__(self, source = None, epsilon = None):
     from marketsim import rtti
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import event
     from marketsim.gen._out._observable import Observablefloat
     Observablefloat.__init__(self)
     self.source = source if source is not None else _const_Float(1.0)
     event.subscribe(self.source, self.fire, self)
     self.epsilon = epsilon if epsilon is not None else _constant_Float(0.01)
     
     rtti.check_fields(self)
     MaxEpsilon_Impl.__init__(self)

 def __init__(self, cond = None, ifpart = None, elsepart = None):
     from marketsim.gen._out._observable import Observablefloat
     from marketsim.gen._out._true import true_ as _true_
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim import rtti
     Observablefloat.__init__(self)
     self.cond = cond if cond is not None else _true_()
     
     self.ifpart = ifpart if ifpart is not None else _constant_Float(1.0)
     
     self.elsepart = elsepart if elsepart is not None else _constant_Float(1.0)
     
     rtti.check_fields(self)
     _Condition_Impl.__init__(self)

 def __init__(self, alpha = None, k = None, timeframe = None, trader = None):
     from marketsim.gen._out.trader._singleproxy import SingleProxy_ as _trader_SingleProxy_
     from marketsim import _
     from marketsim import rtti
     from marketsim.gen._out._const import const_Float as _const_Float
     from marketsim import event
     from marketsim.gen._out._observable import Observablefloat
     Observablefloat.__init__(self)
     self.alpha = alpha if alpha is not None else (1.0/14.0)
     self.k = k if k is not None else _const_Float(-0.04)
     self.timeframe = timeframe if timeframe is not None else 1.0
     self.trader = trader if trader is not None else _trader_SingleProxy_()
     rtti.check_fields(self)
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

 def __init__(self, side = None, initialValue = None, priceDistr = None, book = None):
     from marketsim import _
     from marketsim import rtti
     from marketsim.gen._out.math.random._lognormvariate import lognormvariate_FloatFloat as _math_random_lognormvariate_FloatFloat
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     from marketsim import event
     from marketsim.gen._out._observable import Observablefloat
     Observablefloat.__init__(self)
     self.side = side if side is not None else _side_Sell_()
     self.initialValue = initialValue if initialValue is not None else 100.0
     self.priceDistr = priceDistr if priceDistr is not None else _math_random_lognormvariate_FloatFloat(0.0,0.1)
     self.book = book if book is not None else _orderbook_OfTrader_IAccount()
     rtti.check_fields(self)
     self.impl = self.getImpl()
     event.subscribe(self.impl, _(self).fire, self)

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