com.strategyquant.lib.computers

Class OrderPLComputer

java.lang.Object

com.strategyquant.lib.computers.OrderPLComputer

All Implemented Interfaces:

OrderComputer

public class OrderPLComputer
extends java.lang.Object
implements OrderComputer

The Class OrderPLComputer.

Field Summary

Fields

Modifier and Type	Field and Description
static org.slf4j.Logger	Log The Constant Log.

Constructor Summary

Constructors

Constructor and Description
OrderPLComputer()

Method Summary

Modifier and Type	Method and Description
void	compute(SQOrderList ordersList, SQSettings settings, com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable) Compute.
static double	computeOrderPLInMoney(SQOrder order, double tickSize, double pointValue) Compute order pl in money.
static double	computeOrderPLInTicks(SQOrder order, double tickSize) Compute order pl in ticks.
void	endCompute(SQOrderList ordersList, SQSettings settings, com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable) End compute.
void	initCompute(SQOrderList ordersList, SQSettings settings, com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable) Inits the compute.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

Log

public static final org.slf4j.Logger Log

The Constant Log.

Constructor Detail

OrderPLComputer

public OrderPLComputer()

Method Detail

initCompute

public void initCompute(SQOrderList ordersList,
                        SQSettings settings,
                        com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable)
                 throws java.lang.Exception

Description copied from interface: OrderComputer

Inits the compute.

Specified by:

initCompute in interface OrderComputer

Parameters:

ordersList - the orders list

settings - the settings

symbolsTable - the symbols table

Throws:

java.lang.Exception - the exception

compute

public void compute(SQOrderList ordersList,
                    SQSettings settings,
                    com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable)
             throws java.lang.Exception

Description copied from interface: OrderComputer

Compute.

Specified by:

compute in interface OrderComputer

Parameters:

ordersList - the orders list

settings - the settings

symbolsTable - the symbols table

Throws:

java.lang.Exception - the exception

computeOrderPLInMoney

public static double computeOrderPLInMoney(SQOrder order,
                                           double tickSize,
                                           double pointValue)

Compute order pl in money.

Parameters:

order - the order

tickSize - the tick size

pointValue - the point value

Returns:

the double

computeOrderPLInTicks

public static double computeOrderPLInTicks(SQOrder order,
                                           double tickSize)

Compute order pl in ticks.

Parameters:

order - the order

tickSize - the tick size

Returns:

the double

endCompute

public void endCompute(SQOrderList ordersList,
                       SQSettings settings,
                       com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable)
                throws java.lang.Exception

Description copied from interface: OrderComputer

End compute.

Specified by:

endCompute in interface OrderComputer

Parameters:

ordersList - the orders list

settings - the settings

symbolsTable - the symbols table

Throws:

java.lang.Exception - the exception