| Modifier and Type | Method and Description |
|---|---|
void |
OrderPLComputer.compute(SQOrderList ordersList,
SQSettings settings,
com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable) |
void |
OrderComputer.compute(SQOrderList ordersList,
SQSettings settings,
com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable)
Compute.
|
static java.util.TreeMap<java.lang.Integer,java.lang.Double[]> |
MonthlyPerformanceComputer.compute(SQOrderList orderList,
java.lang.String plType)
Compute.
|
static java.util.ArrayList<com.strategyquant.gui.charts.equitychart.ChartData> |
DailyEquityComputer.computeDailyEquity(SQOrderList orderList,
java.lang.String resultPLType,
java.lang.String tradePeriod)
Compute daily equity.
|
void |
OrderPLComputer.endCompute(SQOrderList ordersList,
SQSettings settings,
com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable) |
void |
OrderComputer.endCompute(SQOrderList ordersList,
SQSettings settings,
com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable)
End compute.
|
void |
OrderPLComputer.initCompute(SQOrderList ordersList,
SQSettings settings,
com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable) |
void |
OrderComputer.initCompute(SQOrderList ordersList,
SQSettings settings,
com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable)
Inits the compute.
|
| Modifier and Type | Method and Description |
|---|---|
abstract void |
CorrelationType.computePeriods(SQOrderList orders,
TimePeriods timePeriods,
int period)
Compute periods.
|
static TimePeriod |
CorrelationLib.getPeriod(SQOrderList orderList1,
SQOrderList orderList2)
Gets the period.
|
| Modifier and Type | Method and Description |
|---|---|
SQOrderList |
SQOrderList.clone() |
SQOrderList |
SQOrderList.filterAndRemoveBalanceOrders()
finds all balance orders, deletes them from current orders list and returns them in a special order list.
|
SQOrderList |
SQOrderList.filterByDirection(java.lang.String key)
Filter by direction.
|
SQOrderList |
SQOrderList.filterByOOS(boolean OOS1,
boolean OOS2,
boolean OOS3)
Filter by oos.
|
SQOrderList |
SQOrderList.filterBySample(java.lang.String key)
Filter by sample.
|
SQOrderList |
SQOrderList.filterBySymbol(java.lang.String symbol)
filters list of orders and returns array only with specified symbol + balance transactions.
|
SQOrderList |
SQOrderList.filterBySymbol(java.lang.String symbol,
boolean computeAlsoPortfolio)
Filter by symbol.
|
SQOrderList |
SQOrderList.filterBySymbolAndComment(java.lang.String symbol,
java.lang.String comment)
Filter by symbol and comment.
|
SQOrderList |
SQResultsGroup.getBalanceOrders()
Gets the balance orders.
|
SQOrderList |
SQOrderList.getBalanceOrders()
Gets the balance orders.
|
SQOrderList |
SQResult.getOrders()
Gets the orders.
|
SQOrderList |
SQResultsGroup.getOrdersForResultKey(java.lang.String resultKey)
Gets the orders for result key.
|
SQOrderList |
SQResult.getOriginalOrders()
Gets the original orders.
|
SQOrderList |
SQStrategy.getTradesHistory()
Gets the trades history.
|
| Modifier and Type | Method and Description |
|---|---|
void |
StatValue.computeAll(SQStats stats,
StatsTypeCombination combination,
SQOrderList ordersList,
SQSettings settings,
SQStats statsLong,
SQStats statsShort)
Compute all.
|
abstract void |
StatValue.endCompute(SQStats stats,
StatsTypeCombination combination,
SQOrderList ordersList,
SQSettings settings,
SQStats statsLong,
SQStats statsShort)
End compute.
|
abstract void |
StatValue.initCompute(SQStats stats,
StatsTypeCombination combination,
SQOrderList ordersList,
SQSettings settings,
SQStats statsLong,
SQStats statsShort)
Inits the compute.
|
void |
SQResultsGroup.setBalanceOrders(SQOrderList orders)
Sets the balance orders.
|
void |
SQResult.setOrders(SQOrderList orders)
sets list of orders for given result.
|
void |
SQResult.setOriginalOrders(SQOrderList orders)
Sets the original orders.
|
| Modifier and Type | Method and Description |
|---|---|
static SQOrderList |
TradeAnalysisPane.filterOrders(SQResultsGroup strategyResult,
SQData data)
Filter orders.
|
static SQOrderList |
TradeAnalysisPane.filterOrders(SQResultsGroup strategyResult,
SQData data,
boolean filterByYear)
Filter orders.
|
| Modifier and Type | Method and Description |
|---|---|
double |
CorrelationComputer.computeCorrelation(int correlationPeriod,
CorrelationType correlationType,
boolean addEmptyPeriods,
SQOrderList orderList1,
SQOrderList orderList2)
Compute correlation.
|
void |
DrawdownComputerInterface.computeDrawdown(double initialCapital,
SQOrderList ordersList)
Compute drawdown.
|
void |
DrawdownComputerImpl.computeDrawdown(double initialCapital,
SQOrderList ordersList)
computes and stores value equity, pct and pips drawdown for each order on ordersList
|
void |
DrawdownComputerDefaultImpl.computeDrawdown(double initialCapital,
SQOrderList ordersList)
computes and stores value equity, pct and pips drawdown for each order on ordersList
|
static void |
DrawdownComputer.computeDrawdown(double initialCapital,
SQOrderList ordersList)
Compute drawdown.
|
static void |
DrawdownComputerImpl.computeDrawdownOld(double initialCapital,
SQOrderList ordersList,
boolean pctDDRelativeToEquity)
Compute drawdown old.
|
abstract void |
WhatIf.filter(SQOrderList originalOrders)
Filter.
|
| Modifier and Type | Method and Description |
|---|---|
void |
OriginalMM.init(SQOrderList originalOrderList,
com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable) |
abstract void |
MoneyManagementType.init(SQOrderList originalOrderList,
com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable)
Inits the.
|
void |
MoneyManagementType.initOrdersHistory(int decimals,
SQOrderList openOrders,
SQOrderList closedOrders)
Inits the orders history.
|
| Modifier and Type | Method and Description |
|---|---|
abstract void |
MonteCarlo.compute(SQOrderList originalOrders)
Compute.
|
void |
MonteCarloSimulator.computeMonteCarloPercentagePL(SQOrderList originalOrders,
double originalAccountSize)
Compute monte carlo percentage pl.
|
java.util.ArrayList<java.lang.Double> |
MonteCarloSimulator.transformOrdersToDoubles(SQOrderList originalOrders,
int capitalSize,
boolean b)
Transform orders to doubles.
|
double[] |
MonteCarloSimulator.transformToMoneyOrders(SQOrderList originalOrders,
double originalAccountSize)
Transform to money orders.
|
java.util.ArrayList<java.lang.Double> |
MonteCarloSimulator.transformToPercentageOrders(SQOrderList originalOrders,
double originalAccountSize,
boolean useDynamicMM)
Transform to percentage orders.
|
| Modifier and Type | Method and Description |
|---|---|
static SQOrderList |
SQUtils.deepClone(SQOrderList o)
Deep clone.
|
| Modifier and Type | Method and Description |
|---|---|
static SQOrderList |
SQUtils.deepClone(SQOrderList o)
Deep clone.
|
static long[] |
SQUtils.getTimeRangeOfOrders(SQOrderList orders)
Gets the time range of orders.
|