com.strategyquant.lib.snippets.MoneyManagementSim

Class MoneyManagementType

java.lang.Object

com.strategyquant.core.gui.components.multiselectPropertyTable.ParametersTableItemProperties

com.strategyquant.core.gui.components.multiselectPropertyTable.ParametersTableItem

com.strategyquant.core.gui.components.multiselectPropertyTable.ExtendableParameterClass

com.strategyquant.lib.snippets.MoneyManagementSim.MoneyManagementType

Direct Known Subclasses:

OriginalMM

public abstract class MoneyManagementType
extends com.strategyquant.core.gui.components.multiselectPropertyTable.ExtendableParameterClass

The Class MoneyManagementType.

Field Summary

Fields

Modifier and Type	Field and Description
static java.lang.String	PREFIX The Constant PREFIX.

Fields inherited from class com.strategyquant.core.gui.components.multiselectPropertyTable.ParametersTableItem

_text, editable, formatedName, name, note

Fields inherited from class com.strategyquant.core.gui.components.multiselectPropertyTable.ParametersTableItemProperties

TYPE_BOOLEAN, TYPE_DOUBLE, TYPE_INT, TYPE_INT_LIST, TYPE_STR_LIST, TYPE_TIME

Constructor Summary

Constructors

Constructor and Description
MoneyManagementType() Instantiates a new money management type.

Method Summary

Modifier and Type	Method and Description
void	applySettings(int simulation, FlexibleSettings settings) Apply settings.
abstract double	computeTradeSize(SQOrder order, double tickSize, double pointValue) Compute trade size.
abstract void	init(SQOrderList originalOrderList, com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable) Inits the.
void	initOrdersHistory(int decimals, SQOrderList openOrders, SQOrderList closedOrders) Inits the orders history.
void	loadSettings(int simulation, FlexibleSettings settings) Load settings.
void	setEquity(double equity) Sets the equity.

Methods inherited from class com.strategyquant.core.gui.components.multiselectPropertyTable.ExtendableParameterClass

getClassName, toString

Methods inherited from class com.strategyquant.core.gui.components.multiselectPropertyTable.ParametersTableItem

applySettings, getFormatedName, getName, getNote, getReplacedFormatedName, isUsed, loadSettings, setEditable, setFormatedName, setName, setNote, setUsed

Methods inherited from class com.strategyquant.core.gui.components.multiselectPropertyTable.ParametersTableItemProperties

findPropertyByKey, getDoubleParameterValue, getProperties, setDoubleParameterValue, setIntParameterValue

Methods inherited from class java.lang.Object

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

Field Detail

PREFIX

public static final java.lang.String PREFIX

The Constant PREFIX.

See Also:

Constant Field Values

Constructor Detail

MoneyManagementType

public MoneyManagementType()

Instantiates a new money management type.

Method Detail

initOrdersHistory

public void initOrdersHistory(int decimals,
                              SQOrderList openOrders,
                              SQOrderList closedOrders)

Inits the orders history.

Parameters:

decimals - the decimals

openOrders - the open orders

closedOrders - the closed orders

setEquity

public void setEquity(double equity)

Sets the equity.

Parameters:

equity - the new equity

init

public abstract void init(SQOrderList originalOrderList,
                          com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable)
                   throws java.lang.Exception

Inits the.

Parameters:

originalOrderList - the original order list

symbolsTable - the symbols table

Throws:

java.lang.Exception - the exception

computeTradeSize

public abstract double computeTradeSize(SQOrder order,
                                        double tickSize,
                                        double pointValue)
                                 throws java.lang.Exception

Compute trade size.

Parameters:

order - the order

tickSize - the tick size

pointValue - the point value

Returns:

the double

Throws:

java.lang.Exception - the exception

loadSettings

public void loadSettings(int simulation,
                         FlexibleSettings settings)

Load settings.

Parameters:

simulation - the simulation

settings - the settings

applySettings

public void applySettings(int simulation,
                          FlexibleSettings settings)

Apply settings.

Parameters:

simulation - the simulation

settings - the settings