Package com.strategyquant.datalib

Class InstrumentInfo

java.lang.Object
com.strategyquant.datalib.InstrumentInfo
All Implemented Interfaces:
com.strategyquant.lib.settings.IXMLAble, Serializable
public class InstrumentInfo extends Object implements com.strategyquant.lib.settings.IXMLAble, Serializable
Instrument definition - holds settings of given instrument, for example tick size, tick step, point value, etc.
See Also:
Serialized Form

  • Field Details

    • Log

      public static final org.slf4j.Logger Log
      The Constant Log.

    • connection

      public String connection
      The connection.

    • instrument

      public String instrument
      The instrument.

    • description

      public String description
      The description.

    • tickSize

      public double tickSize
      The tick size.

    • tickStep

      public double tickStep
      The tick step.

    • tickValueInMoney

      public double tickValueInMoney
      The tick value in money.

    • filename

      public String filename
      The filename.

    • dateFrom

      public long dateFrom
      The date from.

    • dateTo

      public long dateTo
      The date to.

    • rows

      public int rows
      The rows.

    • totalDays

      public int totalDays
      The total days.

    • defaultSpread

      public double defaultSpread
      The default spread.

    • defaultSlippage

      public double defaultSlippage
      The default slippage.

    • decimals

      public int decimals
      The decimals.

    • timeframe

      public String timeframe
      The timeframe.

    • pointValue

      public double pointValue
      The point value.

    • dataType

      public int dataType
      The data type.

    • recognizedFromOrders

      public boolean recognizedFromOrders
      The recognized from orders.

    • alias

      public String alias
      The alias.

    • exchange

      public String exchange
      The sector.

    • country

      public String country
      The sector.

    • sector

      public String sector
      The sector.

    • commissions

      public String commissions
      The commissions.

    • swap

      public String swap
      The swap.

    • orderSizeMultiplier

      public double orderSizeMultiplier
      The orderSizeMultiplier.

    • orderSizeStep

      public double orderSizeStep
      The orderSizeStep.

  • Constructor Details

    • InstrumentInfo

      public InstrumentInfo()
      Instantiates a new instrument info.

    • InstrumentInfo

      public InstrumentInfo​(org.jdom2.Element instrumentXML)
      Instantiates a new instrument info.
      Parameters:
      instrumentXML - the instrument XML

  • Method Details

    • getXML

      public org.jdom2.Element getXML()
      Gets the xml.
      Specified by:
      getXML in interface com.strategyquant.lib.settings.IXMLAble
      Returns:
      the xml

    • setFromXML

      public void setFromXML​(org.jdom2.Element element)
      Sets the from XML.
      Specified by:
      setFromXML in interface com.strategyquant.lib.settings.IXMLAble
      Parameters:
      element - the new from XML

    • clone

      public InstrumentInfo clone()
      Clone.
      Returns:
      the instrument info