Package com.strategyquant.tradinglib

Class MonteCarloManipulation

java.lang.Object
com.strategyquant.tradinglib.debug.Debugger
com.strategyquant.tradinglib.propertygrid.ParametersTableItemProperties
com.strategyquant.tradinglib.propertygrid.ParametersTableItem
com.strategyquant.tradinglib.MonteCarloManipulation
All Implemented Interfaces:
com.strategyquant.lib.settings.IXMLAble, com.strategyquant.lib.utils.ISQCloneable<MonteCarloManipulation>, Serializable
public abstract class MonteCarloManipulation extends com.strategyquant.tradinglib.propertygrid.ParametersTableItem implements com.strategyquant.lib.utils.ISQCloneable<MonteCarloManipulation>
The Class MonteCarloManipulation.
See Also:
Serialized Form

  • Field Summary

    Fields inherited from class com.strategyquant.tradinglib.propertygrid.ParametersTableItem

    _text, editable, name

    Fields inherited from class com.strategyquant.tradinglib.propertygrid.ParametersTableItemProperties

    df, Log, TYPE_BOOLEAN, TYPE_DATE, TYPE_DOUBLE, TYPE_INT, TYPE_INT_LIST, TYPE_STR_LIST, TYPE_STRING, TYPE_TIME

  • Constructor Summary

    Constructors
    Constructor
    Description
    MonteCarloManipulation()
     

  • Method Summary

    Modifier and Type
    Method
    Description
    MonteCarloManipulation
    getClone()
    Gets the clone.
    abstract void
    modifyTrades​(IRandomGenerator rng, OrdersList originalOrders)
    Modify trades.

    Methods inherited from class com.strategyquant.tradinglib.propertygrid.ParametersTableItem

    equals, getDescription, getEngine, getFormatedName, getName, getNote, getXML, isEditable, isUsed, newInstance, printFormatedName, setEditable, setFromParameterEl, setFromXML, setUsed

    Methods inherited from class com.strategyquant.tradinglib.propertygrid.ParametersTableItemProperties

    getParametersList, getParameterValue, getParams, getPGParameterValue, setDefaultValues, setParameterValue, setParams

    Methods inherited from class com.strategyquant.tradinglib.debug.Debugger

    debug, fdebug

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • MonteCarloManipulation

      public MonteCarloManipulation()

  • Method Details

    • modifyTrades

      public abstract void modifyTrades​(IRandomGenerator rng, OrdersList originalOrders) throws Exception
      Modify trades.
      Parameters:
      rng - the rng
      originalOrders - the original orders
      Throws:
      Exception - the exception

    • getClone

      public MonteCarloManipulation getClone() throws Exception
      Gets the clone.
      Specified by:
      getClone in interface com.strategyquant.lib.utils.ISQCloneable<MonteCarloManipulation>
      Overrides:
      getClone in class com.strategyquant.tradinglib.propertygrid.ParametersTableItem
      Returns:
      the clone
      Throws:
      Exception - the exception