Package com.strategyquant.tradinglib

Class MonteCarloRetest

java.lang.Object
com.strategyquant.tradinglib.debug.Debugger
com.strategyquant.tradinglib.propertygrid.ParametersTableItemProperties
com.strategyquant.tradinglib.propertygrid.ParametersTableItem
com.strategyquant.tradinglib.MonteCarloRetest
All Implemented Interfaces:
com.strategyquant.lib.settings.IXMLAble, com.strategyquant.lib.utils.ISQCloneable<MonteCarloRetest>, Serializable
public abstract class MonteCarloRetest extends com.strategyquant.tradinglib.propertygrid.ParametersTableItem implements com.strategyquant.lib.utils.ISQCloneable<MonteCarloRetest>
The Class MonteCarloRetest.
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
    MonteCarloRetest​(int type)
    Instantiates a new monte carlo retest.

  • Method Summary

    Modifier and Type
    Method
    Description
    abstract MonteCarloRetest
    getClone()
    Gets the clone.
    int
    getType()
    Gets the type.
    void
    initSettings​(SettingsMap clonedSettings)
    Inits the settings.
    void
    modifyData​(IRandomGenerator rng, TickEvent tickEvent, double globalATR)
    Modify data.
    void
    modifyOHLCData​(IRandomGenerator rng, com.strategyquant.datalib.data.io.VersatileData data, double globalATR)
    Modify OHLC data.
    void
    modifySettings​(IRandomGenerator rng, SettingsMap settings)
    Modify settings.

    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

    • MonteCarloRetest

      public MonteCarloRetest​(int type)
      Instantiates a new monte carlo retest.
      Parameters:
      type - the type

  • Method Details

    • getType

      public int getType()
      Gets the type.
      Returns:
      the type

    • modifySettings

      public void modifySettings​(IRandomGenerator rng, SettingsMap settings) throws Exception
      Modify settings.
      Parameters:
      rng - the rng
      settings - the settings
      Throws:
      Exception - the exception

    • modifyData

      public void modifyData​(IRandomGenerator rng, TickEvent tickEvent, double globalATR)
      Modify data.
      Parameters:
      rng - the rng
      tickEvent - the tick event
      globalATR - the global ATR

    • getClone

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

    • initSettings

      public void initSettings​(SettingsMap clonedSettings)
      Inits the settings.
      Parameters:
      clonedSettings - the cloned settings

    • modifyOHLCData

      public void modifyOHLCData​(IRandomGenerator rng, com.strategyquant.datalib.data.io.VersatileData data, double globalATR)
      Modify OHLC data.
      Parameters:
      rng - the rng
      data - OHLC data
      globalATR - the global ATR