Uses of Class
com.strategyquant.tradinglib.OrdersList
Package
Description
Trading related classes, constants and methods.
Classes for computing correlation of two strategies.
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Uses of OrdersList in com.strategyquant.tradinglib
Modifier and TypeMethodDescriptionOrdersList.clone()
creates a clone of give OrdersList.OrdersList.cloneOrders2()
Clone orders 2.Filter.Filter.OrdersList.filterExcludingControlOrders(String resultKey, byte direction, byte sampleType, boolean onlyFilled)
Filter excluding control orders.OrdersList.filterWithClone(String resultKey, byte direction, byte sampleType)
Filter with clone.Trader.getHistoryOrders()
Gets the history orders.ResultsGroup.orders()
Orders.Modifier and TypeMethodDescriptionvoid
OrdersList.addAll(OrdersList orders)
Adds the all.void
Result.addTradingChartsData(com.strategyquant.tradinglib.engine.stockpicker.data.LoadedPickerData pickerdata, com.strategyquant.tradinglib.engine.stockpicker.Stockpicker stockPicker, OrdersList orders, boolean algoWizard)
void
Result.addTradingChartsData(com.strategyquant.tradinglib.engine.TradingSetup ts, OrdersList orders, boolean algoWizard)
Adds the trading charts data.double
DatabankColumn.compute(SQStats stats, StatsTypeCombination combination, OrdersList ordersList, SettingsMap settings, SQStats statsLong, SQStats statsShort)
Compute.double
DatabankColumn.compute(SQStats stats, StatsTypeCombination combination, OrdersList ordersList, SettingsMap settings, SQStats statsLong, SQStats statsShort, Result result)
Compute.double
DatabankColumn.compute(SQStats stats, StatsTypeCombination combination, OrdersList ordersList, SettingsMap settings, SQStats statsLong, SQStats statsShort, Result result, SettingsMap rgSpecialValues)
Compute for order.ReportGenerator.computeMonthlyPerformance(OrdersList orderList, byte plType)
abstract void
CorrelationType.computePeriods(OrdersList orders, int period, TimePeriods periods)
Compute periods.abstract AbstractChart
TradeAnalysisChart.draw(OrdersList orders, byte plType, byte tradePeriod)
Draw.abstract void
WhatIf.filter(OrdersList orders)
Filter.static TimePeriod
CorrelationLib.getPeriod(OrdersList orderList)
Gets the period.static TimePeriod
CorrelationLib.getPeriod(OrdersList orderList1, OrdersList orderList2)
Gets the period.abstract void
MonteCarloManipulation.modifyTrades(IRandomGenerator rng, OrdersList originalOrders)
Modify trades.void
OrdersList.replaceWithList(OrdersList orders)
Replace with list. -
Uses of OrdersList in com.strategyquant.tradinglib.correlation
Modifier and TypeMethodDescriptiondouble
CorrelationComputer.computeCorrelation(boolean addEmptyPeriods, String symbol1, String symbol2, OrdersList orderList1, OrdersList orderList2, CorrelationPeriods periods)
Compute correlation between two list of orders.