Class Hierarchy
- java.lang.Object
- com.strategyquant.tradinglib.AbstractChart
- java.util.AbstractCollection<E> (implements java.util.Collection<E>)
- java.util.AbstractList<E> (implements java.util.List<E>)
- it.unimi.dsi.fastutil.objects.AbstractObjectCollection<K> (implements it.unimi.dsi.fastutil.objects.ObjectCollection<K>)
- it.unimi.dsi.fastutil.objects.AbstractObjectList<K> (implements it.unimi.dsi.fastutil.objects.ObjectList<K>, it.unimi.dsi.fastutil.Stack<K>)
- it.unimi.dsi.fastutil.longs.AbstractLong2ObjectFunction<V> (implements it.unimi.dsi.fastutil.longs.Long2ObjectFunction<V>, java.io.Serializable)
- it.unimi.dsi.fastutil.longs.AbstractLong2ObjectMap<V> (implements it.unimi.dsi.fastutil.longs.Long2ObjectMap<V>, java.io.Serializable)
- it.unimi.dsi.fastutil.longs.AbstractLong2ObjectSortedMap<V> (implements it.unimi.dsi.fastutil.longs.Long2ObjectSortedMap<V>)
- it.unimi.dsi.fastutil.longs.Long2ObjectAVLTreeMap<V> (implements java.lang.Cloneable, java.io.Serializable)
- it.unimi.dsi.fastutil.objects.AbstractObject2ObjectFunction<K,V> (implements it.unimi.dsi.fastutil.objects.Object2ObjectFunction<K,V>, java.io.Serializable)
- it.unimi.dsi.fastutil.objects.AbstractObject2ObjectMap<K,V> (implements it.unimi.dsi.fastutil.objects.Object2ObjectMap<K,V>, java.io.Serializable)
- it.unimi.dsi.fastutil.objects.Object2ObjectOpenHashMap<K,V> (implements java.lang.Cloneable, it.unimi.dsi.fastutil.Hash, java.io.Serializable)
- com.strategyquant.tradinglib.charts.linechart.series.AbstractSeries
- com.strategyquant.tradinglib.taskImpl.AbstractTask (implements com.strategyquant.tradinglib.taskImpl.ISQTask)
- com.strategyquant.tradinglib.ATM (implements java.io.Serializable)
- com.strategyquant.tradinglib.ATMExit (implements java.io.Serializable)
- com.strategyquant.tradinglib.BarChart.CategoryValue
- com.strategyquant.tradinglib.Blocks (implements com.strategyquant.lib.snippets.ICustomClasses)
- com.strategyquant.tradinglib.BlockSuperTypes
- com.strategyquant.datalib.ChartDef (implements com.strategyquant.lib.utils.ISQCloneable<T>, com.strategyquant.lib.settings.IXMLAble, java.io.Serializable)
- com.strategyquant.tradinglib.ChartsConst
- com.strategyquant.tradinglib.ChartSetup (implements com.strategyquant.lib.utils.ISQCloneable<T>, com.strategyquant.lib.settings.IXMLAble, java.io.Serializable)
- com.strategyquant.tradinglib.Colors
- com.strategyquant.tradinglib.correlation.CorrelationComputer
- com.strategyquant.tradinglib.CorrelationLib
- com.strategyquant.tradinglib.correlation.CorrelationPeriodTypes
- com.strategyquant.tradinglib.correlation.CorrelationSettings (implements java.io.Serializable)
- com.strategyquant.tradinglib.CustomCellFormat
- com.strategyquant.lib.snippets.CustomClasses<T> (implements com.strategyquant.lib.snippets.ICustomClasses)
- com.strategyquant.tradinglib.Databank (implements java.io.Serializable)
- com.strategyquant.tradinglib.DatabankFitness
- com.strategyquant.datalib.DataInfo (implements com.strategyquant.lib.settings.IXMLAble, java.io.Serializable)
- com.strategyquant.datalib.dataseries.DataSeriesBase
- com.strategyquant.tradinglib.debug.Debugger
- com.strategyquant.tradinglib.ChartData (implements java.io.Serializable)
- com.strategyquant.tradinglib.Checker
- com.strategyquant.tradinglib.CorrelationType (implements com.strategyquant.lib.utils.ISQCloneable<T>)
- com.strategyquant.tradinglib.CustomAnalysisMethod
- com.strategyquant.tradinglib.EngineChart
- com.strategyquant.tradinglib.ExitMethod (implements com.strategyquant.tradinglib.IBlock)
- com.strategyquant.tradinglib.Negater
- com.strategyquant.tradinglib.OverviewTemplate
- com.strategyquant.tradinglib.propertygrid.ParametersTableItemProperties (implements java.io.Serializable)
- com.strategyquant.tradinglib.propertygrid.ParametersTableItem<T> (implements com.strategyquant.lib.settings.IXMLAble)
- com.strategyquant.tradinglib.CommissionsMethod
- com.strategyquant.tradinglib.MoneyManagementMethod (implements com.strategyquant.lib.utils.ISQCloneable<T>)
- com.strategyquant.tradinglib.MonteCarloManipulation (implements com.strategyquant.lib.utils.ISQCloneable<T>)
- com.strategyquant.tradinglib.MonteCarloRetest (implements com.strategyquant.lib.utils.ISQCloneable<T>)
- com.strategyquant.tradinglib.RiskManagementMethod (implements com.strategyquant.lib.utils.ISQCloneable<T>)
- com.strategyquant.tradinglib.ScalingMethod
- com.strategyquant.tradinglib.TradingOption (implements com.strategyquant.lib.utils.ISQCloneable<T>)
- com.strategyquant.tradinglib.WhatIf (implements com.strategyquant.lib.utils.ISQCloneable<T>)
- com.strategyquant.tradinglib.table.TableColumn
- com.strategyquant.tradinglib.TradeAnalysisChart
- com.strategyquant.tradinglib.Directions
- com.strategyquant.tradinglib.Editors
- com.strategyquant.lib.ElementComparatorByAttribute (implements java.util.Comparator<T>)
- com.strategyquant.tradinglib.ExitTypes
- com.strategyquant.tradinglib.FitnessCollection
- com.strategyquant.tradinglib.correlation.FitPortfolio (implements java.io.Serializable)
- com.strategyquant.tradinglib.GeneticInfo
- com.strategyquant.lib.HistoryDataLoader
- com.strategyquant.lib.HistoryOHLCData
- com.strategyquant.datalib.InstrumentInfo (implements com.strategyquant.lib.settings.IXMLAble, java.io.Serializable)
- com.strategyquant.tradinglib.task.settings.buildmode.JSONAble
- com.strategyquant.lib.L
- com.strategyquant.tradinglib.MemoryCleaner
- com.strategyquant.lib.MemoryInfo
- com.strategyquant.tradinglib.MonteCarloTestTypes
- com.strategyquant.tradinglib.Order (implements java.io.Serializable)
- com.strategyquant.tradinglib.OrderCloseTypes
- com.strategyquant.tradinglib.OrdersList (implements java.io.Externalizable)
- com.strategyquant.tradinglib.OrderStatuses
- com.strategyquant.tradinglib.OrderTypes
- com.strategyquant.tradinglib.ParametersHelper
- com.strategyquant.tradinglib.ParametrizationTypes
- com.strategyquant.tradinglib.PlTypes
- com.strategyquant.tradinglib.project.ProjectConfigHelper
- com.strategyquant.tradinglib.project.ProjectEngine
- com.strategyquant.tradinglib.project.ProjectGlobalLog
- com.strategyquant.tradinglib.ProjectRunInfo
- com.strategyquant.tradinglib.ResultsGroup (implements com.strategyquant.lib.settings.IXMLAble, java.io.Serializable)
- com.strategyquant.tradinglib.ResultTypes
- com.strategyquant.tradinglib.ReturnTypes
- com.strategyquant.tradinglib.project.RunningStatusBase
- com.strategyquant.tradinglib.project.StopPauseEngine (implements com.strategyquant.lib.IStopPauseStatus)
- com.strategyquant.tradinglib.SampleTypes
- com.strategyquant.tradinglib.SettingsKeys
- com.strategyquant.tradinglib.SLPTValues
- com.strategyquant.tradinglib.results.SpecialValues
- com.strategyquant.tradinglib.project.SQProject
- com.strategyquant.tradinglib.SQStats (implements com.strategyquant.lib.utils.ISQCloneable<T>, com.strategyquant.lib.settings.IXMLAble)
- com.strategyquant.lib.SQTime
- com.strategyquant.lib.SQUtils
- com.strategyquant.tradinglib.StatsKey
- com.strategyquant.tradinglib.StatsTypeCombination (implements java.io.Serializable)
- com.strategyquant.tradinglib.StrategiesActionCache
- com.strategyquant.tradinglib.SwapMethod (implements com.strategyquant.lib.settings.IXMLAble, java.io.Serializable)
- com.strategyquant.datalib.SymbolData
- com.strategyquant.tradinglib.task.settings.TaskSettingsData
- java.lang.Throwable (implements java.io.Serializable)
- com.strategyquant.datalib.TickEvent
- com.strategyquant.tradinglib.TimeDuration
- com.strategyquant.datalib.TimeframeManager
- com.strategyquant.lib.TimePeriod
- com.strategyquant.tradinglib.Trader
- com.strategyquant.tradinglib.TradingUtils
- com.strategyquant.datalib.UpdateEventTypes
- com.strategyquant.lib.ValuesMap (implements com.strategyquant.lib.settings.IXMLAble, java.io.Serializable)
- com.strategyquant.tradinglib.ValueTypes
- com.strategyquant.tradinglib.Variable
- com.strategyquant.tradinglib.WalkForwardPeriod (implements com.strategyquant.lib.settings.IXMLAble)
- com.strategyquant.tradinglib.WalkForwardResult (implements com.strategyquant.lib.settings.IXMLAble)
- com.strategyquant.lib.XMLUtil
Annotation Type Hierarchy