Serialized Form

Class com.strategyquant.datalib.ChartDef extends Object implements Serializable

• Serialized Fields

  • backloadNumber

    long backloadNumber

    The backload number.

  • backloadType

    int backloadType

    The backload type.

  • connectionName

    String connectionName

    The connection name.

  • connectionNameHash

    int connectionNameHash

    The connection name hash.

  • dataInfo

    DataInfo dataInfo

    The data info.

  • historyFrom

    long historyFrom

    The history from.

  • historyTo

    long historyTo

    The history to.

  • instrument

    String instrument

    The instrument.

  • instrumentInfo

    InstrumentInfo instrumentInfo

    The instrument info.

  • loadedHistoryFrom

    long loadedHistoryFrom

    The loaded history from.

  • minDistance

    double minDistance

    The min distance.

  • realSpread

    boolean realSpread

    The real spread.

  • registered

    boolean registered

    The registered.

  • session

    String session

    The session.

  • spread

    double spread

    The spread.

  • symbol

    String symbol

    The symbol.

  • symbolHash

    int symbolHash

    The symbol hash.

  • timeframe

    String timeframe

    The timeframe.

  • type

    int type

    The type.

Class com.strategyquant.datalib.DataInfo extends Object implements Serializable

• Serialized Fields

  • barTimeType

    int barTimeType

    The bar time type.

  • basketId

    int basketId

    The basket id.

  • connection

    String connection

    The connection.

  • dateFrom

    long dateFrom

    The date from.

  • dateFromStr

    String dateFromStr

    The date from str.

  • dateTo

    long dateTo

    The date to.

  • dateToStr

    String dateToStr

    The date to str.

  • decimals

    int decimals

    The decimals.

  • fileHash

    long fileHash

  • filename

    String filename

    The filename.

  • id

    int id

    The id.

  • instrument

    String instrument

    The instrument.

  • originalSymbol

    String originalSymbol

    The original symbol.

  • removeWeekends

    boolean removeWeekends

    The remove weekends.

  • rows

    int rows

    The rows.

  • secondsRecords

    long secondsRecords

    The seconds records.

  • show

    boolean show

    The show.

  • source

    int source

    The source.

  • sourceDataId

    int sourceDataId

    The source data id.

  • symbol

    String symbol

    The symbol.

  • symbolInfo

    InstrumentInfo symbolInfo

    The symbol info.

  • timeframe

    String timeframe

    The timeframe.

  • timezone

    String timezone

    The timezone.

  • totalDays

    int totalDays

    The total days.

  • uSymbol

    String uSymbol

    The u symbol.

  • uSymbolName

    String uSymbolName

    The u symbol name.

Class com.strategyquant.datalib.InstrumentInfo extends Object implements Serializable

• Serialized Fields

  • alias

    String alias

    The alias.

  • commissions

    String commissions

    The commissions.

  • connection

    String connection

    The connection.

  • country

    String country

    The sector.

  • dataType

    int dataType

    The data type.

  • dateFrom

    long dateFrom

    The date from.

  • dateTo

    long dateTo

    The date to.

  • decimals

    int decimals

    The decimals.

  • defaultSlippage

    double defaultSlippage

    The default slippage.

  • defaultSpread

    double defaultSpread

    The default spread.

  • description

    String description

    The description.

  • exchange

    String exchange

    The sector.

  • filename

    String filename

    The filename.

  • instrument

    String instrument

    The instrument.

  • orderSizeMultiplier

    double orderSizeMultiplier

    The orderSizeMultiplier.

  • orderSizeStep

    double orderSizeStep

    The orderSizeStep.

  • pointValue

    double pointValue

    The point value.

  • recognizedFromOrders

    boolean recognizedFromOrders

    The recognized from orders.

  • rows

    int rows

    The rows.

  • sector

    String sector

    The sector.

  • swap

    String swap

    The swap.

  • tickSize

    double tickSize

    The tick size.

  • tickStep

    double tickStep

    The tick step.

  • tickValueInMoney

    double tickValueInMoney

    The tick value in money.

  • timeframe

    String timeframe

    The timeframe.

  • totalDays

    int totalDays

    The total days.

Class com.strategyquant.datalib.TradingException extends Exception implements Serializable

• Serialized Fields

  • errorCode

    int errorCode

Class com.strategyquant.lib.HistoryDataNotAvailableExeption extends Exception implements Serializable

Class com.strategyquant.lib.SettingsMap extends ValuesMap implements Serializable

Class com.strategyquant.lib.TaskStoppedException extends Exception implements Serializable

Class com.strategyquant.lib.TimePeriods extends it.unimi.dsi.fastutil.longs.Long2ObjectAVLTreeMap<TimePeriod> implements Serializable

Class com.strategyquant.lib.ValuesMap extends Object implements Serializable

• Serialized Fields

  • values

    it.unimi.dsi.fastutil.ints.Int2ObjectOpenHashMap<Object> values

    The values.

Class com.strategyquant.tradinglib.ATM extends Object implements Serializable

• Serialized Fields

  • atmType

    int atmType

  • exits

    ArrayList<ATMExit> exits

  • generateConfig

    com.strategyquant.tradinglib.atm.ATMGenerateConfig generateConfig

  • minimalSize

    double minimalSize

  • sizeDecimals

    int sizeDecimals

Class com.strategyquant.tradinglib.ATMExit extends Object implements Serializable

• Serialized Fields

  • elExit

    org.jdom2.Element elExit

  • exitIndex

    int exitIndex

  • exitLevel

    com.strategyquant.tradinglib.atm.exits.AbstractExitLevel exitLevel

  • minimalSize

    double minimalSize

  • moveSL2BE

    com.strategyquant.tradinglib.atm.ATMMoveSL2BE moveSL2BE

  • positionSize

    com.strategyquant.tradinglib.atm.sizes.AbstractATMPositionSize positionSize

  • sizeDecimals

    int sizeDecimals

Class com.strategyquant.tradinglib.BadStrategyException extends TradingException implements Serializable

• Serialized Fields

  • reason

    int reason

    The reason.

Class com.strategyquant.tradinglib.BlockDefinitionException extends Exception implements Serializable

Class com.strategyquant.tradinglib.ChartData extends com.strategyquant.tradinglib.debug.Debugger implements Serializable

• Serialized Fields

  • Ask

    double Ask

    The Ask.

  • backupTick

    TickEvent backupTick

  • barHigh

    double barHigh

    The bar high.

  • barLow

    double barLow

    The bar low.

  • barType

    com.strategyquant.datalib.bartype.BarType barType

    The bar type.

  • barTypeStatus

    com.strategyquant.datalib.bartype.BarTypeStatus barTypeStatus

    The bar type status.

  • barVolume

    double barVolume

    The bar volume.

  • Bid

    double Bid

    The Bid.

  • chartDef

    ChartDef chartDef

    The chart def.

  • chartTF

    int chartTF

    The chart TF.

  • Close

    DataSeries Close

    The Close.

  • CloseD

    DataSeries CloseD

    The Close D.

  • CloseM

    DataSeries CloseM

    The Close M.

  • CloseW

    DataSeries CloseW

    The Close W.

  • connectedObject

    ChartData connectedObject

    The connected object.

  • Connection

    String Connection

    The Connection.

  • connectionHash

    int connectionHash

    The connection hash.

  • currentBar

    int currentBar

    The current bar.

  • currentBarTime

    long currentBarTime

    The current bar time.

  • currentDayEnd

    long currentDayEnd

    The current day end.

  • dailyHigh

    double dailyHigh

    The daily high.

  • dailyLow

    double dailyLow

    The daily low.

  • EventType

    int EventType

    The Event type.

  • hasDailyDataBlock

    boolean hasDailyDataBlock

    The has daily data block.

  • hashCode

    int hashCode

    The hash code.

  • hasMonthlyDataBlock

    boolean hasMonthlyDataBlock

    The has monthly data block.

  • hasOnTickRule

    boolean hasOnTickRule

    The has on tick rule.

  • hasWeeklyDataBlock

    boolean hasWeeklyDataBlock

    The has weekly data block.

  • High

    DataSeries High

    The High.

  • HighD

    DataSeries HighD

    The High D.

  • HighM

    DataSeries HighM

    The High M.

  • HighW

    DataSeries HighW

    The High W.

  • indyStartingBar

    int indyStartingBar

  • Instrument

    String Instrument

    The Instrument.

  • Low

    DataSeries Low

    The Low.

  • LowD

    DataSeries LowD

    The Low D.

  • LowM

    DataSeries LowM

    The Low M.

  • LowW

    DataSeries LowW

    The Low W.

  • MarketData

    com.strategyquant.tradinglib.strategy.MarketData MarketData

    The Market data.

  • Median

    com.strategyquant.datalib.dataseries.ComputedDataSeries Median

    The Median.

  • monthlyHigh

    double monthlyHigh

    The monthly high.

  • monthlyLow

    double monthlyLow

    The monthly low.

  • nextBarIndex

    int nextBarIndex

    The next bar index.

  • nextBarTime

    long nextBarTime

    The next bar time.

  • nextDayTick

    long nextDayTick

    The next day tick.

  • nextMonthTick

    long nextMonthTick

    The next month tick.

  • nextWeekTick

    long nextWeekTick

    The next week tick.

  • Open

    DataSeries Open

    The Open.

  • OpenD

    DataSeries OpenD

    The Open D.

  • OpenM

    DataSeries OpenM

    The Open M.

  • OpenW

    DataSeries OpenW

    The Open W.

  • requestedEventType

    int requestedEventType

    The requested event type.

  • serieIndex

    int serieIndex

    The serie index.

  • session

    String session

    The Session.

  • sessionDaily

    com.strategyquant.datalib.session.Session sessionDaily

    Session objects for daily/weekly/monthly bars calculations

  • sessionMonthly

    com.strategyquant.datalib.session.Session sessionMonthly

  • sessionStatus

    com.strategyquant.datalib.session.SessionStatus sessionStatus

  • sessionWeekly

    com.strategyquant.datalib.session.Session sessionWeekly

  • Symbol

    String Symbol

    The Symbol.

  • symbolHash

    int symbolHash

    The symbol hash.

  • SymbolInfo

    InstrumentInfo SymbolInfo

    The Symbol info.

  • Time

    com.strategyquant.datalib.dataseries.TimeDataSeries Time

    The Time.

  • TimeCurrent

    long TimeCurrent

    The Time current.

  • TimeD

    com.strategyquant.datalib.dataseries.TimeDataSeries TimeD

    The Time D.

  • Timeframe

    String Timeframe

    The Timeframe.

  • TimeM

    com.strategyquant.datalib.dataseries.TimeDataSeries TimeM

    The Time M.

  • TimeW

    com.strategyquant.datalib.dataseries.TimeDataSeries TimeW

    The Time W.

  • Typical

    com.strategyquant.datalib.dataseries.ComputedDataSeries Typical

    The Typical.

  • updated

    boolean updated

    The updated.

  • useSessionWhenComputingDWM

    boolean useSessionWhenComputingDWM

  • Volume

    DataSeries Volume

    The Volume.

  • weeklyHigh

    double weeklyHigh

    The weekly high.

  • weeklyLow

    double weeklyLow

    The weekly low.

  • Weighted

    com.strategyquant.datalib.dataseries.ComputedDataSeries Weighted

    The Weighted.

Class com.strategyquant.tradinglib.ChartSetup extends Object implements Serializable

• Serialized Fields

  • backtestEngine

    int backtestEngine

    The backtest engine.

  • charts

    ArrayList<ChartDef> charts

    The charts.

  • commissionsMethod

    CommissionsMethod commissionsMethod

    The commissions method.

  • minDistance

    double minDistance

    The min distance.

  • realSpread

    boolean realSpread

    The real spread.

  • testPrecision

    int testPrecision

    The test precision.

  • used

    boolean used

    The used.

Class com.strategyquant.tradinglib.CommissionsMethod extends com.strategyquant.tradinglib.propertygrid.ParametersTableItem implements Serializable

• Serialized Fields

  • name

    String name

    The name.

Class com.strategyquant.tradinglib.Databank extends Object implements Serializable

• Serialized Fields

  • databankFolder

    String databankFolder

    The databank folder.

  • databankRecords

    com.strategyquant.tradinglib.databank.DatabankRecords databankRecords

    The databank records.

  • dbSyncThread

    Thread dbSyncThread

    The db sync thread.

  • fileBased

    boolean fileBased

    The file based.

  • filter

    com.strategyquant.tradinglib.databank.IDatabankFilter filter

    The filter.

  • listeners

    ArrayList<com.strategyquant.tradinglib.databank.IDatabankListener> listeners

    The listeners.

  • loaded

    boolean loaded

    The loaded.

  • loading

    boolean loading

    The loading.

  • name

    String name

    The name.

  • percentLoaded

    double percentLoaded

    The percent loaded.

  • position

    int position

    The position.

  • progressLock

    StampedLock progressLock

    The progress lock.

  • projectName

    String projectName

    The project name.

  • reportSaver

    com.strategyquant.tradinglib.project.StrategySaver reportSaver

    The report saver.

  • syncAllowed

    boolean syncAllowed

    The sync allowed.

  • syncType

    String syncType

    The sync type.

  • view

    com.strategyquant.tradinglib.databank.DatabankTableView view

    The view.

Class com.strategyquant.tradinglib.MoneyManagementMethod extends com.strategyquant.tradinglib.propertygrid.ParametersTableItem implements Serializable

• Serialized Fields

  • equity

    double equity

    The equity.

  • initialCapital

    double initialCapital

    The initial capital.

  • name

    String name

    The name.

Class com.strategyquant.tradinglib.MonteCarloManipulation extends com.strategyquant.tradinglib.propertygrid.ParametersTableItem implements Serializable

Class com.strategyquant.tradinglib.MonteCarloRetest extends com.strategyquant.tradinglib.propertygrid.ParametersTableItem implements Serializable

• Serialized Fields

  • settings

    SettingsMap settings

    The settings.

  • type

    int type

    The type.

Class com.strategyquant.tradinglib.NegatersList extends it.unimi.dsi.fastutil.objects.ObjectArrayList<Negater> implements Serializable

Class com.strategyquant.tradinglib.Order extends Object implements Serializable

• Serialized Fields

  • AccountBalance

    float AccountBalance

    The Account balance.

  • AccountBalanceTemp

    float AccountBalanceTemp

    The Account balance temp.

  • ATROnOpen

    float ATROnOpen

    ATR(14) on open of the trade

  • BarsInTrade

    short BarsInTrade

    The Bars in trade.

  • ClosePrice

    float ClosePrice

    The Close price.

  • CloseTime

    long CloseTime

    The Close time.

  • CloseType

    byte CloseType

    The Close type.

  • Comment

    String Comment

    The Comment.

  • CommSwap

    float CommSwap

    The Comm swap.

  • CommSwapApplied

    boolean CommSwapApplied

    The Comm swap applied.

  • DD

    float DD

    The dd.

  • Duration

    int Duration

    The Duration.

  • ExitIndex

    byte ExitIndex

    index of exit (if applicable)

  • Extra1

    float Extra1

    The Extra 1.

  • IsInPortfolio

    byte IsInPortfolio

    The Is in portfolio.

  • MAE

    float MAE

    The mae.

  • MagicNumber

    int MagicNumber

    The Magic number.

  • MFE

    float MFE

    The mfe.

  • OpenPrice

    float OpenPrice

    The Open price.

  • OpenTime

    long OpenTime

    The Open time.

  • Order

    int Order

    The Order.

  • OriginalOpenTime

    long OriginalOpenTime

    The Original open time.

  • OriginalPrice

    float OriginalPrice

    The Original price.

  • OriginalType

    byte OriginalType

    The Original type.

  • PctAccountBalance

    float PctAccountBalance

    The Pct account balance.

  • PctDD

    float PctDD

    The Pct DD.

  • PctPL

    float PctPL

    The Pct PL.

  • PctPL_TWR

    float PctPL_TWR

    The Pct P L TWR.

  • PipsAccountBalance

    float PipsAccountBalance

    The Pips account balance.

  • PipsDD

    float PipsDD

    The Pips DD.

  • PipsMAE

    float PipsMAE

    The Pips MAE.

  • PipsMFE

    float PipsMFE

    The Pips MFE.

  • PipsPL

    float PipsPL

    The Pips PL.

  • PL

    float PL

    The pl.

  • SampleType

    byte SampleType

    The Sample type.

  • SetupName

    String SetupName

    The Setup name.

  • Size

    float Size

    The Size.

  • SlippageInMoney

    float SlippageInMoney

    The Slippage in money.

  • StopLoss

    float StopLoss

    The Stop loss.

  • StrategyName

    String StrategyName

    The Strategy name.

  • Symbol

    String Symbol

    The Symbol.

  • TakeProfit

    float TakeProfit

    The Take profit.

  • Ticket

    int Ticket

    The Ticket.

  • Type

    byte Type

    The Type.

  • worstDailyEquity

    float worstDailyEquity

    The worst daily equity.

Class com.strategyquant.tradinglib.OrdersList extends Object implements Serializable

• Serialization Methods

  • readExternal

    public void readExternal​(ObjectInput in) throws IOException, ClassNotFoundException
    Read external.

    Throws:

    IOException - Signals that an I/O exception has occurred.

    ClassNotFoundException - the class not found exception

  • writeExternal

    public void writeExternal​(ObjectOutput out) throws IOException
    Write external.

    Throws:

    IOException - Signals that an I/O exception has occurred.

Class com.strategyquant.tradinglib.Result extends ValuesMap implements Serializable

• Serialized Fields

  • chartsDataLock

    ReentrantLock chartsDataLock

    The charts data lock.

  • dailyEquityLock

    ReentrantLock dailyEquityLock

    The daily equity lock.

  • fitnessCollection

    FitnessCollection fitnessCollection

    The fitness collection.

  • mcManipulationSimulations

    com.strategyquant.tradinglib.robustnesstests.MCSimulations mcManipulationSimulations

    The mc manipulation simulations.

  • mcRetestSimulations

    com.strategyquant.tradinglib.robustnesstests.MCSimulations mcRetestSimulations

    The mc retest simulations.

  • resultKey

    String resultKey

    The result key.

  • resultsGroup

    ResultsGroup resultsGroup

    The results group.

  • sequentialOptimizationResults

    com.strategyquant.tradinglib.robustnesstests.SequentialOptimizationResults sequentialOptimizationResults

    The chain optimization simulations.

  • specialResult

    boolean specialResult

    The special result.

  • stockChartPath

    String stockChartPath

    The stock chart path.

  • strategyXml

    org.jdom2.Element strategyXml

    The strategy xml.

  • worstDailyEquity

    it.unimi.dsi.fastutil.longs.Long2FloatRBTreeMap worstDailyEquity

    The worst daily equity.

Class com.strategyquant.tradinglib.ResultsGroup extends Object implements Serializable

• Serialized Fields

  • bestWFResultKey

    String bestWFResultKey

    The best WF result key.

  • correlationPeriods

    TimePeriods correlationPeriods

    Correlation periods.

  • databank

    Databank databank

    The databank.

  • destroyOnLockRelease

    boolean destroyOnLockRelease

    The destroy on lock release.

  • lastSettingsXml

    String lastSettingsXml

    The last settings xml.

  • lockingTaskInfo

    String lockingTaskInfo

    The locking task info.

  • mergedResults

    List<ResultsGroup> mergedResults

    The merged results.

  • oosSettings

    com.strategyquant.tradinglib.strategy.OutOfSample oosSettings

    The oos settings.

  • optimizationProfile

    com.strategyquant.tradinglib.optimization.OptimizationProfile optimizationProfile

    The optimization profile.

  • ordersList

    OrdersList ordersList

    The orders list.

  • resultFileName

    String resultFileName

    The result file name.

  • resultName

    String resultName

    The result name.

  • resultsGroupLock

    StampedLock resultsGroupLock

    The results group lock.

  • resultsMap

    com.strategyquant.tradinglib.results.ResultsMap resultsMap

    The results map.

  • specialValues

    SettingsMap specialValues

    The special values.

  • symbolsMap

    com.strategyquant.tradinglib.results.SymbolsMap symbolsMap

    The symbols map.

  • updated

    boolean updated

    The updated.

Class com.strategyquant.tradinglib.RiskManagementMethod extends com.strategyquant.tradinglib.propertygrid.ParametersTableItem implements Serializable

• Serialized Fields

  • decimals

    int decimals

    The decimals.

  • equity

    double equity

    The equity.

Class com.strategyquant.tradinglib.ScalingMethod extends com.strategyquant.tradinglib.propertygrid.ParametersTableItem implements Serializable

• Serialized Fields

  • name

    String name

    The name.

Class com.strategyquant.tradinglib.StatsDontExistException extends Exception implements Serializable

Class com.strategyquant.tradinglib.StatsTypeCombination extends Object implements Serializable

• Serialized Fields

  • direction

    byte direction

    The direction.

  • key

    int key

    The key.

  • plType

    byte plType

    The pl type.

  • sampleType

    byte sampleType

    The sample type.

Class com.strategyquant.tradinglib.StrategyBase extends ChartData implements Serializable

• Serialized Fields

  • accountBalance

    double accountBalance

  • accountEquity

    double accountEquity

  • ambigouousTrades

    int ambigouousTrades

  • applyExitsAtTheEndOfRule

    boolean applyExitsAtTheEndOfRule

    The apply exits at the end of rule.

  • atm

    ATM atm

  • badStrategyChecks

    int badStrategyChecks

    The bad strategy checks.

  • cbMap

    HashMap<String,​org.jdom2.Element> cbMap

    The cb map.

  • dismissBadStrategies

    int dismissBadStrategies

    The dismiss bad strategies.

  • endOfdayExit

    TradingOption endOfdayExit

    The end ofday exit.

  • engine

    int engine

    The engine.

  • Explore

    com.strategyquant.tradinglib.explore.Explore Explore

    The explore.

  • firstCallEvaluateOptions

    boolean firstCallEvaluateOptions

    The first call evaluate options.

  • globalMMMethod

    MoneyManagementMethod globalMMMethod

    The global MM method.

  • isAlgoWizard

    boolean isAlgoWizard

  • Log

    org.slf4j.Logger Log

    The Log.

  • MultipleChartsUpdated

    boolean MultipleChartsUpdated

    The Multiple charts updated.

  • progressDiff

    double progressDiff

    The progress diff.

  • progressLastBarChecked

    int progressLastBarChecked

    The progress last bar checked.

  • progressTotalHistoryFrom

    long progressTotalHistoryFrom

    The progress total history from.

  • progressTotalHistoryTo

    long progressTotalHistoryTo

    The progress total history to.

  • progressUpdateTime

    long progressUpdateTime

    The progress update time.

  • reasonNo

    String reasonNo

    The reason no.

  • settings

    SettingsMap settings

    The settings.

  • setupName

    String setupName

    The setup name.

  • Stockpicker

    com.strategyquant.tradinglib.engine.stockpicker.Stockpicker Stockpicker

    The Stockpicker.

  • strategyCheckDate

    long strategyCheckDate

    The strategy check date.

  • strategyName

    String strategyName

    The strategy name.

  • strategyProblems

    int strategyProblems

    The strategy problems.

  • Trader

    Trader Trader

    The Trader.

  • tradersArray

    Trader[] tradersArray

    The traders array.

  • tradersMap

    int[] tradersMap

    The traders map.

  • tradingOptions

    TradingOption[] tradingOptions

    The trading options.

  • tradingSetup

    com.strategyquant.tradinglib.engine.TradingSetup tradingSetup

    The trading setup.

  • UpdatedChart

    int UpdatedChart

    The Updated chart.

  • UpdateEventType

    int UpdateEventType

    The Update event type.

  • updateProgressTicks

    int updateProgressTicks

    The update progress ticks.

  • variables

    Variables variables

    The variables.

  • warningsBadStrategies

    boolean warningsBadStrategies

    The warnings bad strategies.

  • wasUsed

    boolean wasUsed

    The was used.

  • xmlStrategy

    org.jdom2.Element xmlStrategy

    The xml strategy.

Class com.strategyquant.tradinglib.SwapMethod extends Object implements Serializable

• Serialized Fields

  • longSwap

    double longSwap

  • shortSwap

    double shortSwap

  • tripleSwapOn

    String tripleSwapOn

  • type

    String type

  • use

    boolean use

Class com.strategyquant.tradinglib.TradeSizeSmallerThanOneException extends Exception implements Serializable

Class com.strategyquant.tradinglib.TradingOption extends com.strategyquant.tradinglib.propertygrid.ParametersTableItem implements Serializable

• Serialized Fields

  • inbuild

    boolean inbuild

    The inbuild.

Class com.strategyquant.tradinglib.Variables extends ArrayList<Variable> implements Serializable

• Serialized Fields

  • xml

    org.jdom2.Element xml

    The xml.

Class com.strategyquant.tradinglib.WhatIf extends com.strategyquant.tradinglib.propertygrid.ParametersTableItem implements Serializable

Class com.strategyquant.tradinglib.correlation.CorrelationPeriods extends it.unimi.dsi.fastutil.objects.Object2ObjectOpenHashMap<String,​TimePeriods> implements Serializable

Class com.strategyquant.tradinglib.correlation.CorrelationSettings extends Object implements Serializable

• Serialized Fields

  • addEmptyPeriods

    boolean addEmptyPeriods

  • allowNegativeCorrelation

    boolean allowNegativeCorrelation

  • correlationPeriod

    int correlationPeriod

  • correlationType

    CorrelationType correlationType

  • maxCorrelation

    double maxCorrelation

Class com.strategyquant.tradinglib.correlation.FitPortfolio extends Object implements Serializable

• Serialized Fields

  • active

    boolean active

  • corrAddEmptyPeriods

    boolean corrAddEmptyPeriods

  • corrAllowNegative

    boolean corrAllowNegative

  • corrMax

    double corrMax

  • corrPeriod

    int corrPeriod

  • corrType

    CorrelationType corrType

  • databank

    Databank databank

Class com.strategyquant.tradinglib.project.ChartSetupException extends Exception implements Serializable

• Serialized Fields

  • chartIndex

    int chartIndex

Class com.strategyquant.tradinglib.project.Databanks extends LinkedHashMap<String,​Databank> implements Serializable

• Serialized Fields

  • databanksFolder

    String databanksFolder

  • positionComparator

    com.strategyquant.tradinglib.project.DatabankPositionComparator positionComparator

  • projectName

    String projectName

Class com.strategyquant.tradinglib.project.GoToTaskException extends Exception implements Serializable

• Serialized Fields

  • taskName

    String taskName

Class com.strategyquant.tradinglib.project.ProjectException extends Exception implements Serializable

• Serialized Fields

  • code

    int code

Class com.strategyquant.tradinglib.results.ResultsMap extends Object implements Serializable

• Serialized Fields

  • mainResultKey

    String mainResultKey

  • resultKeys

    ArrayList<String> resultKeys

  • results

    it.unimi.dsi.fastutil.ints.Int2ObjectOpenHashMap<Result> results

  • resultsGroup

    ResultsGroup resultsGroup

  • unmodifiableResultKeys

    List<String> unmodifiableResultKeys

Class com.strategyquant.tradinglib.results.SymbolInfo extends Object implements Serializable

• Serialized Fields

  • instrumentInfo

    InstrumentInfo instrumentInfo

  • instrumentName

    String instrumentName

  • symbolHash

    int symbolHash

  • symbolName

    String symbolName

Class com.strategyquant.tradinglib.results.SymbolsMap extends Object implements Serializable

• Serialized Fields

  • aSymbolInfo

    ArrayList<com.strategyquant.tradinglib.results.SymbolInfo> aSymbolInfo

  • aSymbols

    ArrayList<String> aSymbols

  • symbolHashIndex

    HashMap<Integer,​Integer> symbolHashIndex

  • symbolIndex

    HashMap<String,​Integer> symbolIndex

Class com.strategyquant.tradinglib.taskImpl.TaskException extends Exception implements Serializable

• Serialized Fields

  • code

    int code