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github.com/Naoki-Yatsu/FX-AlgorithmTrading
/ functions
Functions
1,182 in github.com/Naoki-Yatsu/FX-AlgorithmTrading
⨍
Functions
1,182
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Types & classes
212
↓ 4 callers
Method
updatePlJpy
決済ポジションのPLを更新します。 @param ccy2Pl Ccy2のPL @param ccy2JpyPrice 通貨2/JPYのレート @return
ats/src/main/java/ny2/ats/core/data/Position.java:156
↓ 3 callers
Method
addCloseCondition
Close条件を追加します @param openCondition
ats/src/main/java/ny2/ats/model/algo/IndicatorTradeModel.java:186
↓ 3 callers
Method
calcEMA
EMAの値を計算します @param calcPeriodCount @param closeList @param lastEma @param lastClose @param symbol @return
ats/src/main/java/ny2/ats/indicator/processor/MACDProcessor.java:75
↓ 3 callers
Method
calcHighLowHalf
過去指定期間の (高値+安値)/2 を計算します @param closeList @param period @return
ats/src/main/java/ny2/ats/indicator/processor/IchimokuProcessor.java:90
↓ 3 callers
Method
calculateUnrealizedProfit
Orderの含み益をPips単位で計算します @param order @param marketData @return
ats/src/main/java/ny2/ats/core/util/PriceUtility.java:95
↓ 3 callers
Method
checkTradeCondition
取引実行条件の確認を行います(ロック用wrapper) @param isOpen isOpen isOpen true:open側, false:close側 @param updatePeriod 更新対象Period
ats/src/main/java/ny2/ats/model/algo/IndicatorTradeModel.java:350
↓ 3 callers
Method
checkTradeConditionInternal
取引実行条件の確認を行います(実処理) ※外部でロック制御しているのでsynchronizeは行いません @param isOpen isOpen isOpen true:open側, false:close側 @param updatePeriod 更新対象Period
ats/src/main/java/ny2/ats/model/algo/IndicatorTradeModel.java:375
↓ 3 callers
Method
createInstance
()
ats/src/main/java/ny2/ats/core/data/AbstractData.java:55
↓ 3 callers
Method
deployModel
(String modelTypeStr, String[] modelVetrsions)
ats/src/main/java/ny2/ats/historical/HistoricalTesterSetup.java:247
↓ 3 callers
Method
getCcy2JpySymbol
Ccy2/JPY のSymbolを返します。 @return
ats/src/main/java/ny2/ats/core/common/Symbol.java:236
↓ 3 callers
Method
getContent
()
ats/src/main/java/ny2/ats/core/event/OrderUpdateEvent.java:46
↓ 3 callers
Method
getDataMap
()
ats/src/main/java/ny2/ats/indicator/impl/IndicatorDataSymbolMap.java:103
↓ 3 callers
Method
getDataString
最新データを"/"区切りの文字列で返します。 @return
ats/src/main/java/ny2/ats/indicator/Indicator.java:144
↓ 3 callers
Method
getLastTotal
最後のN期間の合計を返します。 @param count @param list @return
ats/src/main/java/ny2/ats/indicator/processor/StochasticsProcessor.java:114
↓ 3 callers
Method
getLogHeadder
()
ats/src/main/java/ny2/ats/indicator/Indicator.java:196
↓ 3 callers
Method
getMessageHeadder
(MarketType marketType)
ats/src/main/java/ny2/ats/core/exception/MarketException.java:24
↓ 3 callers
Method
getModelInformation
モデル情報を取得します @return
ats/src/main/java/ny2/ats/model/IModel.java:38
↓ 3 callers
Method
getShortestPeriod
Return shortest period from target set. @param periodSet @return
ats/src/main/java/ny2/ats/core/common/Period.java:190
↓ 3 callers
Method
getSpread
スプレッドを返します。 @return
ats/src/main/java/ny2/ats/core/data/MarketData.java:125
↓ 3 callers
Method
getTermPeriod
Term側の判定に使うPeriodを返します。Term側が存在しない場合はBaseと同じPeriodを返します
ats/src/main/java/ny2/ats/model/tool/TradeCondition.java:72
↓ 3 callers
Method
hasTwoPredicate
2種類のBiPredicateを持つかどうかを返します<br> BETWEEN, WITHOUT のみtrueを返します @return
ats/src/main/java/ny2/ats/model/tool/TradeConditionOperator.java:44
↓ 3 callers
Method
initialize
Indicatorを初期化します(通常はこちらを使用します)
ats/src/main/java/ny2/ats/indicator/IIndicatorDataHolder.java:24
↓ 3 callers
Method
mergeIntToLong
上位、下位32bitずつ2つintに分割されたlongを復元します。 @param int1 @param int2 @return
ats/src/main/java/ny2/ats/core/util/DateTimeUtility.java:177
↓ 3 callers
Method
previousNumberByBase
Base単位での最後の値を返します。<br> number=8,base=5 ⇒ 5<br> number=14,base=5 ⇒ 10<br> @param number @param base @return
ats/src/main/java/ny2/ats/core/util/NumberUtility.java:144
↓ 3 callers
Method
registerTimer
Timer受信登録を行います。 @param model @param period
ats/src/main/java/ny2/ats/model/IModelManager.java:76
↓ 3 callers
Method
selectHistoricalData
データの検索を実行します。 @param query @return
ats/src/main/java/ny2/ats/database/impl/KdbHistoricalDao.java:233
↓ 3 callers
Method
setMarketDateTime
(LocalDateTime marketDateTime)
ats/src/main/java/ny2/ats/core/data/Order.java:403
↓ 3 callers
Method
setMarketPositionId
(String marketPositionId)
ats/src/main/java/ny2/ats/core/data/Order.java:383
↓ 3 callers
Method
setOrderDateTime
(LocalDateTime orderDateTime)
ats/src/main/java/ny2/ats/core/data/Order.java:407
↓ 3 callers
Method
setOriginalMarketId
(String originalMarketId)
ats/src/main/java/ny2/ats/core/data/Order.java:399
↓ 3 callers
Method
setOriginalOrderId
(Long originalOrderId)
ats/src/main/java/ny2/ats/core/data/Order.java:395
↓ 3 callers
Method
test
条件を満たしているか判断します @param conditions @return
ats/src/main/java/ny2/ats/model/tool/TradeConditionDecision.java:57
↓ 3 callers
Method
trimListenerLists
Listenerのリストをトリムします。起動時のListener登録後に一度だけ実行します。
ats/src/main/java/ny2/ats/core/router/IEventRouter.java:99
↓ 3 callers
Method
updateFromMarket
マーケットから更新を受けます(MarketUpeate)
ats/src/main/java/ny2/ats/market/transport/IMarketManager.java:18
↓ 3 callers
Method
waitSleep
指定時間waitします @param millis
ats/src/main/java/ny2/ats/core/util/SystemUtility.java:23
↓ 2 callers
Method
addData
(int rowIndex, IndicatorInformation data)
ats/src/main/java/ny2/ats/database/kdb/IndicatorformationKdbConverter.java:86
↓ 2 callers
Method
addData
(int rowIndex, Order data)
ats/src/main/java/ny2/ats/database/kdb/OrderKdbConverter.java:133
↓ 2 callers
Method
addData
(int rowIndex, SystemInformation data)
ats/src/main/java/ny2/ats/database/kdb/SystemInformationKdbConverter.java:74
↓ 2 callers
Method
addData
(int rowIndex, MarketData data)
ats/src/main/java/ny2/ats/database/kdb/MarketDataKdbConverter.java:93
↓ 2 callers
Method
addData
(int rowIndex, Position data)
ats/src/main/java/ny2/ats/database/kdb/PositionKdbConverter.java:101
↓ 2 callers
Method
addData
(int rowIndex, OptimizedExecution data)
ats/src/main/java/ny2/ats/database/kdb/OptimizedExecutionKdbConverter.java:120
↓ 2 callers
Method
addData
(int rowIndex, PLInformation data)
ats/src/main/java/ny2/ats/database/kdb/PLInformationKdbConverter.java:93
↓ 2 callers
Method
addData
(int rowIndex, MarketData data)
ats/src/main/java/ny2/ats/database/kdb/MarketDataShortKdbConverter.java:86
↓ 2 callers
Method
addData
(int rowIndex, ModelInformation data)
ats/src/main/java/ny2/ats/database/kdb/ModelInformationKdbConverter.java:96
↓ 2 callers
Method
addData
(int rowIndex, TimerInformation data)
ats/src/main/java/ny2/ats/database/kdb/TimerInformationKdbConverter.java:74
↓ 2 callers
Method
almostEquals
doubleがしきい値の範囲で等しいかどうか判断します。特に、計算誤差を含めた評価に使用します。 @param d1 @param d2 @param threshold @return
ats/src/main/java/ny2/ats/core/util/NumberUtility.java:35
↓ 2 callers
Method
calcTotalPlJpy
JPY換算のTotalのPLを計算します。 @param currentMarketData @param ccy2JpyMarketData @return
ats/src/main/java/ny2/ats/core/data/Position.java:173
↓ 2 callers
Method
checkTime
TImerの更新をチェックします。 @param updateDateTime
ats/src/main/java/ny2/ats/information/TimerChecker.java:120
↓ 2 callers
Method
convertSubPipsToReal
sub pipsを実数値に変換します。 @param subpips @return
ats/src/main/java/ny2/ats/core/common/Symbol.java:424
↓ 2 callers
Method
convertToLocalDateTime
Kdb-DateTime を LocalDateTime に変換します @param dateTime QDateTime or QTimestamp @return
ats/src/main/java/ny2/ats/database/kdb/KdbUtility.java:418
↓ 2 callers
Method
createInstance
()
ats/src/main/java/ny2/ats/core/data/Order.java:310
↓ 2 callers
Method
createNewOrderBuilder
新規オーダーを作成します。
ats/src/main/java/ny2/ats/core/data/Order.java:135
↓ 2 callers
Method
createYYYYMMddHHmm
YYYYMMddHHmm を返します。 @return
ats/src/main/java/ny2/ats/core/util/IdGenerator.java:110
↓ 2 callers
Method
deployIndicatorTradeModel
(String modelClassName, String[] vetrsions)
ats/src/main/java/ny2/ats/historical/HistoricalTesterSetup.java:255
↓ 2 callers
Method
executeQuery
Query to RT @param port @param query @param parameters @return
ats/src/main/java/ny2/ats/database/impl/KdbHistoricalDao.java:344
↓ 2 callers
Method
getAllPlJpy
全ての通貨ペアのPLを返します。 @return
ats/src/main/java/ny2/ats/position/IPositionHolder.java:57
↓ 2 callers
Method
getAllPosition
全てのPositionを取得します @return
ats/src/main/java/ny2/ats/position/IPositionHolder.java:27
↓ 2 callers
Method
getBuilder
()
ats/src/main/java/ny2/ats/core/data/Order.java:280
↓ 2 callers
Method
getCcy2
()
ats/src/main/java/ny2/ats/core/common/Symbol.java:465
↓ 2 callers
Method
getChronoUnit
()
ats/src/main/java/ny2/ats/core/common/Period.java:218
↓ 2 callers
Method
getClose
使用するレート種別を考慮してCloseを返します。 @return
ats/src/main/java/ny2/ats/indicator/impl/OHLC.java:252
↓ 2 callers
Method
getCloseBidAsk
()
ats/src/main/java/ny2/ats/core/common/Side.java:71
↓ 2 callers
Method
getDatalMap
()
ats/src/main/java/ny2/ats/indicator/impl/IndicatorDataMap.java:87
↓ 2 callers
Method
getDateTime
(int index)
ats/src/main/java/ny2/ats/historical/MarketDataList.java:118
↓ 2 callers
Method
getDisplayName
()
ats/src/main/java/ny2/ats/model/algo/AbstractModel.java:136
↓ 2 callers
Method
getDomainName
()
ats/src/main/java/ny2/ats/information/JmxDomainType.java:18
↓ 2 callers
Method
getHigh
使用するレート種別を考慮してHighを返します。 @return
ats/src/main/java/ny2/ats/indicator/impl/OHLC.java:218
↓ 2 callers
Method
getIndicatorType
()
ats/src/main/java/ny2/ats/indicator/Indicator.java:209
↓ 2 callers
Method
getLastSigma
(BollingerPeriod calcPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/BollingerBandIndicator.java:189
↓ 2 callers
Method
getLastTrigger
(MACDPeriod macdPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/MACDIndicator.java:185
↓ 2 callers
Method
getLastValue
(T calcPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/SimpleIndicator.java:54
↓ 2 callers
Method
getLongPeriod
()
ats/src/main/java/ny2/ats/indicator/indicators/MACDIndicator.java:238
↓ 2 callers
Method
getLow
使用するレート種別を考慮してLowを返します。 @return
ats/src/main/java/ny2/ats/indicator/impl/OHLC.java:235
↓ 2 callers
Method
getMarketDataMap
MarketDataMapを返します。 @return
ats/src/main/java/ny2/ats/model/IModelIndicatorDataHolder.java:50
↓ 2 callers
Method
getModelParams
モデルのパラメータ情報を取得します。 @return
ats/src/main/java/ny2/ats/model/IModel.java:53
↓ 2 callers
Method
getNetAmountAll
NetのAmountを返します。BUYが多いほうがLongでプラスです。 @return
ats/src/main/java/ny2/ats/position/IPositionHolder.java:42
↓ 2 callers
Method
getOHLCBidAsk
()
ats/src/main/java/ny2/ats/indicator/impl/OHLC.java:193
↓ 2 callers
Method
getOpen
使用するレート種別を考慮してOpenを返します。 @return
ats/src/main/java/ny2/ats/indicator/impl/OHLC.java:201
↓ 2 callers
Method
getSenkouPriod
()
ats/src/main/java/ny2/ats/indicator/indicators/IchimokuIndicator.java:294
↓ 2 callers
Method
getSpreadNarrowPips
(Symbol symbol)
ats/src/main/java/ny2/ats/model/tool/SpreadChecker.java:157
↓ 2 callers
Method
getSymbol
()
ats/src/main/java/ny2/ats/indicator/impl/OHLCLatestMap.java:248
↓ 2 callers
Method
getTableName
Insert target table @return
ats/src/main/java/ny2/ats/database/kdb/IKdbConverter.java:32
↓ 2 callers
Method
getTenkanPeriod
()
ats/src/main/java/ny2/ats/indicator/indicators/IchimokuIndicator.java:288
↓ 2 callers
Method
getWorsePrice
より悪い執行価格を返します @param side @param price1 @param prcie2 @return
ats/src/main/java/ny2/ats/core/util/PriceUtility.java:63
↓ 2 callers
Method
initFormat
()
ats/src/main/java/ny2/ats/core/util/IdGenerator.java:40
↓ 2 callers
Method
isInitializedWithCast
calcPeriodをcastして、該当の計算期間のデータが初期化されているか判断します @param calcPeriod @return
ats/src/main/java/ny2/ats/indicator/Indicator.java:129
↓ 2 callers
Method
isSimpleIndicator
対象のIndicatorがSimpleIndicatorかチェックします。 @return
ats/src/main/java/ny2/ats/core/data/IndicatorInformation.java:83
↓ 2 callers
Method
isTickCountPeriod
(Period period)
ats/src/main/java/ny2/ats/core/common/Period.java:126
↓ 2 callers
Method
isTickPeriod
(Period period)
ats/src/main/java/ny2/ats/core/common/Period.java:118
↓ 2 callers
Method
isTickPipPeriod
(Period period)
ats/src/main/java/ny2/ats/core/common/Period.java:134
↓ 2 callers
Method
newOrderToMarketInternal
執行最適化後の送信処理を行います @param order
ats/src/main/java/ny2/ats/market/order/impl/AbstractOrderManager.java:65
↓ 2 callers
Method
numberNewID
IDを採番します @return
ats/src/main/java/ny2/ats/core/data/Order.java:233
↓ 2 callers
Method
onTimer
Timerを受信して動作します。 @param timerInformation
ats/src/main/java/ny2/ats/model/IModel.java:157
↓ 2 callers
Method
openConnection
(String host, int port, String username, String password)
ats/src/main/java/ny2/ats/database/impl/KdbHistoricalDao.java:386
↓ 2 callers
Method
parseFIXDateTimeUTC
FIXの時刻をUTCのLoalDataTimeで返します。 @param fixTimestamp @return
ats/src/main/java/ny2/ats/core/util/DateTimeUtility.java:116
↓ 2 callers
Method
proceedTimer
指定時刻までタイマーを進めイベントを送信します 。主にバックテストで使用します。 @param updateDateTime 基準時刻
ats/src/main/java/ny2/ats/information/TimerChecker.java:197
↓ 2 callers
Method
query
Queryを実行します @param query @param parameters @return
ats/src/main/java/ny2/ats/database/impl/KdbHistoricalDao.java:260
↓ 2 callers
Method
receiveIndicatorUpdate
Indicatorの更新を受けて動作します。 @param indicatorInformation
ats/src/main/java/ny2/ats/model/IModel.java:149
↓ 2 callers
Method
receiveMarketData
マーケットデータの更新を受けて動作します @param marketData
ats/src/main/java/ny2/ats/model/IModel.java:126
↓ 2 callers
Method
reduceData
(int holdDays)
ats/src/main/java/ny2/ats/indicator/indicators/SimpleIndicator.java:108
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