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Functions1,182 in github.com/Naoki-Yatsu/FX-AlgorithmTrading

↓ 1 callersMethoddeployIndicatorTradeModelJMX
JMX用のIndicatorTradeModel系列のモデル配備メソッドです @param modelClassName @param versionName @param symbol @return
ats/src/main/java/ny2/ats/model/IModelFactory.java:53
↓ 1 callersMethoddeployModel
(ModelType modelType, String modelVersionStr, Symbol symbol)
ats/src/main/java/ny2/ats/model/impl/ModelFactoryImpl.java:53
↓ 1 callersMethoddeployModelJMX
JMX用のモデル配備メソッドです @param modelTypeStr @param modelVersionStr @param symbol @return 実行メッセージ
ats/src/main/java/ny2/ats/model/IModelFactory.java:31
↓ 1 callersMethoddeployModelJMX
(String modelTypeStr, String modelVersionStr, String symbolStr)
ats/src/main/java/ny2/ats/model/impl/ModelFactoryImpl.java:64
↓ 1 callersMethoddeployModels
設定ファイルにしたがってモデルをデプロイします 設定にブランクがあるものは無視します
ats/src/main/java/ny2/ats/historical/HistoricalTesterSetup.java:226
↓ 1 callersMethoddevideLongToInt
longを上位、下位32bitずつ2つのintに分割します @param l @return
ats/src/main/java/ny2/ats/core/util/DateTimeUtility.java:163
↓ 1 callersMethodfinalizeDisk
ディスクデータの最終処理を行います。
ats/src/main/java/ny2/ats/database/HistoricalDao.java:85
↓ 1 callersMethodfindMarketData
(LocalDate fromdate, LocalDate todate)
ats/src/main/java/ny2/ats/database/impl/KdbHistoricalDao.java:140
↓ 1 callersMethodgetAllIndicatorDataMap
IndicatorMapへの参照を返します(OHLCは含まない) @return
ats/src/main/java/ny2/ats/indicator/IIndicatorDataHolder.java:94
↓ 1 callersMethodgetBiPredicate
()
ats/src/main/java/ny2/ats/model/tool/TradeConditionOperator.java:52
↓ 1 callersMethodgetBiPredicate2
()
ats/src/main/java/ny2/ats/model/tool/TradeConditionOperator.java:56
↓ 1 callersMethodgetCcy1
()
ats/src/main/java/ny2/ats/core/common/Symbol.java:462
↓ 1 callersMethodgetCloseMinList
(StochasticsPeriod stochasticsPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/StochasticsIndicator.java:207
↓ 1 callersMethodgetCloseWeekTimeSaturday
土曜日のMarket終了時刻を返します @param date @return
ats/src/main/java/ny2/ats/core/util/MarketTimeUtility.java:164
↓ 1 callersMethodgetConnection
()
ats/src/main/java/ny2/ats/database/impl/KdbEventDao.java:220
↓ 1 callersMethodgetConnectorClass
()
ats/src/main/java/ny2/ats/market/connection/MarketType.java:39
↓ 1 callersMethodgetCountCalcPeriod
()
ats/src/main/java/ny2/ats/indicator/indicators/RSIIndicator.java:40
↓ 1 callersMethodgetDList
(StochasticsPeriod stochasticsPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/StochasticsIndicator.java:201
↓ 1 callersMethodgetDPeriod
()
ats/src/main/java/ny2/ats/indicator/indicators/StochasticsIndicator.java:258
↓ 1 callersMethodgetDataSize
Indicatorのデータサイズを返します @return
ats/src/main/java/ny2/ats/indicator/Indicator.java:157
↓ 1 callersMethodgetDataString
()
ats/src/main/java/ny2/ats/indicator/indicators/MACDIndicator.java:87
↓ 1 callersMethodgetDisadvantagePips
()
ats/src/main/java/ny2/ats/market/order/impl/HistoricalOrderManagerImpl.java:306
↓ 1 callersMethodgetEODTime
EOD時刻を返します @param date @return
ats/src/main/java/ny2/ats/core/util/MarketTimeUtility.java:173
↓ 1 callersMethodgetExecutionMode
()
ats/src/main/java/ny2/ats/market/order/impl/HistoricalOrderManagerImpl.java:276
↓ 1 callersMethodgetExpression
()
ats/src/main/java/ny2/ats/model/tool/TradeConditionOperator.java:60
↓ 1 callersMethodgetHighList
()
ats/src/main/java/ny2/ats/indicator/indicators/OHLCIndicator.java:207
↓ 1 callersMethodgetIndicatorClass
()
ats/src/main/java/ny2/ats/indicator/IndicatorType.java:119
↓ 1 callersMethodgetIndicatorOHLC
(Symbol symbol, Period period)
ats/src/main/java/ny2/ats/model/impl/ModelIndicatorDataHolderImpl.java:114
↓ 1 callersMethodgetIndicatorPeriodsTick
()
ats/src/main/java/ny2/ats/indicator/IIndicatorDataHolder.java:43
↓ 1 callersMethodgetIndicatorPeriodsTime
()
ats/src/main/java/ny2/ats/indicator/IIndicatorDataHolder.java:41
↓ 1 callersMethodgetIndicatorSymbols
()
ats/src/main/java/ny2/ats/indicator/IIndicatorDataHolder.java:37
↓ 1 callersMethodgetIndicatorTypes
()
ats/src/main/java/ny2/ats/indicator/IIndicatorDataHolder.java:39
↓ 1 callersMethodgetKPeriod
()
ats/src/main/java/ny2/ats/indicator/indicators/StochasticsIndicator.java:255
↓ 1 callersMethodgetLastBefore
Listの最後の1つ手前の要素を取得します。 @param list @return
ats/src/main/java/ny2/ats/core/util/CollectionUtility.java:50
↓ 1 callersMethodgetLastClose
最新の終値を返します
ats/src/main/java/ny2/ats/indicator/indicators/OHLCIndicator.java:149
↓ 1 callersMethodgetLastDateTimeMap
最終更新時刻のMapを返します @return
ats/src/main/java/ny2/ats/information/TimerChecker.java:243
↓ 1 callersMethodgetLastLong
(MACDPeriod macdPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/MACDIndicator.java:182
↓ 1 callersMethodgetLastLowerSupport
(PriceRangePeriod calcPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/PriceRangeIndicator.java:191
↓ 1 callersMethodgetLastLowerSupportValid
(PriceRangePeriod calcPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/PriceRangeIndicator.java:197
↓ 1 callersMethodgetLastOHLC
最新のOHLCを返します
ats/src/main/java/ny2/ats/indicator/indicators/OHLCIndicator.java:142
↓ 1 callersMethodgetLastSenkou2
(IchimokuPeriod calcPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/IchimokuIndicator.java:207
↓ 1 callersMethodgetLastShort
(MACDPeriod macdPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/MACDIndicator.java:179
↓ 1 callersMethodgetLastSlowD
(StochasticsPeriod stochasticsPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/StochasticsIndicator.java:193
↓ 1 callersMethodgetLastTimerTime
最後のTimerの通知基準時刻を返します。 @return
ats/src/main/java/ny2/ats/information/ITimerManager.java:25
↓ 1 callersMethodgetLastUpperSupport
(PriceRangePeriod calcPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/PriceRangeIndicator.java:188
↓ 1 callersMethodgetLastUpperSupportValid
(PriceRangePeriod calcPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/PriceRangeIndicator.java:194
↓ 1 callersMethodgetLastValue
最新のデータを返します。 @return
ats/src/main/java/ny2/ats/indicator/Indicator.java:79
↓ 1 callersMethodgetLastValueMap
Indicatorごとの最終データを返します。 @return
ats/src/main/java/ny2/ats/indicator/Indicator.java:114
↓ 1 callersMethodgetLastValueWithCast
calcPeriodをcastして、最新のデータを返します @param calcPeriod @return last value @throws ClassCastException If calcPeriod is NOT instance of its of Indicator.
ats/src/main/java/ny2/ats/indicator/Indicator.java:87
↓ 1 callersMethodgetLowList
()
ats/src/main/java/ny2/ats/indicator/indicators/OHLCIndicator.java:211
↓ 1 callersMethodgetMACDList
(MACDPeriod macdPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/MACDIndicator.java:190
↓ 1 callersMethodgetMAList
(BollingerPeriod calcPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/BollingerBandIndicator.java:200
↓ 1 callersMethodgetMaxMinList
(StochasticsPeriod stochasticsPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/StochasticsIndicator.java:210
↓ 1 callersMethodgetModelIndicatorDataHolder
IMarketIndicatorDataHolderのインスタンスを返します。 @return
ats/src/main/java/ny2/ats/model/IModelManager.java:33
↓ 1 callersMethodgetModelStatus
モデルの稼動状況を取得します。 @return
ats/src/main/java/ny2/ats/model/IModel.java:59
↓ 1 callersMethodgetModelStatus
()
ats/src/main/java/ny2/ats/model/algo/AbstractModel.java:121
↓ 1 callersMethodgetNextDateTimeMap
次の更新時刻のMapを返します @return
ats/src/main/java/ny2/ats/information/TimerChecker.java:251
↓ 1 callersMethodgetNextOpenTime
次の Market Open 時刻を取得します @param jstDateTime @return
ats/src/main/java/ny2/ats/core/util/MarketTimeUtility.java:91
↓ 1 callersMethodgetNextTimerTime
次の通知基準時刻を返します。 @return
ats/src/main/java/ny2/ats/information/ITimerManager.java:19
↓ 1 callersMethodgetOHLCMap
OHLC Map への参照を返します @return
ats/src/main/java/ny2/ats/indicator/IIndicatorDataHolder.java:100
↓ 1 callersMethodgetOpenPositionPlJpy
JPY換算の未決済ポジションのPLを返します @param currentMarketData @param ccy2JpyMarketData @return
ats/src/main/java/ny2/ats/core/data/Position.java:185
↓ 1 callersMethodgetOpenWeekTimeMonday
月曜日のMarket開始時刻を返します @param date @return
ats/src/main/java/ny2/ats/core/util/MarketTimeUtility.java:155
↓ 1 callersMethodgetOrderManagerClass
()
ats/src/main/java/ny2/ats/market/connection/MarketType.java:43
↓ 1 callersMethodgetPeriod
()
ats/src/main/java/ny2/ats/core/event/TimerInformationEvent.java:44
↓ 1 callersMethodgetPeriodCount
()
ats/src/main/java/ny2/ats/indicator/indicators/PriceRangeIndicator.java:281
↓ 1 callersMethodgetPl
モデルのPL情報を取得します @return
ats/src/main/java/ny2/ats/model/IModel.java:65
↓ 1 callersMethodgetPlAmountJpy
()
ats/src/main/java/ny2/ats/position/impl/PositionManagerImpl.java:143
↓ 1 callersMethodgetPlJpy
対象通貨ペアのPLを返します。 @param symbol @return
ats/src/main/java/ny2/ats/position/IPositionHolder.java:65
↓ 1 callersMethodgetPosition
Positionを返します。 @param symbol @return
ats/src/main/java/ny2/ats/position/IPositionHolder.java:35
↓ 1 callersMethodgetReverseSide
(Side side)
ats/src/main/java/ny2/ats/core/common/Side.java:52
↓ 1 callersMethodgetShortPeriod
()
ats/src/main/java/ny2/ats/indicator/indicators/MACDIndicator.java:235
↓ 1 callersMethodgetShorterPeriod
Return shorter period from this For tick periods, return TICK @return
ats/src/main/java/ny2/ats/core/common/Period.java:147
↓ 1 callersMethodgetSimpleIndicatorValueMap
SimpleIndicatorの場合、値のMapを返します。 @return
ats/src/main/java/ny2/ats/core/data/IndicatorInformation.java:91
↓ 1 callersMethodgetSlowDPeriod
()
ats/src/main/java/ny2/ats/indicator/indicators/StochasticsIndicator.java:261
↓ 1 callersMethodgetSpreadMiddle
指定SymbolのMiddle-Spreadの閾値を返します。 登録されていない場合は、Double.NaNを返します。 @param symbol @return
ats/src/main/java/ny2/ats/model/tool/SpreadChecker.java:134
↓ 1 callersMethodgetSpreadNarrow
指定SymbolのNarrow-Spreadの閾値を返します。 登録されていない場合は、Double.NaNを返します。 @param symbol @return
ats/src/main/java/ny2/ats/model/tool/SpreadChecker.java:119
↓ 1 callersMethodgetSpreadWide
指定SymbolのWide-Spreadの閾値を返します。 登録されていない場合は、Double.NaNを返します。 @param symbol @return
ats/src/main/java/ny2/ats/model/tool/SpreadChecker.java:149
↓ 1 callersMethodgetSubSubPipValue
Sub Sub Pip の値をかえします @return
ats/src/main/java/ny2/ats/core/common/Symbol.java:450
↓ 1 callersMethodgetTermPeriod
()
ats/src/main/java/ny2/ats/model/tool/TradeCondition.java:288
↓ 1 callersMethodgetTotalPlPips
単純計算したPipsのPLを返します。 @return
ats/src/main/java/ny2/ats/position/IPositionHolder.java:79
↓ 1 callersMethodgetTriggerPriod
()
ats/src/main/java/ny2/ats/indicator/indicators/MACDIndicator.java:241
↓ 1 callersMethodgetUseMarketType
執行最適化の判断に使用するMarketを取得します @return
ats/src/main/java/ny2/ats/market/order/IExecutionOptimizer.java:48
↓ 1 callersMethodgetValueList
指定の計算期間のデータ列を返します。 @param calcPeriod 計算期間(各Indicator実装enum) @return
ats/src/main/java/ny2/ats/indicator/Indicator.java:97
↓ 1 callersMethodgetValueListWithCast
calcPeriodをcastして、データ列を返します @param calcPeriod @return last value @throws ClassCastException If calcPeriod is NOT instance of its of Indicator.
ats/src/main/java/ny2/ats/indicator/Indicator.java:105
↓ 1 callersMethodinitOpen
Openを設定し、すべてOpenで初期化します。
ats/src/main/java/ny2/ats/indicator/impl/OHLC.java:89
↓ 1 callersMethodinitializeMap
IndicatorProcessor、indicatorDataMap初期化を行います。
ats/src/main/java/ny2/ats/indicator/impl/IndicatorDataHolderImpl.java:174
↓ 1 callersMethodinitializeMap
valueMapを初期化します。
ats/src/main/java/ny2/ats/indicator/indicators/SimpleIndicator.java:48
↓ 1 callersMethodinitializeMapForBollinger
initializeMapはsuperから呼び出されるため、shortMapなどのインスタンス作成前のため、後で呼び出す
ats/src/main/java/ny2/ats/indicator/indicators/BollingerBandIndicator.java:68
↓ 1 callersMethodinitializeMapForIchimoku
initializeMapはsuperから呼び出されるため、shortMapなどのインスタンス作成前のため、後で呼び出す
ats/src/main/java/ny2/ats/indicator/indicators/IchimokuIndicator.java:65
↓ 1 callersMethodinitializeMapForLR
initializeMapはsuperから呼び出されるため、shortMapなどのインスタンス作成前のため、後で呼び出す
ats/src/main/java/ny2/ats/indicator/indicators/LinearRegressionIndicator.java:58
↓ 1 callersMethodinitializeMapForMACD
initializeMapはsuperから呼び出されるため、shortMapなどのインスタンス作成前のため、後で呼び出す
ats/src/main/java/ny2/ats/indicator/indicators/MACDIndicator.java:63
↓ 1 callersMethodinitializeMapForOHLC
initializeMapはsuperから呼び出されるため、別途設定
ats/src/main/java/ny2/ats/indicator/indicators/OHLCIndicator.java:62
↓ 1 callersMethodinitializeMapForStochastics
initializeMapはsuperから呼び出されるため、別途設定
ats/src/main/java/ny2/ats/indicator/indicators/StochasticsIndicator.java:67
↓ 1 callersMethodisCcy2Usd
CCY2がUSDかどうか判断します @return
ats/src/main/java/ny2/ats/core/common/Symbol.java:264
↓ 1 callersMethodisInitialized
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:121
↓ 1 callersMethodisInitialized
データが1件でも更新され、値が設定されているかチェックします。
ats/src/main/java/ny2/ats/indicator/impl/OHLC.java:153
↓ 1 callersMethodisInitialized
(T calcPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/SimpleIndicator.java:64
↓ 1 callersMethodisLoggedIn
ログイン状態を取得します。
ats/src/main/java/ny2/ats/market/connection/IMarketConnector.java:24
↓ 1 callersMethodisMarketOpened
MarketがOpenしている時間かどうか判断します @param jstDateTime @return
ats/src/main/java/ny2/ats/core/util/MarketTimeUtility.java:60
↓ 1 callersMethodisMarketOpenedTradable
取引を行う時刻かどうか判断します @param jstDateTime @return
ats/src/main/java/ny2/ats/historical/impl/HistoricalTesterImpl.java:304
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