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github.com/Naoki-Yatsu/FX-AlgorithmTrading
/ functions
Functions
1,182 in github.com/Naoki-Yatsu/FX-AlgorithmTrading
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Functions
1,182
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Types & classes
212
Method
TradeConditionIndicatorTick
TradeConditionIndicatorTickを作成します @param tradeSide @param indicatorType @param period @param calcPeriod @param function @param operator
ats/src/main/java/ny2/ats/model/tool/TradeCondition.java:397
Method
TradeConditionOperator
(BiPredicate<Double, Double> biPredicate, BiPredicate<Double, Double> biPredicate2, String expression)
ats/src/main/java/ny2/ats/model/tool/TradeConditionOperator.java:30
Method
TradeConditionOriginal
(Side tradeSide, @NonNull Period period)
ats/src/main/java/ny2/ats/model/tool/TradeCondition.java:155
Method
TradeConditionPips
(@NonNull Double value)
ats/src/main/java/ny2/ats/model/tool/TradeCondition.java:126
Method
UnExpectedDataException
想定外のイベント名を出力する @param clazz event class
ats/src/main/java/ny2/ats/core/exception/UnExpectedDataException.java:14
Method
UnExpectedEventException
想定外のイベント名を出力する @param eventType
ats/src/main/java/ny2/ats/core/exception/UnExpectedEventException.java:16
Method
WARN_closeAllPosition
現在保持しているポジションをすべて決済します。(JMX用Wrapper) @param confirm @return
ats/src/main/java/ny2/ats/model/IModel.java:102
Method
WARN_editPosition
現在のポジションを編集します。 ポジションの変更にはダミーオーダーを使用します。 @param symbolStr @param netAmount @param averagePrice @return
ats/src/main/java/ny2/ats/position/impl/PositionManagerImpl.java:161
Method
WARN_unlockAllLock
オーダーのロックを解放します @return 実行前後のロック状態
ats/src/main/java/ny2/ats/model/algo/AbstractSingleOrderLockableModel.java:279
Method
addData
データを追加します。 @param dateTime @param bid @param ask @param mid
ats/src/main/java/ny2/ats/historical/MarketDataList.java:72
Method
addEvent
(MarketUpdateEvent event)
ats/src/main/java/ny2/ats/core/router/impl/SynchronizedEventRouterImpl.java:54
Method
addEvent
(IEvent<?> event)
ats/src/main/java/ny2/ats/core/router/impl/AbstraceEventRouter.java:149
Method
addEvent
(MarketUpdateEvent event)
ats/src/main/java/ny2/ats/core/router/impl/GenericEventRouterImpl.java:132
Method
addValueData
Valueデータを追加します。Value項目が多い場合は別途専用のメソッドを作成します @param calcPeriod @param value
ats/src/main/java/ny2/ats/indicator/indicators/SimpleIndicator.java:171
Method
addValueData
データ追加にこのメソッドは使用しない
ats/src/main/java/ny2/ats/indicator/indicators/BollingerBandIndicator.java:142
Method
addValueData
データ追加にこのメソッドは使用しない
ats/src/main/java/ny2/ats/indicator/indicators/LinearRegressionIndicator.java:110
Method
addValueData
データ追加にこのメソッドは使用しない
ats/src/main/java/ny2/ats/indicator/indicators/StochasticsIndicator.java:138
Method
addValueData
データ追加にこのメソッドは使用しない
ats/src/main/java/ny2/ats/indicator/indicators/PriceRangeIndicator.java:134
Method
addValueData
データ追加にこのメソッドは使用しない
ats/src/main/java/ny2/ats/indicator/indicators/IchimokuIndicator.java:144
Method
amendOrderToMarket
Marketにオーダーの変更を送信します。 @param order
ats/src/main/java/ny2/ats/market/order/IOrderManager.java:43
Method
amendOrderToMarket
(Order order)
ats/src/main/java/ny2/ats/market/order/impl/HistoricalOrderManagerImpl.java:116
Method
calcDiffrenceTime
int[2]に分割されたエポックミリ時刻間の時間差を計算します。 @param startTime1 @param startTime2 @param endTime1 @param endTime2 @return
ats/src/main/java/ny2/ats/core/util/DateTimeUtility.java:200
Method
calcLatency
MarketTimeとレート受信時刻との差をミリ秒単位で返します。 @return long ミリ秒レイテンシー
ats/src/main/java/ny2/ats/core/data/MarketData.java:92
Method
calcPerformance
Calculate performance of target method @param testName @param count @param method Method References like class::method
ats/src/main/java/ny2/ats/core/util/PerformanceUtility.java:12
Method
cancelOrderToMarket
Marketにオーダーの取り消しを送信します。 @param order
ats/src/main/java/ny2/ats/market/order/IOrderManager.java:49
Method
cancelOrderToMarket
(Order order)
ats/src/main/java/ny2/ats/market/order/impl/HistoricalOrderManagerImpl.java:121
Method
changeDataType
(PriceDataType priceDataType)
ats/src/main/java/ny2/ats/historical/MarketDataList.java:97
Method
changePeriod
(TimerInformation timerInformation)
ats/src/main/java/ny2/ats/indicator/impl/IndicatorDataHolderImpl.java:286
Method
changeUseOrderOptimizer
(boolean use)
ats/src/main/java/ny2/ats/core/data/Order.java:241
Method
checkActiveThread
()
ats/src/main/java/ny2/ats/database/impl/DBConnectionManagerImpl.java:164
Method
checkActiveThread
ActiveThread数をチェックします。
ats/src/main/java/ny2/ats/core/router/impl/GenericEventRouterImpl.java:288
Method
checkExecutorStatus
Executorの状況チェックします。
ats/src/main/java/ny2/ats/database/impl/DBConnectionManagerImpl.java:182
Method
checkExecutorStatus
Executorの状況チェックします。
ats/src/main/java/ny2/ats/core/router/impl/GenericEventRouterImpl.java:308
Method
checkForCloseOrderInternal
(MarketData marketData)
ats/src/main/java/ny2/ats/model/algo/IndicatorTradeModel.java:314
Method
checkForNewOrderInternal
(MarketData marketData)
ats/src/main/java/ny2/ats/model/algo/IndicatorTradeModel.java:307
Method
checkListSize
データリストの長さをチェックします。 @param lists @return
ats/src/main/java/ny2/ats/indicator/Indicator.java:166
Method
checkMarketStatus
各Marketへのログイン状態をチェックします。
ats/src/main/java/ny2/ats/market/transport/impl/MarketManagerImpl.java:172
Method
checkQueueStatus
Queueの滞留状況をチェックします
ats/src/main/java/ny2/ats/database/impl/DBConnectionManagerImpl.java:172
Method
checkQueueStatus
Queueの滞留状況をチェックします
ats/src/main/java/ny2/ats/core/router/impl/GenericEventRouterImpl.java:295
Method
checkSpreadNarrow
MarketDataのSpreadがNarrowの範囲内か判断します。 登録外Symbolではtrueを返します @param marketData @return
ats/src/main/java/ny2/ats/model/tool/SpreadChecker.java:70
Method
checkTotalQueueSize
Queueの滞留数をチェックします
ats/src/main/java/ny2/ats/core/router/impl/GenericEventRouterImpl.java:277
Method
checkdDataQueueSize
()
ats/src/main/java/ny2/ats/database/impl/DBConnectionManagerImpl.java:159
Method
clone
()
ats/src/main/java/ny2/ats/core/data/PLInformation.java:68
Method
closeAllPosition
()
ats/src/main/java/ny2/ats/model/algo/AbstractMuitlOrderLockableModel.java:253
Method
closeAllPosition
()
ats/src/main/java/ny2/ats/model/algo/AbstractSingleOrderLockableModel.java:308
Method
compare
(Integer o1, Integer o2)
ats/src/main/java/ny2/ats/core/util/ComparatorUtility.java:27
Method
convert
(List<IndicatorInformation> dataList)
ats/src/main/java/ny2/ats/database/kdb/IndicatorformationKdbConverter.java:34
Method
convert
(List<Order> dataList)
ats/src/main/java/ny2/ats/database/kdb/OrderKdbConverter.java:30
Method
convert
(List<SystemInformation> dataList)
ats/src/main/java/ny2/ats/database/kdb/SystemInformationKdbConverter.java:30
Method
convert
(List<MarketData> dataList)
ats/src/main/java/ny2/ats/database/kdb/MarketDataKdbConverter.java:30
Method
convert
(List<Position> dataList)
ats/src/main/java/ny2/ats/database/kdb/PositionKdbConverter.java:30
Method
convert
(List<OptimizedExecution> dataList)
ats/src/main/java/ny2/ats/database/kdb/OptimizedExecutionKdbConverter.java:30
Method
convert
(List<IndicatorInformation> dataList)
ats/src/main/java/ny2/ats/database/kdb/IndicatorDetailKdbConverter.java:38
Method
convert
(List<PLInformation> dataList)
ats/src/main/java/ny2/ats/database/kdb/PLInformationKdbConverter.java:30
Method
convert
(List<MarketData> dataList)
ats/src/main/java/ny2/ats/database/kdb/MarketDataShortKdbConverter.java:30
Method
convert
(List<ModelInformation> dataList)
ats/src/main/java/ny2/ats/database/kdb/ModelInformationKdbConverter.java:30
Method
convert
(List<TimerInformation> dataList)
ats/src/main/java/ny2/ats/database/kdb/TimerInformationKdbConverter.java:30
Method
convertFromKdb
Convert kdb data to Java object. 元データからdataの列を除いたものを基本とします。 @param row @return
ats/src/main/java/ny2/ats/database/kdb/IKdbConverter.java:57
Method
convertMessage
(T marketDataMessage)
ats/src/main/java/ny2/ats/market/connection/IMessageConverter.java:7
Method
convertRealToSubPips
実数値をsub pipsに変換します。 @param realRate @return
ats/src/main/java/ny2/ats/core/common/Symbol.java:415
Method
convertToLocalDate
kdbオブジェクトをJavaオブジェクトに変換します @param qDate @return
ats/src/main/java/ny2/ats/database/kdb/KdbUtility.java:453
Method
convertToLocalTime
kdbオブジェクトをJavaオブジェクトに変換します @param qTime @return
ats/src/main/java/ny2/ats/database/kdb/KdbUtility.java:462
Method
copyIndicatorDataMapWithOHLC
すべてのIndicatorのMapを複製して返します。(OHLC含む) @return
ats/src/main/java/ny2/ats/indicator/IIndicatorDataHolder.java:88
Method
copyIndicatorDataMapWithOHLC
()
ats/src/main/java/ny2/ats/indicator/impl/IndicatorDataHolderImpl.java:416
Method
createDummyOrder
ダミーの執行済みオーダーを作成します
ats/src/main/java/ny2/ats/model/algo/AbstractModel.java:190
Method
createDummyOrderFromExecution
内部で把握していないExecutionに関してダミーのオーダーを作成します。 @return
ats/src/main/java/ny2/ats/market/connection/IMarketMessageHelper.java:35
Method
createEventMarketUpdate
MarketUpdateEvent を作成します。 @return
ats/src/main/java/ny2/ats/market/connection/IMarketMessageHelper.java:28
Method
createEventOrderUpdate
MarketUpdateEvent を作成します。 @return
ats/src/main/java/ny2/ats/market/connection/IMarketMessageHelper.java:22
Method
createFromNewOrder
新規オーダーの情報からインスタンスを作成します @param order @param signalOrder @return
ats/src/main/java/ny2/ats/core/data/OptimizedExecution.java:85
Method
createIdDate8Number
YYYYMMdd + 8桁の数字 のIDを返します。 @return
ats/src/main/java/ny2/ats/core/util/IdGenerator.java:78
Method
createIdDateTime4Number
YYYYMMddHHmm + 4桁の数字 のIDを返します。 @return
ats/src/main/java/ny2/ats/core/util/IdGenerator.java:54
Method
createInstance
()
ats/src/main/java/ny2/ats/core/data/MarketData.java:174
Method
createMessageNewOrder
MarketへのNewOrderのメッセージを作成します。 @return
ats/src/main/java/ny2/ats/market/connection/IMarketMessageHelper.java:16
Method
createPositionHolder
()
ats/src/main/java/ny2/ats/model/impl/ModelManagerImpl.java:228
Method
deployIndicatorTradeModel
IndicatorTradeModel系列のモデルを配備します<br> モデルのクラス名はStringで指定します<br> VersionNameは各モデルで必要な値を設定してください @param modelClassName @param versionName @param symbol @
ats/src/main/java/ny2/ats/model/IModelFactory.java:43
Method
deployIndicatorTradeModelJMX
(String modelClassName, String versionName, String symbolStr)
ats/src/main/java/ny2/ats/model/impl/ModelFactoryImpl.java:129
Method
deployModel
任意のモデルを配備します<br> Versionは各モデルでparseするため、Stringでnameを指定します @param modelType @param modelVersionStr @param symbol @return 配備したmodel
ats/src/main/java/ny2/ats/model/IModelFactory.java:21
Method
deployModelNoiseRangeModel
NoiseRangeModelモデルを配備します @return
ats/src/main/java/ny2/ats/model/impl/ModelFactoryImpl.java:87
Method
equalsBigDecimal
BigDecimal の値が等しいか判断します @param bd1 @param bd2 @return
ats/src/main/java/ny2/ats/core/util/NumberUtility.java:127
Method
execExecutionReport
Marketより受信したExecutionReportを処理します。
ats/src/main/java/ny2/ats/market/order/IOrderManager.java:54
Method
execExecutionReport
(MarketType marketType, Object message)
ats/src/main/java/ny2/ats/market/order/impl/HistoricalOrderManagerImpl.java:126
Method
extractNumberString
文字と数字の混ざった文字列から、数字のみを取り出してLongを作成します。 主に、外部で採番されたIDから数字のIDを作成するために使用します。 @param stringWithNumber @return
ats/src/main/java/ny2/ats/core/util/NumberUtility.java:332
Method
finalizeDisk
()
ats/src/main/java/ny2/ats/database/impl/KdbHistoricalDao.java:216
Method
findMarketDataList
Symbolを指定して、データを検索します。 @param fromdate @param todate @param symbol
ats/src/main/java/ny2/ats/database/HistoricalDao.java:60
Method
findMarketDataList
(LocalDate fromdate, LocalDate todate, Symbol symbol)
ats/src/main/java/ny2/ats/database/impl/KdbHistoricalDao.java:178
Method
getAllIndicatorDataMap
()
ats/src/main/java/ny2/ats/indicator/impl/IndicatorDataHolderImpl.java:433
Method
getAllModels
モデル全量を返します。
ats/src/main/java/ny2/ats/model/IModelManager.java:21
Method
getAllModels
()
ats/src/main/java/ny2/ats/model/impl/ModelManagerImpl.java:223
Method
getAllPlJpy
()
ats/src/main/java/ny2/ats/position/impl/PositionHolderImpl.java:118
Method
getAllPosition
()
ats/src/main/java/ny2/ats/position/impl/PositionHolderImpl.java:94
Method
getAllProcessorMap
()
ats/src/main/java/ny2/ats/indicator/impl/IndicatorDataHolderImpl.java:470
Method
getBetterPrice
より良い執行価格を返します @param side @param orderPrice @param currentPrice @return
ats/src/main/java/ny2/ats/core/util/PriceUtility.java:46
Method
getBuilder
()
ats/src/main/java/ny2/ats/core/data/MarketData.java:157
Method
getCalcPeriodClass
()
ats/src/main/java/ny2/ats/indicator/IndicatorType.java:123
Method
getCcypairsSeparator
Returns currency separator @return currency separator
ats/src/main/java/ny2/ats/core/common/Symbol.java:212
Method
getChikouList
(IchimokuPeriod calcPeriod)
ats/src/main/java/ny2/ats/indicator/indicators/IchimokuIndicator.java:227
Method
getChikouMap
()
ats/src/main/java/ny2/ats/indicator/indicators/IchimokuIndicator.java:268
Method
getCloseDicision
()
ats/src/main/java/ny2/ats/model/algo/IndicatorTradeModel.java:621
Method
getCloseMinMap
()
ats/src/main/java/ny2/ats/indicator/indicators/StochasticsIndicator.java:228
Method
getContent
()
ats/src/main/java/ny2/ats/core/event/MarketOrderEvent.java:40
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