Package io.runon.trading.backtesting

Class FuturesReadBacktesting<E extends io.runon.trading.TimePrice,T extends TimePriceData>

java.lang.Object

io.runon.trading.backtesting.FuturesBacktesting<T>

io.runon.trading.backtesting.FuturesReadBacktesting<E,T>

public abstract class FuturesReadBacktesting<E extends io.runon.trading.TimePrice,T extends TimePriceData>
extends FuturesBacktesting<T>

실시간정보를 (초단위) 백테스팅하기위해 만든도구 분할 매수 분할매도 방식

Author:

macle

Field Summary

Fields

Modifier and Type	Field	Description
protected final SlippageRatePrice	slippageRatePrice
protected io.runon.trading.strategy.StrategyOrder<T>	strategy

Fields inherited from class io.runon.trading.backtesting.FuturesBacktesting

account, assetList, candles, cashScale, chartHeight, chartWidth, data, isChart, isPositionLine, lastLines, lastPosition, linesList, markerDataList, startCash, subtractRate, symbol, time, zoneId

Constructor Summary

Constructors

Constructor	Description
FuturesReadBacktesting()

Method Summary

Modifier and Type	Method	Description
abstract E	make(String line)
void	putData(E timePrice)
void	setBuyFee(BigDecimal buyFee)	구매 수수료 설정
void	setSellFee(BigDecimal sellFee)	판매수수료 설정
void	setSlippageRate(BigDecimal slippageRate)
void	setStrategy(io.runon.trading.strategy.StrategyOrder<T> strategy)
void	start(String path)

Methods inherited from class io.runon.trading.backtesting.FuturesBacktesting

addCash, addChartLine, addChartMark, addChartMark, addLines, changeChartLine, end, getAccount, getLogMessage, init, setAccount, setCashScale, setChart, setChart, setChartHeight, setChartWidth, setData, setPositionLine, setSymbol, setZoneId

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

slippageRatePrice

protected final SlippageRatePrice slippageRatePrice

strategy

protected io.runon.trading.strategy.StrategyOrder<T extends TimePriceData> strategy

Constructor Details

FuturesReadBacktesting

public FuturesReadBacktesting()

Method Details

setStrategy

public void setStrategy(io.runon.trading.strategy.StrategyOrder<T> strategy)

start

public void start(String path)

putData

public void putData(E timePrice)

make

public abstract E make(String line)

setSlippageRate

public void setSlippageRate(BigDecimal slippageRate)

setBuyFee

public void setBuyFee(BigDecimal buyFee)

구매 수수료 설정

Parameters:

buyFee - 구매수수료

setSellFee

public void setSellFee(BigDecimal sellFee)

판매수수료 설정

Parameters:

sellFee - 판매수수료