Package io.runon.trading.backtesting

Class FuturesSingleSymbolBacktesting<E extends PriceCandle>

java.lang.Object

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

io.runon.trading.backtesting.FuturesSingleSymbolBacktesting<E>

All Implemented Interfaces:

Runnable

public abstract class FuturesSingleSymbolBacktesting<E extends PriceCandle>
extends FuturesBacktesting<E>
implements Runnable

선물 단일종목 벡테스팅 한번에 전부 포지션 전환한다는 가정의전략

Author:

macle

Field Summary

Fields

Modifier and Type	Field	Description
protected long	cycleTime
protected final long	endTime
protected boolean	isEnd
protected long	lastValidTime
protected final long	startTime
protected io.runon.trading.strategy.Strategy<E>	strategy
protected CandleSymbolPrice	symbolPrice
protected ZoneId	zoneId

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

Constructor Summary

Constructors

Constructor	Description
FuturesSingleSymbolBacktesting(long startTime)
FuturesSingleSymbolBacktesting(long startTime, long endTime)

Method Summary

Modifier and Type	Method	Description
abstract void	changeTime(long time)	시간변화에 따라 변해야 하는 데이터구조등의 내용 변경
protected void	end(List<io.runon.trading.view.LineData> assetList, List<io.runon.trading.view.MarkerData> markerDataList, List<io.runon.trading.view.Lines> linesList, List<io.runon.trading.view.LineData> lastLines)
void	run()
void	setCycleTime(long cycleTime)
void	setStrategy(io.runon.trading.strategy.Strategy<E> strategy)
void	setSymbolPrice(CandleSymbolPrice symbolPrice)

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

addCash, addChartLine, addChartMark, addChartMark, addLines, changeChartLine, 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

strategy

protected io.runon.trading.strategy.Strategy<E extends PriceCandle> strategy

symbolPrice

protected CandleSymbolPrice symbolPrice

cycleTime

protected long cycleTime

zoneId

protected ZoneId zoneId

startTime

protected final long startTime

endTime

protected final long endTime

isEnd

protected boolean isEnd

lastValidTime

protected long lastValidTime

Constructor Details

FuturesSingleSymbolBacktesting

public FuturesSingleSymbolBacktesting(long startTime,
 long endTime)

FuturesSingleSymbolBacktesting

public FuturesSingleSymbolBacktesting(long startTime)

Method Details

setStrategy

public void setStrategy(io.runon.trading.strategy.Strategy<E> strategy)

setSymbolPrice

public void setSymbolPrice(CandleSymbolPrice symbolPrice)

setCycleTime

public void setCycleTime(long cycleTime)

run

public void run()

Specified by:

run in interface Runnable

changeTime

public abstract void changeTime(long time)

시간변화에 따라 변해야 하는 데이터구조등의 내용 변경

Parameters:

time - 기준시간

end

protected void end(List<io.runon.trading.view.LineData> assetList,
 List<io.runon.trading.view.MarkerData> markerDataList,
 List<io.runon.trading.view.Lines> linesList,
 List<io.runon.trading.view.LineData> lastLines)

Overrides:

end in class FuturesBacktesting<E extends PriceCandle>