Package io.runon.trading.backtesting.price.symbol

Class SlippageRateOpenPrice

java.lang.Object

io.runon.trading.backtesting.price.symbol.CandleSymbolMapPrice

io.runon.trading.backtesting.price.symbol.SlippageRateOpenPrice

All Implemented Interfaces:

CandleSymbolPrice, SymbolPrice

public class SlippageRateOpenPrice
extends CandleSymbolMapPrice

슬리피지를 특정 비율로만 계산할때 종가 활용 이전 캔들을 보고 바로 다음 시가에 들어간다고 가정한 방식 1분봉 분석시 다음 시가가 슬리피지가 적음 (이전종가와 비슷한 가격에 선택될 확율이 높음)

Author:

macle

Field Summary

Fields inherited from class io.runon.trading.backtesting.price.symbol.CandleSymbolMapPrice

candleMap

Constructor Summary

Constructors

Constructor	Description
SlippageRateOpenPrice()

Method Summary

Modifier and Type	Method	Description
BigDecimal	getBuyPrice(String symbol)
BigDecimal	getSellPrice(String symbol)
void	setRate(BigDecimal rate)

Methods inherited from class io.runon.trading.backtesting.price.symbol.CandleSymbolMapPrice

getPrice, setPrice

Methods inherited from class java.lang.Object

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

Constructor Details

SlippageRateOpenPrice

public SlippageRateOpenPrice()

Method Details

setRate

public void setRate(BigDecimal rate)

getBuyPrice

public BigDecimal getBuyPrice(String symbol)

getSellPrice

public BigDecimal getSellPrice(String symbol)