Index

A B C D E F G H I L M O P R S T Z
All Classes and Interfaces|All Packages

A

account - Variable in class io.runon.trading.backtesting.FuturesBacktesting

addCash(BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

addCash(BigDecimal) - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

addCash(BigDecimal) - Method in class io.runon.trading.backtesting.FuturesBacktesting

계좌에 현금추가

addChartLine(BigDecimal) - Method in class io.runon.trading.backtesting.FuturesBacktesting

addChartMark(MarkerData) - Method in class io.runon.trading.backtesting.FuturesBacktesting

addChartMark(BigDecimal) - Method in class io.runon.trading.backtesting.FuturesBacktesting

addLines(List<Lines>, List<LineData>) - Method in class io.runon.trading.backtesting.FuturesBacktesting

amount - Variable in class io.runon.trading.backtesting.account.SpotBacktestingHolding

assetList - Variable in class io.runon.trading.backtesting.FuturesBacktesting

B

buy(String, BigDecimal, BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

buyAll(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

buyFee - Variable in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

buyFee - Variable in class io.runon.trading.backtesting.account.SpotBacktestingAccount

buyPrice(BigDecimal, BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

C

candleMap - Variable in class io.runon.trading.backtesting.price.symbol.CandleSymbolMapPrice

candles - Variable in class io.runon.trading.backtesting.FuturesBacktesting

CandlesGet - Interface in io.runon.trading.backtesting.candle

백테스팅용 캔들 얻기

CandlesGetStorage - Class in io.runon.trading.backtesting.candle

백테스팅용 캔들 얻기 메모리에 올려놓고 사용하기 백테스팅 결과를 빠르게 얻기위해 활용

CandlesGetStorage() - Constructor for class io.runon.trading.backtesting.candle.CandlesGetStorage

CandleSymbolMapPrice - Class in io.runon.trading.backtesting.price.symbol

CandleSymbolMapPrice() - Constructor for class io.runon.trading.backtesting.price.symbol.CandleSymbolMapPrice

CandleSymbolPrice - Interface in io.runon.trading.backtesting.price.symbol

백테스팅에서 사용하는 가격용 캔들

cash - Variable in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

cash - Variable in class io.runon.trading.backtesting.account.SpotBacktestingAccount

cashScale - Variable in class io.runon.trading.backtesting.FuturesBacktesting

changeChartLine(Position) - Method in class io.runon.trading.backtesting.FuturesBacktesting

changeTime(long) - Method in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

시간변화에 따라 변해야 하는 데이터구조등의 내용 변경

chartHeight - Variable in class io.runon.trading.backtesting.FuturesBacktesting

chartWidth - Variable in class io.runon.trading.backtesting.FuturesBacktesting

close(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

closePrice(FuturesPositionData) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

closePrice(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

cycleTime - Variable in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

D

data - Variable in class io.runon.trading.backtesting.FuturesBacktesting

E

end() - Method in class io.runon.trading.backtesting.FuturesBacktesting

end() - Method in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

endTime - Variable in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

F

FuturesBacktesting<E> - Class in io.runon.trading.backtesting

선물 백테스팅 (양방향)

FuturesBacktesting() - Constructor for class io.runon.trading.backtesting.FuturesBacktesting

FuturesBacktestingAccount - Class in io.runon.trading.backtesting.account

선물백테스팅 거래 계좌 레버리지 1배고정

FuturesBacktestingAccount() - Constructor for class io.runon.trading.backtesting.account.FuturesBacktestingAccount

FuturesBacktestingAccount(String) - Constructor for class io.runon.trading.backtesting.account.FuturesBacktestingAccount

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

실시간정보를 (초단위) 백테스팅하기위해 만든도구 분할 매수 분할매도 방식

FuturesReadBacktesting() - Constructor for class io.runon.trading.backtesting.FuturesReadBacktesting

FuturesSingleSymbolBacktesting<E extends PriceCandle> - Class in io.runon.trading.backtesting

선물 단일종목 벡테스팅 한번에 전부 포지션 전환한다는 가정의전략

FuturesSingleSymbolBacktesting(long) - Constructor for class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

FuturesSingleSymbolBacktesting(long, long) - Constructor for class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

G

getAccount() - Method in class io.runon.trading.backtesting.FuturesBacktesting

getAssets() - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

getAssets() - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

계좌 자산

getAvailableBuyPrice(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

getAvailableSellPrice(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

getBuyFee(SpotBacktestingHolding, BigDecimal, BigDecimal) - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

매수 수수료 구현된 내용은 종목별로 수수료가 다른경우는 구현되어 있지않음 종목별로 수수료가 다른경우 Override 해서 구현

getBuyPrice(String) - Method in class io.runon.trading.backtesting.price.symbol.SlippageRandomSymbolPrice

getBuyPrice(String) - Method in class io.runon.trading.backtesting.price.symbol.SlippageRateOpenPrice

getBuyPrice(String) - Method in class io.runon.trading.backtesting.price.symbol.SlippageRatePrice

getBuyPrice(String) - Method in interface io.runon.trading.backtesting.price.symbol.SymbolPrice

getCandles(long, int) - Method in class io.runon.trading.backtesting.candle.CandlesGetStorage

getCandles(long, long, int) - Method in interface io.runon.trading.backtesting.candle.CandlesGet

getCandles(long, long, int) - Method in class io.runon.trading.backtesting.candle.CandlesGetStorage

getCash() - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

getCash() - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

getId() - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

getId() - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

getLeverage(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

getLogMessage(BigDecimal) - Method in class io.runon.trading.backtesting.FuturesBacktesting

getPosition(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

getPrice(String) - Method in class io.runon.trading.backtesting.price.symbol.CandleSymbolMapPrice

getPrice(String) - Method in class io.runon.trading.backtesting.price.symbol.MapSymbolPrice

getPrice(String) - Method in interface io.runon.trading.backtesting.price.symbol.SymbolPrice

getPriceCandle() - Method in interface io.runon.trading.backtesting.price.PriceCandle

getQuantityPrecision(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

getSellFee(SpotBacktestingHolding, BigDecimal, BigDecimal) - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

매도 수수료 구현된 내용은 종목별로 수수료가 다른경우는 구현되어 있지않음 종목별로 수수료가 다른경우 Override 해서 구현

getSellPrice(String) - Method in class io.runon.trading.backtesting.price.symbol.SlippageRandomSymbolPrice

getSellPrice(String) - Method in class io.runon.trading.backtesting.price.symbol.SlippageRateOpenPrice

getSellPrice(String) - Method in class io.runon.trading.backtesting.price.symbol.SlippageRatePrice

getSellPrice(String) - Method in interface io.runon.trading.backtesting.price.symbol.SymbolPrice

getSymbolPosition(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

H

holdingMap - Variable in class io.runon.trading.backtesting.account.SpotBacktestingAccount

I

id - Variable in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

init() - Method in class io.runon.trading.backtesting.FuturesBacktesting

io.runon.trading.backtesting - package io.runon.trading.backtesting

io.runon.trading.backtesting.account - package io.runon.trading.backtesting.account

io.runon.trading.backtesting.candle - package io.runon.trading.backtesting.candle

io.runon.trading.backtesting.price - package io.runon.trading.backtesting.price

백테스팅에서의 가격관련정보

io.runon.trading.backtesting.price.symbol - package io.runon.trading.backtesting.price.symbol

isChart - Variable in class io.runon.trading.backtesting.FuturesBacktesting

isEnd - Variable in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

isPositionLine - Variable in class io.runon.trading.backtesting.FuturesBacktesting

isValid(long) - Method in interface io.runon.trading.backtesting.price.PriceCandle

유효성 정검으로 인한 시간은 continue 하게 한다

L

lastLines - Variable in class io.runon.trading.backtesting.FuturesBacktesting

lastPosition - Variable in class io.runon.trading.backtesting.FuturesBacktesting

lastValidTime - Variable in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

linesList - Variable in class io.runon.trading.backtesting.FuturesBacktesting

loadCandle(String, long) - Method in class io.runon.trading.backtesting.candle.CandlesGetStorage

lock - Variable in class io.runon.trading.backtesting.account.SpotBacktestingAccount

lock - Variable in class io.runon.trading.backtesting.account.SpotBacktestingHolding

longClose(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

longClose(String, BigDecimal, BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

M

make(String) - Method in class io.runon.trading.backtesting.FuturesReadBacktesting

MapSymbolPrice<E extends io.runon.trading.Price> - Class in io.runon.trading.backtesting.price.symbol

MapSymbolPrice() - Constructor for class io.runon.trading.backtesting.price.symbol.MapSymbolPrice

markerDataList - Variable in class io.runon.trading.backtesting.FuturesBacktesting

minPrice - Variable in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

O

order(String, Order) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

P

positionMap - Variable in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

PriceCandle - Interface in io.runon.trading.backtesting.price

백테스팅에서 사용하는 가격용 캔들

priceMap - Variable in class io.runon.trading.backtesting.price.symbol.MapSymbolPrice

priceScale - Variable in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

putData(E) - Method in class io.runon.trading.backtesting.FuturesReadBacktesting

R

run() - Method in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

S

scale - Variable in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

sell(String, BigDecimal, BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

sellAll(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

sellFee - Variable in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

sellFee - Variable in class io.runon.trading.backtesting.account.SpotBacktestingAccount

sellPrice(BigDecimal, BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

setAccount(FuturesBacktestingAccount) - Method in class io.runon.trading.backtesting.FuturesBacktesting

setBuyFee(BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

구매 수수료 설정

setBuyFee(BigDecimal) - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

구매 수수료 설정

setBuyFee(BigDecimal) - Method in class io.runon.trading.backtesting.FuturesReadBacktesting

구매 수수료 설정

setCash(BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

setCash(BigDecimal) - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

setCashScale(int) - Method in class io.runon.trading.backtesting.FuturesBacktesting

setChart(TradeCandle[]) - Method in class io.runon.trading.backtesting.FuturesBacktesting

setChart(TradeCandle[], int) - Method in class io.runon.trading.backtesting.FuturesBacktesting

setChartHeight(int) - Method in class io.runon.trading.backtesting.FuturesBacktesting

setChartWidth(int) - Method in class io.runon.trading.backtesting.FuturesBacktesting

setCycleTime(long) - Method in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

setData(E) - Method in class io.runon.trading.backtesting.FuturesBacktesting

setData(E) - Method in interface io.runon.trading.backtesting.price.TimePriceData

setFee(BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

수수료 설정 구매수수료와 판매수수료가 같은경우 다른경우는 각각 설정

setFee(BigDecimal) - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

수수료 설정 구매수수료와 판매수수료가 같은경우 다른경우는 각각 설정

setLeverage(String, BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

setMinPrice(BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

setMinRate(BigDecimal) - Method in class io.runon.trading.backtesting.price.symbol.SlippageRandomSymbolPrice

매수 혹은 매도의 최소 비율 0 ~ 1사이로 설정 1이면 고가로 매수, 저가로 매도 0 이면 구매할때 종가와 고가 사이의 랜덤 0.5 이면 종가와 고가 사이의 중간값 부터 고가 사이의 랜덤

setPositionLine(boolean) - Method in class io.runon.trading.backtesting.FuturesBacktesting

setPrice(String, E) - Method in class io.runon.trading.backtesting.price.symbol.MapSymbolPrice

setPrice(String, Candle) - Method in class io.runon.trading.backtesting.price.symbol.CandleSymbolMapPrice

setPrice(String, Candle) - Method in interface io.runon.trading.backtesting.price.symbol.CandleSymbolPrice

setPriceScale(int) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

setQuantityPrecision(String, Integer) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

setRate(BigDecimal) - Method in class io.runon.trading.backtesting.price.symbol.SlippageRateOpenPrice

setRate(BigDecimal) - Method in class io.runon.trading.backtesting.price.symbol.SlippageRatePrice

setScale(int) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

AmountType DECIMAL 일떄만 사용

setSellFee(BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

판매수수료 설정

setSellFee(BigDecimal) - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

판매수수료 설정

setSellFee(BigDecimal) - Method in class io.runon.trading.backtesting.FuturesReadBacktesting

판매수수료 설정

setSlippageRate(BigDecimal) - Method in class io.runon.trading.backtesting.FuturesReadBacktesting

setStrategy(Strategy<E>) - Method in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

setStrategy(StrategyOrder<T>) - Method in class io.runon.trading.backtesting.FuturesReadBacktesting

setSymbol(String) - Method in class io.runon.trading.backtesting.FuturesBacktesting

setSymbolPrice(CandleSymbolPrice) - Method in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

setSymbolPrice(SymbolPrice) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

setSymbolPrice(SymbolPrice) - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

setZoneId(ZoneId) - Method in class io.runon.trading.backtesting.FuturesBacktesting

shortClose(String) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

shortClose(String, BigDecimal, BigDecimal) - Method in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

SlippageRandomSymbolPrice - Class in io.runon.trading.backtesting.price.symbol

슬리피지를 고민한 종목별가격 짧은 매매주기에 불리하게 적용하기 위해활용 매수할때는 종가와 고가 사이의 가격중 랜덤한 가격을 활용 (고가에 매수할 확률이 높음) 매도할때는 종가와 저가 사이의 가겨중 랜덤한 가격을 활용 (저가에 매도할 확율이 높음)

SlippageRandomSymbolPrice() - Constructor for class io.runon.trading.backtesting.price.symbol.SlippageRandomSymbolPrice

SlippageRateOpenPrice - Class in io.runon.trading.backtesting.price.symbol

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)

SlippageRateOpenPrice() - Constructor for class io.runon.trading.backtesting.price.symbol.SlippageRateOpenPrice

slippageRatePrice - Variable in class io.runon.trading.backtesting.FuturesReadBacktesting

SlippageRatePrice - Class in io.runon.trading.backtesting.price.symbol

슬리피지를 특정 비율로만 계산할때 종가 활용

SlippageRatePrice() - Constructor for class io.runon.trading.backtesting.price.symbol.SlippageRatePrice

SpotBacktestingAccount - Class in io.runon.trading.backtesting.account

현뮬 백테스팅 계좌

SpotBacktestingAccount(String) - Constructor for class io.runon.trading.backtesting.account.SpotBacktestingAccount

SpotBacktestingHolding - Class in io.runon.trading.backtesting.account

백테스팅 현물 보유 종목

SpotBacktestingHolding() - Constructor for class io.runon.trading.backtesting.account.SpotBacktestingHolding

start(String) - Method in class io.runon.trading.backtesting.FuturesReadBacktesting

startCash - Variable in class io.runon.trading.backtesting.FuturesBacktesting

startTime - Variable in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

strategy - Variable in class io.runon.trading.backtesting.FuturesReadBacktesting

strategy - Variable in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

subtractRate - Variable in class io.runon.trading.backtesting.FuturesBacktesting

symbol - Variable in class io.runon.trading.backtesting.account.SpotBacktestingHolding

symbol - Variable in class io.runon.trading.backtesting.FuturesBacktesting

symbolPrice - Variable in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

symbolPrice - Variable in class io.runon.trading.backtesting.account.SpotBacktestingAccount

symbolPrice - Variable in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

SymbolPrice - Interface in io.runon.trading.backtesting.price.symbol

종목별 가격 얻기

symbolQuantityPrecision - Variable in class io.runon.trading.backtesting.account.FuturesBacktestingAccount

T

time - Variable in class io.runon.trading.backtesting.FuturesBacktesting

TimePriceData<E extends io.runon.trading.TimePrice> - Interface in io.runon.trading.backtesting.price

초단위 매매 백테스팅

trade(Trade) - Method in class io.runon.trading.backtesting.account.SpotBacktestingHolding

trade(String, Trade) - Method in class io.runon.trading.backtesting.account.SpotBacktestingAccount

tradeList - Variable in class io.runon.trading.backtesting.account.SpotBacktestingHolding

Z

zoneId - Variable in class io.runon.trading.backtesting.FuturesBacktesting

zoneId - Variable in class io.runon.trading.backtesting.FuturesSingleSymbolBacktesting

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