com.optstack.api

TradeLegT

trait TradeLegT extends LegT with PositionStatsT

Linear Supertypes
PositionStatsT, LegT, AnyRef, Any
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Inherited
  1. TradeLegT
  2. PositionStatsT
  3. LegT
  4. AnyRef
  5. Any
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Abstract Value Members

  1. abstract def entryCosts: Double

    Definition Classes
    LegT
  2. abstract def entryPrice: Double

    Definition Classes
    LegT
  3. abstract def fillPrice: Double

    Definition Classes
    LegT
  4. abstract def getAllLegs()(implicit scriptContext: <error>): SequenceT[TradeLegT]

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  5. abstract def getInstrument: SecurityInstrumentT

    Definition Classes
    TradeLegTLegT
  6. abstract def getNetOpenLegs()(implicit scriptContext: <error>): SequenceT[TradeLegT]

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  7. abstract def getSignedQuantity: Double

    Definition Classes
    LegT
  8. abstract def isLong: Boolean

    Definition Classes
    LegT
  9. abstract def marketValueNetLiq: Double

    Definition Classes
    LegT
  10. abstract def marketValueNetLiqMid: Double

    Definition Classes
    LegT
  11. abstract def marketValueNetLiqNatural: Double

    Definition Classes
    LegT
  12. abstract def marketValueOpeningEntry: Double

    Definition Classes
    LegT
  13. abstract def profitLoss: Double

    Definition Classes
    LegT
  14. abstract def theoreticalMarketValueNetLiq(daysToExpiration: Double, underlyingPrice: Double): Double

    Definition Classes
    LegT

Concrete Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any
  3. final def ##(): Int

    Definition Classes
    AnyRef → Any
  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any
  6. final def NaN(implicit scriptContext: <error>): DoubleT

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  7. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  8. def averageEntryPrice(implicit scriptExecContext: <error>): NumberT

    Calculate average entry price of the positions (Debits are negative, while credits are positive)

    Calculate average entry price of the positions (Debits are negative, while credits are positive)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  9. def averageEntryPriceToUnderlyingPriceRatio(implicit scriptExecContext: <error>): NumberT

    Calculate the average entry price to underlying price ratio (Debits are negative, while credits are positive)

    Calculate the average entry price to underlying price ratio (Debits are negative, while credits are positive)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  10. def averageImpliedVolatilityOfLegs(implicit scriptExecContext: <error>): NumberT

    Calculate the average implied volatility of the legs of the position (10% = 10, 50% = 50, etc)

    Calculate the average implied volatility of the legs of the position (10% = 10, 50% = 50, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  11. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  12. final def costBasis(updatePricesIfNaNFillPrice: Boolean = false)(implicit scriptContext: <error>): StatsValueT

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  13. final def costBasis(implicit scriptContext: <error>): StatsValueT

    Calculate the cost basis of the position

    Calculate the cost basis of the position

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  14. final def entryPriceToUnderlyingPriceRatio(implicit scriptContext: <error>): NumberT

    Calculate the ratio of entry price to the underlying stock price (position entry price / underlying price)

    Calculate the ratio of entry price to the underlying stock price (position entry price / underlying price)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  15. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  16. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  17. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  18. def gainLoss(implicit scriptContext: <error>): NumberT

    Calculate the profit / loss of the position

    Calculate the profit / loss of the position

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  19. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  20. final def getNetOpenQuantity(leg: LegT)(implicit scriptContext: <error>): Double

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  21. def getQuantity: Double

    Definition Classes
    LegT
  22. def hasOpenContracts(position: PosT)(implicit scriptContext: <error>): Boolean

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  23. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  24. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  25. final def marginRequirements(implicit scriptContext: <error>): StatsValueT

    Calculate the margin requirements

    Calculate the margin requirements

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  26. def marketValue(implicit scriptContext: <error>): StatsValueT

    Calculate the market value of the position

    Calculate the market value of the position

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  27. def marketValueAsPercentOfOverallPortfolio(implicit scriptContext: <error>): NumberT

    Calculate the market value of the position as a percentage of the overall portfolio value (10% = 0.

    Calculate the market value of the position as a percentage of the overall portfolio value (10% = 0.1, 20% = 0.2, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  28. def marketValueNatural(implicit scriptContext: <error>): StatsValueT

    Calculate the market value using natural prices of the position

    Calculate the market value using natural prices of the position

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  29. final def maxBreakEvenPoint(implicit scriptContext: <error>): NumberT

    Maximum Break-Even Point At Expiration

    Maximum Break-Even Point At Expiration

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  30. final def maxReward(implicit scriptContext: <error>): StatsValueT

    Calculate the maximum reward

    Calculate the maximum reward

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  31. final def maxRisk(implicit scriptContext: <error>): StatsValueT

    Calculate the maximum risk.

    Calculate the maximum risk.

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  32. final def minBreakEvenPoint(implicit scriptContext: <error>): NumberT

    Minimum Break-Even Point At Expiration

    Minimum Break-Even Point At Expiration

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  33. final def minDistanceFromUnderlying(implicit scriptContext: <error>): DoubleT

    Calculate the minimum absolute distance to the underlying instrument for the legs of the position

    Calculate the minimum absolute distance to the underlying instrument for the legs of the position

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  34. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  35. final def notify(): Unit

    Definition Classes
    AnyRef
  36. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  37. final def optionGreeks(implicit scriptContext: <error>): OptionGreeksT

    Calculate the option greeks of the position

    Calculate the option greeks of the position

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  38. final def optionGreeksUnscaled(implicit scriptContext: <error>): OptionGreeksT

    Calculate the option greeks of the position (NOT scaled based on position size)

    Calculate the option greeks of the position (NOT scaled based on position size)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  39. final def positionEntryPrice(implicit scriptContext: <error>): NumberT

    Calculate the entry price of the position (Debits are negative, while credits are positive)

    Calculate the entry price of the position (Debits are negative, while credits are positive)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  40. final def positionNaturalPrice(implicit scriptContext: <error>): NumberT

    Calculate the market price of the position using natural prices

    Calculate the market price of the position using natural prices

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  41. final def positionPrice(implicit scriptContext: <error>): NumberT

    Calculate the market price of the position (Debits are negative, while credits are positive)

    Calculate the market price of the position (Debits are negative, while credits are positive)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  42. final def positionPriceToUnderlyingPriceRatio(implicit scriptContext: <error>): NumberT

    Calculate the ratio of position's price to the underlying stock price (position price / underlying price)

    Calculate the ratio of position's price to the underlying stock price (position price / underlying price)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  43. def returnOnCostBasis(implicit scriptContext: <error>): NumberT

    Calculate the percentage return based on the cost basis of the position (10% = 0.

    Calculate the percentage return based on the cost basis of the position (10% = 0.1, 50% = 0.5, -150% = -1.5, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  44. final def returnOnMargin(implicit scriptContext: <error>): NumberT

    Calculate the percentage return based on the margin of the position (10% = 0.

    Calculate the percentage return based on the margin of the position (10% = 0.1, 50% = 0.5, -150% = -1.5, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  45. final def returnOnMaxReward(implicit scriptContext: <error>): NumberT

    Calculate the percentage return based on the max reward of the position (10% = 0.

    Calculate the percentage return based on the max reward of the position (10% = 0.1, 50% = 0.5, -150% = -1.5, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  46. final def returnOnMaxRisk(implicit scriptContext: <error>): NumberT

    Calculate the percentage return based on the max risk of the position (10% = 0.

    Calculate the percentage return based on the max risk of the position (10% = 0.1, 50% = 0.5, -150% = -1.5, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  47. final def riskReward(implicit scriptContext: <error>): DoubleT

    Calculate the risk / reward of the position (10% = 0.

    Calculate the risk / reward of the position (10% = 0.1, 50% = 0.5, 150% = 1.5, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  48. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  49. def theoreticalMarketValue(daysToExpiration: Double, underlyingPrice: Double)(implicit scriptContext: <error>): NumberT

    Calculate the theoretical market value of the position at a specific daysToExpiraion and underlyingPrice

    Calculate the theoretical market value of the position at a specific daysToExpiraion and underlyingPrice

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  50. def toString(): String

    Definition Classes
    AnyRef → Any
  51. final def underlyingInstrumentPrice(implicit scriptContext: <error>): NumberT

    Get the price of the underlying instrument (Assumes all legs in the position have the same underlying instrument)

    Get the price of the underlying instrument (Assumes all legs in the position have the same underlying instrument)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  52. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  53. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  54. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from PositionStatsT

Inherited from LegT

Inherited from AnyRef

Inherited from Any

Ungrouped