package api

This package contains the helper classes to define and run a backtest.

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Type Members

  1. trait AggregationPeriodT extends AnyRef

  2. final case class BarType(barType: Int) extends Product with Serializable

  3. trait BarTypeT extends AnyRef

  4. trait ComparatorMathOperationsT extends MathOperationsT with ComparisonOperationsT

  5. trait ComparisonOperationsT extends ComputationableT

  6. trait ComputationableT extends AnyRef

  7. abstract class CustomStudyT extends AnyRef

    To create a custom study, create a subclass that inherits from CustomStudyT.

  8. final case class DoubleT(d: Double) extends Ordered[DoubleT] with Product with Serializable

  9. final case class ExpirationDateT(month: Int, day: Int = -1, year: Int) extends Product with Serializable

  10. final case class InstrumentHelperT() extends InstrumentTrait with Product with Serializable

  11. trait InstrumentT extends PlottableT

  12. trait LegCriteriaT extends AnyRef

  13. trait LegT extends AnyRef

  14. trait MathOperationsT extends AnyRef

  15. case class NumberT(d: Double) extends ComparisonOperationsT with MathOperationsT with Product with Serializable

  16. final case class OptionGreeksT(delta: DoubleT, gamma: DoubleT, theta: DoubleT, vega: DoubleT, rho: DoubleT) extends Product with Serializable

  17. final case class OptionTypeHelperT() extends OptionTypeTrait with Product with Serializable

  18. trait OrderT extends LegCriteriaT with PositionStatsT

  19. final case class PlotPanelT(value: String) extends Product with Serializable

  20. final case class PlotPointT(x: Date, y: Double) extends Product with Serializable

  21. final case class PlotSeriesConfigT(name: String, targetPanelId: String, plotType: String = "line", plotGroup: String = "") extends Product with Serializable

  22. final case class PlotSeriesT(config: PlotSeriesConfigT, pointList: ListBuffer[PlotPointT]) extends Product with Serializable

  23. final case class PlotTypeT(value: String) extends Product with Serializable

  24. trait PlottableT extends AnyRef

  25. trait PosT extends PositionStatsT with PortfolioStatsT

  26. class PosTT extends PosT

  27. trait PositionT extends PosT

  28. class PositionsSequenceT[T] extends SequenceT[T]

    A sequence of zero or more positions

  29. trait QuoteT extends AnyRef

  30. trait RunContextT extends AnyRef

  31. trait SecurityInstrumentT extends SecurityT with InstrumentT with LegCriteriaT

  32. trait SecurityT extends ComparisonOperationsT with MathOperationsT with ComparatorMathOperationsT

  33. class SequenceT[T] extends AnyRef

    A sequence of zero or more objects.

  34. abstract class StrategyRunnerT extends Logging2

    All backtest strategies should extend / inherit the StrategyRunnerT class.

  35. trait StudiesOperationsT extends MathOperationsT

  36. trait SummaryStatsT extends AnyRef

  37. trait TradeLegT extends LegT with PositionStatsT

  38. trait TradeQuoteT extends AnyRef

  39. class TradeStrategiesT extends AutoCompleteVisibility

    Choose from several different stock and options spread strategies.

Value Members

  1. object AggregationPeriodT

  2. object BarType extends BarTypeT with Serializable

  3. object BarTypeHelperT extends BarTypeT

  4. object DoubleT extends Serializable

  5. object OptionGreeksT extends Serializable

  6. object OrdersActionT

  7. object PlotPanelT extends Serializable

  8. object PlotTypeT extends Serializable

  9. object StrategyRunnerT

  10. package strategies

    This package contains the helper classes to define various options trading strategies, such as CoveredCalls, Butterfly, Condors, etc.

  11. package studies

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