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

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

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

  10. trait InstrumentT extends PlottableT

  11. trait LegT extends AnyRef

  12. trait MathOperationsT extends AnyRef

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

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

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

  16. trait OrderT extends PositionStatsT

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

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

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

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

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

  22. trait PlottableT extends AnyRef

  23. trait PosT extends PositionStatsT with PortfolioStatsT

  24. class PosTT extends PosT

  25. trait PositionT extends PosT

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

    A sequence of zero or more positions

  27. trait QuoteT extends AnyRef

  28. trait RunContextT extends AnyRef

  29. trait SecurityInstrumentT extends SecurityT with InstrumentT

  30. trait SecurityT extends ComparisonOperationsT with MathOperationsT with ComparatorMathOperationsT

  31. class SequenceT[T] extends AnyRef

    A sequence of zero or more objects.

  32. abstract class StrategyRunnerT extends Logging2

    All backtest strategies should extend / inherit the StrategyRunnerT class.

  33. trait StudiesOperationsT extends MathOperationsT

  34. trait TradeLegT extends LegT with PositionStatsT

  35. trait TradeQuoteT extends AnyRef

  36. 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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