com.optstack.math

PositionStatsT

trait PositionStatsT extends AnyRef

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Abstract Value Members

  1. abstract def getAllLegs()(implicit scriptContext: <error>): SequenceT[TradeLegT]

    Annotations
    @FunctionInfo()
  2. abstract def getNetOpenLegs()(implicit scriptContext: <error>): SequenceT[TradeLegT]

    Annotations
    @FunctionInfo()

Concrete Value Members

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

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

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  3. final def ##(): Int

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  4. final def ==(arg0: AnyRef): Boolean

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  5. final def ==(arg0: Any): Boolean

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

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    @FunctionInfo()
  7. final def asInstanceOf[T0]: T0

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  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)

    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)

    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)

    Annotations
    @FunctionInfo()
  11. def clone(): AnyRef

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

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

    Calculate the cost basis of the position

    Calculate the cost basis of the position

    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)

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

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  16. def equals(arg0: Any): Boolean

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  17. def finalize(): Unit

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    protected[java.lang]
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    @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

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

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

    Annotations
    @FunctionInfo()
  21. def hasOpenContracts(position: PosT)(implicit scriptContext: <error>): Boolean

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    @FunctionInfo()
  22. def hashCode(): Int

    Definition Classes
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  23. final def isInstanceOf[T0]: Boolean

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  24. final def marginRequirements(implicit scriptContext: <error>): StatsValueT

    Calculate the margin requirements

    Calculate the margin requirements

    Annotations
    @FunctionInfo()
  25. def marketValue(implicit scriptContext: <error>): StatsValueT

    Calculate the market value of the position

    Calculate the market value of the position

    Annotations
    @FunctionInfo()
  26. 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)

    Annotations
    @FunctionInfo()
  27. 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

    Annotations
    @FunctionInfo()
  28. final def maxBreakEvenPoint(implicit scriptContext: <error>): NumberT

    Maximum Break-Even Point At Expiration

    Maximum Break-Even Point At Expiration

    Annotations
    @FunctionInfo()
  29. final def maxReward(implicit scriptContext: <error>): StatsValueT

    Calculate the maximum reward

    Calculate the maximum reward

    Annotations
    @FunctionInfo()
  30. final def maxRisk(implicit scriptContext: <error>): StatsValueT

    Calculate the maximum risk.

    Calculate the maximum risk.

    Annotations
    @FunctionInfo()
  31. final def minBreakEvenPoint(implicit scriptContext: <error>): NumberT

    Minimum Break-Even Point At Expiration

    Minimum Break-Even Point At Expiration

    Annotations
    @FunctionInfo()
  32. 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

    Annotations
    @FunctionInfo()
  33. final def ne(arg0: AnyRef): Boolean

    Definition Classes
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  34. final def notify(): Unit

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  35. final def notifyAll(): Unit

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  36. final def optionGreeks(implicit scriptContext: <error>): OptionGreeksT

    Calculate the option greeks of the position

    Calculate the option greeks of the position

    Annotations
    @FunctionInfo()
  37. 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)

    Annotations
    @FunctionInfo()
  38. 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)

    Annotations
    @FunctionInfo()
  39. 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

    Annotations
    @FunctionInfo()
  40. 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)

    Annotations
    @FunctionInfo()
  41. 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)

    Annotations
    @FunctionInfo()
  42. 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)

    Annotations
    @FunctionInfo()
  43. 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)

    Annotations
    @FunctionInfo()
  44. 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)

    Annotations
    @FunctionInfo()
  45. 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)

    Annotations
    @FunctionInfo()
  46. 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)

    Annotations
    @FunctionInfo()
  47. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  48. 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

    Annotations
    @FunctionInfo()
  49. def toString(): String

    Definition Classes
    AnyRef → Any
  50. 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)

    Annotations
    @FunctionInfo()
  51. final def wait(): Unit

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    @throws( ... )
  52. final def wait(arg0: Long, arg1: Int): Unit

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    @throws( ... )
  53. final def wait(arg0: Long): Unit

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    @throws( ... )

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