public abstract class AdaptiveOrder extends AlgoOrder
Constructor and Description |
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AdaptiveOrder() |
Modifier and Type | Method and Description |
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double |
getCancelInterval()
calculates a random cancel interval based on sliceLength, cancelTime and timeRand
|
double |
getCancelTime() |
int |
getDuration() |
java.time.LocalTime |
getEndLocalTime() |
java.util.Date |
getEndTime() |
java.lang.String |
getExtDescription()
Gets the extended description of this Order comprised of Order Type specific properties (i.e.
|
double |
getIncrement() |
double |
getInitialOffset() |
double |
getMaxOffset() |
double |
getMaxVolPct() |
double |
getMinOffset() |
java.math.BigDecimal |
getMinSliceQty() |
double |
getOrderInterval(java.util.Date orderTime,
java.util.Date lastStatusTime)
calculates a random order interval based on sliceLength and timeRand
|
double |
getQtyRand() |
int |
getSliceLength() |
java.time.LocalTime |
getStartLocalTime() |
java.util.Date |
getStartTime() |
double |
getTimeRand() |
void |
setCancelTime(double cancelTime) |
void |
setDuration(int duration) |
void |
setEndTime(java.util.Date endTime) |
void |
setIncrement(double increment) |
void |
setInitialOffset(double initialOffset) |
void |
setMaxOffset(double maxOffset) |
void |
setMaxVolPct(double maxVolPct) |
void |
setMinOffset(double minOffset) |
void |
setMinSliceQty(java.math.BigDecimal minSliceQty) |
void |
setQtyRand(double qtyRand) |
void |
setSliceLength(int sliceLength) |
void |
setStartTime(java.util.Date startTime) |
void |
setTimeRand(double timeRand) |
void |
validate()
Returns true if this Order is valid.
|
isAlgoOrder
addProperty, getDescription, getEffectiveExchange, getProperty, getRootIntId, setParentOrder, setQuantity, setQuantity, toString
accept, addChildOrders, addOrderProperties, convertToVO, equals, getAccount, getChildOrders, getDateTime, getExchange, getExtId, getId, getIntId, getOrderProperties, getParentIntId, getParentOrder, getQuantity, getSecurity, getSide, getStrategy, getTif, getTifDateTime, hashCode, initializeAccount, initializeExchange, initializeOrderProperties, initializeSecurity, initializeStrategy, isExchangeOrder, isInitialized, removeChildOrders, removeOrderProperties, setAccount, setChildOrders, setDateTime, setExchange, setExchangeOrder, setExtId, setId, setInitialized, setIntId, setOrderProperties, setParentIntId, setSecurity, setSide, setStrategy, setTif, setTifDateTime
public java.util.Date getStartTime()
public void setStartTime(java.util.Date startTime)
public java.util.Date getEndTime()
public void setEndTime(java.util.Date endTime)
public int getDuration()
public void setDuration(int duration)
public java.math.BigDecimal getMinSliceQty()
public void setMinSliceQty(java.math.BigDecimal minSliceQty)
public double getMaxVolPct()
public void setMaxVolPct(double maxVolPct)
public int getSliceLength()
public void setSliceLength(int sliceLength)
public double getCancelTime()
public void setCancelTime(double cancelTime)
public double getTimeRand()
public void setTimeRand(double timeRand)
public double getQtyRand()
public void setQtyRand(double qtyRand)
public double getIncrement()
public void setIncrement(double increment)
public double getInitialOffset()
public void setInitialOffset(double initialOffset)
public double getMinOffset()
public void setMinOffset(double minOffset)
public double getMaxOffset()
public void setMaxOffset(double maxOffset)
public java.time.LocalTime getStartLocalTime()
public java.time.LocalTime getEndLocalTime()
public double getCancelInterval()
public double getOrderInterval(java.util.Date orderTime, java.util.Date lastStatusTime)
public java.lang.String getExtDescription()
Order
limit
for LimitOrder
)getExtDescription
in class Order
public void validate() throws OrderValidationException
Order
validate
in class Order
OrderValidationException