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AbstractAlgoOrderExecService<T extends AlgoOrder,S extends AlgoOrderStateVO> - Class in ch.algotrader.service.algo
Default algo order execution service.
AbstractAlgoOrderExecService(OrderExecutionService, SimpleOrderService) - Constructor for class ch.algotrader.service.algo.AbstractAlgoOrderExecService
 
AbstractDao<E extends BaseEntityI> - Class in ch.algotrader.dao
Abstract generic DAO class that serves as a base for specific entity DAOs.
AbstractDao(Class<? extends E>, SessionFactory) - Constructor for class ch.algotrader.dao.AbstractDao
 
AbstractEngine - Class in ch.algotrader.esper
Abstract implementation of an Engine
AbstractFix42MarketDataMessageHandler - Class in ch.algotrader.adapter.fix.fix42
Base Fix/4.2 market data message handler.
AbstractFix42MarketDataMessageHandler() - Constructor for class ch.algotrader.adapter.fix.fix42.AbstractFix42MarketDataMessageHandler
 
AbstractFix42MessageHandler - Class in ch.algotrader.adapter.fix.fix42
Base Fix/4.2 message handler that handles Reject and BusinessMessageReject rejection messages.
AbstractFix42MessageHandler() - Constructor for class ch.algotrader.adapter.fix.fix42.AbstractFix42MessageHandler
 
AbstractFix42OrderMessageHandler - Class in ch.algotrader.adapter.fix.fix42
Abstract FIX/4.2 order message handler implementing generic functionality common to all broker specific interfaces..
AbstractFix44MarketDataMessageHandler - Class in ch.algotrader.adapter.fix.fix44
Base Fix4.4 market data message handler.
AbstractFix44MarketDataMessageHandler() - Constructor for class ch.algotrader.adapter.fix.fix44.AbstractFix44MarketDataMessageHandler
 
AbstractFix44MessageHandler - Class in ch.algotrader.adapter.fix.fix44
Base Fix4.4 message handler that handles Reject and BusinessMessageReject rejection messages.
AbstractFix44MessageHandler() - Constructor for class ch.algotrader.adapter.fix.fix44.AbstractFix44MessageHandler
 
AbstractFix44OrderMessageHandler - Class in ch.algotrader.adapter.fix.fix44
Abstract FIX44 order message handler implementing generic functionality common to all broker specific interfaces..
AbstractFixApplication - Class in ch.algotrader.adapter.fix
Implementation of Application
AbstractFixApplication(SessionID, Object, Object) - Constructor for class ch.algotrader.adapter.fix.AbstractFixApplication
 
AbstractFixApplication(SessionID, Object) - Constructor for class ch.algotrader.adapter.fix.AbstractFixApplication
 
AbstractIBMessageHandler - Class in ch.algotrader.adapter.ib
Default MessageHandler that implements the EWrapper interface.
AbstractIBMessageHandler() - Constructor for class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
AbstractInfluxDBDao<V extends MarketDataEventVO> - Class in ch.algotrader.influxdb.dao
 
AbstractInfluxDBDao(InfluxDBAdapter) - Constructor for class ch.algotrader.influxdb.dao.AbstractInfluxDBDao
 
AbstractTypeSpecificAsserter<T> - Class in ch.algotrader.util.diff.asserter
Asserter for two strings where one string can be a prefix of the other.
AbstractTypeSpecificAsserter() - Constructor for class ch.algotrader.util.diff.asserter.AbstractTypeSpecificAsserter
 
AbstractValueConverter<T> - Class in ch.algotrader.util.diff.convert
Base class suitable for most value asserters.
AbstractValueConverter(Class<? extends T>) - Constructor for class ch.algotrader.util.diff.convert.AbstractValueConverter
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.Account
 
accept(EntityVisitor<R, ? super P>, P) - Method in interface ch.algotrader.entity.BaseEntityI
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.exchange.Exchange
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.exchange.Holiday
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.exchange.TradingHours
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.Position
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.property.Property
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.property.PropertyHolder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Bond
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.BondFamily
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.BrokerParameters
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Combination
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Commodity
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Component
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.EasyToBorrow
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Forex
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Fund
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Future
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.FutureFamily
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.GenericFuture
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.GenericFutureFamily
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Index
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.IntrestRate
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Option
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.OptionFamily
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Security
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.SecurityFamily
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.SecurityReference
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Stock
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.strategy.CashBalance
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.strategy.Measurement
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.strategy.PortfolioValue
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.strategy.Strategy
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.Subscription
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.LimitOrder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.MarketOrder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.Order
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.OrderPreference
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.OrderProperty
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.OrderStatus
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.SimpleOrder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.StopLimitOrder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.StopOrder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.Transaction
 
accept(CsvLine) - Method in class ch.algotrader.util.diff.filter.CompareFilter
 
accept(CsvLine) - Method in interface ch.algotrader.util.diff.filter.CsvLineFilter
Returns true to accept the given line and false if should be filtered out.
accept(CsvLine) - Method in class ch.algotrader.util.diff.filter.EqualsFilter
 
acceptActual(CsvColumn, Object...) - Method in class ch.algotrader.util.diff.differ.FilterDiffer.Builder
 
acceptComparingActualToReference(int) - Method in enum ch.algotrader.util.diff.filter.CompareFilter.Mode
 
acceptExpected(CsvColumn, Object...) - Method in class ch.algotrader.util.diff.differ.FilterDiffer.Builder
 
Account - Class in ch.algotrader.entity
Represents an actual Account / AccountGroup / AllocationProfile with an external Broker / Bank
Account() - Constructor for class ch.algotrader.entity.Account
 
Account() - Constructor for class ch.algotrader.vo.cng.AccountsVO.Account
 
Account.Converter - Class in ch.algotrader.entity
Converts instances of of Account to corresponding value objects.
Account.Factory - Class in ch.algotrader.entity
Constructs new instances of Account.
AccountDao - Interface in ch.algotrader.dao
DAO for Account objects.
AccountDaoImpl - Class in ch.algotrader.dao
 
AccountDaoImpl(SessionFactory, CriteriaQueryRepository) - Constructor for class ch.algotrader.dao.AccountDaoImpl
 
accountDownloadEnd(String) - Method in class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
AccountI - Interface in ch.algotrader.entity
Represents an actual Account / AccountGroup / AllocationProfile with an external Broker / Bank
AccountImpl - Class in ch.algotrader.entity
 
AccountImpl() - Constructor for class ch.algotrader.entity.AccountImpl
 
accounts() - Method in class ch.algotrader.adapter.cng.CNGRestAdapter
 
accountSummary(int, String, String, String, String) - Method in class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
accountSummaryEnd(int) - Method in class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
AccountsVO - Class in ch.algotrader.vo.cng
 
AccountsVO() - Constructor for class ch.algotrader.vo.cng.AccountsVO
 
AccountsVO.Account - Class in ch.algotrader.vo.cng
 
AccountUpdate - Class in ch.algotrader.adapter.ib
 
AccountUpdate(String, String, String, String) - Constructor for class ch.algotrader.adapter.ib.AccountUpdate
 
AccountVO - Class in ch.algotrader.entity
Represents an actual Account / AccountGroup / AllocationProfile with an external Broker / Bank
AccountVO(long, String, boolean, String, String) - Constructor for class ch.algotrader.entity.AccountVO
 
AccountVO(long, String, boolean, String, String, String, String, String, String, String, Long, Long) - Constructor for class ch.algotrader.entity.AccountVO
 
AccountVOBuilder - Class in ch.algotrader.entity
Represents an actual Account / AccountGroup / AllocationProfile with an external Broker / Bank
AccountVOBuilder() - Constructor for class ch.algotrader.entity.AccountVOBuilder
 
AdapterServiceWiring - Class in ch.algotrader.wiring.adapterservice
Cache configuration.
AdapterServiceWiring() - Constructor for class ch.algotrader.wiring.adapterservice.AdapterServiceWiring
 
AdapterWiring - Class in ch.algotrader.wiring.adapter
Cache configuration.
AdapterWiring() - Constructor for class ch.algotrader.wiring.adapter.AdapterWiring
 
add(T) - Method in class ch.algotrader.adapter.ib.IBPendingRequest
 
add(T) - Method in class ch.algotrader.adapter.tt.TTPendingRequest
 
add(Order) - Method in class ch.algotrader.ordermgmt.DefaultOrderBook
 
add(Order) - Method in interface ch.algotrader.ordermgmt.OrderBook
Adds the order to the order book.
add(CalendarServiceImpl.TimeInterval) - Method in class ch.algotrader.service.CalendarServiceImpl.TimeIntervals
 
add(Class<T>, ValueConverter<? extends T>) - Method in class ch.algotrader.util.diff.convert.ConverterRegistry.Builder
 
add(CsvColumn, CsvColumn) - Method in class ch.algotrader.util.diff.differ.GroupDiffer.Builder
 
add(CsvColumn, CsvColumn, ValueAsserter) - Method in class ch.algotrader.util.diff.differ.SimpleDiffer.Builder
Asserts the given expected/actual column pair using the specified asserter.
add(CsvColumn, CsvColumn) - Method in class ch.algotrader.util.diff.differ.SortingDiffer.Builder
 
addAll(ConverterRegistry) - Method in class ch.algotrader.util.diff.convert.ConverterRegistry.Builder
 
addBrokerParameters(String, BrokerParameters) - Method in class ch.algotrader.entity.security.SecurityFamily
 
addChildOrders(Order) - Method in class ch.algotrader.entity.trade.Order
Base Class for all Order Types
addClosePositionCallback(long, Consumer<PositionMutationVO>) - Method in class ch.algotrader.esper.AbstractEngine
 
addClosePositionCallback(long, Consumer<PositionMutationVO>) - Method in interface ch.algotrader.esper.Engine
Adds a Consumer to the given Engine that will be invoked as soon as a Position on the given Security has been closed.
addClosePositionCallback(long, Consumer<PositionMutationVO>) - Method in class ch.algotrader.esper.EngineImpl
 
addComponentQuantity(long, long, BigDecimal) - Method in interface ch.algotrader.service.CombinationService
Adds the specified quantity to the Component defined by securityId of the Combination defined by {code combinationId}.
addComponentQuantity(long, long, long) - Method in interface ch.algotrader.service.CombinationService
Deprecated.
addComponentQuantity(long, long, BigDecimal) - Method in class ch.algotrader.service.CombinationServiceImpl
Adds the specified quantity to the Component defined by securityId of the Combination defined by {code combinationId}.
addComponentQuantity(long, long, long) - Method in class ch.algotrader.service.CombinationServiceImpl
Adds the specified quantity to the Component defined by securityId of the Combination defined by {code combinationId}.
addComponents(Component) - Method in class ch.algotrader.entity.security.Combination
 
addConsumer(ConsumerId) - Method in class ch.algotrader.broker.marketdata.ConsumerEventThrottler
 
addConsumer(ConnectionContext, ConsumerInfo) - Method in class ch.algotrader.broker.marketdata.TickThrottlingPlugin
 
addContractDetailRequest(int, PromiseImpl<List<ContractDetails>>) - Method in class ch.algotrader.adapter.ib.IBPendingRequests
 
addEventType(String, String) - Method in class ch.algotrader.esper.AbstractEngine
 
addEventType(String, String) - Method in interface ch.algotrader.esper.Engine
Adds the given Event Type to the specified Engine.
addEventType(String, String) - Method in class ch.algotrader.esper.EngineImpl
 
addFirstTickCallback(Collection<Long>, BiConsumer<String, List<TickVO>>) - Method in class ch.algotrader.esper.AbstractEngine
 
addFirstTickCallback(Collection<Long>, BiConsumer<String, List<TickVO>>) - Method in interface ch.algotrader.esper.Engine
Adds a BiConsumer to the given Engine that will be invoked as soon as at least one Tick has arrived for each of the specified securities
addFirstTickCallback(Collection<Long>, BiConsumer<String, List<TickVO>>) - Method in class ch.algotrader.esper.EngineImpl
 
addFullExecutionCallback(Collection<String>) - Method in class ch.algotrader.esper.AbstractEngine
 
addFullExecutionCallback(Collection<String>) - Method in interface ch.algotrader.esper.Engine
Adds a callback to the given Engine that will throw an exception unless all orders have been fully executed.
addFullExecutionCallback(Collection<String>) - Method in class ch.algotrader.esper.EngineImpl
 
addGroupValues(List<?>) - Method in error ch.algotrader.util.diff.CsvAssertionError
 
addHistoricDataRequest(int, PromiseImpl<List<BarVO>>) - Method in class ch.algotrader.adapter.ib.IBPendingRequests
 
addHolidays(Holiday) - Method in class ch.algotrader.entity.exchange.Exchange
 
addNew(String) - Method in class ch.algotrader.adapter.ib.IBExecutions
 
addOpenPositionCallback(long, Consumer<PositionMutationVO>) - Method in class ch.algotrader.esper.AbstractEngine
 
addOpenPositionCallback(long, Consumer<PositionMutationVO>) - Method in interface ch.algotrader.esper.Engine
Adds a Consumer to the given Engine that will be invoked as soon as a new Position on the given Security has been opened or modified.
addOpenPositionCallback(long, Consumer<PositionMutationVO>) - Method in class ch.algotrader.esper.EngineImpl
 
addOrderProperties(String, OrderProperty) - Method in class ch.algotrader.entity.trade.Order
 
AddOrderVO - Class in ch.algotrader.vo.cng
 
AddOrderVO() - Constructor for class ch.algotrader.vo.cng.AddOrderVO
 
AddOrderVO.Data - Class in ch.algotrader.vo.cng
 
addPair(Pair<LimitOrder, TickVO>) - Method in class ch.algotrader.service.algo.SlicingOrderStateVO
 
addPoint(double) - Method in class ch.algotrader.esper.view.stat.GeometricalAverageBean
Add a data point for the X data set only.
addPoint(double, double) - Method in class ch.algotrader.esper.view.stat.GeometricalAverageBean
Add a data point.
addProperty(String, String, OrderPropertyType) - Method in class ch.algotrader.entity.trade.Order
 
addProperty(String, String, OrderPropertyType) - Method in class ch.algotrader.entity.trade.OrderImpl
 
addProperty(long, String, Object, boolean) - Method in interface ch.algotrader.service.PropertyService
Adds a Property with the specified name and value assigned to the specified PropertyHolder.
addProperty(long, String, Object, boolean) - Method in class ch.algotrader.service.PropertyServiceImpl
Adds a Property with the specified name and value assigned to the specified PropertyHolder.
addProps(String, Property) - Method in class ch.algotrader.entity.property.PropertyHolder
 
addSecurityDefinitionRequest(String, PromiseImpl<List<TTSecurityDefVO>>) - Method in class ch.algotrader.adapter.tt.TTPendingRequests
 
addSecurityFamilies(SecurityFamily) - Method in class ch.algotrader.entity.exchange.Exchange
 
addTimerCallback(Date, String, Consumer<Date>) - Method in class ch.algotrader.esper.AbstractEngine
 
addTimerCallback(Date, String, Consumer<Date>) - Method in interface ch.algotrader.esper.Engine
Adds a Consumer to the given Engine that will be invoked at the give time.
addTimerCallback(Date, String, Consumer<Date>) - Method in class ch.algotrader.esper.EngineImpl
 
addTradeCallback(Collection<String>, BiConsumer<String, List<OrderStatusVO>>) - Method in class ch.algotrader.esper.AbstractEngine
 
addTradeCallback(Collection<String>, BiConsumer<String, List<OrderStatusVO>>) - Method in interface ch.algotrader.esper.Engine
Adds a BiConsumer to the given Engine that will be invoked as soon as all orders have been fully executed, rejected or cancelled.
addTradeCallback(Collection<String>, BiConsumer<String, List<OrderStatusVO>>) - Method in class ch.algotrader.esper.EngineImpl
 
addTradePersistedCallback(Collection<String>, Consumer<List<OrderCompletionVO>>) - Method in class ch.algotrader.esper.AbstractEngine
 
addTradePersistedCallback(Collection<String>, Consumer<List<OrderCompletionVO>>) - Method in interface ch.algotrader.esper.Engine
Adds a Consumer to the given Engine that will be invoked as soon as all orders have been fully executed or cancelled and fully persisted.
addTradePersistedCallback(Collection<String>, Consumer<List<OrderCompletionVO>>) - Method in class ch.algotrader.esper.EngineImpl
 
addTradingHours(TradingHours) - Method in class ch.algotrader.entity.exchange.Exchange
 
adjustLimit(TickwiseIncrementalOrder) - Method in class ch.algotrader.service.algo.TickwiseIncrementalOrderService
 
adjustLimit(TrailingLimitOrder, BigDecimal) - Method in class ch.algotrader.service.algo.TrailingLimitOrderService
 
adjustLimit(VariableIncrementalOrder) - Method in class ch.algotrader.service.algo.VariableIncrementalOrderService
 
adjustPrice(String, BigDecimal, int) - Method in class ch.algotrader.entity.security.SecurityFamily
Adjusts the specified price by the number of ticks
adjustPrice(String, double, int) - Method in class ch.algotrader.entity.security.SecurityFamily
Adjusts the specified price by the number of ticks
adjustPrice(String, BigDecimal, int) - Method in class ch.algotrader.entity.security.SecurityFamilyImpl
 
adjustPrice(String, double, int) - Method in class ch.algotrader.entity.security.SecurityFamilyImpl
 
adminMessage(Session, boolean, String, String, String) - Method in class ch.algotrader.adapter.qh.QHSessionStateHolder
 
afterPropertiesSet() - Method in class ch.algotrader.adapter.fix.ManagedFixAdapter
 
afterPropertiesSet() - Method in class ch.algotrader.service.FixSessionServiceImpl
 
afterPropertiesSet() - Method in class ch.algotrader.simulation.SimulationExecutorImpl
 
AlgoOrder - Class in ch.algotrader.entity.trade.algo
 
AlgoOrder() - Constructor for class ch.algotrader.entity.trade.algo.AlgoOrder
 
AlgoOrderExecService<T extends AlgoOrder> - Interface in ch.algotrader.service.algo
Algo execution service.
AlgoOrderService - Interface in ch.algotrader.service
Internal Algo order service intended to initiate algo order operations such as submission of a new order, modification or cancellation of an existing order, order validation, as well as handle child order status updates and fills.
AlgoOrderServiceImpl - Class in ch.algotrader.service
Internal Algo order service intended to initiate algo order operations such as submission of a new order, modification or cancellation of an existing order, order validation, as well as handle child order status updates and fills.
AlgoOrderServiceImpl(OrderBook, Engine, Map<Class<? extends AlgoOrder>, AlgoOrderExecService>) - Constructor for class ch.algotrader.service.AlgoOrderServiceImpl
 
AlgoOrderStateVO - Class in ch.algotrader.service.algo
Contains the current state of an AlgoOrder
AlgoOrderStateVO() - Constructor for class ch.algotrader.service.algo.AlgoOrderStateVO
 
AlgotraderNamespaceHandler - Class in ch.algotrader.config.spring
Configuration resource loader.
AlgotraderNamespaceHandler() - Constructor for class ch.algotrader.config.spring.AlgotraderNamespaceHandler
 
ALL - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
ALL_LISTENERS - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
ALL_LOCAL - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
ALL_LOCAL_LISTENERS - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
ALL_LOCAL_STRATEGIES - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
ALL_STRATEGIES - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
allocate(String, String) - Method in interface ch.algotrader.adapter.fix.DropCopyAllocator
 
allocate(String, String) - Method in class ch.algotrader.service.lmax.LMAXDropCopyAllocationServiceImpl
 
allocate(String, String) - Method in class ch.algotrader.service.tt.TTDropCopyAllocationServiceImpl
 
allOf(CsvColumn, CsvColumn, ValueAsserter...) - Method in class ch.algotrader.util.diff.differ.SimpleDiffer.Builder
Asserts the given expected/actual column pair using the specified asserters.
and(ValueAsserter...) - Static method in class ch.algotrader.util.diff.asserter.CompositeAsserter
 
anyOf(CsvColumn, CsvColumn, ValueAsserter...) - Method in class ch.algotrader.util.diff.differ.SimpleDiffer.Builder
Asserts the given expected/actual column pair using the specified asserters.
append(LogEvent) - Method in class ch.algotrader.util.log4j.EngineTimeRewritingAppender
 
Ask() - Constructor for class ch.algotrader.vo.cng.DataVO.Ask
 
AskVO - Class in ch.algotrader.entity.marketData
An Ask quote
AskVO(Date, String, long, BigDecimal, BigDecimal) - Constructor for class ch.algotrader.entity.marketData.AskVO
 
AskVO - Class in ch.algotrader.vo.marketData
Represents the ask price provided by a data feed.
AskVO(String, String, Date, double, double) - Constructor for class ch.algotrader.vo.marketData.AskVO
 
assemble(Serializable, Object) - Method in class ch.algotrader.hibernate.HibernateEnumType
 
Assert - Class in ch.algotrader.util.diff.asserter
Some assert methods taken from org.junit.Assert as we want to avoid dependencies on a test-jar.
assertDouble(CsvColumn, CsvColumn, double) - Method in class ch.algotrader.util.diff.differ.SimpleDiffer.Builder
Asserts the given expected/actual column pair using double assertion with the specified absolute tolerance.
assertDoubleWithRelativeTolerance(CsvColumn, CsvColumn, double) - Method in class ch.algotrader.util.diff.differ.SimpleDiffer.Builder
Asserts the given expected/actual column pair using double assertion with the specified relative tolerance.
assertEqual(CsvColumn, CsvColumn) - Method in class ch.algotrader.util.diff.differ.SimpleDiffer.Builder
Asserts the given expected/actual column pair using equality assertion.
assertEquals(String, Object, Object) - Static method in class ch.algotrader.util.diff.asserter.Assert
Asserts that two objects are equal.
assertEquals(String, double, double, double) - Static method in class ch.algotrader.util.diff.asserter.Assert
Asserts that two doubles are equal to within a positive delta.
assertLine(CsvReader, CsvLine, CsvReader, CsvLine) - Method in class ch.algotrader.util.diff.differ.SimpleDiffer
 
assertLongWithAbsoluteTolerance(CsvColumn, CsvColumn, long) - Method in class ch.algotrader.util.diff.differ.SimpleDiffer.Builder
Asserts the given expected/actual column pair using long assertion with the specified absolute tolerance.
assertLongWithRelativeTolerance(CsvColumn, CsvColumn, int) - Method in class ch.algotrader.util.diff.differ.SimpleDiffer.Builder
Asserts the given expected/actual column pair using long assertion with the specified relative tolerance.
assertStringsIgnoreCase(CsvColumn, CsvColumn) - Method in class ch.algotrader.util.diff.differ.SimpleDiffer.Builder
Asserts the given expected/actual column pair using string comparison ignoring the case.
assertTrue(String, boolean) - Static method in class ch.algotrader.util.diff.asserter.Assert
Asserts that a condition is true.
assertValue(Object, Object) - Method in class ch.algotrader.util.diff.asserter.AbstractTypeSpecificAsserter
 
assertValue(Object, Object) - Method in class ch.algotrader.util.diff.asserter.CompositeAsserter
 
assertValue(Object, Object) - Method in class ch.algotrader.util.diff.asserter.EqualityValueAsserter
 
assertValue(Object, Object) - Method in interface ch.algotrader.util.diff.asserter.ValueAsserter
Asserts equality of the two values.
AssetClass - Enum in ch.algotrader.enumeration
Type of an Index
at(V, CsvColumn) - Static method in class ch.algotrader.util.diff.filter.CompareFilter
Returns a DateFilter which accepts rows with a filter value equal to the specified reference value.
ATMVolVO - Class in ch.algotrader.option
Contains the Put and Call at-the-money Volatility at a specific expiration defined by the parameter years.
ATMVolVO() - Constructor for class ch.algotrader.option.ATMVolVO
Default Constructor
ATMVolVO(double, double, double) - Constructor for class ch.algotrader.option.ATMVolVO
Constructor with all properties
ATMVolVO(ATMVolVO) - Constructor for class ch.algotrader.option.ATMVolVO
Copies constructor from other ATMVolVO
attach(EventType, StatementContext, ViewFactory, List<ViewFactory>) - Method in class ch.algotrader.esper.view.stat.GeometricalAverageViewFactory
 
ATTRIBUTE_NAME - Static variable in class ch.algotrader.broker.eviction.TopicEvictionRouter
 
AutoIncrementIdGenerator - Class in ch.algotrader.adapter
Simple autoincrement Id Generator.
AutoIncrementIdGenerator() - Constructor for class ch.algotrader.adapter.AutoIncrementIdGenerator
 
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