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aBFXConfig() - Static method in class ch.algotrader.config.BFXConfigBuilder
 
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
 
AbstractRestAdapter - Class in ch.algotrader.adapter.http
 
AbstractRestAdapter(RestRequestFactory, RestConnector) - Constructor for class ch.algotrader.adapter.http.AbstractRestAdapter
 
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.CNGAccountsVO.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
 
accountDownloadEnd(String) - Method in class ch.algotrader.adapter.ib.DefaultIBMessageHandler
 
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
 
AccountMandatoryFieldsConstraint - Class in ch.algotrader.service.validation
 
AccountMandatoryFieldsConstraint() - Constructor for class ch.algotrader.service.validation.AccountMandatoryFieldsConstraint
 
AccountNameUniqueConstraint - Class in ch.algotrader.service.validation
 
AccountNameUniqueConstraint() - Constructor for class ch.algotrader.service.validation.AccountNameUniqueConstraint
 
AccountRestController - Class in ch.algotrader.rest
 
AccountRestController(AccountService, CoreConfig) - Constructor for class ch.algotrader.rest.AccountRestController
 
AccountService - Interface in ch.algotrader.service
 
AccountServiceImpl - Class in ch.algotrader.service
 
AccountServiceImpl(AccountDao, Map<String, ExternalAccountService>) - Constructor for class ch.algotrader.service.AccountServiceImpl
 
AccountServiceType - Enum in ch.algotrader.enumeration
The Type of an Account Service.
accountSummary(int, String, String, String, String) - Method in class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
accountSummaryEnd(int) - Method in class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
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, 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
 
aCNPHelloMsgVO() - Static method in class ch.algotrader.vo.cnp.ws.CNPHelloMsgVOBuilder
 
AdapterOrderBook - Class in ch.algotrader.adapter.http
 
AdapterOrderBook() - Constructor for class ch.algotrader.adapter.http.AdapterOrderBook
 
AdapterOrderBook.OrderBookLevel - Class in ch.algotrader.adapter.http
 
AdapterServiceWiring - Class in ch.algotrader.wiring.adapterservice
Cache configuration.
AdapterServiceWiring() - Constructor for class ch.algotrader.wiring.adapterservice.AdapterServiceWiring
 
AdapterTickerTranslator - Class in ch.algotrader.adapter.http
 
AdapterWiring - Class in ch.algotrader.wiring.adapter
Cache configuration.
AdapterWiring() - Constructor for class ch.algotrader.wiring.adapter.AdapterWiring
 
AdaptiveOrder - Class in ch.algotrader.entity.trade.algo
 
AdaptiveOrder() - Constructor for class ch.algotrader.entity.trade.algo.AdaptiveOrder
 
AdaptiveOrderService<T extends AdaptiveOrder,S extends AdaptiveOrderStateVO> - Class in ch.algotrader.service.algo
 
AdaptiveOrderService(OrderExecutionService, SimpleOrderService) - Constructor for class ch.algotrader.service.algo.AdaptiveOrderService
 
AdaptiveOrderStateVO - Class in ch.algotrader.service.algo
 
AdaptiveOrderStateVO(double) - Constructor for class ch.algotrader.service.algo.AdaptiveOrderStateVO
 
AdaptiveOrderVO - Class in ch.algotrader.entity.trade.algo
Base Class for all Order Types
AdaptiveOrderVO(long, String, String, String, Date, Side, BigDecimal, TIF, Date, boolean, long, long, long, long, Date, Date, int, BigDecimal, double, int, double, double, double, double, double, double, double) - Constructor for class ch.algotrader.entity.trade.algo.AdaptiveOrderVO
 
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(Constraint<T>) - Method in class ch.algotrader.service.validation.ConstraintChain
 
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
 
addAsk(String, AdapterOrderBook.OrderBookLevel) - Method in class ch.algotrader.adapter.http.AdapterOrderBook
Adds new order book level for given ticker
addBid(String, AdapterOrderBook.OrderBookLevel) - Method in class ch.algotrader.adapter.http.AdapterOrderBook
Adds new order book level for given ticker
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
 
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, EventDispatcher, 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
 
AlgoOrderVO - Class in ch.algotrader.entity.trade.algo
Base Class for all Order Types
AlgoOrderVO(long, String, String, String, Date, Side, BigDecimal, TIF, Date, boolean, long, long, long, long) - Constructor for class ch.algotrader.entity.trade.algo.AlgoOrderVO
 
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
 
AllocationGroup - Class in ch.algotrader.adapter.ib.msg
 
AllocationGroup() - Constructor for class ch.algotrader.adapter.ib.msg.AllocationGroup
 
AllocationGroup(String) - Constructor for class ch.algotrader.adapter.ib.msg.AllocationGroup
 
AllocationMethod - Class in ch.algotrader.adapter.ib.msg
 
AllocationMethod() - Constructor for class ch.algotrader.adapter.ib.msg.AllocationMethod
 
AllocationMethod(String) - Constructor for class ch.algotrader.adapter.ib.msg.AllocationMethod
 
AllocationProfile - Class in ch.algotrader.adapter.ib.msg
 
AllocationProfile() - Constructor for class ch.algotrader.adapter.ib.msg.AllocationProfile
 
AllocationProfile(String) - Constructor for class ch.algotrader.adapter.ib.msg.AllocationProfile
 
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.
apiKey(String) - Method in class ch.algotrader.config.BFXConfigBuilder
 
apiSecret(String) - Method in class ch.algotrader.config.BFXConfigBuilder
 
append(LogEvent) - Method in class ch.algotrader.util.log4j.EngineTimeRewritingAppender
 
append(LogEvent) - Method in class ch.algotrader.util.log4j.LogEventAppender
 
Ask() - Constructor for class ch.algotrader.vo.cng.CNGDataVO.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
 
AUTH_CHANNEL_INIT_EVENT - Static variable in class ch.algotrader.adapter.bfx.BFXConstants
 
AUTH_MESSAGE - Static variable in class ch.algotrader.adapter.bfx.BFXConstants
 
authUpdateFromJson(JsonNode) - Static method in class ch.algotrader.vo.bfx.ws.BFXWssResponse
 
AutoIncrementIdGenerator - Class in ch.algotrader.adapter
Simple autoincrement Id Generator.
AutoIncrementIdGenerator() - Constructor for class ch.algotrader.adapter.AutoIncrementIdGenerator
 
AVAILABLE_EQUITY - Static variable in class ch.algotrader.adapter.ib.msg.AllocationMethod
 
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