method2testcases stringlengths 118 6.63k |
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### Question:
NumberOfBreakEvenTradesCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSer... |
### Question:
ProfitLossPercentageCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(trade -> calculate(series, trade)) .reduce(series.numOf(0), Num::plus); } @Override Num c... |
### Question:
ProfitLossPercentageCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSer... |
### Question:
IsHighestRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { HighestValueIndicator highest = new HighestValueIndicator(ref, barCount); Num highestVal = highest.getValue(index); Num refVal = ref.getValue(index); final boolean satisfied = !refVal.isNaN(... |
### Question:
TotalLossCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(trade -> calculate(series, trade)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(Ba... |
### Question:
TotalLossCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series,... |
### Question:
ValueAtRiskCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { Returns returns = new Returns(series, tradingRecord, Returns.ReturnType.LOG); return calculateVaR(returns, confidence); } ValueAtRiskCriterion(Double confidence); @Overr... |
### Question:
ValueAtRiskCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } ValueAtRiskCriterion(Double confidence); @Override Num calculate(BarSeries series, TradingRecord tradingRecord);... |
### Question:
InSlopeRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { DifferenceIndicator diff = new DifferenceIndicator(ref, prev); Num val = diff.getValue(index); boolean minSlopeSatisfied = minSlope.isNaN() || val.isGreaterThanOrEqual(minSlope); boolean maxSl... |
### Question:
NumberOfTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.numOf(tradingRecord.getTradeCount()); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries serie... |
### Question:
NumberOfTradesCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries serie... |
### Question:
TotalProfitCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().map(trade -> calculateProfit(series, trade)).reduce(series.numOf(1), Num::multipliedBy); } @Override Num calculate(BarSeries s... |
### Question:
TotalProfitCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries serie... |
### Question:
OverIndicatorRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = first.getValue(index).isGreaterThan(second.getValue(index)); traceIsSatisfied(index, satisfied); return satisfied; } OverIndicatorRule(Indicator<Num> indicator,... |
### Question:
LinearTransactionCostCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } LinearTransactionCostCriterion(double initialAmount, double a); LinearTransactionCostCriterion(double in... |
### Question:
MaximumDrawdownCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { CashFlow cashFlow = new CashFlow(series, tradingRecord); return calculateMaximumDrawdown(series, cashFlow); } @Override Num calculate(BarSeries series, TradingRecor... |
### Question:
WaitForRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; if (tradingRecord != null) { Order lastOrder = tradingRecord.getLastOrder(orderType); if (lastOrder != null) { int currentNumberOfBars = index - lastOrder.getIndex()... |
### Question:
MaximumDrawdownCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries seri... |
### Question:
ProfitLossCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(trade -> calculate(series, trade)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(B... |
### Question:
ProfitLossCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series... |
### Question:
ZeroCostModel implements CostModel { public Num calculate(Trade trade) { return calculate(trade, 0); } ZeroCostModel(); Num calculate(Trade trade); Num calculate(Trade trade, int currentIndex); Num calculate(Num price, Num amount); boolean equals(CostModel otherModel); }### Answer:
@Test public void calc... |
### Question:
ZeroCostModel implements CostModel { public boolean equals(CostModel otherModel) { boolean equality = false; if (this.getClass().equals(otherModel.getClass())) { equality = true; } return equality; } ZeroCostModel(); Num calculate(Trade trade); Num calculate(Trade trade, int currentIndex); Num calculate(N... |
### Question:
LinearBorrowingCostModel implements CostModel { public Num calculate(Num price, Num amount) { return price.numOf(0); } LinearBorrowingCostModel(double feePerPeriod); Num calculate(Num price, Num amount); Num calculate(Trade trade); Num calculate(Trade trade, int currentIndex); boolean equals(CostModel oth... |
### Question:
LinearBorrowingCostModel implements CostModel { public boolean equals(CostModel otherModel) { boolean equality = false; if (this.getClass().equals(otherModel.getClass())) { equality = ((LinearBorrowingCostModel) otherModel).feePerPeriod == this.feePerPeriod; } return equality; } LinearBorrowingCostModel(d... |
### Question:
LinearTransactionCostModel implements CostModel { public Num calculate(Trade trade, int currentIndex) { return this.calculate(trade); } LinearTransactionCostModel(double feePerTrade); Num calculate(Trade trade, int currentIndex); Num calculate(Trade trade); Num calculate(Num price, Num amount); boolean eq... |
### Question:
LinearTransactionCostModel implements CostModel { public boolean equals(CostModel otherModel) { boolean equality = false; if (this.getClass().equals(otherModel.getClass())) { equality = ((LinearTransactionCostModel) otherModel).feePerTrade == this.feePerTrade; } return equality; } LinearTransactionCostMod... |
### Question:
OrRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = rule1.isSatisfied(index, tradingRecord) || rule2.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } OrRule(Rule rule1, Rule rule2);... |
### Question:
Trade implements Serializable { public boolean isOpened() { return (entry != null) && (exit == null); } Trade(); Trade(OrderType startingType); Trade(OrderType startingType, CostModel transactionCostModel, CostModel holdingCostModel); Trade(Order entry, Order exit); Trade(Order entry, Order exit, Cost... |
### Question:
Trade implements Serializable { public Order operate(int index) { return operate(index, NaN, NaN); } Trade(); Trade(OrderType startingType); Trade(OrderType startingType, CostModel transactionCostModel, CostModel holdingCostModel); Trade(Order entry, Order exit); Trade(Order entry, Order exit, CostMod... |
### Question:
Trade implements Serializable { @Override public String toString() { return "Entry: " + entry + " exit: " + exit; } Trade(); Trade(OrderType startingType); Trade(OrderType startingType, CostModel transactionCostModel, CostModel holdingCostModel); Trade(Order entry, Order exit); Trade(Order entry, Orde... |
### Question:
PrecisionNum implements Num { private PrecisionNum(String val) { delegate = new BigDecimal(val); int precision = Math.max(delegate.precision(), DEFAULT_PRECISION); mathContext = new MathContext(precision, RoundingMode.HALF_UP); } private PrecisionNum(String val); private PrecisionNum(String val, int pre... |
### Question:
PrecisionNum implements Num { public static PrecisionNum valueOf(String val) { if (val.equalsIgnoreCase("NAN")) { throw new NumberFormatException(); } return new PrecisionNum(val); } private PrecisionNum(String val); private PrecisionNum(String val, int precision); private PrecisionNum(short val); priv... |
### Question:
BaseBarSeriesAggregator implements BarSeriesAggregator { @Override public BarSeries aggregate(BarSeries series, String aggregatedSeriesName) { final List<Bar> aggregatedBars = barAggregator.aggregate(series.getBarData()); return new BaseBarSeries(aggregatedSeriesName, aggregatedBars); } BaseBarSeriesAggre... |
### Question:
JustOnceRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { if (satisfied) { return false; } else if (rule == null) { satisfied = true; traceIsSatisfied(index, true); return true; } this.satisfied = this.rule.isSatisfied(index, tradingRecord); return ... |
### Question:
StrategyExecutionLogging { public static void main(String[] args) { loadLoggerConfiguration(); BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = CCICorrectionStrategy.buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); seriesManager.run(strategy... |
### Question:
RSI2Strategy { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); System.out.println("Number o... |
### Question:
GlobalExtremaStrategy { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); System.out.println(... |
### Question:
CCICorrectionStrategy { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); System.out.println(... |
### Question:
MovingMomentumStrategy { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); System.out.println... |
### Question:
Quickstart { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Num firstClosePrice = series.getBar(0).getClosePrice(); System.out.println("First close price: " + firstClosePrice.doubleValue()); ClosePriceIndicator closePrice = new ClosePriceIndicator(series)... |
### Question:
BuildBarSeries { @SuppressWarnings("unused") public static void main(String[] args) { BarSeries a = buildAndAddData(); System.out.println("a: " + a.getBar(0).getClosePrice().getName()); BaseBarSeriesBuilder.setDefaultFunction(DoubleNum::valueOf); a = buildAndAddData(); System.out.println("a: " + a.getBar(... |
### Question:
IsRisingRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { if (minStrenght >= 1) { minStrenght = 0.99; } int count = 0; for (int i = Math.max(0, index - barCount + 1); i <= index; i++) { if (ref.getValue(i).isGreaterThan(ref.getValue(Math.max(0, i - ... |
### Question:
WalkForward { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); List<BarSeries> subseries = splitSeries(series, Duration.ofHours(6), Duration.ofDays(7)); Map<Strategy, String> strategies = buildStrategiesMap(series); AnalysisCriterion profitCriterion = new T... |
### Question:
CandlestickChart { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); OHLCDataset ohlcDataset = createOHLCDataset(series); TimeSeriesCollection xyDataset = createAdditionalDataset(series); JFreeChart chart = ChartFactory.createCandlestickChart("Bitstamp BTC p... |
### Question:
IndicatorsToChart { public static void main(String[] args) { BarSeries series = CsvBarsLoader.loadAppleIncSeries(); ClosePriceIndicator closePrice = new ClosePriceIndicator(series); EMAIndicator avg14 = new EMAIndicator(closePrice, 14); StandardDeviationIndicator sd14 = new StandardDeviationIndicator(clos... |
### Question:
IndicatorsToCsv { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); ClosePriceIndicator closePrice = new ClosePriceIndicator(series); TypicalPriceIndicator typicalPrice = new TypicalPriceIndicator(series); PriceVariationIndicator priceVariation = new PriceVa... |
### Question:
StrategyAnalysis { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = MovingMomentumStrategy.buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); T... |
### Question:
TradeCost { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = buildShortSellingMomentumStrategy(series); double feePerTrade = 0.0005; double borrowingFee = 0.00001; CostModel transactionCostModel = new LinearTransactionCostModel(feePerTra... |
### Question:
CashFlowToChart { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = MovingMomentumStrategy.buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); Ca... |
### Question:
BuyAndSellSignalsToChart { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = MovingMomentumStrategy.buildStrategy(series); TimeSeriesCollection dataset = new TimeSeriesCollection(); dataset.addSeries(buildChartTimeSeries(series, new Close... |
### Question:
CompareNumTypes { public static void main(String args[]) { BaseBarSeriesBuilder barSeriesBuilder = new BaseBarSeriesBuilder(); BarSeries seriesD = barSeriesBuilder.withName("Sample Series Double ").withNumTypeOf(DoubleNum::valueOf) .build(); BarSeries seriesP = barSeriesBuilder.withName("Sample Series Pre... |
### Question:
TradingBotOnMovingBarSeries { public static void main(String[] args) throws InterruptedException { System.out.println("********************** Initialization **********************"); BarSeries series = initMovingBarSeries(20); Strategy strategy = buildStrategy(series); TradingRecord tradingRecord = new Ba... |
### Question:
CsvTradesLoader { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); System.out.println("Series: " + series.getName() + " (" + series.getSeriesPeriodDescription() + ")"); System.out.println("Number of bars: " + series.getBarCount()); System.out.println("First... |
### Question:
CsvBarsLoader { public static void main(String[] args) { BarSeries series = CsvBarsLoader.loadAppleIncSeries(); System.out.println("Series: " + series.getName() + " (" + series.getSeriesPeriodDescription() + ")"); System.out.println("Number of bars: " + series.getBarCount()); System.out.println("First bar... |
### Question:
TrailingStopLossRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; if (tradingRecord != null) { Trade currentTrade = tradingRecord.getCurrentTrade(); if (currentTrade.isOpened()) { Num currentPrice = priceIndicator.getValue... |
### Question:
XorRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = rule1.isSatisfied(index, tradingRecord) ^ rule2.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } XorRule(Rule rule1, Rule rule2)... |
### Question:
IsFallingRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { if (minStrenght >= 1) { minStrenght = 0.99; } int count = 0; for (int i = Math.max(0, index - barCount + 1); i <= index; i++) { if (ref.getValue(i).isLessThan(ref.getValue(Math.max(0, i - 1)... |
### Question:
StopLossRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; if (tradingRecord != null) { Trade currentTrade = tradingRecord.getCurrentTrade(); if (currentTrade.isOpened()) { Num entryPrice = currentTrade.getEntry().getNetPri... |
### Question:
StopGainRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; if (tradingRecord != null) { Trade currentTrade = tradingRecord.getCurrentTrade(); if (currentTrade.isOpened()) { Num entryPrice = currentTrade.getEntry().getNetPri... |
### Question:
CrossedUpIndicatorRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = cross.getValue(index); traceIsSatisfied(index, satisfied); return satisfied; } CrossedUpIndicatorRule(Indicator<Num> indicator, Number threshold); Crossed... |
### Question:
AroonUpIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } AroonUpIndicator(Indicator<Num> maxValueIndicator, int barCount); AroonUpIndicator(BarSeries series, int barCount); @Override String toString(); }### Answe... |
### Question:
UnderIndicatorRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = first.getValue(index).isLessThan(second.getValue(index)); traceIsSatisfied(index, satisfied); return satisfied; } UnderIndicatorRule(Indicator<Num> indicator, ... |
### Question:
PeriodicalGrowthRateIndicator extends CachedIndicator<Num> { public Num getTotalReturn() { Num totalProduct = one; int completeTimeFrames = (getBarSeries().getBarCount() / barCount); for (int i = 1; i <= completeTimeFrames; i++) { int index = i * barCount; Num currentReturn = getValue(index); if (currentR... |
### Question:
LowestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } LowestValueIndicator(Indicator<Num> indicator, int barCount); @Override String toString(); }### Answer:
@Test public void onlyNaNValues() { BaseBarSerie... |
### Question:
HighestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } HighestValueIndicator(Indicator<Num> indicator, int barCount); @Override String toString(); }### Answer:
@Test public void onlyNaNValues() { BaseBarSer... |
### Question:
ConstantIndicator extends AbstractIndicator<T> { public ConstantIndicator(BarSeries series, T t) { super(series); this.value = t; } ConstantIndicator(BarSeries series, T t); @Override T getValue(int index); @Override String toString(); }### Answer:
@Test public void constantIndicator() { assertNumEquals(... |
### Question:
FixedIndicator extends AbstractIndicator<T> { @Override public T getValue(int index) { return values.get(index); } @SafeVarargs FixedIndicator(BarSeries series, T... values); void addValue(T value); @Override T getValue(int index); }### Answer:
@Test public void getValueOnFixedDecimalIndicator() { BarSe... |
### Question:
InPipeRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = ref.getValue(index).isLessThanOrEqual(upper.getValue(index)) && ref.getValue(index).isGreaterThanOrEqual(lower.getValue(index)); traceIsSatisfied(index, satisfied); re... |
### Question:
WMAIndicator extends CachedIndicator<Num> { @Override protected Num calculate(int index) { if (index == 0) { return indicator.getValue(0); } Num value = numOf(0); if (index - barCount < 0) { for (int i = index + 1; i > 0; i--) { value = value.plus(numOf(i).multipliedBy(indicator.getValue(i - 1))); } retur... |
### Question:
AroonDownIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } AroonDownIndicator(Indicator<Num> minValueIndicator, int barCount); AroonDownIndicator(BarSeries series, int barCount); @Override String toString(); }###... |
### Question:
BollingerBandsLowerIndicator extends CachedIndicator<Num> { public Num getK() { return k; } BollingerBandsLowerIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> indicator); BollingerBandsLowerIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> indicator, Num k); Num getK(); @Override St... |
### Question:
BollingerBandsUpperIndicator extends CachedIndicator<Num> { public Num getK() { return k; } BollingerBandsUpperIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> deviation); BollingerBandsUpperIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> deviation, Num k); Num getK(); @Override St... |
### Question:
KeltnerChannelUpperIndicator extends CachedIndicator<Num> { public KeltnerChannelUpperIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrue... |
### Question:
KeltnerChannelLowerIndicator extends CachedIndicator<Num> { public KeltnerChannelLowerIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrue... |
### Question:
KeltnerChannelMiddleIndicator extends CachedIndicator<Num> { public KeltnerChannelMiddleIndicator(BarSeries series, int barCountEMA) { this(new TypicalPriceIndicator(series), barCountEMA); } KeltnerChannelMiddleIndicator(BarSeries series, int barCountEMA); KeltnerChannelMiddleIndicator(Indicator<Num> ind... |
### Question:
BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); void setBarSeries(BarSeries barSeries); Ba... |
### Question:
FixedRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; for (int idx : indexes) { if (idx == index) { satisfied = true; break; } } traceIsSatisfied(index, satisfied); return satisfied; } FixedRule(int... indexes); @Override... |
### Question:
Returns implements Indicator<Num> { public int getSize() { return barSeries.getBarCount() - 1; } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); List<Num> getValues(); @Override Num getValue(int index); @Override BarS... |
### Question:
CashFlow implements Indicator<Num> { public int getSize() { return barSeries.getBarCount(); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... |
### Question:
IsLowestRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { LowestValueIndicator lowest = new LowestValueIndicator(ref, barCount); Num lowestVal = lowest.getValue(index); Num refVal = ref.getValue(index); final boolean satisfied = !refVal.isNaN() && !... |
### Question:
NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.num... |
### Question:
NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries... |
### Question:
VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } VersusBuyAndHoldCriterion(AnalysisCriterion criterion); @Override Num calculate(BarSeries series, TradingRe... |
### Question:
NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.n... |
### Question:
NotRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = !ruleToNegate.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } NotRule(Rule ruleToNegate); @Override boolean isSatisfied(int ind... |
### Question:
NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSerie... |
### Question:
BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } @Override Num calculate(BarSeries series,... |
### Question:
BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series... |
### Question:
NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(BarSeri... |
### Question:
AndRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = rule1.isSatisfied(index, tradingRecord) && rule2.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } AndRule(Rule rule1, Rule rule2... |
### Question:
RESTService extends Service { @Override public final String getAlias() { try { String pathPrefix = null; for (Annotation classAnnotation : this.getClass().getAnnotations()) { if (classAnnotation instanceof ServicePath) { pathPrefix = ((ServicePath) classAnnotation).value(); break; } } if (pathPrefix == nu... |
### Question:
ServiceAliasManager { public AliasResolveResponse resolvePathToServiceName(String path) throws AliasNotFoundException { List<String> split = splitPath(path); int level = 0; String currentKey = null; while (level < split.size() && level < MAX_PATH_LEVEL) { if (currentKey == null) { currentKey = split.get(l... |
### Question:
NodeServiceCache { public ServiceInstance getServiceAgentInstance(ServiceNameVersion service, boolean exact, boolean localOnly, AgentImpl acting) throws AgentNotRegisteredException { ServiceInstance local = null, global = null; if (exact) { synchronized (localServices) { if (localServices.containsKey(serv... |
### Question:
MessageEnvelope implements Message { public String getContent() { return content; } MessageEnvelope(NodeHandle sendingNode, String content); MessageEnvelope(NodeHandle sendingNode, i5.las2peer.communication.Message content); NodeHandle getSendingNode(); String getContent(); i5.las2peer.communication.Mess... |
### Question:
PastryNodeImpl extends Node { @Override public synchronized void shutDown() { this.setStatus(NodeStatus.CLOSING); super.shutDown(); if (threadpool != null) { threadpool.shutdownNow(); } if (pastryNode != null) { pastryNode.destroy(); pastryNode = null; } if (pastryEnvironment != null) { pastryEnvironment.... |
### Question:
ServiceClassLoader extends ClassLoader { public LoadedLibrary getLibrary() { return library; } ServiceClassLoader(LoadedLibrary lib, ClassLoader parent, ClassLoaderPolicy policy); LoadedLibrary getLibrary(); @Override URL getResource(String resourceName); }### Answer:
@Test public void test() throws Ille... |
### Question:
RESTService extends Service { public final RESTResponse handle(URI baseUri, URI requestUri, String method, byte[] body, Map<String, List<String>> headers) { final ResponseWriter responseWriter = new ResponseWriter(); final ContainerRequest requestContext = new ContainerRequest(baseUri, requestUri, method,... |
### Question:
ServiceClassLoader extends ClassLoader { URL getResource(String resourceName, boolean lookUp) { Logger.logGetResource(this, resourceName, null, lookUp); URL res; try { res = library.getResourceAsUrl(resourceName); } catch (ResourceNotFoundException e) { if (lookUp && parent != null) { URL result = parent.... |
### Question:
ClassManager { public static final String getPackageName(String className) { if (className.indexOf('.') < 0) { throw new IllegalArgumentException("this class is not contained in a package!"); } return className.substring(0, className.lastIndexOf('.')); } ClassManager(Repository repository, ClassLoader pla... |
### Question:
ClassManager { public Class<?> getServiceClass(ServiceNameVersion service) throws ClassLoaderException { ServiceClassLoader cl = registeredLoaders.get(service); if (cl == null) { try { registerService(service); cl = registeredLoaders.get(service); } catch (LibraryNotFoundException e) { System.err.println(... |
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