Package de.gsi.financial.samples.dos

Class OrderExpression

java.lang.Object

de.gsi.financial.samples.dos.OrderExpression

public class OrderExpression
extends java.lang.Object

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	OrderExpression.MarketOnPrice	MARKET PRICE ENTRY OPEN_PRICE - Enter on open price of actual bar CLOSE_PRICE - Enter on close price of actual bar TEST_PRICE - Enter on specific price of actual bar (for backtest only!), the price has to be specified and included in actual bar, if the price is not included, the close price is taken.
static class	OrderExpression.OrderBuySell
static class	OrderExpression.OrderType
static class	OrderExpression.TIF
static class	OrderExpression.TimeInForce

Field Summary

Fields

Modifier and Type	Field	Description
static OrderExpression.TIF	TIF_NEXT_BAR

Constructor Summary

Constructors

Constructor	Description
OrderExpression(OrderExpression.OrderBuySell buySell, OrderExpression.OrderType orderType, int orderQuantity)
OrderExpression(OrderExpression.OrderBuySell buySell, OrderExpression.OrderType orderType, int orderQuantity, java.lang.Double price)
OrderExpression(OrderExpression.OrderBuySell buySell, OrderExpression.OrderType orderType, int orderQuantity, java.lang.Double price, OrderExpression.TIF tif)
OrderExpression(OrderExpression.OrderBuySell buySell, OrderExpression.OrderType orderType, int orderQuantity, java.lang.Double price, OrderExpression.TIF tif, OrderExpression.MarketOnPrice marketOnPrice)
OrderExpression(OrderExpression.OrderBuySell buySell, OrderExpression.OrderType orderType, int orderQuantity, java.lang.Double price, java.lang.Double price2)
OrderExpression(OrderExpression.OrderBuySell buySell, OrderExpression.OrderType orderType, int orderQuantity, java.lang.Double price, java.lang.Double price2, OrderExpression.TIF tif)

Method Summary

Modifier and Type	Method	Description
static OrderExpression	buyLimit(double price, int quantity)	BUY LIMIT
static OrderExpression	buyLimit(double price, int quantity, OrderExpression.TIF tif)	BUY LIMIT + TIF
static OrderExpression	buyMarket(int quantity)	BUY MARKET (on close price)
static OrderExpression	buyMarket(int quantity, OrderExpression.TIF tif)	BUY MARKET (on close price) + TIF
static OrderExpression	buyMarketInTouch(double price, int quantity)	BUY MIT
static OrderExpression	buyMarketInTouch(double price, int quantity, OrderExpression.TIF tif)	BUY MIT + TIF
static OrderExpression	buyMarketNextBar(int quantity)	BUY MARKET on next bar
static OrderExpression	buyMarketNextBarOnOpenPrice(int quantity)	BUY MARKET on next bar on open price
static OrderExpression	buyMarketOnClose(int quantity)	BUY MOC
static OrderExpression	buyMarketOnOpen(int quantity)	BUY MOO
static OrderExpression	buyMarketOnOpenPrice(int quantity)	BUY MARKET on open price of actual bar
static OrderExpression	buyMarketOnOpenPrice(int quantity, OrderExpression.TIF tif)	BUY MARKET on open price of actual bar
static OrderExpression	buyMarketOnTestPrice(int quantity, double price)	BUY MARKET (on test price)
static OrderExpression	buyStop(double price, int quantity)	BUY STOP
static OrderExpression	buyStop(double price, int quantity, OrderExpression.TIF tif)	BUY STOP + TIF
static OrderExpression	buyStopLimit(double price, double price2, int quantity)	BUY STOP LIMIT
static OrderExpression	buyStopLimit(double price, double price2, int quantity, OrderExpression.TIF tif)	BUY STOP LIMIT + TIF
OrderExpression.OrderBuySell	getBuySell()
OrderExpression.MarketOnPrice	getMarketOnPrice()
int	getOrderQuantity()
OrderExpression.OrderType	getOrderType()
java.lang.Double	getPrice()
java.lang.Double	getPrice2()
OrderExpression.TIF	getTif()
static OrderExpression	sellLimit(double price, int quantity)	SELL LIMIT
static OrderExpression	sellLimit(double price, int quantity, OrderExpression.TIF tif)	SELL LIMIT + TIF
static OrderExpression	sellMarket(int quantity)	SELL MARKET (on close price)
static OrderExpression	sellMarket(int quantity, OrderExpression.TIF tif)	SELL MARKET (on close price) + TIF
static OrderExpression	sellMarketInTouch(double price, int quantity)	SELL MIT
static OrderExpression	sellMarketInTouch(double price, int quantity, OrderExpression.TIF tif)	SELL MIT + TIF
static OrderExpression	sellMarketNextBar(int quantity)	SELL MARKET on next bar
static OrderExpression	sellMarketOnClose(int quantity)	SELL MOC
static OrderExpression	sellMarketOnOpen(int quantity)	SELL MOO
static OrderExpression	sellMarketOnOpenPrice(int quantity)	SELL MARKET on open price of actual bar
static OrderExpression	sellMarketOnOpenPrice(int quantity, OrderExpression.TIF tif)	SELL MARKET on open price of actual bar + TIF
static OrderExpression	sellMarketOnTestPrice(int quantity, double price)	SELL MARKET (on test price)
static OrderExpression	sellStop(double price, int quantity)	SELL STOP
static OrderExpression	sellStop(double price, int quantity, OrderExpression.TIF tif)	SELL STOP + TIF
static OrderExpression	sellStopLimit(double price, double price2, int quantity)	SELL STOP LIMIT
static OrderExpression	sellStopLimit(double price, double price2, int quantity, OrderExpression.TIF tif)	SELL STOP LIMIT + TIF
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

TIF_NEXT_BAR

public static final OrderExpression.TIF TIF_NEXT_BAR

Constructor Detail

OrderExpression

public OrderExpression(OrderExpression.OrderBuySell buySell,
                       OrderExpression.OrderType orderType,
                       int orderQuantity)

OrderExpression

public OrderExpression(OrderExpression.OrderBuySell buySell,
                       OrderExpression.OrderType orderType,
                       int orderQuantity,
                       java.lang.Double price)

OrderExpression

public OrderExpression(OrderExpression.OrderBuySell buySell,
                       OrderExpression.OrderType orderType,
                       int orderQuantity,
                       java.lang.Double price,
                       OrderExpression.TIF tif)

OrderExpression

public OrderExpression(OrderExpression.OrderBuySell buySell,
                       OrderExpression.OrderType orderType,
                       int orderQuantity,
                       java.lang.Double price,
                       OrderExpression.TIF tif,
                       OrderExpression.MarketOnPrice marketOnPrice)

OrderExpression

public OrderExpression(OrderExpression.OrderBuySell buySell,
                       OrderExpression.OrderType orderType,
                       int orderQuantity,
                       java.lang.Double price,
                       java.lang.Double price2)

OrderExpression

public OrderExpression(OrderExpression.OrderBuySell buySell,
                       OrderExpression.OrderType orderType,
                       int orderQuantity,
                       java.lang.Double price,
                       java.lang.Double price2,
                       OrderExpression.TIF tif)

Method Detail

buyMarket

public static OrderExpression buyMarket(int quantity)

BUY MARKET (on close price)

buyMarketOnTestPrice

public static OrderExpression buyMarketOnTestPrice(int quantity,
                                                   double price)

BUY MARKET (on test price)

buyMarket

public static OrderExpression buyMarket(int quantity,
                                        OrderExpression.TIF tif)

BUY MARKET (on close price) + TIF

sellMarket

public static OrderExpression sellMarket(int quantity)

SELL MARKET (on close price)

sellMarketOnTestPrice

public static OrderExpression sellMarketOnTestPrice(int quantity,
                                                    double price)

SELL MARKET (on test price)

sellMarket

public static OrderExpression sellMarket(int quantity,
                                         OrderExpression.TIF tif)

SELL MARKET (on close price) + TIF

buyMarketOnOpenPrice

public static OrderExpression buyMarketOnOpenPrice(int quantity)

BUY MARKET on open price of actual bar

buyMarketOnOpenPrice

public static OrderExpression buyMarketOnOpenPrice(int quantity,
                                                   OrderExpression.TIF tif)

BUY MARKET on open price of actual bar

sellMarketOnOpenPrice

public static OrderExpression sellMarketOnOpenPrice(int quantity)

SELL MARKET on open price of actual bar

sellMarketOnOpenPrice

public static OrderExpression sellMarketOnOpenPrice(int quantity,
                                                    OrderExpression.TIF tif)

SELL MARKET on open price of actual bar + TIF

buyMarketNextBar

public static OrderExpression buyMarketNextBar(int quantity)

BUY MARKET on next bar

buyMarketNextBarOnOpenPrice

public static OrderExpression buyMarketNextBarOnOpenPrice(int quantity)

BUY MARKET on next bar on open price

sellMarketNextBar

public static OrderExpression sellMarketNextBar(int quantity)

SELL MARKET on next bar

buyMarketOnClose

public static OrderExpression buyMarketOnClose(int quantity)

BUY MOC

sellMarketOnClose

public static OrderExpression sellMarketOnClose(int quantity)

SELL MOC

buyMarketOnOpen

public static OrderExpression buyMarketOnOpen(int quantity)

BUY MOO

sellMarketOnOpen

public static OrderExpression sellMarketOnOpen(int quantity)

SELL MOO

buyMarketInTouch

public static OrderExpression buyMarketInTouch(double price,
                                               int quantity)

BUY MIT

sellMarketInTouch

public static OrderExpression sellMarketInTouch(double price,
                                                int quantity)

SELL MIT

buyMarketInTouch

public static OrderExpression buyMarketInTouch(double price,
                                               int quantity,
                                               OrderExpression.TIF tif)

BUY MIT + TIF

sellMarketInTouch

public static OrderExpression sellMarketInTouch(double price,
                                                int quantity,
                                                OrderExpression.TIF tif)

SELL MIT + TIF

buyLimit

public static OrderExpression buyLimit(double price,
                                       int quantity)

BUY LIMIT

sellLimit

public static OrderExpression sellLimit(double price,
                                        int quantity)

SELL LIMIT

buyLimit

public static OrderExpression buyLimit(double price,
                                       int quantity,
                                       OrderExpression.TIF tif)

BUY LIMIT + TIF

sellLimit

public static OrderExpression sellLimit(double price,
                                        int quantity,
                                        OrderExpression.TIF tif)

SELL LIMIT + TIF

buyStop

public static OrderExpression buyStop(double price,
                                      int quantity)

BUY STOP

sellStop

public static OrderExpression sellStop(double price,
                                       int quantity)

SELL STOP

buyStop

public static OrderExpression buyStop(double price,
                                      int quantity,
                                      OrderExpression.TIF tif)

BUY STOP + TIF

sellStop

public static OrderExpression sellStop(double price,
                                       int quantity,
                                       OrderExpression.TIF tif)

SELL STOP + TIF

buyStopLimit

public static OrderExpression buyStopLimit(double price,
                                           double price2,
                                           int quantity)

BUY STOP LIMIT

Parameters:

price - double for STOP order

price2 - double for LIMIT order

sellStopLimit

public static OrderExpression sellStopLimit(double price,
                                            double price2,
                                            int quantity)

SELL STOP LIMIT

Parameters:

price - double for STOP order

price2 - double for LIMIT order

buyStopLimit

public static OrderExpression buyStopLimit(double price,
                                           double price2,
                                           int quantity,
                                           OrderExpression.TIF tif)

BUY STOP LIMIT + TIF

Parameters:

price - double for STOP order

price2 - double for LIMIT order

sellStopLimit

public static OrderExpression sellStopLimit(double price,
                                            double price2,
                                            int quantity,
                                            OrderExpression.TIF tif)

SELL STOP LIMIT + TIF

Parameters:

price - double for STOP order

price2 - double for LIMIT order

getBuySell

public OrderExpression.OrderBuySell getBuySell()

getOrderType

public OrderExpression.OrderType getOrderType()

getOrderQuantity

public int getOrderQuantity()

getPrice

public java.lang.Double getPrice()

getPrice2

public java.lang.Double getPrice2()

getMarketOnPrice

public OrderExpression.MarketOnPrice getMarketOnPrice()

getTif

public OrderExpression.TIF getTif()

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object