Package com.wualabs.qtsurfer.engine.strategy
package com.wualabs.qtsurfer.engine.strategy
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ClassDescriptionBase implementation of
KlineStrategy.Base strategy classBase class for all subscribable strategies with included RT indicators group support.Base class for the listeners a strategy hangs off a window: it reacts when the window closes rather than on every tick, with strategy sugar methods on top.The simulation half of anExecutionConfig: funding, fee rates and the pluggable fee, slippage and fill models a backtest run is executed under.Tracks whetherleftis above or belowrightacross calls and reports the transition, if any, onCrossDetector.check(double, double).The transition reported by oneCrossDetector.check(double, double)call.Everything the execution layer needs to run a strategy, in one object: how a backtest is simulated (ExecutionConfig.backtest()), which risk guards apply (ExecutionConfig.risk()), and how much of the available balance an entry locks (ExecutionConfig.getPercentAmountToLock()).Defines a FundingRate strategyDefines a Kline (candlestick) strategy.The risk half of anExecutionConfig: the opt-in guards that stop a strategy from buying straight back in after a loss, from holding too many positions at once, or from losing more than a day's budget.Whitelist/blacklist asset filtering with pattern matching support.ANoticeabout the strategy itself rather than about one of its indicators — a condition that concerns the whole run, so it names neither an indicator nor an instrument.Declarative annotation for strategy properties.Extendable Strategy property definitionManages strategy stats and performanceDefines a subscription to a stream of updates of type TDefines a Ticker strategy