Index

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All Classes and Interfaces|All Packages|Constant Field Values|Serialized Form

A

above() - Method in record class com.wualabs.qtsurfer.engine.strategy.CrossDetector.Cross
Returns the value of the above record component.
abs(RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
Transforms the input indicator by indicator.abs(coefficient).
absEqual(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
absGreatOrEqual(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
absGreatThan(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
absLessOrEqual(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
absLessThan(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
absNotEqual(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
ABSOLUTE - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.DisplayHint
A plain numeric value on the primary axis.
Abstract base classes - Section in package com.wualabs.qtsurfer.engine.indicators.core
 
AbstractDecorableIncrementalRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.core
Incremental indicator that optionally decorates (wraps) another indicator.
AbstractDecorableIncrementalRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableIncrementalRTIndicator
 
AbstractDecorableIncrementalRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableIncrementalRTIndicator
 
AbstractDecorableIncrementalRTIndicator(int, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableIncrementalRTIndicator
 
AbstractDecorableIncrementalRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableIncrementalRTIndicator
 
AbstractDecorableRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.core
 
AbstractDecorableRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableRTIndicator
 
AbstractEmaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.core
Base class for EMA RT Indicators
AbstractEmaRTIndicator(int, double, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.core.AbstractEmaRTIndicator
 
AbstractExecutionCallback - Class in com.wualabs.qtsurfer.engine.strategy.execution
Base class for an ExecutionCallback, storing execution results and emitting info signals
AbstractExecutionCallback(Strategy, Consumer, Consumer) - Constructor for class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
AbstractFundingRateStrategy - Class in com.wualabs.qtsurfer.engine.strategy
 
AbstractFundingRateStrategy() - Constructor for class com.wualabs.qtsurfer.engine.strategy.AbstractFundingRateStrategy
 
AbstractIncrementalRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.core
Base class for indicators that compute values incrementally from a stream of updates.
AbstractIncrementalRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
 
AbstractIncrementalRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
 
AbstractKlineStrategy - Class in com.wualabs.qtsurfer.engine.strategy
Base implementation of KlineStrategy.
AbstractKlineStrategy() - Constructor for class com.wualabs.qtsurfer.engine.strategy.AbstractKlineStrategy
 
AbstractNameable - Class in com.wualabs.qtsurfer.engine.core
Base Nameable impl.
AbstractNameable() - Constructor for class com.wualabs.qtsurfer.engine.core.AbstractNameable
 
AbstractNameable(String) - Constructor for class com.wualabs.qtsurfer.engine.core.AbstractNameable
 
AbstractPropertyInfo - Class in com.wualabs.qtsurfer.engine.core
 
AbstractPropertyInfo(String, Class) - Constructor for class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
 
AbstractPropertyInfo(String, String, TypeToken, String) - Constructor for class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
 
AbstractPropertyInfo(String, String, TypeToken, String, boolean) - Constructor for class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
 
AbstractPropertyInfo(String, String, TypeToken, String, boolean, PropertyHints) - Constructor for class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
 
AbstractPropertyInfo(String, String, Class, String, boolean) - Constructor for class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
 
AbstractRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.core
Base RT indicator class
AbstractRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
 
AbstractStrategy - Class in com.wualabs.qtsurfer.engine.strategy
Base strategy class
AbstractStrategy() - Constructor for class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
AbstractStrategyEvent - Class in com.wualabs.qtsurfer.engine.strategy.event
Base class
AbstractStrategyEvent(Strategy, StrategyEventType) - Constructor for class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
AbstractStrategySignal - Class in com.wualabs.qtsurfer.engine.strategy.event.signal
Base class for a StrategySignal
AbstractStrategySignal(Strategy, StrategyEventType, Instrument) - Constructor for class com.wualabs.qtsurfer.engine.strategy.event.signal.AbstractStrategySignal
 
AbstractSubscriptionStrategy<T> - Class in com.wualabs.qtsurfer.engine.strategy
Base class for all subscribable strategies with included RT indicators group support.
AbstractSubscriptionStrategy() - Constructor for class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
AbstractTickerStrategy - Class in com.wualabs.qtsurfer.engine.strategy
 
AbstractTickerStrategy() - Constructor for class com.wualabs.qtsurfer.engine.strategy.AbstractTickerStrategy
 
AbstractWindowListener - Class in com.wualabs.qtsurfer.engine.strategy
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.
AbstractWindowListener(AbstractSubscriptionStrategy, InstrumentGroupRTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
AbstractWindowSeriesRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.core
Base class for RT indicators that use a single WindowSeriesStore.
AbstractWindowSeriesRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.core.AbstractWindowSeriesRTIndicator
 
AcceleratorOscillatorRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Accelerator Oscillator (Bill Williams) with O(1) per-tick computation.
AcceleratorOscillatorRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AcceleratorOscillatorRTIndicator
 
accept(Asset) - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyCurrencyFilter
 
accept(Kline) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractKlineStrategy
 
accept(Kline) - Method in interface com.wualabs.qtsurfer.engine.strategy.KlineStrategy
 
accept(Ticker) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractTickerStrategy
 
accept(Ticker) - Method in interface com.wualabs.qtsurfer.engine.strategy.TickerStrategy
 
accept(T) - Method in interface com.wualabs.qtsurfer.engine.strategy.SubscriptionStrategy
 
acceptCurrency(Asset) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
acceptInstrument(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractKlineStrategy
 
acceptInstrument(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractTickerStrategy
 
acceptInstrument(Instrument) - Method in interface com.wualabs.qtsurfer.engine.strategy.KlineStrategy
 
acceptInstrument(Instrument) - Method in interface com.wualabs.qtsurfer.engine.strategy.SubscriptionStrategy
 
acceptInstrument(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractFundingRateStrategy
 
AdaptiveFisherTransformRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Adaptive Fisher Transform indicator using Kaufman Efficiency Ratio for period adaptation.
AdaptiveFisherTransformRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AdaptiveFisherTransformRTIndicator
 
AdaptiveFisherTransformRTIndicator(int, int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AdaptiveFisherTransformRTIndicator
 
add(double) - Method in class com.wualabs.qtsurfer.engine.core.state.WindowSeriesStore
Adds a value to the rolling window.
add(double) - Method in interface com.wualabs.qtsurfer.engine.core.state.WritableWindowSeries
 
add(Amount) - Method in interface com.wualabs.qtsurfer.engine.core.value.Amount
 
add(RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.BiFunctionRTIndicator
 
add(Number) - Method in interface com.wualabs.qtsurfer.engine.core.state.WritableWindowSeries
 
add(Number) - Method in interface com.wualabs.qtsurfer.engine.core.value.Amount
 
add(String, MarketSnapshotValueSource) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
add(String, MarketSnapshotValueSource, RTIndicator) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
add(String, RTIndicator) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
add(String, RTIndicator, DisplayHint) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Registers an indicator under a clean name, carrying its DisplayHint as descriptor metadata instead of smuggling it into the name.
add(String, double) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
add(String, RTIndicator) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
add(String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
add(String, String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
add(BigDecimal) - Method in interface com.wualabs.qtsurfer.engine.core.value.Amount
 
addOnChangeListener(OnChangeRTIndicator.OnChangeListener) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
 
addOnChangeListener(OnChangeRTIndicator.OnChangeListener) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
Binds this window to a listener that asks for it, so the listener can read the boundaries above.
addPrice() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
addWindow(WindowTimeRTIndicator) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
adjust(SlippageContext) - Method in class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FixedBpsSlippage
 
adjust(SlippageContext) - Method in class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.NoSlippage
 
adjust(SlippageContext) - Method in interface com.wualabs.qtsurfer.engine.strategy.backtest.simulation.SlippageModel
Returns the adjusted execution price for the given signal.
AdjustedSOPRIndicator - Class in com.wualabs.qtsurfer.engine.indicators.onchain
Adjusted SOPR (aSOPR).
AdjustedSOPRIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.onchain.AdjustedSOPRIndicator
 
AdjustedSOPRIndicator(Duration) - Constructor for class com.wualabs.qtsurfer.engine.indicators.onchain.AdjustedSOPRIndicator
 
AdlRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volume.pro
Accumulation/Distribution Line (ADL) with O(1) per-tick computation.
AdlRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.AdlRTIndicator
 
adx() - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
Average Directional Index over 14 periods, registered as "adx14".
adx(int) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
 
adx(String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
ADX — output is [0, 100], hence DisplayHint.PERCENT.
AdxRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.trend.pro
Average Directional Index (ADX) with O(1) per-tick Wilder's smoothing.
AdxRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
 
AdxRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
 
Aggregates - Section in package com.wualabs.qtsurfer.engine.indicators.helpers
 
AlmaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages.pro
Arnaud Legoux Moving Average (ALMA) with O(n) per-tick computation.
AlmaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.AlmaRTIndicator
 
AlmaRTIndicator(int, double, double) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.AlmaRTIndicator
 
amount() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
Returns the value of the amount record component.
Amount - Interface in com.wualabs.qtsurfer.engine.core.value
Represents an amount of a currency
amplify(double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PercentVolatilityRTIndicator
 
applyProperty(String, Object) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
applyProperty(String, Object) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
Applies a runtime property value, routing reflected properties through their typed setter so the strategy's underlying field actually changes — not just the property map (as Strategy.setProperty(String, Object) does).
AroonRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.trend.pro
Aroon Indicator with O(n) worst-case per-tick.
AroonRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
 
AroonRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
 
ask() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the ask record component.
ask() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the ask record component.
Ask - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
askSize() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the askSize record component.
askSize() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the askSize record component.
AskSize - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
asMap() - Method in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
The entries as an unmodifiable, insertion-ordered map — ready for per-column serialization.
Asset - Record Class in com.wualabs.qtsurfer.engine.core
Engine-owned single asset / currency code (e.g.
Asset(String) - Constructor for record class com.wualabs.qtsurfer.engine.core.Asset
Creates an instance of a Asset record class.
AtomicCountRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Atomically Count updates RT Indicator
AtomicCountRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.AtomicCountRTIndicator
 
AtomicCountRTIndicator(int, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.AtomicCountRTIndicator
 
AtomicCountRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.AtomicCountRTIndicator
 
atr() - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
Average True Range over 14 periods, registered as "atr14".
atr(int) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
 
atr(String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
 
AtrRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volatility.pro
Average True Range (ATR) with O(1) per-tick Wilder's smoothing.
AtrRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.volatility.pro.AtrRTIndicator
 
Audience - Section in class com.wualabs.qtsurfer.engine.EngineVersion
 
AutoAskClose - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
AutocorrelationRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling Lag-1 Autocorrelation with O(1) per-tick updates.
AutocorrelationRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.AutocorrelationRTIndicator
 
AwesomeOscillatorRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Awesome Oscillator (Bill Williams) with O(1) per-tick computation.
AwesomeOscillatorRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AwesomeOscillatorRTIndicator
 
AwesomeOscillatorRTIndicator(int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AwesomeOscillatorRTIndicator
 

B

backtest() - Method in class com.wualabs.qtsurfer.engine.strategy.ExecutionConfig
How a backtest run is simulated: funding, fee rates, and the fee, slippage and fill models.
Backtestable - Interface in com.wualabs.qtsurfer.engine.core.backtest
 
BacktestConfig - Class in com.wualabs.qtsurfer.engine.strategy
The simulation half of an ExecutionConfig: funding, fee rates and the pluggable fee, slippage and fill models a backtest run is executed under.
BacktestConfig() - Constructor for class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
 
backtestEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.FundingRateRTIndicator
 
backtestEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Enables or disables backtest mode for this group and its underlying indicator map.
backtestEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapFundingRateSourceRTIndicator
 
backtestEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapKlineSourceRTIndicator
 
backtestEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapTickerSourceRTIndicator
 
backtestEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.TickerRTIndicator
 
BalanceOfPowerRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Balance of Power (BOP) with O(1) per-tick computation.
BalanceOfPowerRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BalanceOfPowerRTIndicator
 
BAR_DATA_ON_TICKER_PATH - Static variable in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
Raised when an indicator that needs per-bar OHLCV is bound to a ticker stream, where volume and high/low are 24-hour rolling statistics.
barDataOnTickerPath(String, Instrument) - Static method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
base() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
Returns the value of the base record component.
base() - Method in interface com.wualabs.qtsurfer.engine.core.instrument.Instrument
Base currency, e.g.
base() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.PerpetualInstrument
Returns the value of the base record component.
base() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.SpotInstrument
Returns the value of the base record component.
BASE - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.backtest.FeeLeg
The fee is always charged in the BASE asset on both sides.
baseAmount() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
Returns the value of the baseAmount record component.
below() - Method in record class com.wualabs.qtsurfer.engine.strategy.CrossDetector.Cross
Returns the value of the below record component.
BetaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling Beta coefficient with O(1) per-tick updates.
BetaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.BetaRTIndicator
 
bid() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the bid record component.
bid() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the bid record component.
Bid - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
bidSize() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the bidSize record component.
bidSize() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the bidSize record component.
BidSize - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
BiFunctionRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.numeric
Allow to apply a function to update from 2 RTIndicators
BiFunctionRTIndicator(RTIndicator, RTIndicator, BiFunction) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.BiFunctionRTIndicator
 
BLACKLIST_CURRENCIES - Static variable in class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
bollinger() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
bollinger(int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
bollinger(int, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
bollinger(String, int, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Adds a Bollinger Bands indicator with its upper and lower bands as separate named entries.
BollingerBandsRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.bollinger
Bollinger bands RTIndicator
BollingerBandsRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
 
BollingerBandsRTIndicator(int, Number) - Constructor for class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
 
BollingerBandsRTIndicator(RTIndicator, int, Number) - Constructor for class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
 
bollingerBandwidth(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Adds a Bollinger BandWidth indicator derived from an existing Bollinger indicator.
BollingerBandWidthRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.bollinger
Bollinger BandWidth RT Indicator.
BollingerBandWidthRTIndicator(BollingerBandsRTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandWidthRTIndicator
 
BollingerPercentBRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.bollinger
Bollinger %B indicator with O(1) per-tick computation.
BollingerPercentBRTIndicator(BollingerBandsRTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerPercentBRTIndicator
 
build() - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfigBuilder
 
build() - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
build() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicatorBuilder
Builds the indicator via InstrumentMapRTIndicatorBuilder.buildInternal() and registers it with the consumer (typically adding it to the instrument's indicator map).
builder() - Static method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
builder() - Static method in class com.wualabs.qtsurfer.engine.core.Kline
 
Builders - Section in package com.wualabs.qtsurfer.engine.indicators.helpers.group
 
buildInternal() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicatorBuilder
 
buildInternal() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
Builds a WindowTimeRTIndicator with the configured duration, indicator, listener, and state store.
BullBearPowerRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Elder's Bull and Bear Power with O(1) per-tick computation.
BullBearPowerRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BullBearPowerRTIndicator
 
BullBearPowerRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BullBearPowerRTIndicator
 
buy - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal.Kind
 
BUY - Enum constant in enum class com.wualabs.qtsurfer.engine.core.OrderSide
 
BuySignal - Class in com.wualabs.qtsurfer.engine.strategy.event.signal
Buy hint signal
BuySignal(Strategy, Instrument, Number) - Constructor for class com.wualabs.qtsurfer.engine.strategy.event.signal.BuySignal
 

C

CacheableRTIndicator - Interface in com.wualabs.qtsurfer.engine.indicators.core
Opt-in contract for an indicator that can state its own math identity, so a series it produced over one dataset can be replayed instead of recomputed.
cacheSelector() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapFundingRateSourceRTIndicator
 
cacheSelector() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapKlineSourceRTIndicator
 
cacheSelector() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
Which field of the incoming data this map extracts for scalar indicators, as a stable string.
cacheSelector() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapTickerSourceRTIndicator
 
calculate(OnChainSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.onchain.AdjustedSOPRIndicator
 
calculate(OnChainSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.onchain.MVRVRatioIndicator
 
calculate(OnChainSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.onchain.NVTRatioIndicator
 
calculate(OnChainSnapshot) - Method in interface com.wualabs.qtsurfer.engine.indicators.onchain.OnChainIndicator
Computes the indicator value from a snapshot.
calculate(OnChainSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.onchain.SOPRIndicator
 
calculate(List) - Method in class com.wualabs.qtsurfer.engine.indicators.onchain.SOPRIndicator
 
CalmarRatioRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Rolling Calmar Ratio with O(1) per-tick updates.
CalmarRatioRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.CalmarRatioRTIndicator
 
CANCELLED - Enum constant in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
 
canEqual(Object) - Method in interface com.wualabs.qtsurfer.engine.core.value.Amount
Supports symmetric equals across the Amount type hierarchy.
cci(int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
CCI over periods, registered as "cci" + periods.
cci(String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
CciRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum
Commodity Channel Index (CCI) RTIndicator.
CciRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.CciRTIndicator
 
ChaikinOscillatorRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volume.pro
Chaikin Oscillator with O(1) per-tick computation.
ChaikinOscillatorRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.ChaikinOscillatorRTIndicator
 
ChaikinOscillatorRTIndicator(int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.ChaikinOscillatorRTIndicator
 
ChandeForecastOscillatorRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Chande Forecast Oscillator (CFO) with O(1) per-tick computation.
ChandeForecastOscillatorRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ChandeForecastOscillatorRTIndicator
 
ChandeForecastOscillatorRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ChandeForecastOscillatorRTIndicator
 
ChandeKrollStopRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.trend.pro
Chande Kroll Stop with O(n) per-tick computation (due to highest/lowest scans).
ChandeKrollStopRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
ChandeKrollStopRTIndicator(int, double, int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
ChandelierExitRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.trend.pro
Chandelier Exit with O(n) worst-case per-tick.
ChandelierExitRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
ChandelierExitRTIndicator(int, double) - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
Change detection - Section in package com.wualabs.qtsurfer.engine.indicators.helpers
 
check(double, double) - Method in class com.wualabs.qtsurfer.engine.strategy.CrossDetector
 
ChoppinessIndexRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volatility.pro
Choppiness Index (CHOP) with O(n) per-tick computation.
ChoppinessIndexRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volatility.pro.ChoppinessIndexRTIndicator
 
ChoppinessIndexRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.volatility.pro.ChoppinessIndexRTIndicator
 
clamp(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
Transforms the input indicator by indicator.clamp(minRange,maxRange).
clamp(String, Number, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
clamp(String, String, Number, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
clamp(String, String, Predicate, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
clamp(String, Predicate, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
ClampPredicateRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.numeric
Allow to apply a predicate function to colapse/clamp to a single value
ClampPredicateRTIndicator(RTIndicator, Predicate, Number) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
ClampRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.numeric
Clamp a RTIndicator's value to a fixed range
ClampRTIndicator(RTIndicator, Number, Number) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.ClampRTIndicator
 
clampTo(Number) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
clampUpdates(int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.VolatilityRTIndicator
 
clear() - Method in class com.wualabs.qtsurfer.engine.core.state.MemoryStateStore
 
clear() - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
clear() - Method in class com.wualabs.qtsurfer.engine.core.state.WindowSeriesStore
 
clear() - Method in interface com.wualabs.qtsurfer.engine.core.state.WritableWindowSeries
 
clear() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
clear() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
clear(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
clear(String) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
clearIndicators() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
clearNotice(Object) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
Drops a recorded notice, for conditions that genuinely clear (a resubscribe undoing a dead source).
clearOnChangeListeners() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
 
ClockAware - Interface in com.wualabs.qtsurfer.engine.core
 
close() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the close record component.
close() - Method in interface com.wualabs.qtsurfer.engine.core.MarketSnapshot
 
close() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the close record component.
close(BigDecimal) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
Close - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.KlineValueSource
 
Close - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
closed() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the closed record component.
closed(boolean) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
closeTime() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the closeTime record component.
closeTime(long) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
cmf() - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
Chaikin Money Flow over 20 periods, registered as "cmf20".
cmf(int) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
 
cmf(String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
CMF — a [-1, 1] ratio, not a 0-100 percentage, so no display hint.
CmfRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volume.pro
Chaikin Money Flow (CMF) with O(1) amortized per-tick computation.
CmfRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.CmfRTIndicator
 
CmfRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.CmfRTIndicator
 
CmoRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Chande Momentum Oscillator (CMO) with O(1) amortized per-tick computation.
CmoRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CmoRTIndicator
 
CmoRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CmoRTIndicator
 
code() - Method in record class com.wualabs.qtsurfer.engine.core.Asset
Returns the value of the code record component.
code() - Method in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
 
code() - Method in interface com.wualabs.qtsurfer.engine.core.Notice
Stable, greppable identifier of the condition — clients may switch on it, so treat it as API.
code() - Method in enum class com.wualabs.qtsurfer.engine.indicators.core.DisplayHint
The one-letter wire form, or null for DisplayHint.ABSOLUTE (absent = default).
code() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
Returns the value of the code record component.
code() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice.Key
Returns the value of the code record component.
code() - Method in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
Returns the value of the code record component.
com.wualabs.qtsurfer.common.config - package com.wualabs.qtsurfer.common.config
 
com.wualabs.qtsurfer.common.util - package com.wualabs.qtsurfer.common.util
 
com.wualabs.qtsurfer.engine - package com.wualabs.qtsurfer.engine
 
com.wualabs.qtsurfer.engine.core - package com.wualabs.qtsurfer.engine.core
 
com.wualabs.qtsurfer.engine.core.backtest - package com.wualabs.qtsurfer.engine.core.backtest
 
com.wualabs.qtsurfer.engine.core.event - package com.wualabs.qtsurfer.engine.core.event
 
com.wualabs.qtsurfer.engine.core.instrument - package com.wualabs.qtsurfer.engine.core.instrument
 
com.wualabs.qtsurfer.engine.core.state - package com.wualabs.qtsurfer.engine.core.state
State management and sliding-window data structures.
com.wualabs.qtsurfer.engine.core.value - package com.wualabs.qtsurfer.engine.core.value
 
com.wualabs.qtsurfer.engine.indicators.averages - package com.wualabs.qtsurfer.engine.indicators.averages
Moving average indicators.
com.wualabs.qtsurfer.engine.indicators.averages.pro - package com.wualabs.qtsurfer.engine.indicators.averages.pro
Pro moving-average indicators (pro tier).
com.wualabs.qtsurfer.engine.indicators.bollinger - package com.wualabs.qtsurfer.engine.indicators.bollinger
Bollinger Bands indicators.
com.wualabs.qtsurfer.engine.indicators.core - package com.wualabs.qtsurfer.engine.indicators.core
Core interfaces and abstract base classes for the RTIndicator framework.
com.wualabs.qtsurfer.engine.indicators.distance - package com.wualabs.qtsurfer.engine.indicators.distance
Distance / deviation indicators (free tier).
com.wualabs.qtsurfer.engine.indicators.helpers - package com.wualabs.qtsurfer.engine.indicators.helpers
Utility and compositional indicators for building complex indicator pipelines.
com.wualabs.qtsurfer.engine.indicators.helpers.group - package com.wualabs.qtsurfer.engine.indicators.helpers.group
Multi-indicator containers and builders for managing groups of indicators per instrument.
com.wualabs.qtsurfer.engine.indicators.momentum - package com.wualabs.qtsurfer.engine.indicators.momentum
Momentum and oscillator indicators (free tier).
com.wualabs.qtsurfer.engine.indicators.momentum.pro - package com.wualabs.qtsurfer.engine.indicators.momentum.pro
Pro momentum / oscillator indicators (pro tier).
com.wualabs.qtsurfer.engine.indicators.numeric - package com.wualabs.qtsurfer.engine.indicators.numeric
Numeric and functional operator indicators.
com.wualabs.qtsurfer.engine.indicators.onchain - package com.wualabs.qtsurfer.engine.indicators.onchain
 
com.wualabs.qtsurfer.engine.indicators.onchain.model - package com.wualabs.qtsurfer.engine.indicators.onchain.model
 
com.wualabs.qtsurfer.engine.indicators.pro - package com.wualabs.qtsurfer.engine.indicators.pro
 
com.wualabs.qtsurfer.engine.indicators.statistics - package com.wualabs.qtsurfer.engine.indicators.statistics
Statistical indicators and computations.
com.wualabs.qtsurfer.engine.indicators.statistics.pro - package com.wualabs.qtsurfer.engine.indicators.statistics.pro
Pro statistical indicators.
com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios - package com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Risk-adjusted performance ratios.
com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility - package com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility
Volatility estimators.
com.wualabs.qtsurfer.engine.indicators.ta4j - package com.wualabs.qtsurfer.engine.indicators.ta4j
 
com.wualabs.qtsurfer.engine.indicators.talib - package com.wualabs.qtsurfer.engine.indicators.talib
 
com.wualabs.qtsurfer.engine.indicators.trend.pro - package com.wualabs.qtsurfer.engine.indicators.trend.pro
Pro trend indicators (pro tier).
com.wualabs.qtsurfer.engine.indicators.volatility.pro - package com.wualabs.qtsurfer.engine.indicators.volatility.pro
Pro volatility indicators (pro tier).
com.wualabs.qtsurfer.engine.indicators.volume.pro - package com.wualabs.qtsurfer.engine.indicators.volume.pro
Pro volume indicators (pro tier).
com.wualabs.qtsurfer.engine.strategy - package com.wualabs.qtsurfer.engine.strategy
 
com.wualabs.qtsurfer.engine.strategy.backtest - package com.wualabs.qtsurfer.engine.strategy.backtest
 
com.wualabs.qtsurfer.engine.strategy.backtest.simulation - package com.wualabs.qtsurfer.engine.strategy.backtest.simulation
 
com.wualabs.qtsurfer.engine.strategy.event - package com.wualabs.qtsurfer.engine.strategy.event
 
com.wualabs.qtsurfer.engine.strategy.event.signal - package com.wualabs.qtsurfer.engine.strategy.event.signal
 
com.wualabs.qtsurfer.engine.strategy.event.yield - package com.wualabs.qtsurfer.engine.strategy.event.yield
 
com.wualabs.qtsurfer.engine.strategy.execution - package com.wualabs.qtsurfer.engine.strategy.execution
 
Command - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.StrategyEventType
 
Compound indicators - Section in package com.wualabs.qtsurfer.engine.indicators.helpers.group
 
CompoundRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers.group
Inmutable Compound RT Indicator
CompoundRTIndicator(int, RTIndicator...) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundRTIndicator
 
CompoundRTIndicator(int, List) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundRTIndicator
 
CompoundRTIndicator(List) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundRTIndicator
 
CompoundTickerRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers.group
 
CompoundTickerRTIndicator(TickerRTIndicator, TickerRTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundTickerRTIndicator
 
compute(double[], int, MInteger, MInteger, double[]) - Method in interface com.wualabs.qtsurfer.engine.indicators.talib.TaLibRTIndicatorAdapter.TaLibFunction
Computes the indicator over the given price buffer.
conditional(String, String, Predicate, RTIndicator) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
conditional(String, String, Predicate, RTIndicator, RTIndicator) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
ConditionalRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.numeric
Allow to apply a predicate function to update or not from a RTIndicator
ConditionalRTIndicator(RTIndicator, Predicate, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
ConditionalRTIndicator(RTIndicator, Predicate, RTIndicator, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
CONFIG_INPUT_CURRENCY - Static variable in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
CONFIG_OUTPUT_CURRENCY - Static variable in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
ConfigException - Exception Class in com.wualabs.qtsurfer.common.config
Unchecked exception for configuration exceptions
ConfigException(String) - Constructor for exception class com.wualabs.qtsurfer.common.config.ConfigException
Constructs an instance of TypeSafeConfigException with the specified detail message.
configure(TypeSafeConfig) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
configure(TypeSafeConfig) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
ConnorsRsiRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Connors RSI with O(1) per-tick computation (amortized).
ConnorsRsiRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ConnorsRsiRTIndicator
 
ConnorsRsiRTIndicator(int, int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ConnorsRsiRTIndicator
 
constant() - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ValueRTIndicator
 
ConstantRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.numeric
Basic inmutable RT Indicator holding a value
ConstantRTIndicator(Number) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.ConstantRTIndicator
 
CoppockCurveRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Coppock Curve with O(1) per-tick computation.
CoppockCurveRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CoppockCurveRTIndicator
 
CoppockCurveRTIndicator(int, int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CoppockCurveRTIndicator
 
copy() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.BuySignal
 
copy() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
copy() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.SellSignal
 
copyInternal(T) - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
Copies all properties, timestamp, and order kind to the target signal.
copyOf(Amount) - Static method in interface com.wualabs.qtsurfer.engine.core.value.Amount
 
CorrelationRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling Pearson Correlation coefficient with O(1) per-tick updates.
CorrelationRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CorrelationRTIndicator
 
count() - Method in class com.wualabs.qtsurfer.common.util.OPSMeter
Records one operation and updates the smoothed current rate.
Counters - Section in package com.wualabs.qtsurfer.engine.indicators.helpers
 
CountRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Update counter RT Indicator
CountRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.CountRTIndicator
 
CountRTIndicator(int, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.CountRTIndicator
 
CountRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.CountRTIndicator
 
countYield(BigDecimal) - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
CovarianceRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling population covariance with O(1) per-tick updates.
CovarianceRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CovarianceRTIndicator
 
createBuySignal(Instrument, Number) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
createBuySignal(Number) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
createdAt() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.SpentOutput
Returns the value of the createdAt record component.
createInfoSignal() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
createInfoStrategySignal(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
createInstrumentGroupRTIndicator(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractFundingRateStrategy
 
createInstrumentGroupRTIndicator(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractKlineStrategy
 
createInstrumentGroupRTIndicator(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
createInstrumentGroupRTIndicator(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractTickerStrategy
 
createSellSignal(Instrument, Number) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
createSellSignal(Number) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
Cross(boolean, boolean) - Constructor for record class com.wualabs.qtsurfer.engine.strategy.CrossDetector.Cross
Creates an instance of a Cross record class.
CrossDetector - Class in com.wualabs.qtsurfer.engine.strategy
Tracks whether left is above or below right across calls and reports the transition, if any, on CrossDetector.check(double, double).
CrossDetector() - Constructor for class com.wualabs.qtsurfer.engine.strategy.CrossDetector
 
CrossDetector.Cross - Record Class in com.wualabs.qtsurfer.engine.strategy
The transition reported by one CrossDetector.check(double, double) call.

D

d1 - Enum constant in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
 
DatedFutureInstrument - Record Class in com.wualabs.qtsurfer.engine.core.instrument
A delivery contract that expires on a fixed date: BTC/USDT:USDT-240628.
DatedFutureInstrument(String, String, String, LocalDate) - Constructor for record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
Creates an instance of a DatedFutureInstrument record class.
dec(String) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
DECIMAL8 - Static variable in interface com.wualabs.qtsurfer.engine.strategy.event.yield.StrategyYield
 
decorate(String, String, UnaryOperator) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Wraps an existing indicator with a unary operator transformation and registers the result.
DefaultExecutionCallback - Class in com.wualabs.qtsurfer.engine.strategy.execution
Default execution callback implementation
DefaultExecutionCallback(Strategy, Consumer, Consumer) - Constructor for class com.wualabs.qtsurfer.engine.strategy.execution.DefaultExecutionCallback
 
defaultValue() - Element in annotation interface com.wualabs.qtsurfer.engine.strategy.StrategyProperty
Default value as string.
DemaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages.pro
Double Exponential Moving Average (DEMA) with O(1) per-tick computation.
DemaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.DemaRTIndicator
 
deriveId(Class) - Static method in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
Derives a canonical id from an indicator class name: strip the RTIndicator suffix and lower-case the first letter — RsiRTIndicator"rsi", SumRTIndicator"sum".
description() - Element in annotation interface com.wualabs.qtsurfer.engine.strategy.StrategyProperty
Human-readable label.
DetrendedPriceOscillatorRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Detrended Price Oscillator (DPO) with O(1) per-tick computation.
DetrendedPriceOscillatorRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.DetrendedPriceOscillatorRTIndicator
 
DetrendedPriceOscillatorRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.DetrendedPriceOscillatorRTIndicator
 
diff(RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.BiFunctionRTIndicator
 
diff(String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
diff(String, String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
DISPLAY - Static variable in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
Display hint wire key.
displayHint() - Method in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
The typed view of the IndicatorMeta.DISPLAY entry; absent = DisplayHint.ABSOLUTE.
displayHint(DisplayHint) - Method in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
Sets the IndicatorMeta.DISPLAY entry from its typed form.
DisplayHint - Enum Class in com.wualabs.qtsurfer.engine.indicators.core
How an indicator's value should be presented — the typed view of the IndicatorMeta.DISPLAY metadata entry.
distance(String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
distance(String, String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
DistanceFromMaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.distance
Distance From Moving Average (value - MA)/MA
DistanceFromMaRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.distance.DistanceFromMaRTIndicator
 
distanceMa(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
distanceMa(String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
DistanceRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.distance
Distance from 2 indicators
DistanceRTIndicator(RTIndicator, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.distance.DistanceRTIndicator
 
div(RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.BiFunctionRTIndicator
 
divide(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
Transforms the input indicator by indicator.divide(coefficient).
DonchianChannelRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.trend.pro
Donchian Channel with O(n) worst-case per-tick (eviction scan).
DonchianChannelRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
DonchianChannelRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
duration(WindowTimeRTIndicator.WindowTime) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 
duration(Duration) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 
durationMillis(long) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 
durationMinutes(long) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 
durationSeconds(long) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 

E

EaseOfMovementRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volume.pro
Ease of Movement (EOM) with O(1) per-tick computation.
EaseOfMovementRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.EaseOfMovementRTIndicator
 
EaseOfMovementRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.EaseOfMovementRTIndicator
 
effectiveMinutes() - Method in record class com.wualabs.qtsurfer.engine.core.FundingRate
Returns the value of the effectiveMinutes record component.
EfficiencyRatioRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.trend.pro
Kaufman Efficiency Ratio (ER) indicator with O(1) per-tick computation.
EfficiencyRatioRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.EfficiencyRatioRTIndicator
 
EfficiencyRatioRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.EfficiencyRatioRTIndicator
 
ElderForceIndexRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volume.pro
Elder Force Index (EFI) with O(1) per-tick computation.
ElderForceIndexRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.ElderForceIndexRTIndicator
 
ElderForceIndexRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.ElderForceIndexRTIndicator
 
ema(int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
ema(String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
ema(String, String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
EmaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages
EMA RT Indicator
EmaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.EmaRTIndicator
 
EmaRTIndicator(int, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.EmaRTIndicator
 
emitBuy(Instrument, Number) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
emitBuy(Number) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
emitInfo(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
emitInfo(String, Object...) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
emitSell(Instrument, Number) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
emitSell(Number) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
emitSignal(StrategySignal) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
emitSignal(StrategySignal) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Emits a signal, replacing the system timestamp with the backtest virtual clock when backtesting is enabled.
emitSignal(StrategySignal) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
emitSignal(StrategySignal) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
emitYield(StrategyYield) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
emitYield(StrategyYield) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Emits a yield, replacing the system timestamp with the backtest virtual clock when backtesting is enabled.
emitYield(StrategyYield) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
empty() - Static method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
EMPTY - Static variable in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
The shared immutable empty metadata, returned by indicators that carry none.
ENABLED - Static variable in class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
EngineVersion - Class in com.wualabs.qtsurfer.engine
The qtsurfer-engine version of the jar this class ships in.
EnvelopesRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages.pro
Envelopes (Moving Average Envelopes) with O(1) per-tick computation.
EnvelopesRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.EnvelopesRTIndicator
 
EnvelopesRTIndicator(int, double) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.EnvelopesRTIndicator
 
envOverrides(boolean) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
equal(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.PredicatePeriodCounterRTIndicator
 
equal(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.PredicateRTIndicator
 
equal(RTIndicator, Number, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
equal(RTIndicator, Number, RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
equal(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
equal(Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
equal(String, String, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
equal(String, String, Number, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
equal(String, String, Number, String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
equals(Object) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.core.Asset
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.core.FundingRate
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.core.instrument.PerpetualInstrument
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.core.instrument.SpotInstrument
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.core.PropertyHints
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.core.Trade
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
 
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice.Key
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapFundingRateSourceRTIndicator
 
equals(Object) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapKlineSourceRTIndicator
 
equals(Object) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
equals(Object) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapTickerSourceRTIndicator
 
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.SpentOutput
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.SlippageContext
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.strategy.CrossDetector.Cross
Indicates whether some other object is "equal to" this one.
equals(Object) - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
equals(Object) - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.AbstractStrategySignal
 
equals(Object) - Method in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
Indicates whether some other object is "equal to" this one.
ERROR - Enum constant in enum class com.wualabs.qtsurfer.engine.core.Notice.Level
The result cannot be trusted.
Event<T> - Interface in com.wualabs.qtsurfer.engine.core.event
Event interface
EventTypeValueSignal - Class in com.wualabs.qtsurfer.engine.strategy.event.signal
 
EventTypeValueSignal(Strategy, Instrument, StrategyEventType, String) - Constructor for class com.wualabs.qtsurfer.engine.strategy.event.signal.EventTypeValueSignal
 
EwmaVolatilityRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility
EWMA (Exponentially Weighted Moving Average) Volatility with O(1) per-tick updates.
EwmaVolatilityRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.EwmaVolatilityRTIndicator
Creates an EWMA Volatility indicator with the RiskMetrics default λ = 0.94.
EwmaVolatilityRTIndicator(double) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.EwmaVolatilityRTIndicator
Creates an EWMA Volatility indicator with the specified decay factor.
EXCHANGE_NAME - Static variable in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
ExecutionCallback - Interface in com.wualabs.qtsurfer.engine.strategy.execution
Strategy's callback with execution results
ExecutionConfig - Class in com.wualabs.qtsurfer.engine.strategy
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()).
ExecutionConfig() - Constructor for class com.wualabs.qtsurfer.engine.strategy.ExecutionConfig
 
ExecutionMode - Enum Class in com.wualabs.qtsurfer.engine.strategy.execution
Defines the type of execution pipeline a strategy uses.
ExecutionResult - Class in com.wualabs.qtsurfer.engine.strategy.execution
Represents an execution result
ExecutionStats - Class in com.wualabs.qtsurfer.engine.strategy.execution
Counts what an execution pipeline did, per strategy.
ExecutionStats() - Constructor for class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
 
EXPIRED - Enum constant in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
 
expiry() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
Returns the value of the expiry record component.

F

fee() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
Returns the value of the fee record component.
FeeContext - Record Class in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
The inputs a FeeModel needs to decide a fill's fee rate.
FeeContext(OrderSide, Liquidity, BigDecimal, BigDecimal, Instrument) - Constructor for record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
Creates an instance of a FeeContext record class.
feeCurrency() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
Returns the value of the feeCurrency record component.
FeeLeg - Enum Class in com.wualabs.qtsurfer.engine.strategy.backtest
Which leg of the instrument pair a backtest fill's fee is charged on .
FeeModel - Interface in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
Decides the fee RATE (decimal, e.g. 0.001 = 0.1%) charged on a backtest fill .
FILLED - Enum constant in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
 
FillPolicy - Interface in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
Decides WHEN a backtest signal fills.
fillSignal(InstrumentMapRTIndicator, InfoStrategySignal) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
FisherTransformRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Fisher Transform indicator with O(n) per-tick computation.
FisherTransformRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.FisherTransformRTIndicator
 
FisherTransformRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.FisherTransformRTIndicator
 
FixedBpsSlippage - Class in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
A SlippageModel that moves the execution price a fixed number of basis points adverse-to-trader: BUY fills execute higher than the signal price, SELL fills execute lower .
FixedBpsSlippage(double) - Constructor for class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FixedBpsSlippage
 
FixedFeeModel - Class in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
The DEFAULT FeeModel: a fixed decimal rate per side, ignoring liquidity .
FixedFeeModel(double, double) - Constructor for class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FixedFeeModel
 
forEachPublicable(BiConsumer) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
Iterates over the public indicators — those not marked hidden — invoking the given action.
forecast(int) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.LinearRegressionSlopeRTIndicator
Projects the regression line forward by ahead ticks beyond the last value in the window.
forecast(int) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SimpleLinearRegressionRTIndicator
Projects the regression line forward.
FramaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages.pro
Fractal Adaptive Moving Average (FRAMA) by John Ehlers.
FramaRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.FramaRTIndicator
 
FramaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.FramaRTIndicator
 
from(String) - Static method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
from(String, String) - Static method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
from(Map) - Static method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
from(Map, String) - Static method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
from(Properties) - Static method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
from(Properties, String) - Static method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
Creates a config from Java Properties, converting them to a map-backed TypeSafe Config with PROPERTIES syntax origin.
fromCode(String) - Static method in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
 
fromCode(String) - Static method in enum class com.wualabs.qtsurfer.engine.indicators.core.DisplayHint
Resolves a wire code back to its hint.
fun(String, String, String, BiFunction) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
FundingRate - Enum constant in enum class com.wualabs.qtsurfer.engine.core.MarketDataSource
 
FundingRate - Record Class in com.wualabs.qtsurfer.engine.core
Engine-owned, exchange-agnostic funding rate (perpetual-swap funding).
FundingRate(Instrument, BigDecimal, BigDecimal, long, long) - Constructor for record class com.wualabs.qtsurfer.engine.core.FundingRate
Creates an instance of a FundingRate record class.
FundingRateRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
 
FundingRateRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.FundingRateRTIndicator
 
FundingRateRTIndicator(FundingRateValueSource, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.FundingRateRTIndicator
 
FundingRateRTIndicator(FundingRateValueSource) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.FundingRateRTIndicator
 
FundingRateRTIndicatorSource - Interface in com.wualabs.qtsurfer.engine.indicators.helpers
 
FundingRateStrategy - Interface in com.wualabs.qtsurfer.engine.strategy
Defines a FundingRate strategy
FundingRateValueSource - Enum Class in com.wualabs.qtsurfer.engine.indicators.core
FundingRate enumeration of value sources, aligned with XChange's FundingRateInterval.

G

gain(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
gain(String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
gain(String, String, boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
GainRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Tracks positive price changes (gains) between consecutive updates.
GainRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.GainRTIndicator
 
GainRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.GainRTIndicator
 
GarmanKlassVolatilityRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility
Garman-Klass Volatility estimator with O(1) per-tick updates.
GarmanKlassVolatilityRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.GarmanKlassVolatilityRTIndicator
 
get() - Static method in class com.wualabs.qtsurfer.engine.EngineVersion
The engine version (e.g.
get(String) - Method in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
 
get(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
get(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
get(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicatorBuilder
 
get(String) - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
getAccumulator(String) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
Returns the AtomicDouble accumulator for the given key, creating it lazily on first access.
getAdaptivePeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AdaptiveFisherTransformRTIndicator
 
getAfMax() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
 
getAfStep() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
 
getAlpha() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.FramaRTIndicator
 
getAlpha() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.BetaRTIndicator
Returns Jensen's alpha: meanX - β * meanY.
getAnnualizedReturn() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.CalmarRatioRTIndicator
Returns the annualized return over the current window.
getAO() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AcceleratorOscillatorRTIndicator
Returns the current Awesome Oscillator value (intermediate component).
getAroonDown() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
 
getAroonUp() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
 
getAtrPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
getAtrPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
getAtrPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
getAverage() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.MovingAverage
 
getAverageEntryPrice() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.PositionSnapshot
 
getAverageSample() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.MovingAverage
 
getBandWidth() - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
 
getBeanProperty() - Method in class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
 
getBeanProperty() - Method in interface com.wualabs.qtsurfer.engine.core.PropertyInfo
 
getBearPower() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BullBearPowerRTIndicator
Returns the current Bear Power value (low - EMA).
getBeta() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
Returns the current rolling beta (Cov(X,Y) / Var(Y)).
getBlacklistedCurrencies() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyCurrencyFilter
 
getBlacklistedCurrencyPatterns() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyCurrencyFilter
 
getBoolean(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getBullPower() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BullBearPowerRTIndicator
Returns the current Bull Power value (high - EMA).
getBuyFeeRate() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Resolved BUY-side fee rate, charged in the BASE asset on buys.
getBytes(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
Retrieves a size-in-bytes config value with environment variable override support.
getCacheContext(RTIndicator) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
Identity of the value stream a memoized indicator is registered against (goal indicator-bank-coverage P5b) — what makes two otherwise identical indicators produce different series.
getChikouSpan() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
Chikou Span (Lagging Span) — current close value.
getClampValue() - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
getClose() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
getCloseTime() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
getCompleteAmount(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
getCompletedCycles() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
Enter-to-exit cycles closed with a realised yield.
getConfig() - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getConfig(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getCounter(String) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
Returns the AtomicInteger counter for the given key, creating it lazily on first access.
getCovariance() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.BetaRTIndicator
Returns the current rolling population covariance between X and Y.
getCovariance() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CorrelationRTIndicator
Returns the current rolling population covariance: sumXY/n - meanX*meanY.
getCurrency() - Method in interface com.wualabs.qtsurfer.engine.core.value.Amount
 
getCurrency() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.yield.StrategyYield
Gets the output yield currency
getCurrencyFilter() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getCurrentDrawdown() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.MaxDrawdownRTIndicator
Returns the current drawdown from the peak (not the max).
getCurrInstant() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
 
getCurrInstant() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
getDescription() - Method in class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
 
getDescription() - Method in interface com.wualabs.qtsurfer.engine.core.PropertyInfo
 
getDirection() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.EfficiencyRatioRTIndicator
 
getDisplayHint() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
 
getDisplayHint() - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RTIndicator
How this indicator's value should be presented — the typed view of the IndicatorMeta.DISPLAY metadata entry.
getDownsideDeviation() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SortinoRatioRTIndicator
Returns the current downside deviation.
getDuration() - Method in enum class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator.WindowTime
 
getDuration(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
Retrieves a duration config value with environment variable override support.
getDuration(String, Duration) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getEfficiencyRatio() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AdaptiveFisherTransformRTIndicator
 
getEmaPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
getEmaPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.MassIndexRTIndicator
 
getEngineVersion() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
The engine version this strategy is running on (e.g.
getEngineVersion() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
The engine version this listener is running on (e.g.
getEngineVersionMajor() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
The major component of AbstractStrategy.getEngineVersion() — the 0 of "0.99.55".
getEngineVersionMajor() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
The major component of AbstractWindowListener.getEngineVersion() — the 0 of "0.99.55".
getEngineVersionMinor() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
The minor component of AbstractStrategy.getEngineVersion() — the 99 of "0.99.55".
getEngineVersionMinor() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
The minor component of AbstractWindowListener.getEngineVersion() — the 99 of "0.99.55".
getEnterResults() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.PositionSnapshot
 
getEnterTradedAmount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
Returns the enter side amount in the output currency.
getEntryCount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.PositionSnapshot
 
getEnv(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getErPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AdaptiveFisherTransformRTIndicator
 
getErrors() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
getEventTypeValue() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.EventTypeValueSignal
 
getEwmaVariance() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.EwmaVolatilityRTIndicator
Returns the current EWMA variance (squared volatility, before annualization).
getExchangeName() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getExecutionCallback() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getExecutionCallback() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getExecutionConfig() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getExecutionConfig() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
How the execution layer runs this strategy: backtest simulation settings, risk guards and entry sizing.
getExecutionMode(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getExecutionMode(Instrument) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getExecutions() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
Returns all underlying executions (for cancellation and internal use).
getExecutionStats() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
How this strategy's orders fared in the execution pipeline.
getExisting(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
getExisting(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
getExitTradedAmount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
Returns the exit side amount in the output currency.
getFailedBuy(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
getFailedBuys() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
Buy orders that traded nothing.
getFailedSell(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
getFailedSells() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
Sell orders that traded nothing.
getFeeLeg() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Which leg of the pair fees are charged on.
getFeeModel() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Pluggable fee model.
getFeeRate() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Shared decimal taker-fee rate.
getFillDurationCount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
How many fill durations have been measured — the count half of a mean, paired with ExecutionStats.getFillDurationTotalNanos().
getFillDurationMaxNanos() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
Longest single fill duration observed, in nanoseconds; the outlier a mean hides.
getFillDurationTotalNanos() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
Summed fill duration in nanoseconds.
getFilledBuy(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
getFilledBuys() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
Buy orders that filled completely.
getFilledSell(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
getFilledSells() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
Sell orders that filled completely.
getFillPolicy() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Pluggable fill-timing policy.
getFinalPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
getFirstResultTime() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
getFlags() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
Returns order flags (FOK, IOC, etc.) supporting multiple storage formats: array, single value, or collection.
getFractalDimension() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.FramaRTIndicator
 
getFunding() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
 
getGarmanKlassVariance() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.GarmanKlassVolatilityRTIndicator
Returns the current Garman-Klass variance (squared volatility, before annualization).
getHigh() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
getHints() - Method in class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
Optional sweep/range hints; defaults to PropertyHints.NONE.
getHints() - Method in interface com.wualabs.qtsurfer.engine.core.PropertyInfo
Optional sweep/range hints for this property (min/max/step).
getId() - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RTIndicator
This indicator's canonical type id — the strategy-IR catalog vocabulary (rsi, bollinger, …), the id of its stored-column metadata.
getId() - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ReadOnlyRTIndicator
 
getId() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getId() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getIndicator() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableIncrementalRTIndicator
 
getIndicator() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableRTIndicator
 
getIndicator() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicatorBuilder
 
getIndicator() - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ReadOnlyRTIndicator
 
getIndicator(int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundRTIndicator
 
getIndicators() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
getIndicatorValue() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableRTIndicator
 
getInitialValue() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PercentChangePeriodRTIndicator
 
getInput() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.yield.StrategyYield
 
getInputCurrency() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getInputCurrency() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getInstrument() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
getInstrument() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
getInstrument() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
getInstrument() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.AbstractStrategySignal
 
getInstrument() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.signal.StrategySignal
Gets the instrument involved in this signal
getInstrument() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.yield.StrategyYield
Gets the instrument involved in this yield
getInstrument() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
getInstrument() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.PositionSnapshot
 
getInstrumentIndicatorGroup(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
getInstrumentOps() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
getInstruments() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getInstruments() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getInt(String, int) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getInteger(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getIntercept() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.LinearRegressionSlopeRTIndicator
Returns the y-intercept of the fitted regression line.
getIntercept() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SimpleLinearRegressionRTIndicator
Returns the y-intercept: meanY - slope * meanX.
getInterval() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
getInterval() - Method in interface com.wualabs.qtsurfer.engine.strategy.KlineStrategy
The single kline cadence this strategy consumes (s1, m1, m5, …).
getKijunPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
 
getKijunSen() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
Kijun-sen (Base Line).
getKind() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
getKPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
 
getLambda() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.EwmaVolatilityRTIndicator
 
getLastEventTimestamp() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
getLastUpdateValue() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
 
getLong(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getLong(String, long) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getLongExit() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
getLongRoc() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CoppockCurveRTIndicator
 
getLow() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
getLower() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.EnvelopesRTIndicator
 
getLower() - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
 
getLower() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
getLower() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
getLowerBand() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
getLowerPercentile() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TailRatioRTIndicator
Returns the lower percentile value of the current window.
getLsmaValue() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ChandeForecastOscillatorRTIndicator
 
getMajor() - Static method in class com.wualabs.qtsurfer.engine.EngineVersion
The major component of EngineVersion.get() (the 0 of "0.99.53"), or EngineVersion.UNKNOWN_COMPONENT.
getMarketDataSource() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractFundingRateStrategy
 
getMarketDataSource() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractKlineStrategy
 
getMarketDataSource() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractTickerStrategy
 
getMarketDataSource() - Method in interface com.wualabs.qtsurfer.engine.strategy.FundingRateStrategy
 
getMarketDataSource() - Method in interface com.wualabs.qtsurfer.engine.strategy.KlineStrategy
 
getMarketDataSource() - Method in interface com.wualabs.qtsurfer.engine.strategy.SubscriptionStrategy
 
getMarketDataSource() - Method in interface com.wualabs.qtsurfer.engine.strategy.TickerStrategy
 
getMarketDataSourceName() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
getMax() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.RollingPercentileRTIndicator
Returns the maximum value in the current window.
getMaxConcurrentPositions() - Method in class com.wualabs.qtsurfer.engine.strategy.RiskConfig
How many instruments the strategy may hold a funded position in at once. 0 (the default) means no cap.
getMaxConsecutiveLosses() - Method in class com.wualabs.qtsurfer.engine.strategy.RiskConfig
How many consecutive losing cycles trip the re-entry guard. 0 (the default) disables the streak trigger; 1 means a single losing cycle trips it.
getMaxDailyLoss() - Method in class com.wualabs.qtsurfer.engine.strategy.RiskConfig
How much realised, post-fee loss the strategy may take in one UTC day of engine clock before new entries are refused, as a positive amount in the output currency. 0 (the default) means no cap.
getMaxDrawdown() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.CalmarRatioRTIndicator
Returns the max drawdown within the current window.
getMaxDrawdownPercent() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.UlcerIndexRTIndicator
Returns the maximum drawdown percentage in the current window.
getMaxRange() - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampRTIndicator
 
getMaxTries() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
getMean() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.KurtosisRTIndicator
Returns the current rolling mean.
getMean() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.LinearRegressionSlopeRTIndicator
Returns the current rolling mean (sumY / n).
getMean() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SimpleLinearRegressionRTIndicator
Returns the current rolling mean of y values.
getMean() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SkewnessRTIndicator
Returns the current rolling mean.
getMean() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.StandardDeviationRTIndicator
 
getMean() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.VarianceRTIndicator
Returns the current rolling mean (sum / n).
getMean() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ZScoreRTIndicator
 
getMeanActiveReturn() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.InformationRatioRTIndicator
Returns the current mean active return over the window.
getMeanBenchmarkReturn() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
Returns the mean log return of the benchmark over the current window.
getMeanReturn() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SharpeRatioRTIndicator
Returns the current mean log return over the window.
getMeanReturn() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SortinoRatioRTIndicator
Returns the current mean log return over the window.
getMeanReturn() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
Returns the mean log return of the asset over the current window.
getMeanReturn() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ValueAtRiskRTIndicator
Returns the mean log return over the current window.
getMeanReturn() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RealizedVolatilityRTIndicator
Returns the current mean log return over the window.
getMeanX() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.BetaRTIndicator
Returns the current rolling mean of the asset series (X).
getMeanX() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CorrelationRTIndicator
Returns the current rolling mean of the X series.
getMeanX() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CovarianceRTIndicator
Returns the current rolling mean of the X series.
getMeanY() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.BetaRTIndicator
Returns the current rolling mean of the benchmark series (Y).
getMeanY() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CorrelationRTIndicator
Returns the current rolling mean of the Y series.
getMeanY() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CovarianceRTIndicator
Returns the current rolling mean of the Y series.
getMedian() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.RollingPercentileRTIndicator
Returns the median of the current window.
getMeta() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
 
getMeta() - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RTIndicator
The descriptive metadata this indicator carries about itself — canonical type id, parameters, display hint — kept separate from its registered name.
getMeta() - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ReadOnlyRTIndicator
 
getMiddle() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
getMiddle() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
getMin() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.RollingPercentileRTIndicator
Returns the minimum value in the current window.
getMinGain() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getMinor() - Static method in class com.wualabs.qtsurfer.engine.EngineVersion
The minor component of EngineVersion.get() (the 99 of "0.99.53"), or EngineVersion.UNKNOWN_COMPONENT.
getMinPercentGainMultiplier() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getMinRange() - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampRTIndicator
 
getMinusDI() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
 
getMultiplier() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
getMultiplier() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
getMultiplier() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
getMultiplier() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
getName() - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getName() - Method in class com.wualabs.qtsurfer.common.util.OPSMeter
 
getName() - Method in class com.wualabs.qtsurfer.engine.core.AbstractNameable
 
getName() - Method in class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
 
getName() - Method in interface com.wualabs.qtsurfer.engine.core.Named
 
getName() - Method in interface com.wualabs.qtsurfer.engine.core.PropertyInfo
 
getNetYield() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
getNotices() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Wiring diagnostics raised about this group's indicators — e.g. one that needs per-bar OHLCV bound to a ticker stream.
getNotices() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
Wiring diagnostics raised about this group — see IndicatorNotice for why these are data rather than log lines.
getNotices() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
This strategy's own diagnostics, in the order the conditions were first raised.
getNotices() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Adds this strategy's per-instrument indicator groups to the strategy-wide notices, which come first.
getNotices() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
Diagnostics raised about this run — conditions that are not fatal but silently degrade results, such as an indicator needing OHLCV bars bound on a ticker-only feed, or a dead market-data source that leaves the strategy blind.
getNumberOfTrades() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
getOpen() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
getOpenTime() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
getOps() - Method in class com.wualabs.qtsurfer.common.util.OPSMeter
 
getOrCreateState(String, Supplier) - Method in class com.wualabs.qtsurfer.engine.core.state.MemoryStateStore
Atomic lazy creation via ConcurrentHashMap.computeIfAbsent(K, Function): two threads racing the first inc()/add() on a key are guaranteed the SAME counter/accumulator instance.
getOrCreateState(String, Supplier) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
Returns the value for the given key, creating and storing it via factory on first access.
getOrderKind() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
getOriginalAmount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
getOutput() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.yield.StrategyYield
 
getOutputCurrency() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getOutputCurrency() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getPairCount() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.AutocorrelationRTIndicator
Returns the number of pairs in the current window.
getParkinsonVariance() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.ParkinsonVolatilityRTIndicator
Returns the current Parkinson variance (squared volatility, before annualization).
getPartialBuys() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
Buy orders that filled only in part.
getPartialBuys(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
getPartialSells() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
Sell orders that filled only in part.
getPartialSells(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
getPatch() - Static method in class com.wualabs.qtsurfer.engine.EngineVersion
The patch component of EngineVersion.get() (the 53 of "0.99.53"), or EngineVersion.UNKNOWN_COMPONENT.
getPeak() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.MaxDrawdownRTIndicator
 
getPercentAmountToLock() - Method in class com.wualabs.qtsurfer.engine.strategy.ExecutionConfig
The share of the available balance an entry locks, as a percentage, or empty to lock it all.
getPercentChange() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PercentChangePeriodRTIndicator
 
getPercentCompleted() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
getPercentD() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
 
getPercentGain() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getPercentile() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.RollingPercentileRTIndicator
 
getPercentK() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
 
getPeriodCount() - Method in interface com.wualabs.qtsurfer.engine.core.PeriodCounter
 
getPeriodCount() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PercentChangePeriodRTIndicator
 
getPeriodCount() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PeriodCounterRTIndicator
 
getPeriodCount() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PredicatePeriodCounterRTIndicator
 
getPeriodCycles() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.HmaRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.AlmaRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.FramaRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.LeastSquaresMovingAverageRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.McGinleyDynamicRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractWindowSeriesRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ChandeForecastOscillatorRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CmoRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.DetrendedPriceOscillatorRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.FisherTransformRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.MomentumRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RocRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.WilliamsRRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.AutocorrelationRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.BetaRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CorrelationRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CovarianceRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.CalmarRatioRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.OmegaRatioRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SortinoRatioRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TailRatioRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.UlcerIndexRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.RollingPercentileRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.StandardDeviationRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.YangZhangVolatilityRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ZScoreRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.EfficiencyRatioRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.AtrRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.ChoppinessIndexRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.NatrRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.CmfRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.EaseOfMovementRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ElderForceIndexRTIndicator
 
getPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.MfiRTIndicator
 
getPlusDI() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
 
getPnLRatio() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
getPrevInstant() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
The boundaries of the window being reported, read straight off this indicator during the notification — no state store involved.
getPrevInstant() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
getPrevValue() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
 
getPrevValue() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.GainRTIndicator
 
getPrevValue() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.LossRTIndicator
 
getPrevValue() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.RateChangeRTIndicator
 
getPrevValue() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
 
getPrice() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
getPriceScale() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
 
getProcessed() - Method in class com.wualabs.qtsurfer.common.util.OPSMeter
 
getProperties() - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
getProperties() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.StrategyEvent
 
getProperty(PropertyInfo) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getProperty(String) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getProperty(String) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getPropertyInfo(String) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getPropertyInfo(String) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getPropertyInfos() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getPropertyInfos() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getQuoteVolume() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
getRankPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ConnorsRsiRTIndicator
 
getRaw(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
getReadOnly(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
getReadOnly(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
Returns a read-only wrapper of the named indicator, creating and caching it on first access.
getReadOnly(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicatorBuilder
 
getReadOnlyExisting(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
getReadOnlyExisting(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
getRealizedVariance() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RealizedVolatilityRTIndicator
Returns the current realized variance (squared realized volatility, before annualization).
getReentryCooldownMs() - Method in class com.wualabs.qtsurfer.engine.strategy.RiskConfig
How long, in milliseconds of engine clock, new entries stay blocked after the losing cycle that tripped the guard. 0 (the default) means no cooldown.
getReentryResetCondition() - Method in class com.wualabs.qtsurfer.engine.strategy.RiskConfig
Optional macro-reset seam: while set, a tripped guard stays tripped until this returns true — ScalpingV2's "fail" state, which only clears on a full macro-cycle reset.
getRelativeStrength() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
 
getRemainingAmount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
getRogersSatchellVariance() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RogersSatchellVolatilityRTIndicator
Returns the current Rogers-Satchell variance (squared volatility, before annualization).
getRsiPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ConnorsRsiRTIndicator
 
getRsiPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.RelativeVolatilityIndexRTIndicator
 
getRSquared() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SimpleLinearRegressionRTIndicator
Returns the coefficient of determination (R²).
getRTIndicator(Instrument, String) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
getSellFeeRate() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Resolved SELL-side fee rate, charged in the QUOTE asset on sells.
getSellPercent() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
getSenkouPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
 
getSenkouSpanA() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
Senkou Span A (Leading Span A).
getSenkouSpanB() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
Senkou Span B (Leading Span B).
getShortExit() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
getShortRoc() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CoppockCurveRTIndicator
 
getSignal() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.KnowSureThingRTIndicator
Returns the current signal line value (SMA of KST).
getSignal() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.KlingerOscillatorRTIndicator
 
getSignal() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
getSignals() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getSignals() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getSlippageModel() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Pluggable slippage model.
getSlope() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SimpleLinearRegressionRTIndicator
Returns the slope (same as AbstractRTIndicator.getValue()).
getSma() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.VarianceRTIndicator
 
getSource() - Method in interface com.wualabs.qtsurfer.engine.core.event.Event
 
getSource() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.StrategyEvent
 
getStandardError() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SimpleLinearRegressionRTIndicator
Returns the standard error of the estimate.
getState(String) - Method in class com.wualabs.qtsurfer.engine.core.state.MemoryStateStore
 
getState(String) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
getState(String, T) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
getStateStore() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Returns this group's state store — the single store every window listener of this instrument shares — either the injected one or an in-memory store created on first access.
getStateStore() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
Resolves this indicator's state store: the externally supplied one if OnChangeRTIndicator.setStateStoreSupplier(Supplier) was called, otherwise a private in-memory store created on demand.
getStateStore(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
getStateStore(Instrument) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getStateStore(Instrument) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStoreProvider
Returns the state store for the given instrument.
getStateStore(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
getStateStore(ExecutionResult) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
getStateStoreForResult(ExecutionResult) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
getStats() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getStats() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getStdDev() - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
 
getStdDev() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SharpeRatioRTIndicator
Returns the current standard deviation of log returns over the window.
getStdDev() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ValueAtRiskRTIndicator
Returns the standard deviation of log returns in the current window.
getStdDev() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ZScoreRTIndicator
 
getStdPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.RelativeVolatilityIndexRTIndicator
 
getStopCondition() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
getStopLimitPrice() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
getStopLong() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
getStopPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
getStopPrice() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
getStopShort() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
getStrategy() - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
getStrategy() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.StrategyEvent
 
getStrategy() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
getStrategy() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
getStreakRsiPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ConnorsRsiRTIndicator
 
getString(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
Retrieves a string config value with environment variable override support.
getString(String, String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getStringList(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
Retrieves a string list with environment override and type fallback.
getSumGains() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.OmegaRatioRTIndicator
Returns the sum of gains above the threshold in the current window.
getSumLosses() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.OmegaRatioRTIndicator
Returns the sum of losses below the threshold in the current window.
getSumPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.MassIndexRTIndicator
 
getTenkanPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
 
getTenkanSen() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
Tenkan-sen (Conversion Line) — also the main getValue().
getTimestamp() - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
getTimestamp() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.StrategyEvent
 
getTotalBaseAmount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.PositionSnapshot
 
getTotalCounterAmount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.PositionSnapshot
 
getTotalFeeAmount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.PositionSnapshot
 
getTotalLossYield() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
getTotalLossYields() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
getTotalProfitYield() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
getTotalProfitYields() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
getTotalYields() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
getTrackingError() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.InformationRatioRTIndicator
Returns the current tracking error (stddev of active returns).
getTradedAmount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
getTradedCounterAmount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
getTradedFeeAmount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
getTradedFeeCounterAmount() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
getTrades() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
Returns all trades converted to the engine-canonical Trade model.
getTrailPercent() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
getType() - Method in class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
 
getType() - Method in interface com.wualabs.qtsurfer.engine.core.PropertyInfo
 
getType() - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
getType() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.StrategyEvent
 
getTypeSafeConfig(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
getUpdateCount() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.AtomicCountRTIndicator
 
getUpdateCount() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.CountRTIndicator
 
getUpdatedSignal(InstrumentMapRTIndicator) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Creates a new info signal populated with the current values of all public indicators.
getUpdateErrorCount() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Count of events whose SubscriptionStrategy.update(T) threw and were isolated (subscription survived).
getUpper() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.EnvelopesRTIndicator
 
getUpper() - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
 
getUpper() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
getUpper() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
getUpperBand() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
getUpperPercentile() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TailRatioRTIndicator
Returns the upper percentile value of the current window.
getValue() - Method in interface com.wualabs.qtsurfer.engine.core.value.Amount
 
getValue() - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandWidthRTIndicator
Computes the Bollinger BandWidth as a percentage: 100 * (upper - lower) / middle.
getValue() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
 
getValue() - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RTIndicator
 
getValue() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundTickerRTIndicator
 
getValue() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.VolatilityRTIndicator
Returns the current volatility value, or 0 if still in the clamp period.
getValue() - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ReadOnlyRTIndicator
 
getValue() - Method in class com.wualabs.qtsurfer.engine.indicators.ta4j.RTIndicatorAdapter
 
getValue() - Method in class com.wualabs.qtsurfer.engine.indicators.talib.TaLibRTIndicatorAdapter
 
getValue(int) - Method in interface com.wualabs.qtsurfer.engine.core.state.WindowSeries
 
getValue(int) - Method in class com.wualabs.qtsurfer.engine.core.state.WindowSeriesStore
 
getValue(FundingRate, FundingRateValueSource) - Static method in interface com.wualabs.qtsurfer.engine.indicators.helpers.FundingRateRTIndicatorSource
 
getValue(MarketSnapshot, KlineValueSource) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.KlineSnapshots
Reads a single primitive double from the snapshot via the source selector.
getValue(MarketSnapshot, TickerValueSource) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.TickerSnapshots
Reads a single primitive double from the snapshot via the source selector.
getValue(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
getValue(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
getValueSource() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapFundingRateSourceRTIndicator
 
getValueSource() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapKlineSourceRTIndicator
 
getValueSource() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapTickerSourceRTIndicator
 
getVariance() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.StandardDeviationRTIndicator
 
getVariance() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.StandardDeviationRTIndicator
 
getVIMinus() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
 
getVIPlus() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
 
getVolatility() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.EfficiencyRatioRTIndicator
 
getVolume() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
getVolumeScale() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Decimal scales for the backtest InstrumentPrecision.
getWhitelistedCurrencies() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyCurrencyFilter
 
getWhitelistedCurrencyPatterns() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyCurrencyFilter
 
getWindow() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
getWindowSeries() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.SmaRTIndicator
 
getWindowSize() - Method in interface com.wualabs.qtsurfer.engine.core.state.WindowSeries
 
getWindowSize() - Method in class com.wualabs.qtsurfer.engine.core.state.WindowSeriesStore
 
getWindowTimeDuration() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
 
getWmaPeriod() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CoppockCurveRTIndicator
 
getYangZhangVariance() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.YangZhangVolatilityRTIndicator
Returns the current Yang-Zhang variance (squared volatility, before annualization).
getYield() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.yield.StrategyYield
 
getYieldPercent() - Method in interface com.wualabs.qtsurfer.engine.strategy.event.yield.StrategyYield
 
getYields() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
getYields() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
getZScore() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ValueAtRiskRTIndicator
Returns the z-score used for the current confidence level.
greatOrEqual(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.PredicatePeriodCounterRTIndicator
 
greatOrEqual(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.PredicateRTIndicator
 
greatOrEqual(RTIndicator, Number, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
greatOrEqual(RTIndicator, Number, RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
greatOrEqual(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
greatOrEqual(Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
greatOrEqual(String, String, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
greatOrEqual(String, String, Number, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
greatOrEqual(String, String, Number, String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
greatThan(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.PredicatePeriodCounterRTIndicator
 
greatThan(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.PredicateRTIndicator
 
greatThan(RTIndicator, Number, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
greatThan(RTIndicator, Number, RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
greatThan(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
greatThan(Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
greatThan(String, String, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
greatThan(String, String, Number, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
greatThan(String, String, Number, String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
group() - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
 

H

h1 - Enum constant in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
 
H1 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.FundingRateValueSource
 
H2 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.FundingRateValueSource
 
h4 - Enum constant in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
 
H4 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.FundingRateValueSource
 
H6 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.FundingRateValueSource
 
H8 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.FundingRateValueSource
 
has(String) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
has(String) - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
hashCode() - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
hashCode() - Method in record class com.wualabs.qtsurfer.engine.core.Asset
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.core.FundingRate
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.PerpetualInstrument
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.SpotInstrument
Returns a hash code value for this object.
hashCode() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
hashCode() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.core.PropertyHints
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
Returns a hash code value for this object.
hashCode() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
 
hashCode() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice.Key
Returns a hash code value for this object.
hashCode() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapFundingRateSourceRTIndicator
 
hashCode() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapKlineSourceRTIndicator
 
hashCode() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
hashCode() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapTickerSourceRTIndicator
 
hashCode() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.SpentOutput
Returns a hash code value for this object.
hashCode() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
hashCode() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.SlippageContext
Returns a hash code value for this object.
hashCode() - Method in record class com.wualabs.qtsurfer.engine.strategy.CrossDetector.Cross
Returns a hash code value for this object.
hashCode() - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
hashCode() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.AbstractStrategySignal
 
hashCode() - Method in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
Returns a hash code value for this object.
hashCode() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
hasListeners() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
 
hasMax() - Method in record class com.wualabs.qtsurfer.engine.core.PropertyHints
 
hasMin() - Method in record class com.wualabs.qtsurfer.engine.core.PropertyHints
 
hasPath(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
hasProperty(PropertyInfo) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
hasProperty(String) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
hasProperty(String) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
hasStep() - Method in record class com.wualabs.qtsurfer.engine.core.PropertyHints
 
hasStopLoss() - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
Returns whether this signal carries stop-loss parameters.
hidden(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
Sets IndicatorMeta.VISIBILITY; false (public) removes the entry — the default is absence.
HIDDEN - Static variable in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
IndicatorMeta.VISIBILITY value for an internal indicator: updated, but its value is not emitted.
hide() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
Marks this an internal indicator — updated but not emitted.
high() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the high record component.
high() - Method in interface com.wualabs.qtsurfer.engine.core.MarketSnapshot
 
high() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the high record component.
high() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the high record component.
high(BigDecimal) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
High - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.KlineValueSource
 
High - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
Hint - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.StrategyEventType
 
HmaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages
Hull Moving Average (HMA) RTIndicator.
HmaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.HmaRTIndicator
 
HUNDRED - Static variable in class com.wualabs.qtsurfer.engine.indicators.numeric.ConstantRTIndicator
 
HurstExponentRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling Hurst Exponent with O(n) per-tick updates.
HurstExponentRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.HurstExponentRTIndicator
 

I

ichimoku(String) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
Ichimoku with the standard (9, 26, 52) parameters.
ichimoku(String, int, int, int) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
 
IchimokuRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.trend.pro
Ichimoku Kinko Hyo (Ichimoku Cloud) with O(1) per-tick computation.
IchimokuRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
Creates an Ichimoku indicator with default periods (9, 26, 52).
IchimokuRTIndicator(int, int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
Creates an Ichimoku indicator with custom periods.
id() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
Returns the value of the id record component.
ID - Static variable in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
Canonical catalog id, set as an explicit IndicatorMeta.ID override where getId() class-name derivation would be wrong.
ID - Static variable in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandWidthRTIndicator
Canonical catalog id, set as an explicit IndicatorMeta.ID override where getId() class-name derivation would be wrong.
ID - Static variable in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
Canonical indicator type id — the strategy-IR catalog vocabulary (bollinger, rsi, …).
ID - Static variable in class com.wualabs.qtsurfer.engine.indicators.distance.DistanceFromMaRTIndicator
Canonical catalog id, set as an explicit IndicatorMeta.ID override where getId() class-name derivation would be wrong.
ID - Static variable in class com.wualabs.qtsurfer.engine.indicators.distance.DistanceRTIndicator
Canonical catalog id, set as an explicit IndicatorMeta.ID override where getId() class-name derivation would be wrong.
ID - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.RateChangeRTIndicator
Canonical catalog id, set as an explicit IndicatorMeta.ID override where getId() class-name derivation would be wrong.
ImmediateFill - Class in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
The DEFAULT FillPolicy: every signal fills on the same tick it was raised on — reproducing today's inline fill timing byte-for-byte.
ImmediateFill() - Constructor for class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.ImmediateFill
 
inc(String) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
incPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PeriodCounterRTIndicator
 
indicatorBank(IndicatorBank.Session) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Routes every indicator registered from here on through a memoization bank, so a batch of runs over one dataset computes each distinct indicator once.
IndicatorMeta - Class in com.wualabs.qtsurfer.engine.indicators.core
Descriptive metadata an indicator carries about itself, kept separate from its registered name .
IndicatorMeta() - Constructor for class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
 
indicatorName() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
Returns the value of the indicatorName record component.
indicatorName() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice.Key
Returns the value of the indicatorName record component.
IndicatorNotFoundException(String) - Constructor for exception class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator.IndicatorNotFoundException
 
IndicatorNotice - Record Class in com.wualabs.qtsurfer.engine.indicators.core
A Notice an indicator group raises about its own wiring: it names the indicator concerned and the instrument whose group raised it, which is what makes a notice actionable when a strategy runs the same indicator set across many instruments.
IndicatorNotice(Notice.Level, String, String, Instrument, String) - Constructor for record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
Creates an instance of a IndicatorNotice record class.
IndicatorNotice.Key - Record Class in com.wualabs.qtsurfer.engine.indicators.core
What makes a notice unique: the condition, and the indicator it concerns.
indicators - Variable in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
indicators() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
Info - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.StrategyEventType
 
InformationRatioRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Rolling Information Ratio with O(1) per-tick updates.
InformationRatioRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.InformationRatioRTIndicator
 
InfoStrategySignal - Class in com.wualabs.qtsurfer.engine.strategy.event.signal
Simple StrategySignal using StrategyEvent's properties as data backend
InfoStrategySignal(Strategy, Instrument) - Constructor for class com.wualabs.qtsurfer.engine.strategy.event.signal.InfoStrategySignal
 
InfoStrategySignal(Strategy, StrategyEventType, Instrument) - Constructor for class com.wualabs.qtsurfer.engine.strategy.event.signal.InfoStrategySignal
 
init(ExchangeSupport) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractFundingRateStrategy
 
init(ExchangeSupport) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractKlineStrategy
 
init(ExchangeSupport) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
init(ExchangeSupport) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractTickerStrategy
 
init(ExchangeSupport) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
initValue(double) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
Non periodic init value
initValue(double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.GainRTIndicator
 
initValue(double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.LossRTIndicator
 
initValue(double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.RateChangeRTIndicator
 
initValue(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
 
inputCurrency - Variable in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
instrument - Variable in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
instrument() - Method in record class com.wualabs.qtsurfer.engine.core.FundingRate
Returns the value of the instrument record component.
instrument() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the instrument record component.
instrument() - Method in interface com.wualabs.qtsurfer.engine.core.MarketSnapshot
 
instrument() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the instrument record component.
instrument() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the instrument record component.
instrument() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
Returns the value of the instrument record component.
instrument() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
Returns the value of the instrument record component.
instrument() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
Returns the value of the instrument record component.
instrument(Instrument) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
Instrument - Interface in com.wualabs.qtsurfer.engine.core.instrument
Normalised instrument identity in the CCXT unified format.
InstrumentGroupRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers.group
Groups an instrument indicator map and extra indicators as a whole with a builder interface
InstrumentGroupRTIndicator(Instrument) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
InstrumentGroupRTIndicator(InstrumentMapRTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
InstrumentMapFundingRateSourceRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers.group
A map of RTIndicators for an instrument
InstrumentMapFundingRateSourceRTIndicator(Instrument, FundingRateValueSource) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapFundingRateSourceRTIndicator
 
InstrumentMapFundingRateSourceRTIndicator(Instrument) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapFundingRateSourceRTIndicator
 
InstrumentMapKlineSourceRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers.group
A map of RTIndicators for an instrument fed from a kline stream — the kline-side counterpart of InstrumentMapTickerSourceRTIndicator.
InstrumentMapKlineSourceRTIndicator(Instrument, KlineValueSource) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapKlineSourceRTIndicator
 
InstrumentMapKlineSourceRTIndicator(Instrument) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapKlineSourceRTIndicator
 
InstrumentMapRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers.group
A map of RTIndicators for an instrument
InstrumentMapRTIndicator(Instrument) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
InstrumentMapRTIndicator.IndicatorNotFoundException - Exception Class in com.wualabs.qtsurfer.engine.indicators.helpers.group
 
InstrumentMapRTIndicatorBuilder<T> - Class in com.wualabs.qtsurfer.engine.indicators.helpers.group
Allow building other compound/helper RTIndicators around an existing map of indicators.
InstrumentMapRTIndicatorBuilder(InstrumentMapRTIndicator, BiConsumer) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicatorBuilder
 
Instrument maps - Section in package com.wualabs.qtsurfer.engine.indicators.helpers.group
 
InstrumentMapTickerSourceRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers.group
A map of RTIndicators for an instrument
InstrumentMapTickerSourceRTIndicator(Instrument, TickerValueSource) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapTickerSourceRTIndicator
 
InstrumentMapTickerSourceRTIndicator(Instrument) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapTickerSourceRTIndicator
 
instrumentUpdate() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
interval() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the interval record component.
interval(KlineInterval) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
is(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
is(String, boolean) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
is(String) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
isAssignableFrom(RTIndicator) - Static method in interface com.wualabs.qtsurfer.engine.indicators.helpers.FundingRateRTIndicatorSource
 
isBacktestEnabled() - Method in interface com.wualabs.qtsurfer.engine.core.backtest.Backtestable
 
isBacktestEnabled() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.FundingRateRTIndicator
 
isBacktestEnabled() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
isBacktestEnabled() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapFundingRateSourceRTIndicator
 
isBacktestEnabled() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapKlineSourceRTIndicator
 
isBacktestEnabled() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapTickerSourceRTIndicator
 
isBacktestEnabled() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.TickerRTIndicator
 
isBlacklisted(Asset) - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyCurrencyFilter
 
isClosed() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
isCurrencyLess() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
isDated() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
 
isDated() - Method in interface com.wualabs.qtsurfer.engine.core.instrument.Instrument
true only for a delivery contract with a fixed expiry.
isDerivative() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
 
isDerivative() - Method in interface com.wualabs.qtsurfer.engine.core.instrument.Instrument
true for any contract settled in a currency — perpetual or dated.
isDerivative() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.PerpetualInstrument
 
isEmpty() - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
isEmpty() - Method in record class com.wualabs.qtsurfer.engine.core.PropertyHints
True if none of the three hints is present.
isEmpty() - Method in class com.wualabs.qtsurfer.engine.core.state.WindowSeriesStore
 
isEmpty() - Method in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
 
isEnabled() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
isEnabled() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
 
isEnabled() - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
isEnableEvents() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
 
isEnableEvents() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
 
isEnableIndicatorsSignals() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
isFakeExecution() - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
 
isFilled() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
isFinal() - Method in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
Returns true if the order has reached a terminal state.
isHidden() - Method in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
Whether this describes an internal indicator that is updated but not emitted (default false).
isHidden() - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RTIndicator
Whether this is an internal indicator — updated every tick, but its value is not emitted as a signal (not stored to parquet/lastra, not sent over NATS/websockets).
isImmediate(MarketHintSignal) - Method in interface com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FillPolicy
Returns whether the given signal fills immediately (same tick), or must be queued and resolved against a later tick.
isImmediate(MarketHintSignal) - Method in class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.ImmediateFill
 
isOpen() - Method in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
Returns true if the order is still active (pending or open).
isPartialFilled() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
isPeriodic() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
 
isPoison(double) - Static method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
Returns true if value is non-finite (NaN or ±Infinity) — a value that must never be folded into a rolling accumulator.
isProfitable() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.SpentOutput
Returns true if this output was spent at a profit.
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.HmaRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.KamaRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.AlmaRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.DemaRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.EnvelopesRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.FramaRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.LeastSquaresMovingAverageRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.McGinleyDynamicRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.TemaRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandWidthRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerPercentBRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
A periodic indicator is ready after completing at least one full period cycle.
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractWindowSeriesRTIndicator
 
isReady() - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RTIndicator
Returns whether this indicator has received enough data to produce meaningful values.
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AcceleratorOscillatorRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AdaptiveFisherTransformRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AwesomeOscillatorRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BullBearPowerRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ChandeForecastOscillatorRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CmoRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ConnorsRsiRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CoppockCurveRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.DetrendedPriceOscillatorRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.FisherTransformRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.KnowSureThingRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.MomentumRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RelativeVigorIndexRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RocRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.TrixRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.TrueStrengthIndexRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.UltimateOscillatorRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.WilliamsRRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ReadOnlyRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.AutocorrelationRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.BetaRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CorrelationRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CovarianceRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.CalmarRatioRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.MaxDrawdownRTIndicator
Returns the peak (high-water mark) price observed so far.
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.OmegaRatioRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SortinoRatioRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TailRatioRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.UlcerIndexRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.RollingPercentileRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.StandardDeviationRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.EwmaVolatilityRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.YangZhangVolatilityRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ZScoreRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.StandardDeviationRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.ta4j.RTIndicatorAdapter
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.EfficiencyRatioRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.AtrRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.ChoppinessIndexRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.MassIndexRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.NatrRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.RelativeVolatilityIndexRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ChaikinOscillatorRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.CmfRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.EaseOfMovementRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ElderForceIndexRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.KlingerOscillatorRTIndicator
 
isReady() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.MfiRTIndicator
 
isReflected() - Method in class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
 
isReflected() - Method in interface com.wualabs.qtsurfer.engine.core.PropertyInfo
 
isResetPeriodsOnSustain() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.GainRTIndicator
 
isResetPeriodsOnSustain() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.LossRTIndicator
 
isSourceFailed() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Whether the market-data source terminated with an error (the strategy receives no data).
isTenkanKijunReady() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
Returns true when Tenkan-sen and Kijun-sen are available (before full Senkou readiness).
isUpTrend() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
 
isUpTrend() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
isWhitelisted(Asset) - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyCurrencyFilter
 
iterator() - Method in class com.wualabs.qtsurfer.engine.core.state.WindowSeriesStore
 

K

KamaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages
Kaufman Adaptive Moving Average (KAMA) RTIndicator.
KamaRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.KamaRTIndicator
 
KamaRTIndicator(int, int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.KamaRTIndicator
 
KeltnerChannelRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volatility.pro
Keltner Channel with O(1) per-tick computation.
KeltnerChannelRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
KeltnerChannelRTIndicator(int, int, double) - Constructor for class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
key() - Method in interface com.wualabs.qtsurfer.engine.core.Notice
What makes this notice unique.
key() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
This notice's identity — see IndicatorNotice.Key.
Key(String, String) - Constructor for record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice.Key
Creates an instance of a Key record class.
KEY_FLAGS - Static variable in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
KEY_MAX_TRIES - Static variable in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
KEY_SELL_PERCENT - Static variable in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
KEY_STOP_LIMIT_PRICE - Static variable in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
KEY_STOP_PRICE - Static variable in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
KEY_TRAIL_PERCENT - Static variable in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
Key-value state store - Section in package com.wualabs.qtsurfer.engine.core.state
 
Kline - Class in com.wualabs.qtsurfer.engine.core
Exchange-agnostic kline (candlestick) DTO.
KLine - Enum constant in enum class com.wualabs.qtsurfer.engine.core.MarketDataSource
 
Kline.KlineBuilder - Class in com.wualabs.qtsurfer.engine.core
 
KlineInterval - Enum Class in com.wualabs.qtsurfer.engine.core
Exchange-agnostic kline interval enum.
KlineSnapshot - Record Class in com.wualabs.qtsurfer.engine.core
Primitive-double view of a Kline.
KlineSnapshot(Instrument, KlineInterval, long, double, double, double, double, double, double, long, long, boolean) - Constructor for record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Creates an instance of a KlineSnapshot record class.
KlineSnapshots - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Scalar-update helpers for a KlineValueSource against a MarketSnapshot, mirroring TickerSnapshots for the kline path.
KlineStrategy - Interface in com.wualabs.qtsurfer.engine.strategy
Defines a Kline (candlestick) strategy.
KlineValueSource - Enum Class in com.wualabs.qtsurfer.engine.indicators.core
Value sources available on a kline (bar): the OHLCV fields shared with every market snapshot plus the kline-only trade count.
KlingerOscillatorRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volume.pro
Klinger Volume Oscillator (KVO) with O(1) per-tick computation.
KlingerOscillatorRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.KlingerOscillatorRTIndicator
 
KnowSureThingRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Know Sure Thing (KST) — Martin Pring's multi-timeframe ROC oscillator — with O(1) per-tick computation.
KnowSureThingRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.KnowSureThingRTIndicator
 
KnowSureThingRTIndicator(int[], int[], double[], int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.KnowSureThingRTIndicator
 
KurtosisRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling Excess Kurtosis with O(1) per-tick updates.
KurtosisRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.KurtosisRTIndicator
 

L

last() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the last record component.
leafSignature(RTIndicator, Class, String) - Static method in interface com.wualabs.qtsurfer.engine.indicators.core.CacheableRTIndicator
The identity of an indicator that reads the raw stream rather than decorating another one, which is the shape of the whole OHLCV suite.
LeastSquaresMovingAverageRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages.pro
Least Squares Moving Average (LSMA) with O(1) per-tick computation.
LeastSquaresMovingAverageRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.LeastSquaresMovingAverageRTIndicator
 
LeastSquaresMovingAverageRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.LeastSquaresMovingAverageRTIndicator
 
lessOrEqual(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.PredicatePeriodCounterRTIndicator
 
lessOrEqual(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.PredicateRTIndicator
 
lessOrEqual(RTIndicator, Number, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
lessOrEqual(RTIndicator, Number, RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
lessOrEqual(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
lessOrEqual(Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
lessOrEqual(String, String, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
lessOrEqual(String, String, Number, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
lessOrEqual(String, String, Number, String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
lessThan(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.PredicatePeriodCounterRTIndicator
 
lessThan(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.PredicateRTIndicator
 
lessThan(RTIndicator, Number, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
lessThan(RTIndicator, Number, RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
lessThan(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
lessThan(Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
lessThan(String, String, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
lessThan(String, String, Number, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
lessThan(String, String, Number, String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
level() - Method in interface com.wualabs.qtsurfer.engine.core.Notice
How much attention this deserves.
level() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
Returns the value of the level record component.
level() - Method in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
Returns the value of the level record component.
lifespan() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.SpentOutput
Returns the lifespan of this output (time between creation and spending).
limit - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal.OrderKind
 
LinearRegressionSlopeRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling Linear Regression Slope with O(1) per-tick updates.
LinearRegressionSlopeRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.LinearRegressionSlopeRTIndicator
 
liquidity() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
Returns the value of the liquidity record component.
Liquidity - Enum Class in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
Which side of the order book a fill takes, for maker/taker fee routing .
LOCK_PCNT - Static variable in class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
log(RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
Transforms the input indicator by indicator.log(coefficient).
LONG - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionMode
Single-entry long pipeline: buy then sell
LONG_MULTI - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionMode
Multi-entry long pipeline: multiple buys (DCA) then sell
loss(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
loss(String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
loss(String, String, boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
LossRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Tracks negative price changes (losses) between consecutive updates.
LossRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.LossRTIndicator
 
LossRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.LossRTIndicator
 
low() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the low record component.
low() - Method in interface com.wualabs.qtsurfer.engine.core.MarketSnapshot
 
low() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the low record component.
low() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the low record component.
low(BigDecimal) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
Low - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.KlineValueSource
 
Low - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 

M

m1 - Enum constant in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
 
m1 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator.WindowTime
 
m15 - Enum constant in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
 
m3 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator.WindowTime
 
m30 - Enum constant in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
 
m5 - Enum constant in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
 
m5 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator.WindowTime
 
macd() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
MACD (12/26) of this group's default source, registered as "macd".
macd(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
MACD (12/26) of this group's default source.
macd(String, int, int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
macd(String, String, int, int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
MACD of another registered indicator.
MacdRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum
MACD RTIndicator
MacdRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.MacdRTIndicator
 
MacdRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.MacdRTIndicator
 
MacdRTIndicator(RTIndicator, int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.MacdRTIndicator
 
MAKER - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.Liquidity
 
MakerTakerFeeModel - Class in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
A FeeModel charging a different rate depending on whether the fill made or took liquidity.
MakerTakerFeeModel(double, double) - Constructor for class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.MakerTakerFeeModel
 
Marker - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.StrategyEventType
 
MarkerSignal - Class in com.wualabs.qtsurfer.engine.strategy.event.signal
 
MarkerSignal(Strategy, Instrument) - Constructor for class com.wualabs.qtsurfer.engine.strategy.event.signal.MarkerSignal
 
market - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal.OrderKind
 
MARKET_DATA_SOURCE_FAILED - Static variable in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
Raised when the market-data subscription terminates with an error.
marketCap() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
Returns the value of the marketCap record component.
MarketDataSource - Enum Class in com.wualabs.qtsurfer.engine.core
Enum of managed market data sources
marketDataSourceFailed(String, Throwable) - Static method in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
Market data sources - Section in package com.wualabs.qtsurfer.engine.indicators.helpers
 
MarketHintSignal - Class in com.wualabs.qtsurfer.engine.strategy.event.signal
Market hint signal
MarketHintSignal(Strategy, MarketHintSignal.Kind, Instrument, Number) - Constructor for class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
MarketHintSignal.Kind - Enum Class in com.wualabs.qtsurfer.engine.strategy.event.signal
 
MarketHintSignal.OrderKind - Enum Class in com.wualabs.qtsurfer.engine.strategy.event.signal
 
MarketSnapshot - Interface in com.wualabs.qtsurfer.engine.core
Immutable primitive view over a market data point (ticker or kline).
MarketSnapshotValueSource - Interface in com.wualabs.qtsurfer.engine.indicators.core
Common supertype for the scalar field selectors of the sealed market snapshot hierarchy: TickerValueSource (ticker fields incl. bid/ask/vwap) and KlineValueSource (kline OHLCV + trade stats).
MassIndexRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volatility.pro
Mass Index with O(1) per-tick computation.
MassIndexRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volatility.pro.MassIndexRTIndicator
 
MassIndexRTIndicator(int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.volatility.pro.MassIndexRTIndicator
 
max() - Method in record class com.wualabs.qtsurfer.engine.core.PropertyHints
Returns the value of the max record component.
max() - Element in annotation interface com.wualabs.qtsurfer.engine.strategy.StrategyProperty
Optional sweep/range hint: suggested maximum value.
max(RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.BiFunctionRTIndicator
 
max(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
Transforms the input indicator by indicator.max(coefficient).
max(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
max(String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
MaxDrawdownRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Rolling Maximum Drawdown with O(1) per-tick updates.
MaxDrawdownRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.MaxDrawdownRTIndicator
 
MaxRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Max value RT Indicator.
MaxRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.MaxRTIndicator
 
MaxRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.MaxRTIndicator
 
MaxRTIndicator(int, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.MaxRTIndicator
 
MaxRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.MaxRTIndicator
 
McGinleyDynamicRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages.pro
McGinley Dynamic with O(1) per-tick computation.
McGinleyDynamicRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.McGinleyDynamicRTIndicator
 
McGinleyDynamicRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.McGinleyDynamicRTIndicator
 
MemoryStateStore - Class in com.wualabs.qtsurfer.engine.core.state
KV on memory State store implementation
MemoryStateStore() - Constructor for class com.wualabs.qtsurfer.engine.core.state.MemoryStateStore
 
message() - Method in interface com.wualabs.qtsurfer.engine.core.Notice
Human-readable explanation, safe to show to a strategy author: it should say what is wrong and what to do about it, without assuming access to engine internals or logs.
message() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
Returns the value of the message record component.
message() - Method in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
Returns the value of the message record component.
mfi() - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
Money Flow Index over 14 periods, registered as "mfi14".
mfi(int) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
 
mfi(String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
MFI — output is [0, 100], hence DisplayHint.PERCENT.
MfiRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volume.pro
Money Flow Index (MFI) with O(1) amortized per-tick computation.
MfiRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.MfiRTIndicator
 
MfiRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.MfiRTIndicator
 
millis() - Method in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
 
min() - Method in record class com.wualabs.qtsurfer.engine.core.PropertyHints
Returns the value of the min record component.
min() - Element in annotation interface com.wualabs.qtsurfer.engine.strategy.StrategyProperty
Optional sweep/range hint: suggested minimum value.
min(RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.BiFunctionRTIndicator
 
min(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
Transforms the input indicator by indicator.min(coefficient).
min(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
min(String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
MIN_GAIN - Static variable in class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
MIN_PCNT - Static variable in class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
MinRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Min value RT Indicator.
MinRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.MinRTIndicator
 
MinRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.MinRTIndicator
 
MinRTIndicator(int, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.MinRTIndicator
 
MinRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.MinRTIndicator
 
minus(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
Transforms the input indicator by indicator.minus(coefficient).
MmaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages
Modified moving average RT Indicator
MmaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.MmaRTIndicator
 
MmaRTIndicator(int, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.MmaRTIndicator
 
MomentumRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Momentum indicator with O(1) per-tick computation.
MomentumRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.MomentumRTIndicator
 
MomentumRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.MomentumRTIndicator
 
MovingAverage - Class in com.wualabs.qtsurfer.engine.indicators.statistics
MovingAverage
MovingAverage(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.MovingAverage
 
mul(RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.BiFunctionRTIndicator
 
mul(String, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
mul(String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
mul(String, String, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
mul(String, String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
MULTI_ENTRY_ENABLED - Static variable in class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
multiply(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
Transforms the input indicator by indicator.multiply(coefficient).
MVRVRatioIndicator - Class in com.wualabs.qtsurfer.engine.indicators.onchain
Market Value to Realized Value (MVRV) Ratio.
MVRVRatioIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.onchain.MVRVRatioIndicator
 

N

name() - Method in class com.wualabs.qtsurfer.engine.indicators.onchain.AdjustedSOPRIndicator
 
name() - Method in class com.wualabs.qtsurfer.engine.indicators.onchain.MVRVRatioIndicator
 
name() - Method in class com.wualabs.qtsurfer.engine.indicators.onchain.NVTRatioIndicator
 
name() - Method in interface com.wualabs.qtsurfer.engine.indicators.onchain.OnChainIndicator
Returns the indicator name.
name() - Method in class com.wualabs.qtsurfer.engine.indicators.onchain.SOPRIndicator
 
name() - Element in annotation interface com.wualabs.qtsurfer.engine.strategy.StrategyProperty
Config key.
name(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicatorBuilder
 
name(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 
name(String) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfigBuilder
 
NAME - Static variable in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
Optional user-facing label (Bol1), distinct from the lookup name.
NAME - Static variable in class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
Nameable - Interface in com.wualabs.qtsurfer.engine.core
Allows get/setting an object's name
Named - Interface in com.wualabs.qtsurfer.engine.core
Allows getting an object's name
namedIndicators() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
Every registered indicator paired with the name it was registered under, hidden ones included.
NatrRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volatility.pro
Normalized Average True Range (NATR) with O(1) per-tick computation.
NatrRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.volatility.pro.NatrRTIndicator
 
NegativeVolumeIndexRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volume.pro
Negative Volume Index (NVI) with O(1) per-tick computation.
NegativeVolumeIndexRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.NegativeVolumeIndexRTIndicator
 
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.SmaRTIndicator
Non-periodic (2-period) SMA: simple average of previous and new values.
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableIncrementalRTIndicator
 
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractEmaRTIndicator
Computes the exponential moving average using the standard EMA formula: EMA = prevEMA + alpha * (newValue - prevEMA).
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
Computes the next indicator value from the previous and new input values.
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.GainRTIndicator
Computes the gain between consecutive values.
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.LossRTIndicator
Computes the loss between consecutive values.
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.MaxRTIndicator
Non-windowed mode (periods == 0): all-time running maximum.
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.MinRTIndicator
Non-windowed mode (periods == 0): all-time running minimum.
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
Fires change notifications (if events are enabled) before delegating to the parent's nextValue computation.
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PeriodCounterRTIndicator
 
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.RateChangeRTIndicator
Computes the rate of change as (newValue - prevValue) / |prevValue|.
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
Computes the RSI value using the standard formula: RSI = 100 - (100 / (1 + RS)), where RS (Relative Strength) = averageGain / averageLoss.
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.StochasticRsiRTIndicator
Computes the Stochastic RSI using the formula: StochRSI = 100 * (RSI - minRSI) / (maxRSI - minRSI).
nextValue(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.VarianceRTIndicator
Non-periodic (2-period) variance: running average of squared deviations.
nextValue(RTIndicator, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PercentVolatilityRTIndicator
Computes the absolute percent change between consecutive values, applies the amplification factor, and feeds the result into the averaging indicator.
nextValue(RTIndicator, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.VolatilityRTIndicator
Computes the volatility signal: feeds 1 (changed) or 0 (unchanged) into the averaging indicator and scales the result to a percentage.
NONE - Static variable in record class com.wualabs.qtsurfer.engine.core.PropertyHints
Shared instance representing the absence of any hint.
NOOP - Static variable in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
A no-op callback that silently ignores all execution events.
NoSlippage - Class in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
The DEFAULT SlippageModel: returns the signal price unchanged — reproducing today's zero-slippage fills byte-for-byte.
NoSlippage() - Constructor for class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.NoSlippage
 
notEqual(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.PredicatePeriodCounterRTIndicator
 
notEqual(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.PredicateRTIndicator
 
notEqual(RTIndicator, Number, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
notEqual(RTIndicator, Number, RTIndicator, RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
notEqual(RTIndicator, Number, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
 
notEqual(Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
 
notEqual(String, String, Number) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
notEqual(String, String, Number, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
notEqual(String, String, Number, String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
Notice - Interface in com.wualabs.qtsurfer.engine.core
A diagnostic the engine raises about how a run is wired or behaving — something the caller should know that is not an exception and not a market event.
NOTICE - Enum constant in enum class com.wualabs.qtsurfer.engine.core.Notice.Level
Worth knowing; the result is still valid.
Notice.Level - Enum Class in com.wualabs.qtsurfer.engine.core
Severity, ordered least to most serious.
notifyOnChange(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
Broadcasts the value change to all registered listeners, resolving the state store exactly once per event and handing it to each listener directly, so a listener body is its logic — no factory unwrapping.
notifyOnChange(StateStore, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
Broadcasts with a store the caller already resolved, so an event that had to write state itself does not resolve twice.
now() - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
numberOfTrades() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the numberOfTrades record component.
numberOfTrades(long) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
NumberOfTrades - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.KlineValueSource
 
NVTRatioIndicator - Class in com.wualabs.qtsurfer.engine.indicators.onchain
Network Value to Transactions (NVT) Ratio.
NVTRatioIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.onchain.NVTRatioIndicator
 

O

obv(String) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
On-Balance Volume — volume-denominated, hence DisplayHint.VOLUME.
ObvRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volume.pro
On Balance Volume (OBV) with O(1) per-tick computation.
ObvRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.ObvRTIndicator
 
of(double, double, double) - Static method in record class com.wualabs.qtsurfer.engine.core.PropertyHints
Builds a PropertyHints, normalizing to the shared PropertyHints.NONE instance when no hint is present (all three values absent).
of(Config) - Static method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
of(Kline) - Static method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
 
of(Ticker) - Static method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Primitive view of the engine-owned canonical Ticker.
of(RTIndicator) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicatorBuilder
 
of(RTIndicator) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 
of(RTIndicator...) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundRTIndicator
 
of(TaLibRTIndicatorAdapter.TaLibFunction, int) - Static method in class com.wualabs.qtsurfer.engine.indicators.talib.TaLibRTIndicatorAdapter
Creates an adapter wrapping a TA-Lib batch function.
of(Number, Asset) - Static method in interface com.wualabs.qtsurfer.engine.core.value.Amount
 
of(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 
of(String, boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicatorBuilder
 
of(String, boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 
of(Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConstantRTIndicator
 
of(Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.ValueRTIndicator
 
of(String) - Static method in record class com.wualabs.qtsurfer.engine.core.Asset
 
of(String, String) - Static method in interface com.wualabs.qtsurfer.engine.core.instrument.Instrument
A spot instrument.
of(String, String, String) - Static method in interface com.wualabs.qtsurfer.engine.core.instrument.Instrument
A perpetual contract.
of(String, String, String, LocalDate) - Static method in interface com.wualabs.qtsurfer.engine.core.instrument.Instrument
A dated delivery contract.
of(BigDecimal, Asset) - Static method in interface com.wualabs.qtsurfer.engine.core.value.Amount
 
of(Collection) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundRTIndicator
 
of(Function, int) - Static method in class com.wualabs.qtsurfer.engine.indicators.ta4j.RTIndicatorAdapter
Creates an adapter with a factory function, supporting RTIndicatorAdapter.reset().
of(Indicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.ta4j.RTIndicatorAdapter
Convenience method for an already-constructed indicator.
OmegaRatioRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Rolling Omega Ratio with O(1) per-tick updates.
OmegaRatioRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.OmegaRatioRTIndicator
 
on(InstrumentGroupRTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
 
OnChainIndicator - Interface in com.wualabs.qtsurfer.engine.indicators.onchain
Interface for on-chain indicators that compute metrics from blockchain data.
OnChainSnapshot - Record Class in com.wualabs.qtsurfer.engine.indicators.onchain.model
Aggregated on-chain data for a specific point in time (block or daily).
OnChainSnapshot(Instant, List, double, double, double) - Constructor for record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
Creates an instance of a OnChainSnapshot record class.
onChange(StateStore, double, double) - Method in interface com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator.OnChangeListener
Fired on a value change with the resolved StateStore directly — never a factory to unwrap.
onChangeListener(OnChangeRTIndicator.OnChangeListener) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 
OnChangeRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Incremental indicator that fires change notifications to registered listeners whenever its value changes.
OnChangeRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
 
OnChangeRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
 
OnChangeRTIndicator.OnChangeListener - Interface in com.wualabs.qtsurfer.engine.indicators.helpers
 
onComplete(ExecutionResult, ExecutionResult, Amount) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
Handles a completed buy-sell cycle by recording the yield amount and emitting a yield event for downstream consumers (metrics, UI).
onComplete(ExecutionResult, ExecutionResult, Amount) - Method in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
 
ONE - Static variable in class com.wualabs.qtsurfer.engine.indicators.numeric.ConstantRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.WmaRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractWindowSeriesRTIndicator
Called when the window evicts the oldest value.
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.HurstExponentRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.KurtosisRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.LinearRegressionSlopeRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.InformationRatioRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SharpeRatioRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SimpleLinearRegressionRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SkewnessRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ValueAtRiskRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.VarianceRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.GarmanKlassVolatilityRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.ParkinsonVolatilityRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RealizedVolatilityRTIndicator
 
onEvict(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RogersSatchellVolatilityRTIndicator
 
onFailedBuy(ExecutionResult) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
onFailedBuy(ExecutionResult) - Method in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
 
onFailedSell(ExecutionResult) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
onFailedSell(ExecutionResult) - Method in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
 
onFilledBuy(ExecutionResult) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
Records a filled buy execution and emits a chart marker signal (green arrow) for visualization in the trading UI.
onFilledBuy(ExecutionResult) - Method in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
 
onFilledSell(ExecutionResult) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
onFilledSell(ExecutionResult) - Method in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
 
onPartialBuy(ExecutionResult) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
onPartialBuy(ExecutionResult) - Method in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
 
onPartialSell(ExecutionResult) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
onPartialSell(ExecutionResult) - Method in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
 
onPositionUpdated(PositionSnapshot) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
onPositionUpdated(PositionSnapshot) - Method in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.WmaRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractWindowSeriesRTIndicator
Called after window is cleared.
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.CciRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.HurstExponentRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.KurtosisRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.LinearRegressionSlopeRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.InformationRatioRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SharpeRatioRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SimpleLinearRegressionRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SkewnessRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ValueAtRiskRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.VarianceRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.GarmanKlassVolatilityRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.ParkinsonVolatilityRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RealizedVolatilityRTIndicator
 
onReset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RogersSatchellVolatilityRTIndicator
 
onRollingWindow(double) - Method in class com.wualabs.qtsurfer.engine.core.state.WindowSeriesStore
Call back with discarded first value from buffer;
onRollingWindow(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.MovingAverage
Called when the oldest value is evicted from the window.
onStopLossCancelled(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
onStopLossCancelled(Instrument) - Method in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
Called when an active stop-loss order has been cancelled (e.g., before a manual sell).
onStopLossPlaced(Instrument, String, BigDecimal) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
onStopLossPlaced(Instrument, String, BigDecimal) - Method in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
Called when a stop-loss order has been successfully placed on the exchange.
onStopLossTriggered(Instrument, ExecutionResult) - Method in class com.wualabs.qtsurfer.engine.strategy.execution.AbstractExecutionCallback
 
onStopLossTriggered(Instrument, ExecutionResult) - Method in interface com.wualabs.qtsurfer.engine.strategy.execution.ExecutionCallback
Called when a stop-loss order has been triggered (filled) by the exchange.
open() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the open record component.
open() - Method in interface com.wualabs.qtsurfer.engine.core.MarketSnapshot
 
open() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the open record component.
open() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the open record component.
open(BigDecimal) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
Open - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.KlineValueSource
 
Open - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
OPEN - Enum constant in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
 
openTime() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the openTime record component.
openTime(long) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
OPSMeter - Class in com.wualabs.qtsurfer.common.util
Lightweight operations-per-second meter.
OPSMeter(String) - Constructor for class com.wualabs.qtsurfer.common.util.OPSMeter
 
OrderSide - Enum Class in com.wualabs.qtsurfer.engine.core
Canonical order side (direction) for the engine domain.
OrderStatus - Enum Class in com.wualabs.qtsurfer.engine.core
Canonical order status for the engine domain.
outputCurrency - Variable in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
overrideTimestamp(AbstractStrategyEvent) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Replaces the event's wall-clock timestamp with the last market data timestamp during backtesting, ensuring time-consistent replay.

P

ParabolicSarRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.trend.pro
Parabolic SAR (Stop and Reverse) with O(1) per-tick computation.
ParabolicSarRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
 
ParabolicSarRTIndicator(double, double) - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
 
ParkinsonVolatilityRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility
Parkinson Volatility estimator with O(1) per-tick updates.
ParkinsonVolatilityRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.ParkinsonVolatilityRTIndicator
 
parse(String) - Static method in interface com.wualabs.qtsurfer.engine.core.instrument.Instrument
Parses a CCXT symbol back into the variant it denotes.
PARTIALLY_FILLED - Enum constant in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
 
PENDING_NEW - Enum constant in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
 
PERCENT - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.DisplayHint
A percentage — historically the "%" name suffix; plots on a percentage axis.
percentageChange() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the percentageChange record component.
percentageChange() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the percentageChange record component.
percentChange(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
percentChange(String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PercentChange - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
PercentChangePeriodRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Calculates the percent change over periods tracked by a PeriodCounter indicator.
PercentChangePeriodRTIndicator(PeriodCounterRTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.PercentChangePeriodRTIndicator
 
PercentChangePeriodRTIndicator(T) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.PercentChangePeriodRTIndicator
 
PercentVolatilityRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Volatility indicator that measures percent price changes between updates, averaged via a smoothing indicator.
PercentVolatilityRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.PercentVolatilityRTIndicator
 
PercentVolatilityRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.PercentVolatilityRTIndicator
 
periodCount(String, String, Predicate) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PeriodCounter - Interface in com.wualabs.qtsurfer.engine.core
Interface for a period counter
PeriodCounterRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Incremental indicator that counts the number of consecutive periods (updates).
PeriodCounterRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.PeriodCounterRTIndicator
 
PerpetualInstrument - Record Class in com.wualabs.qtsurfer.engine.core.instrument
A perpetual contract — a derivative with no expiry: BTC/USDT:USDT when margined in the quote currency, BTC/USD:BTC when margined in the base.
PerpetualInstrument(String, String, String) - Constructor for record class com.wualabs.qtsurfer.engine.core.instrument.PerpetualInstrument
Creates an instance of a PerpetualInstrument record class.
plus(RTIndicator, Number) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
Transforms the input indicator by indicator.plus(coefficient).
PositionSnapshot - Class in com.wualabs.qtsurfer.engine.strategy.execution
Immutable snapshot of an aggregated multi-entry position
PositionSnapshot(Instrument, BigDecimal, BigDecimal, BigDecimal, int, List) - Constructor for class com.wualabs.qtsurfer.engine.strategy.execution.PositionSnapshot
 
predicate(String, String, Predicate) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PredicatePeriodCounterRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Allow count/reset based on a predicate
PredicatePeriodCounterRTIndicator(RTIndicator, Predicate) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.PredicatePeriodCounterRTIndicator
 
PredicateRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.numeric
Allow to apply a predicate function to update or not from a RTIndicator
PredicateRTIndicator(RTIndicator, Predicate) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.PredicateRTIndicator
 
PREFIX_ADD - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_BOLLINGER - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_CCI - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_CLAMP - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_DIFF - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_DIST - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_EMA - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_GAIN - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_HIDDEN - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_LOSS - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_MACD - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_MAX - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_MIN - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_MUL - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_RATE_CHANGE - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_ROUND - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_RSI - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_SMA - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_STOCH_RSI - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_SUM - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
PREFIX_WINDOW - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
prevNextValue(double) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
Invokes AbstractIncrementalRTIndicator.nextValue(double, double) with the current previous value and saves the raw input as lastUpdateValue for the next iteration.
price() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
Returns the value of the price record component.
price() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
Returns the value of the price record component.
Primary interface - Section in package com.wualabs.qtsurfer.engine.indicators.core
 
PRIVATE_PREFIX - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
Pro - Class in com.wualabs.qtsurfer.engine.indicators.pro
Fluent factories for the paid-tier indicators, hung off an existing group:
PropertyHints - Record Class in com.wualabs.qtsurfer.engine.core
Optional numeric range hints for a PropertyInfo: a suggested minimum, maximum and step for the property value.
PropertyHints(double, double, double) - Constructor for record class com.wualabs.qtsurfer.engine.core.PropertyHints
Creates an instance of a PropertyHints record class.
PropertyInfo - Interface in com.wualabs.qtsurfer.engine.core
Defines a property metadata
put(String, Object) - Method in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
Sets one metadata entry.
PvtRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volume.pro
Price Volume Trend (PVT) with O(1) per-tick computation.
PvtRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.PvtRTIndicator
 

Q

quote() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
Returns the value of the quote record component.
quote() - Method in interface com.wualabs.qtsurfer.engine.core.instrument.Instrument
Quote currency, e.g.
quote() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.PerpetualInstrument
Returns the value of the quote record component.
quote() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.SpotInstrument
Returns the value of the quote record component.
QUOTE - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.backtest.FeeLeg
The fee is always charged in the QUOTE asset on both sides (amount * price * rate) — the convention for perpetual/derivatives venues (USDT-settled) and for simplified cash-PnL backtests.
quoteVolume() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the quoteVolume record component.
quoteVolume() - Method in interface com.wualabs.qtsurfer.engine.core.MarketSnapshot
 
quoteVolume() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the quoteVolume record component.
quoteVolume() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the quoteVolume record component.
quoteVolume(BigDecimal) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 

R

raiseNotice(Notice) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
Records a diagnostic about this strategy, keeping the first occurrence of each Notice.key(): a condition seen again is the same problem, not a new one, and the first sighting is the informative one.
raiseNotice(IndicatorNotice) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
Records a notice, keeping only the first occurrence per (code, indicator) pair.
rate(FeeContext) - Method in interface com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeModel
Returns the decimal fee rate to charge for the given fill context.
rate(FeeContext) - Method in class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FixedFeeModel
 
rate(FeeContext) - Method in class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.MakerTakerFeeModel
 
rate1h() - Method in record class com.wualabs.qtsurfer.engine.core.FundingRate
Returns the value of the rate1h record component.
rate8h() - Method in record class com.wualabs.qtsurfer.engine.core.FundingRate
Returns the value of the rate8h record component.
rateChange(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
rateChange(String, String, boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
RateChangeRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Gets the rate of change of an RTIndicator between updates
RateChangeRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.RateChangeRTIndicator
 
ReadOnlyRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.numeric
Avoids update the wrapped RTIndicator
ReadOnlyRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.ReadOnlyRTIndicator
 
realizedCap() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
Returns the value of the realizedCap record component.
RealizedVolatilityRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility
Rolling Realized Volatility with O(1) per-tick updates.
RealizedVolatilityRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RealizedVolatilityRTIndicator
 
RECEIVED - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.backtest.FeeLeg
Default.
reflected() - Element in annotation interface com.wualabs.qtsurfer.engine.strategy.StrategyProperty
true: injected into the field (through its setter when there is one); false: map-only.
registerPropertyInfo(PropertyInfo) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
registerPropertyInfo(String, String, Class) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
registerPropertyInfo(String, String, Class, String) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
registerPropertyInfo(String, String, Class, String, boolean) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
RelativeVigorIndexRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Relative Vigor Index (RVI) with O(1) per-tick computation.
RelativeVigorIndexRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RelativeVigorIndexRTIndicator
 
RelativeVigorIndexRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RelativeVigorIndexRTIndicator
 
RelativeVolatilityIndexRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volatility.pro
Relative Volatility Index (RVI) — RSI applied to standard deviation instead of price.
RelativeVolatilityIndexRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volatility.pro.RelativeVolatilityIndexRTIndicator
 
RelativeVolatilityIndexRTIndicator(int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.volatility.pro.RelativeVolatilityIndexRTIndicator
 
remove(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Unregisters an indicator and hands back the instance that was doing the work.
remove(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
removeOnChangeListener(OnChangeRTIndicator.OnChangeListener) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
 
REPLACED - Enum constant in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
 
Request - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.StrategyEventType
 
requiresBarData() - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RichRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AcceleratorOscillatorRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AwesomeOscillatorRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BalanceOfPowerRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BullBearPowerRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RelativeVigorIndexRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.UltimateOscillatorRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.WilliamsRRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.AtrRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.ChoppinessIndexRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.MassIndexRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.NatrRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.AdlRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ChaikinOscillatorRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.CmfRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.EaseOfMovementRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ElderForceIndexRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.KlingerOscillatorRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.MfiRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.NegativeVolumeIndexRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ObvRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.PvtRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
requiresBarData() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.VwapRTIndicator
Whether this indicator's result is only meaningful over per-bar OHLCV data.
reset() - Method in class com.wualabs.qtsurfer.common.util.OPSMeter
 
reset() - Method in interface com.wualabs.qtsurfer.engine.core.Resettable
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.HmaRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.KamaRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.AlmaRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.DemaRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.EnvelopesRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.FramaRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.LeastSquaresMovingAverageRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.McGinleyDynamicRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.SmaRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.TemaRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerPercentBRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableIncrementalRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractWindowSeriesRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.CountRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundTickerRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Resets every indicator in this group in place, mirroring InstrumentGroupRTIndicator.setClockSupplier(Supplier).
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
Resets every child indicator in place, mirroring InstrumentMapRTIndicator.setClockSupplier(Supplier).
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.MaxRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.MinRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.MacdRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AcceleratorOscillatorRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AdaptiveFisherTransformRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AwesomeOscillatorRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BullBearPowerRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ChandeForecastOscillatorRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CmoRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ConnorsRsiRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CoppockCurveRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.DetrendedPriceOscillatorRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.FisherTransformRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.KnowSureThingRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.MomentumRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RelativeVigorIndexRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RocRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.TrixRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.TrueStrengthIndexRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.UltimateOscillatorRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.WilliamsRRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.StochasticRsiRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.MovingAverage
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.AutocorrelationRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.BetaRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CorrelationRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CovarianceRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.CalmarRatioRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.MaxDrawdownRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.OmegaRatioRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SortinoRatioRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TailRatioRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.UlcerIndexRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.RollingPercentileRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.StandardDeviationRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.EwmaVolatilityRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.YangZhangVolatilityRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ZScoreRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.StandardDeviationRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.VarianceRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.ta4j.RTIndicatorAdapter
Resets the adapter by rebuilding the bar series and re-applying the indicator factory.
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.talib.TaLibRTIndicatorAdapter
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.EfficiencyRatioRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.AtrRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.ChoppinessIndexRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.MassIndexRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.NatrRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.RelativeVolatilityIndexRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.AdlRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ChaikinOscillatorRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.CmfRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.EaseOfMovementRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ElderForceIndexRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.KlingerOscillatorRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.MfiRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.NegativeVolumeIndexRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ObvRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.PvtRTIndicator
 
reset() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.VwapRTIndicator
 
reset(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
reset(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
reset(Instrument) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
reset(String...) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
reset(String) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
Resets the value at the given key based on its type: AtomicInteger and AtomicDouble are set to 0, Boolean values are unset (set to false).
resetPeriods() - Method in interface com.wualabs.qtsurfer.engine.core.PeriodCounter
 
resetPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PeriodCounterRTIndicator
 
resetPeriods() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PredicatePeriodCounterRTIndicator
 
resetPeriodsOnSustain(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.GainRTIndicator
 
resetPeriodsOnSustain(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.LossRTIndicator
 
Resettable - Interface in com.wualabs.qtsurfer.engine.core
 
resolve(Object) - Static method in enum class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.Liquidity
Resolves the liquidity hint from a signal property value, defaulting to Liquidity.TAKER when absent (byte-identical to the pre-P3 hardcoded routing) or of an unexpected type.
resolvePending(MarketHintSignal, Ticker) - Method in interface com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FillPolicy
Resolves the price at which a queued (non-immediate) signal fills against the given ticker, or null if it does not resolve yet.
resolvePending(MarketHintSignal, Ticker) - Method in class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.ImmediateFill
 
RichRTIndicator<T> - Interface in com.wualabs.qtsurfer.engine.indicators.core
Real-time indicator that consumes a full MarketSnapshot rather than a single scalar value.
risk() - Method in class com.wualabs.qtsurfer.engine.strategy.ExecutionConfig
The risk guards, enforced identically live and in backtest.
RiskConfig - Class in com.wualabs.qtsurfer.engine.strategy
The risk half of an ExecutionConfig: 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.
RiskConfig() - Constructor for class com.wualabs.qtsurfer.engine.strategy.RiskConfig
 
ro() - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RTIndicator
 
RocRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Rate of Change (ROC) with O(1) per-tick computation.
RocRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RocRTIndicator
 
RocRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RocRTIndicator
 
RogersSatchellVolatilityRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility
Rogers-Satchell Volatility estimator with O(1) per-tick updates.
RogersSatchellVolatilityRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RogersSatchellVolatilityRTIndicator
 
RollingPercentileRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling Percentile with O(n) per-tick updates via sorted insertion.
RollingPercentileRTIndicator(int, double) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.RollingPercentileRTIndicator
 
round(String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
round(String, String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
RoundRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.numeric
Round RTIndicator
RoundRTIndicator(RTIndicator, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.RoundRTIndicator
 
rsi(int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
rsi(int, boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
rsi(String, int, boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
RsiRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum
RSI RTIndicator
RsiRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
 
RsiRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
 
RsiRTIndicator(int, boolean) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
 
RsiRTIndicator(int, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
 
RsiRTIndicator(int, RTIndicator, boolean) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
Creates an RSI indicator with configurable averaging method.
RTIndicator - Interface in com.wualabs.qtsurfer.engine.indicators.core
Interface for a Real Time Indicator.
RTINDICATOR_PRICE - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
RTIndicatorAdapter - Class in com.wualabs.qtsurfer.engine.indicators.ta4j
Adapts a TA4j indicator to a RTIndicator.
RTIndicatorSource<T> - Interface in com.wualabs.qtsurfer.engine.indicators.core
 

S

s1 - Enum constant in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
 
s1 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator.WindowTime
 
s10 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator.WindowTime
 
s30 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator.WindowTime
 
s5 - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator.WindowTime
 
sell - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal.Kind
 
SELL - Enum constant in enum class com.wualabs.qtsurfer.engine.core.OrderSide
 
SellSignal - Class in com.wualabs.qtsurfer.engine.strategy.event.signal
Sell hint signal
SellSignal(Strategy, Instrument, Number) - Constructor for class com.wualabs.qtsurfer.engine.strategy.event.signal.SellSignal
 
set(String, Object...) - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
set(Object, Supplier) - Static method in interface com.wualabs.qtsurfer.engine.core.ClockAware
 
set(String) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
set(String, boolean) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
set(String, Object) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfigBuilder
 
setAll(Map) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfigBuilder
 
setBacktestEnabled(boolean) - Method in interface com.wualabs.qtsurfer.engine.core.backtest.Backtestable
 
setBacktestEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapFundingRateSourceRTIndicator
 
setBacktestEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapKlineSourceRTIndicator
 
setBacktestEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapTickerSourceRTIndicator
 
setBlacklistedCurrencies(List) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
Reflection bridge for the property system.
setBlacklistedCurrencies(List) - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyCurrencyFilter
 
setBuyFeeRate(double) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Resolved BUY-side fee rate, charged in the BASE asset on buys.
setClockSupplier(Supplier) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundRTIndicator
 
setClockSupplier(Supplier) - Method in interface com.wualabs.qtsurfer.engine.core.ClockAware
 
setClockSupplier(Supplier) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableIncrementalRTIndicator
 
setClockSupplier(Supplier) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundTickerRTIndicator
 
setClockSupplier(Supplier) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
setClockSupplier(Supplier) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
setClockSupplier(Supplier) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
 
setCurrencyFilter(StrategyCurrencyFilter) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
setDelayUpdates(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
 
setEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
setEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
 
setEnabled(boolean) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
setEnableEvents(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
 
setEnableEvents(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
 
setEnableIndicatorsSignals(boolean) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
setExecutionCallback(ExecutionCallback) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
setExecutionMode(ExecutionMode) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
setFakeExecution(boolean) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
 
setFeeLeg(FeeLeg) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Which leg of the pair fees are charged on.
setFeeModel(FeeModel) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Pluggable fee model.
setFeeRate(double) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Sets the shared fee rate, fanning out to BOTH sides (single-rate back-compat: buy == sell == feeRate).
setFillPolicy(FillPolicy) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Pluggable fill-timing policy.
setFlags(OrderFlag...) - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
setFunding(double) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
 
setIndicatorBankSession(IndicatorBank.Session) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
This strategy instance's view of a sweep's indicator memoization bank, or null — which is every case except a batch of backtest runs over one dataset.
setLastEventTimestamp(long) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
setMaxConcurrentPositions(int) - Method in class com.wualabs.qtsurfer.engine.strategy.RiskConfig
How many instruments the strategy may hold a funded position in at once. 0 (the default) means no cap.
setMaxConsecutiveLosses(int) - Method in class com.wualabs.qtsurfer.engine.strategy.RiskConfig
How many consecutive losing cycles trip the re-entry guard. 0 (the default) disables the streak trigger; 1 means a single losing cycle trips it.
setMaxDailyLoss(double) - Method in class com.wualabs.qtsurfer.engine.strategy.RiskConfig
How much realised, post-fee loss the strategy may take in one UTC day of engine clock before new entries are refused, as a positive amount in the output currency. 0 (the default) means no cap.
setMaxTries(int) - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
setMinGain(double) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
setMultiEntryEnabled(boolean) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
Backward-compatible setter: maps the legacy multiEntryEnabled config property to ExecutionMode.LONG_MULTI or ExecutionMode.LONG.
setName(String) - Method in class com.wualabs.qtsurfer.engine.core.AbstractNameable
 
setName(String) - Method in interface com.wualabs.qtsurfer.engine.core.Nameable
 
setOrderKind(MarketHintSignal.OrderKind) - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
setPercentAmountToLock(Double) - Method in class com.wualabs.qtsurfer.engine.strategy.ExecutionConfig
 
setPercentGain(double) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
Sets the minimum percent gain threshold and precomputes the multiplier used to evaluate whether a trade meets the gain requirement.
setPeriods(int) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
 
setPriceScale(int) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
 
setProperty(PropertyInfo, Object) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
setProperty(String, Object) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
setProperty(String, Object) - Method in interface com.wualabs.qtsurfer.engine.strategy.Strategy
 
setReentryCooldownMs(long) - Method in class com.wualabs.qtsurfer.engine.strategy.RiskConfig
How long, in milliseconds of engine clock, new entries stay blocked after the losing cycle that tripped the guard. 0 (the default) means no cooldown.
setReentryResetCondition(BooleanSupplier) - Method in class com.wualabs.qtsurfer.engine.strategy.RiskConfig
Optional macro-reset seam: while set, a tripped guard stays tripped until this returns true — ScalpingV2's "fail" state, which only clears on a full macro-cycle reset.
setSellFeeRate(double) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Resolved SELL-side fee rate, charged in the QUOTE asset on sells.
setSellPercent(double) - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
 
setSlippageModel(SlippageModel) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Pluggable slippage model.
setState(String, T) - Method in class com.wualabs.qtsurfer.engine.core.state.MemoryStateStore
Sets a state value for the given key.
setState(String, T) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
setStateStoreProvider(StateStoreProvider) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Injects the backend behind this strategy's per-instrument state.
setStateStoreSupplier(Supplier) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
Routes this indicator's state at an externally owned store, typically the one shared by every indicator of an instrument.
setStopCondition(BooleanSupplier) - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
Gates an engine-side stop (trailing or fixed) this signal arms on a strategy-supplied macro condition: the stop then fires only on a price crossing and while the predicate returns true, reproducing the ScalpingV2 "stop only in confirmed weakness" pattern as a config seam rather than per-strategy code.
setStopLimitPrice(Number) - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
Sets the limit price for a stop-limit order.
setStopPrice(Number) - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
Sets the stop-loss trigger price on this signal, allowing a BuySignal to carry stop-loss configuration so the pipeline can auto-place a stop order after the buy fills.
setTimestamp(long) - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
settle() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
Returns the value of the settle record component.
settle() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.PerpetualInstrument
Returns the value of the settle record component.
setTrailPercent(Number) - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal
Sets the trailing-stop distance as a PERCENT of the running price extreme .
setupIndicators(InstrumentGroupRTIndicator) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractKlineStrategy
 
setupIndicators(InstrumentGroupRTIndicator) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
setupIndicators(InstrumentGroupRTIndicator) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractTickerStrategy
 
setupInstrumentGroupRTIndicator(Instrument) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Creates and configures the RT indicator group for an instrument, including backtest mode propagation and subclass-specific indicator setup.
setValue(double) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
 
setValue(double) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConstantRTIndicator
 
setVolumeScale(int) - Method in class com.wualabs.qtsurfer.engine.strategy.BacktestConfig
Decimal scales for the backtest InstrumentPrecision.
setWhitelistedCurrencies(List) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
Reflection bridge for the property system.
setWhitelistedCurrencies(List) - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyCurrencyFilter
 
setWindow(WindowTimeRTIndicator) - Method in interface com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator.WindowAwareListener
Binds the window this listener was registered on.
setWindow(WindowTimeRTIndicator) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
Bound by the window when this listener is registered on it — not something a strategy calls.
SharpeRatioRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Rolling Sharpe Ratio with O(1) per-tick updates.
SharpeRatioRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SharpeRatioRTIndicator
 
SHORT - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionMode
Single-entry short pipeline: sell then buy to cover
side() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
Returns the value of the side record component.
side() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
Returns the value of the side record component.
side() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.SlippageContext
Returns the value of the side record component.
SIGNAL_KEY - Static variable in enum class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.Liquidity
Backtest-internal signal property key carrying the Liquidity a resolved pending order fills with — set on the market-order fill copy the pending-order resolver builds (MAKER for a triggered limit, absent otherwise) and read by BacktestMarketBuyExecutor/BacktestMarketSellExecutor.
signalPrice() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.SlippageContext
Returns the value of the signalPrice record component.
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.EmaRTIndicator
Periods and source chain — the smoothing factor is 2 / (periods + 1), so periods alone pins the arithmetic.
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.MmaRTIndicator
Periods and source chain — the smoothing factor is 1 / periods (goal sweep-research-engine E6).
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.averages.SmaRTIndicator
Periods, averaging mode and source chain.
signature() - Method in interface com.wualabs.qtsurfer.engine.indicators.core.CacheableRTIndicator
This instance's math identity — equal signatures must mean identical value series for identical input.
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.TickerRTIndicator
Which snapshot field is extracted, the decorated chain below it, and whether backtest mode is on .
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AcceleratorOscillatorRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AwesomeOscillatorRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BalanceOfPowerRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BullBearPowerRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RelativeVigorIndexRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.UltimateOscillatorRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.WilliamsRRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
Periods, averaging variant and source chain.
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.AtrRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.ChoppinessIndexRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.MassIndexRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.NatrRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.AdlRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ChaikinOscillatorRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.CmfRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.EaseOfMovementRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ElderForceIndexRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.KlingerOscillatorRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.MfiRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.NegativeVolumeIndexRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ObvRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.PvtRTIndicator
 
signature() - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.VwapRTIndicator
 
signatureOf(RTIndicator) - Static method in interface com.wualabs.qtsurfer.engine.indicators.core.CacheableRTIndicator
The signature of an indicator reference, seeing through a read-only view.
SimpleLinearRegressionRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Full rolling OLS regression with O(1) per-tick updates.
SimpleLinearRegressionRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SimpleLinearRegressionRTIndicator
 
size() - Method in interface com.wualabs.qtsurfer.engine.core.state.WindowSeries
 
size() - Method in class com.wualabs.qtsurfer.engine.core.state.WindowSeriesStore
 
size() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
SkewnessRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling Skewness with O(1) per-tick updates.
SkewnessRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SkewnessRTIndicator
 
SlippageContext - Record Class in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
The inputs a SlippageModel needs to adjust a signal price into an execution price.
SlippageContext(OrderSide, BigDecimal) - Constructor for record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.SlippageContext
Creates an instance of a SlippageContext record class.
SlippageModel - Interface in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
Adjusts a signal price into the price a backtest fill actually executes at .
sma(int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
sma(String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
sma(String, int, boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
sma(String, String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
SmaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages
Simple 2-period and N periods SMA RT Indicator
SmaRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.SmaRTIndicator
 
SmaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.SmaRTIndicator
 
SmaRTIndicator(int, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.SmaRTIndicator
 
SmaRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.SmaRTIndicator
 
SmmaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages.pro
Smoothed Moving Average (SMMA) — alias for the Modified Moving Average (MMA).
SmmaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.SmmaRTIndicator
 
SOPRIndicator - Class in com.wualabs.qtsurfer.engine.indicators.onchain
Spent Output Profit Ratio (SOPR).
SOPRIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.onchain.SOPRIndicator
 
SortinoRatioRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Rolling Sortino Ratio with O(1) per-tick updates.
SortinoRatioRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SortinoRatioRTIndicator
 
SOURCE - Static variable in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
The indicator another one derives from (distanceMa, percentChange, bandwidth…).
sourceBackpressure() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractFundingRateStrategy
Funding settlements are discrete facts that must not be conflated away — and the feed's low frequency makes buffering safe (unlike high-frequency tickers, which default to LATEST).
sourceBackpressure() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractKlineStrategy
Closed klines are discrete facts that must not be conflated away — and the feed's low frequency makes buffering safe (unlike high-frequency tickers, which default to LATEST).
sourceBackpressure() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Backpressure policy applied when consuming the market-data source.
sourceTag(RTIndicator) - Static method in interface com.wualabs.qtsurfer.engine.indicators.core.CacheableRTIndicator
The source-chain fragment to append to a decorating indicator's own signature.
spentAt() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.SpentOutput
Returns the value of the spentAt record component.
SpentOutput - Record Class in com.wualabs.qtsurfer.engine.indicators.onchain.model
Represents a spent transaction output (UTXO) with its USD value at creation and spending time.
SpentOutput(double, double, Instant, Instant) - Constructor for record class com.wualabs.qtsurfer.engine.indicators.onchain.model.SpentOutput
Creates an instance of a SpentOutput record class.
spentOutputs() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
Returns the value of the spentOutputs record component.
SpotInstrument - Record Class in com.wualabs.qtsurfer.engine.core.instrument
A spot pair, settled in nothing: BTC/USDT.
SpotInstrument(String, String) - Constructor for record class com.wualabs.qtsurfer.engine.core.instrument.SpotInstrument
Creates an instance of a SpotInstrument record class.
sqrt(RTIndicator) - Static method in class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
Transforms the input indicator by indicator.sqrt(coefficient).
StandardDeviationRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling standard deviation with O(1) per-tick updates.
StandardDeviationRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics
Std Deviation RT Indicator
StandardDeviationRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.StandardDeviationRTIndicator
 
StandardDeviationRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.StandardDeviationRTIndicator
 
StandardDeviationRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.StandardDeviationRTIndicator
 
StandardDeviationRTIndicator(RTIndicator, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.StandardDeviationRTIndicator
 
StateStore - Interface in com.wualabs.qtsurfer.engine.core.state
Interface for a simple KV state store
StateStoreProvider - Interface in com.wualabs.qtsurfer.engine.core.state
Supplies the StateStore that holds a strategy's state for one instrument.
stateStoreSupplier(Supplier) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Replaces the store this group hands to its windows.
stateStoreSupplier(Supplier) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 
stats - Variable in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
step() - Method in record class com.wualabs.qtsurfer.engine.core.PropertyHints
Returns the value of the step record component.
step() - Element in annotation interface com.wualabs.qtsurfer.engine.strategy.StrategyProperty
Optional sweep/range hint: suggested step/resolution.
StochasticOscillatorRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Stochastic Oscillator (%K and %D) with O(n) worst-case per-tick.
StochasticOscillatorRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
 
StochasticOscillatorRTIndicator(int, int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
 
StochasticRsiRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum
Stochastic RSI RTIndicator
StochasticRsiRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.StochasticRsiRTIndicator
 
StochasticRsiRTIndicator(int, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.StochasticRsiRTIndicator
 
StochasticRsiRTIndicator(int, RTIndicator, boolean) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.StochasticRsiRTIndicator
 
StochasticRsiRTIndicator(int, RsiRTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.StochasticRsiRTIndicator
 
stochRsi(int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Stochastic RSI over periods, registered as "stochRsi" + periods.
stochRsi(String, int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Stochastic RSI — output is [0, 100], hence DisplayHint.PERCENT.
stop - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal.OrderKind
 
STOPPED - Enum constant in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
 
stopTrailing - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal.OrderKind
 
strategy - Variable in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
 
strategy - Variable in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
Strategy - Interface in com.wualabs.qtsurfer.engine.strategy
 
StrategyCurrencyFilter - Class in com.wualabs.qtsurfer.engine.strategy
Whitelist/blacklist asset filtering with pattern matching support.
StrategyCurrencyFilter() - Constructor for class com.wualabs.qtsurfer.engine.strategy.StrategyCurrencyFilter
 
StrategyEvent - Interface in com.wualabs.qtsurfer.engine.strategy.event
Strategy event is the base interface for yields and signals
StrategyEventType - Enum Class in com.wualabs.qtsurfer.engine.strategy.event
StrategyEvent's types
StrategyNotice - Record Class in com.wualabs.qtsurfer.engine.strategy
A Notice about 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.
StrategyNotice(Notice.Level, String, String) - Constructor for record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
Creates an instance of a StrategyNotice record class.
StrategyProperty - Annotation Interface in com.wualabs.qtsurfer.engine.strategy
Declarative annotation for strategy properties.
StrategyPropertyDef - Class in com.wualabs.qtsurfer.engine.strategy
Extendable Strategy property definition
StrategyPropertyDef(String, String, TypeToken, String) - Constructor for class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
StrategyPropertyDef(String, String, TypeToken, String, boolean) - Constructor for class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
StrategyPropertyDef(String, String, TypeToken, String, boolean, PropertyHints) - Constructor for class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
StrategyPropertyDef(String, String, Class) - Constructor for class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
StrategyPropertyDef(String, String, Class, String) - Constructor for class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
StrategyPropertyDef(String, String, Class, String, boolean) - Constructor for class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
StrategySignal - Interface in com.wualabs.qtsurfer.engine.strategy.event.signal
Strategies may emit signals: eg: function result ema(price), a buy signal, a sell signal (optimistic yield) etc
StrategyStats - Class in com.wualabs.qtsurfer.engine.strategy
Manages strategy stats and performance
StrategyStats(Strategy) - Constructor for class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
StrategyYield - Interface in com.wualabs.qtsurfer.engine.strategy.event.yield
Represents a yield result from a Strategy
SUBFIX_BANDWIDTH - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Bandwidth name suffix — a structural disambiguator (the band's own name), not a display hint.
SUBFIX_BOLLINGER_LOWER - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
SUBFIX_BOLLINGER_UPPER - Static variable in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
subscribeSource(Observable) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Subscribes to a market data source under supervision.
subscribeSource(Observable) - Method in interface com.wualabs.qtsurfer.engine.strategy.SubscriptionStrategy
 
SubscriptionStrategy<T> - Interface in com.wualabs.qtsurfer.engine.strategy
Defines a subscription to a stream of updates of type T
sum(String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
sum(String, String) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
SumRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.numeric
Accumulating indicator that maintains a running sum of all values produced by the decorated indicator.
SumRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.SumRTIndicator
 
superTrend(String) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
SuperTrend with the standard (10, 3.0) parameters.
superTrend(String, int, double) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
 
SuperTrendRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.trend.pro
SuperTrend indicator with O(1) per-tick computation.
SuperTrendRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
SuperTrendRTIndicator(int, double) - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
Supporting interfaces - Section in package com.wualabs.qtsurfer.engine.indicators.core
 
symbol() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
 
symbol() - Method in interface com.wualabs.qtsurfer.engine.core.instrument.Instrument
CCXT-style canonical string.
symbol() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.PerpetualInstrument
 
symbol() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.SpotInstrument
 

T

TailRatioRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Rolling Tail Ratio with O(n) per-tick updates via sorted insertion.
TailRatioRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TailRatioRTIndicator
 
TAKER - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.Liquidity
 
TaLibRTIndicatorAdapter - Class in com.wualabs.qtsurfer.engine.indicators.talib
Adapts a TA-Lib batch function to the RTIndicator streaming interface.
TaLibRTIndicatorAdapter.TaLibFunction - Interface in com.wualabs.qtsurfer.engine.indicators.talib
Functional interface wrapping a TA-Lib batch computation.
TemaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages
Triple Exponential Moving Average (TEMA) RTIndicator.
TemaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.TemaRTIndicator
 
TEN - Static variable in class com.wualabs.qtsurfer.engine.indicators.numeric.ConstantRTIndicator
 
tick() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
Advance internal clock the windowTime Useful for tests
Ticker - Enum constant in enum class com.wualabs.qtsurfer.engine.core.MarketDataSource
 
Ticker - Record Class in com.wualabs.qtsurfer.engine.core
Engine-owned, exchange-agnostic ticker.
Ticker(Instrument, BigDecimal, BigDecimal, BigDecimal, BigDecimal, BigDecimal, BigDecimal, BigDecimal, BigDecimal, BigDecimal, BigDecimal, BigDecimal, BigDecimal, long) - Constructor for record class com.wualabs.qtsurfer.engine.core.Ticker
Creates an instance of a Ticker record class.
TickerRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Indicator that extracts a scalar value from a MarketSnapshot via a configurable MarketSnapshotValueSource.
TickerRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.TickerRTIndicator
 
TickerRTIndicator(MarketSnapshotValueSource, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.TickerRTIndicator
 
TickerRTIndicator(MarketSnapshotValueSource) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.TickerRTIndicator
 
TickerSnapshot - Record Class in com.wualabs.qtsurfer.engine.core
Primitive-double view of a Ticker.
TickerSnapshot(Instrument, double, double, double, double, double, double, double, double, double, double, double, double, long) - Constructor for record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Creates an instance of a TickerSnapshot record class.
TickerSnapshots - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Scalar-update helpers for a TickerValueSource against a MarketSnapshot.
TickerStrategy - Interface in com.wualabs.qtsurfer.engine.strategy
Defines a Ticker strategy
TickerValueSource - Enum Class in com.wualabs.qtsurfer.engine.indicators.core
Ticker enumeration of value sources
tickValue(int, boolean, boolean, double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.SmaRTIndicator
Delegates to discrete or moving average tick computation based on the current mode.
tickValue(int, boolean, boolean, double) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
Hook for periodic mode updates, called once per tick within a period.
tickValue(int, boolean, boolean, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.MaxRTIndicator
Windowed mode (periods > 0), called on every tick including the first: nextValue alone can't maintain the window because the framework routes the very first update through AbstractIncrementalRTIndicator.initValue(double) instead, so the window is seeded here.
tickValue(int, boolean, boolean, double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.MinRTIndicator
Windowed mode (periods > 0), called on every tick including the first: nextValue alone can't maintain the window because the framework routes the very first update through AbstractIncrementalRTIndicator.initValue(double) instead, so the window is seeded here.
tickValue(int, boolean, boolean, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.VarianceRTIndicator
Periodic variance computation using O(1) incremental sum-of-squares tracking.
timestamp() - Method in record class com.wualabs.qtsurfer.engine.core.FundingRate
Returns the value of the timestamp record component.
timestamp() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
 
timestamp() - Method in interface com.wualabs.qtsurfer.engine.core.MarketSnapshot
Observation timestamp, epoch milliseconds.
timestamp() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the timestamp record component.
timestamp() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the timestamp record component.
timestamp() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
Returns the value of the timestamp record component.
timestamp() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
Returns the value of the timestamp record component.
toMap() - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
toString() - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
toString() - Method in class com.wualabs.qtsurfer.common.util.OPSMeter
 
toString() - Method in class com.wualabs.qtsurfer.engine.core.AbstractPropertyInfo
 
toString() - Method in record class com.wualabs.qtsurfer.engine.core.Asset
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.core.FundingRate
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.PerpetualInstrument
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.SpotInstrument
Returns a string representation of this record class.
toString() - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
toString() - Method in class com.wualabs.qtsurfer.engine.core.Kline
 
toString() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.core.PropertyHints
Returns a string representation of this record class.
toString() - Method in class com.wualabs.qtsurfer.engine.core.state.MemoryStateStore
 
toString() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
Returns a string representation of this record class.
toString() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
 
toString() - Method in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
 
toString() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice.Key
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.SpentOutput
Returns a string representation of this record class.
toString() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
toString() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.SlippageContext
Returns a string representation of this record class.
toString() - Method in record class com.wualabs.qtsurfer.engine.strategy.CrossDetector.Cross
Returns a string representation of this record class.
toString() - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
toString() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionResult
 
toString() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionStats
 
toString() - Method in class com.wualabs.qtsurfer.engine.strategy.execution.PositionSnapshot
 
toString() - Method in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
Returns a string representation of this record class.
toString() - Method in class com.wualabs.qtsurfer.engine.strategy.StrategyStats
 
toString(MoreObjects.ToStringHelper) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
 
toString(MoreObjects.ToStringHelper) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapRTIndicator
 
toString(MoreObjects.ToStringHelper) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator
 
toString(MoreObjects.ToStringHelper) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator
 
toString(MoreObjects.ToStringHelper) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.StochasticRsiRTIndicator
 
toString(MoreObjects.ToStringHelper) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
 
toString(MoreObjects.ToStringHelper) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
toString(MoreObjects.ToStringHelper) - Method in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
toString(MoreObjects.ToStringHelper) - Method in class com.wualabs.qtsurfer.engine.strategy.event.signal.AbstractStrategySignal
 
totalAmount(List) - Static method in interface com.wualabs.qtsurfer.engine.strategy.event.yield.StrategyYield
Add all yield's amounts
totalPercent(List) - Static method in interface com.wualabs.qtsurfer.engine.strategy.event.yield.StrategyYield
Add all yield's percentages
Trade - Record Class in com.wualabs.qtsurfer.engine.core
Canonical trade record for the engine domain (replaces XChange UserTrade in domain code).
Trade(String, Instrument, OrderSide, BigDecimal, BigDecimal, Asset, BigDecimal, long) - Constructor for record class com.wualabs.qtsurfer.engine.core.Trade
Creates an instance of a Trade record class.
transactionVolume() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
Returns the value of the transactionVolume record component.
Transformations and predicates - Section in package com.wualabs.qtsurfer.engine.indicators.helpers
 
TransformRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.numeric
Allow to apply a transformation function to a RTIndicator value
TransformRTIndicator(RTIndicator, UnaryOperator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
 
TreynorRatioRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Rolling Treynor Ratio with O(1) per-tick updates.
TreynorRatioRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
 
TrixRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
TRIX (Triple Exponential Average) with O(1) per-tick computation.
TrixRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.TrixRTIndicator
 
TrixRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.TrixRTIndicator
 
TrueStrengthIndexRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
True Strength Index (TSI) with O(1) per-tick computation.
TrueStrengthIndexRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.TrueStrengthIndexRTIndicator
 
TrueStrengthIndexRTIndicator(int, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.TrueStrengthIndexRTIndicator
 
TWO - Static variable in class com.wualabs.qtsurfer.engine.indicators.numeric.ConstantRTIndicator
 
type - Variable in class com.wualabs.qtsurfer.engine.strategy.event.AbstractStrategyEvent
 
TypeSafeConfig - Class in com.wualabs.qtsurfer.common.config
Base TypeSafe's Config wrapper class
TypeSafeConfig(Config) - Constructor for class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
TypeSafeConfig(Config, String) - Constructor for class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
TypeSafeConfig(Config, String, boolean) - Constructor for class com.wualabs.qtsurfer.common.config.TypeSafeConfig
 
TypeSafeConfigBuilder - Class in com.wualabs.qtsurfer.common.config
TypeSafeConfig builder
TypeSafeConfigBuilder() - Constructor for class com.wualabs.qtsurfer.common.config.TypeSafeConfigBuilder
 

U

UlcerIndexRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Rolling Ulcer Index with O(n) per-tick updates.
UlcerIndexRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.UlcerIndexRTIndicator
 
UltimateOscillatorRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Ultimate Oscillator (UO) with O(1) amortized per-tick computation.
UltimateOscillatorRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.UltimateOscillatorRTIndicator
 
UNKNOWN - Enum constant in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
 
UNKNOWN - Static variable in class com.wualabs.qtsurfer.engine.EngineVersion
Reported when the version metadata cannot be read.
UNKNOWN_COMPONENT - Static variable in class com.wualabs.qtsurfer.engine.EngineVersion
Reported by EngineVersion.getMajor(), EngineVersion.getMinor() and EngineVersion.getPatch() when EngineVersion.get() is not a parseable major.minor.patch version — including when it is EngineVersion.UNKNOWN.
unset(String) - Method in interface com.wualabs.qtsurfer.engine.core.state.StateStore
 
Unsubscribable - Interface in com.wualabs.qtsurfer.engine.core
Interface to allow desubscribing/disposing of subscriptions.
unsubscribe() - Method in interface com.wualabs.qtsurfer.engine.core.Unsubscribable
 
unsubscribe() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.HmaRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.KamaRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.AlmaRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.DemaRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.EnvelopesRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.FramaRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.LeastSquaresMovingAverageRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.McGinleyDynamicRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.pro.WmaRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.TemaRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.WmaRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
Computes the Bollinger Bands for a new value.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandWidthRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerPercentBRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableIncrementalRTIndicator
Passes the value through the decorated indicator (if present) before feeding the result into this indicator's incremental update pipeline.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator
Processes a new value through the incremental computation pipeline.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
 
update(double) - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.distance.DistanceFromMaRTIndicator
Computes the fractional distance of the current price from its moving average: (price - MA) / MA.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.distance.DistanceRTIndicator
Computes the fractional distance between two indicators: (indicator - base) / base.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.AtomicCountRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.CountRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundRTIndicator
Fans out the input value to all child indicators, then returns the value from the indicator at indexValue position (if set), or falls back to the raw input value.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PercentChangePeriodRTIndicator
Computes the percent change relative to the initial value at the start of the current period sequence.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.PredicatePeriodCounterRTIndicator
Updates the decorated indicator and tests the result against the predicate.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.VolatilityRTIndicator
Processes a new value by computing the volatility metric from the price change between consecutive updates.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
Processes a new value with time-window gating.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.CciRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.MacdRTIndicator
Computes the MACD line as the difference between the short-period EMA and the long-period EMA.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AcceleratorOscillatorRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AdaptiveFisherTransformRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AwesomeOscillatorRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BalanceOfPowerRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BullBearPowerRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ChandeForecastOscillatorRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CmoRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.ConnorsRsiRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.CoppockCurveRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.DetrendedPriceOscillatorRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.FisherTransformRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.KnowSureThingRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.MomentumRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RelativeVigorIndexRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RocRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.TrixRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.TrueStrengthIndexRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.UltimateOscillatorRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.WilliamsRRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.BiFunctionRTIndicator
Updates both source indicators with the same input value and applies the bi-function to their results.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ClampPredicateRTIndicator
Updates the decorated indicator and tests the result against the clamp predicate.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConditionalRTIndicator
Updates the source indicator, then tests the predicate against it.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ConstantRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.PredicateRTIndicator
Updates the decorated indicator and applies the predicate filter.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ReadOnlyRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.RoundRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.SumRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.TransformRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.MovingAverage
Adds a value to the rolling window and updates the running sum.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.AutocorrelationRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.BetaRTIndicator
Not supported — Beta requires two inputs.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CorrelationRTIndicator
Not supported — correlation requires two inputs.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CovarianceRTIndicator
Not supported — covariance requires two inputs.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.HurstExponentRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.KurtosisRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.LinearRegressionSlopeRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.CalmarRatioRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.InformationRatioRTIndicator
Not supported — Information Ratio requires two inputs.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.MaxDrawdownRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.OmegaRatioRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SharpeRatioRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SortinoRatioRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TailRatioRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
Not supported — Treynor requires two inputs.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.UlcerIndexRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.RollingPercentileRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SimpleLinearRegressionRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.SkewnessRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.StandardDeviationRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ValueAtRiskRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.VarianceRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.EwmaVolatilityRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.GarmanKlassVolatilityRTIndicator
Not supported — Garman-Klass requires OHLC inputs.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.ParkinsonVolatilityRTIndicator
Not supported — Parkinson requires high and low inputs.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RealizedVolatilityRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RogersSatchellVolatilityRTIndicator
Not supported — Rogers-Satchell requires OHLC inputs.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.YangZhangVolatilityRTIndicator
Not supported — Yang-Zhang requires OHLC inputs.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ZScoreRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.StandardDeviationRTIndicator
Computes the standard deviation as the square root of the variance.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.ta4j.RTIndicatorAdapter
Appends a new bar to the underlying series and recalculates the indicator.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.talib.TaLibRTIndicatorAdapter
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.EfficiencyRatioRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
Standalone mode — treats input as close price, uses it for both high and low.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.AtrRTIndicator
Standalone mode — treats input as a pre-computed True Range value.
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.ChoppinessIndexRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.MassIndexRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.NatrRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.RelativeVolatilityIndexRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.AdlRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ChaikinOscillatorRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.CmfRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.EaseOfMovementRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ElderForceIndexRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.KlingerOscillatorRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.MfiRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.NegativeVolumeIndexRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ObvRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.PvtRTIndicator
 
update(double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.VwapRTIndicator
 
update(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.BetaRTIndicator
Updates the indicator with a new (asset, benchmark) pair and returns the current rolling beta.
update(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CorrelationRTIndicator
Updates the indicator with a new (x, y) pair and returns the current Pearson r.
update(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CovarianceRTIndicator
Updates the indicator with a new (x, y) pair and returns the current covariance.
update(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.InformationRatioRTIndicator
Updates the indicator with a new (asset, benchmark) price pair and returns the current Information Ratio.
update(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
Updates with a new (asset price, benchmark price) pair and returns the current rolling Treynor Ratio.
update(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.ParkinsonVolatilityRTIndicator
Updates the indicator with a new (high, low) pair and returns the current Parkinson volatility.
update(double, double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.GarmanKlassVolatilityRTIndicator
Updates the indicator with a new OHLC bar and returns the current Garman-Klass volatility.
update(double, double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RogersSatchellVolatilityRTIndicator
Updates the indicator with a new OHLC bar and returns the current Rogers-Satchell volatility.
update(double, double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.YangZhangVolatilityRTIndicator
Updates the indicator with a new OHLC bar and returns the current Yang-Zhang volatility.
update(FundingRate) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractFundingRateStrategy
 
update(Kline) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractKlineStrategy
 
update(Ticker) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractTickerStrategy
 
update(RTIndicator) - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RTIndicator
 
update(RTIndicator, FundingRate, FundingRateValueSource) - Static method in interface com.wualabs.qtsurfer.engine.indicators.helpers.FundingRateRTIndicatorSource
 
update(RTIndicator, MarketSnapshot, KlineValueSource) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.KlineSnapshots
Extracts the field selected by klineValueSource from the snapshot and pushes it into the indicator.
update(RTIndicator, MarketSnapshot, TickerValueSource) - Static method in class com.wualabs.qtsurfer.engine.indicators.helpers.TickerSnapshots
Extracts the field selected by tickerValueSource from the snapshot and pushes it into the indicator.
update(Number) - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RTIndicator
 
update(T) - Method in interface com.wualabs.qtsurfer.engine.strategy.SubscriptionStrategy
 
UPDATE_ERRORS_ISOLATED - Static variable in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
Raised when a market-data event made the strategy's own update throw.
updateCV(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ElderForceIndexRTIndicator
 
updateCV(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.NegativeVolumeIndexRTIndicator
 
updateCV(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ObvRTIndicator
 
updateCV(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.PvtRTIndicator
 
updateErrorsIsolated(Throwable) - Static method in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundTickerRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.TickerRTIndicator
 
updateFrom(FundingRate) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.FundingRateRTIndicator
 
updateFrom(FundingRate) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapFundingRateSourceRTIndicator
Propagates a funding rate update to all registered indicators and to this map itself.
updateFrom(FundingRate, RTIndicator, FundingRateValueSource) - Static method in interface com.wualabs.qtsurfer.engine.indicators.helpers.FundingRateRTIndicatorSource
 
updateFrom(Kline) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapKlineSourceRTIndicator
Propagates a kline update to all registered indicators and to this map itself.
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AcceleratorOscillatorRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AwesomeOscillatorRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BalanceOfPowerRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BullBearPowerRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RelativeVigorIndexRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.UltimateOscillatorRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.WilliamsRRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.AtrRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.ChoppinessIndexRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.MassIndexRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.NatrRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.AdlRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ChaikinOscillatorRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.CmfRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.EaseOfMovementRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ElderForceIndexRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.KlingerOscillatorRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.MfiRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.NegativeVolumeIndexRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ObvRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.PvtRTIndicator
 
updateFrom(MarketSnapshot) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.VwapRTIndicator
 
updateFrom(Ticker) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentMapTickerSourceRTIndicator
Propagates a ticker update to all registered indicators and to this map itself.
updateFrom(List) - Method in interface com.wualabs.qtsurfer.engine.strategy.SubscriptionStrategy
 
updateFrom(T) - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RTIndicatorSource
 
updateFrom(T) - Method in interface com.wualabs.qtsurfer.engine.indicators.core.RichRTIndicator
Updates the indicator from a full market snapshot.
updateHL(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AcceleratorOscillatorRTIndicator
Updates with high and low prices directly.
updateHL(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.MassIndexRTIndicator
 
updateHLCV(double, double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.AdlRTIndicator
 
updateHLCV(double, double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.ChaikinOscillatorRTIndicator
 
updateHLCV(double, double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.CmfRTIndicator
 
updateHLCV(double, double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.MfiRTIndicator
 
updateHLCV(double, double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.VwapRTIndicator
 
updateHLV(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.EaseOfMovementRTIndicator
 
updateIndicators(Instrument, T) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Updates the RT indicator group for an instrument from the market data source, triggering recalculation of all indicators in the group.
updateInstrument(Instrument, long) - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy
Tracks an instrument update: registers the instrument, records the timestamp for backtesting, and increments the stats counter.
updateMidpoint(double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.AwesomeOscillatorRTIndicator
 
updateOhlc(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AroonRTIndicator
 
updateOhlc(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.DonchianChannelRTIndicator
 
updateOhlc(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ParabolicSarRTIndicator
 
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BullBearPowerRTIndicator
Updates with high, low, and close prices directly.
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.StochasticOscillatorRTIndicator
 
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.UltimateOscillatorRTIndicator
 
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.WilliamsRRTIndicator
 
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.AdxRTIndicator
 
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandeKrollStopRTIndicator
 
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.ChandelierExitRTIndicator
 
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
Updates Ichimoku from OHLC primitive values.
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.SuperTrendRTIndicator
 
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
 
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.AtrRTIndicator
Updates ATR from OHLC primitive values directly.
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.ChoppinessIndexRTIndicator
 
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.KeltnerChannelRTIndicator
 
updateOhlc(double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volatility.pro.NatrRTIndicator
 
updateOhlc(double, double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.BalanceOfPowerRTIndicator
 
updateOhlc(double, double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.momentum.pro.RelativeVigorIndexRTIndicator
Updates with OHLC prices directly.
updateOhlcv(double, double, double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.volume.pro.KlingerOscillatorRTIndicator
 
useTickerValue(String, MarketSnapshotValueSource) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Wraps an existing indicator with a TickerRTIndicator so it receives values from a specific snapshot value source instead of raw numeric updates.

V

valueAtCreation() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.SpentOutput
Returns the value of the valueAtCreation record component.
ValueAtRiskRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling parametric (Gaussian) Value at Risk with O(1) per-tick updates.
ValueAtRiskRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ValueAtRiskRTIndicator
 
valueAtSpending() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.SpentOutput
Returns the value of the valueAtSpending record component.
Value holders - Section in package com.wualabs.qtsurfer.engine.indicators.helpers
 
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.core.MarketDataSource
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.core.Notice.Level
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.core.OrderSide
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.indicators.core.DisplayHint
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.indicators.core.FundingRateValueSource
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.indicators.core.KlineValueSource
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator.WindowTime
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.strategy.backtest.FeeLeg
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.Liquidity
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal.Kind
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal.OrderKind
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.strategy.event.StrategyEventType
Returns the enum constant of this class with the specified name.
valueOf(String) - Static method in enum class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionMode
Returns the enum constant of this class with the specified name.
ValueRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.numeric
Simplest RT Indicator holding a value
ValueRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.ValueRTIndicator
 
ValueRTIndicator(Number) - Constructor for class com.wualabs.qtsurfer.engine.indicators.numeric.ValueRTIndicator
 
values() - Static method in enum class com.wualabs.qtsurfer.engine.core.KlineInterval
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.core.MarketDataSource
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.core.Notice.Level
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.core.OrderSide
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.core.OrderStatus
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.indicators.core.DisplayHint
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.indicators.core.FundingRateValueSource
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.indicators.core.KlineValueSource
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator.WindowTime
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.strategy.backtest.FeeLeg
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.Liquidity
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal.Kind
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal.OrderKind
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.strategy.event.StrategyEventType
Returns an array containing the constants of this enum class, in the order they are declared.
values() - Static method in enum class com.wualabs.qtsurfer.engine.strategy.execution.ExecutionMode
Returns an array containing the constants of this enum class, in the order they are declared.
VarianceRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling variance with O(1) per-tick updates using a single window.
VarianceRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics
Variance RTIndicator
VarianceRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.VarianceRTIndicator
 
VarianceRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.VarianceRTIndicator
 
VarianceRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.VarianceRTIndicator
 
VarianceRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.VarianceRTIndicator
 
VarianceRTIndicator(RTIndicator, int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.VarianceRTIndicator
 
VISIBILITY - Static variable in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
Visibility wire key.
VolatilityRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Measures price volatility by tracking whether consecutive values change.
VolatilityRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.VolatilityRTIndicator
 
VolatilityRTIndicator(RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.VolatilityRTIndicator
 
volume() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
Returns the value of the volume record component.
volume() - Method in interface com.wualabs.qtsurfer.engine.core.MarketSnapshot
 
volume() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the volume record component.
volume() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the volume record component.
volume(BigDecimal) - Method in class com.wualabs.qtsurfer.engine.core.Kline.KlineBuilder
 
Volume - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.KlineValueSource
 
Volume - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
VOLUME - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.DisplayHint
A volume-denominated value (OBV, ADL, …); plots on a volume pane/axis.
VolumeQuote - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.KlineValueSource
 
VolumeQuote - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
VortexRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.trend.pro
Vortex Indicator with O(1) amortized per-tick computation.
VortexRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
 
VortexRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.trend.pro.VortexRTIndicator
 
vwap() - Method in record class com.wualabs.qtsurfer.engine.core.Ticker
Returns the value of the vwap record component.
vwap() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
Returns the value of the vwap record component.
vwap(String) - Method in class com.wualabs.qtsurfer.engine.indicators.pro.Pro
Volume-Weighted Average Price — a price, so no display hint.
Vwap - Enum constant in enum class com.wualabs.qtsurfer.engine.indicators.core.TickerValueSource
 
VwapRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.volume.pro
Volume Weighted Average Price (VWAP) with O(1) per-tick computation.
VwapRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.volume.pro.VwapRTIndicator
 

W

WALLET_AMOUNT - Static variable in class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
WARN - Enum constant in enum class com.wualabs.qtsurfer.engine.core.Notice.Level
The result is computable but probably not what the author intended.
What a signature has to capture - Section in interface com.wualabs.qtsurfer.engine.indicators.core.CacheableRTIndicator
 
WHITELIST_CURRENCIES - Static variable in class com.wualabs.qtsurfer.engine.strategy.StrategyPropertyDef
 
WilliamsRRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.momentum.pro
Williams %R with O(n) worst-case per-tick (eviction scan).
WilliamsRRTIndicator() - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.WilliamsRRTIndicator
 
WilliamsRRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.momentum.pro.WilliamsRRTIndicator
 
window() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractWindowSeriesRTIndicator
 
window() - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
Creates a new WindowTimeRTIndicatorBuilder wired to this group's indicator map.
window(WindowTimeRTIndicator.WindowTime) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
window(String, int, OnChangeRTIndicator.OnChangeListener) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
window(String, WindowTimeRTIndicator.WindowTime, OnChangeRTIndicator.OnChangeListener) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
window(String, Duration, OnChangeRTIndicator.OnChangeListener) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
window(Duration) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.InstrumentGroupRTIndicator
 
WindowSeries - Interface in com.wualabs.qtsurfer.engine.core.state
Defines a readable Window view of data series
Window series - Section in package com.wualabs.qtsurfer.engine.core.state
 
WindowSeriesStore - Class in com.wualabs.qtsurfer.engine.core.state
Stores n periods of past data.
WindowSeriesStore(int) - Constructor for class com.wualabs.qtsurfer.engine.core.state.WindowSeriesStore
 
windowSize() - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractWindowSeriesRTIndicator
 
WindowTimeRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
Time-based windowed indicator that batches updates over a configurable duration.
WindowTimeRTIndicator(long) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
 
WindowTimeRTIndicator(long, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
 
WindowTimeRTIndicator(WindowTimeRTIndicator.WindowTime) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
 
WindowTimeRTIndicator(WindowTimeRTIndicator.WindowTime, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
 
WindowTimeRTIndicator(Duration, RTIndicator) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.WindowTimeRTIndicator
 
WindowTimeRTIndicator.WindowAwareListener - Interface in com.wualabs.qtsurfer.engine.indicators.helpers
Implemented by a listener that needs to know which window fired it.
WindowTimeRTIndicator.WindowTime - Enum Class in com.wualabs.qtsurfer.engine.indicators.helpers
 
WindowTimeRTIndicatorBuilder - Class in com.wualabs.qtsurfer.engine.indicators.helpers.group
WindowTimeRTIndicator Builder
WindowTimeRTIndicatorBuilder(InstrumentMapRTIndicator, BiConsumer) - Constructor for class com.wualabs.qtsurfer.engine.indicators.helpers.group.WindowTimeRTIndicatorBuilder
 
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.CalmarRatioRTIndicator
Sets the annualization factor for the return component.
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.InformationRatioRTIndicator
Sets the annualization factor.
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SharpeRatioRTIndicator
Sets the annualization factor.
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SortinoRatioRTIndicator
Sets the annualization factor.
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
Sets the annualization factor.
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ValueAtRiskRTIndicator
Sets the annualization factor applied to both mean and stddev.
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.EwmaVolatilityRTIndicator
Sets the annualization factor.
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.GarmanKlassVolatilityRTIndicator
Sets the annualization factor.
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.ParkinsonVolatilityRTIndicator
Sets the annualization factor.
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RealizedVolatilityRTIndicator
Sets the annualization factor.
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RogersSatchellVolatilityRTIndicator
Sets the annualization factor.
withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.YangZhangVolatilityRTIndicator
Sets the annualization factor.
withAverageSample(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator
 
withAverageSample(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.StandardDeviationRTIndicator
 
withAverageSample(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.VarianceRTIndicator
 
withConfidenceLevel(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ValueAtRiskRTIndicator
Sets the confidence level (e.g. 0.95, 0.99).
withDiscreteMode(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.averages.SmaRTIndicator
 
withDisplayHint(DisplayHint) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
Sets how this indicator's value is presented — sugar over the IndicatorMeta.DISPLAY metadata entry.
withDisplayHint(DisplayHint) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ReadOnlyRTIndicator
 
withIndexValue(int) - Method in class com.wualabs.qtsurfer.engine.indicators.helpers.group.CompoundRTIndicator
 
withMAR(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SortinoRatioRTIndicator
Sets the Minimum Acceptable Return (MAR) per period.
withMeta(String, Object) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
Sets one descriptive metadata entry.
withMeta(String, Object) - Method in class com.wualabs.qtsurfer.engine.indicators.numeric.ReadOnlyRTIndicator
 
withOverrides(TypeSafeConfig) - Method in class com.wualabs.qtsurfer.common.config.TypeSafeConfig
Returns a new TypeSafeConfig where values from overrides take priority over values in this config, with missing keys falling back to this config.
withPercentiles(double, double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TailRatioRTIndicator
Sets the upper and lower percentiles.
withRiskFreeRate(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SharpeRatioRTIndicator
Sets the per-period risk-free rate.
withRiskFreeRate(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
Sets the per-period risk-free rate.
withSampleCovariance(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CovarianceRTIndicator
Enables Bessel's correction: divide by n-1 instead of n.
withSampleVariance(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.StandardDeviationRTIndicator
 
withSampleVariance(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.VarianceRTIndicator
 
withThreshold(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.OmegaRatioRTIndicator
Sets the threshold for gain/loss classification.
WmaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages.pro
Weighted Moving Average (WMA) with O(1) incremental updates.
WmaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages
Weighted Moving Average (WMA) RTIndicator.
WmaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.pro.WmaRTIndicator
 
WmaRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.averages.WmaRTIndicator
 
WritableWindowSeries - Interface in com.wualabs.qtsurfer.engine.core.state
Defines a writable WindowSeries

Y

YangZhangVolatilityRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility
Yang-Zhang Volatility estimator with O(1) per-tick updates.
YangZhangVolatilityRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.YangZhangVolatilityRTIndicator
 
Yield - Enum constant in enum class com.wualabs.qtsurfer.engine.strategy.event.StrategyEventType
 

Z

ZERO - Static variable in class com.wualabs.qtsurfer.engine.indicators.numeric.ConstantRTIndicator
 
ZScoreRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro
Rolling Z-Score with O(1) per-tick updates.
ZScoreRTIndicator(int) - Constructor for class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ZScoreRTIndicator
 
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