Index
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
aboverecord 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
DisplayHintas 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
amountrecord 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
reflectedproperties through their typed setter so the strategy's underlying field actually changes — not just the property map (asStrategy.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
askrecord component. - ask() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
askrecord 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
askSizerecord component. - askSize() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
askSizerecord 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
Assetrecord 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
-
Builds the
IndicatorNotice.BAR_DATA_ON_TICKER_PATHnotice. - base() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.DatedFutureInstrument
-
Returns the value of the
baserecord 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
baserecord component. - base() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.SpotInstrument
-
Returns the value of the
baserecord 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
baseAmountrecord component. - below() - Method in record class com.wualabs.qtsurfer.engine.strategy.CrossDetector.Cross
-
Returns the value of the
belowrecord 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
bidrecord component. - bid() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
bidrecord 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
bidSizerecord component. - bidSize() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
bidSizerecord 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
equalsacross theAmounttype 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
closerecord 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
closerecord 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
closedrecord 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
closeTimerecord 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
coderecord 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
nullforDisplayHint.ABSOLUTE(absent = default). - code() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
-
Returns the value of the
coderecord component. - code() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice.Key
-
Returns the value of the
coderecord component. - code() - Method in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
-
Returns the value of the
coderecord 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
TypeSafeConfigExceptionwith 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
createdAtrecord 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
Crossrecord class. - CrossDetector - Class in com.wualabs.qtsurfer.engine.strategy
-
Tracks whether
leftis above or belowrightacross calls and reports the transition, if any, onCrossDetector.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
DatedFutureInstrumentrecord 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
RTIndicatorsuffix 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.DISPLAYentry; absent =DisplayHint.ABSOLUTE. - displayHint(DisplayHint) - Method in class com.wualabs.qtsurfer.engine.indicators.core.IndicatorMeta
-
Sets the
IndicatorMeta.DISPLAYentry 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.DISPLAYmetadata 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
effectiveMinutesrecord 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
expiryrecord component.
F
- fee() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
-
Returns the value of the
feerecord component. - FeeContext - Record Class in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
-
The inputs a
FeeModelneeds 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
FeeContextrecord class. - feeCurrency() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
-
Returns the value of the
feeCurrencyrecord 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
SlippageModelthat 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
aheadticks 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
FundingRaterecord 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.DISPLAYmetadata 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
- getEngineVersionMajor() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
- getEngineVersionMinor() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractStrategy
- getEngineVersionMinor() - Method in class com.wualabs.qtsurfer.engine.strategy.AbstractWindowListener
- 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, …), theidof 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()(the0of"0.99.53"), orEngineVersion.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()(the99of"0.99.53"), orEngineVersion.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
IndicatorNoticefor 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 firstinc()/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
factoryon 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()(the53of"0.99.53"), orEngineVersion.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
Trademodel. - 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.VISIBILITYvalue 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
highrecord 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
highrecord component. - high() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
highrecord 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
idrecord 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
indicatorNamerecord component. - indicatorName() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice.Key
-
Returns the value of the
indicatorNamerecord 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
Noticean 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
IndicatorNoticerecord 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
instrumentrecord component. - instrument() - Method in record class com.wualabs.qtsurfer.engine.core.KlineSnapshot
-
Returns the value of the
instrumentrecord 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
instrumentrecord component. - instrument() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
instrumentrecord component. - instrument() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
-
Returns the value of the
instrumentrecord component. - instrument() - Method in record class com.wualabs.qtsurfer.engine.indicators.core.IndicatorNotice
-
Returns the value of the
instrumentrecord component. - instrument() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
-
Returns the value of the
instrumentrecord 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
intervalrecord 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
-
trueonly 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
-
truefor 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
trueifvalueis 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
Keyrecord 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
KlineSnapshotrecord class. - KlineSnapshots - Class in com.wualabs.qtsurfer.engine.indicators.helpers
-
Scalar-update helpers for a
KlineValueSourceagainst aMarketSnapshot, mirroringTickerSnapshotsfor 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
lastrecord 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
levelrecord component. - level() - Method in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
-
Returns the value of the
levelrecord 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
liquidityrecord 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
lowrecord 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
lowrecord component. - low() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
lowrecord 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
FeeModelcharging 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
marketCaprecord 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
-
Builds the
StrategyNotice.MARKET_DATA_SOURCE_FAILEDnotice. - 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) andKlineValueSource(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
maxrecord 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
messagerecord component. - message() - Method in record class com.wualabs.qtsurfer.engine.strategy.StrategyNotice
-
Returns the value of the
messagerecord 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
minrecord 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
numberOfTradesrecord 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 sharedPropertyHints.NONEinstance 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
OnChainSnapshotrecord class. - onChange(StateStore, double, double) - Method in interface com.wualabs.qtsurfer.engine.indicators.helpers.OnChangeRTIndicator.OnChangeListener
-
Fired on a value change with the resolved
StateStoredirectly — 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
openrecord 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
openrecord component. - open() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
openrecord 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
openTimerecord 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
percentageChangerecord component. - percentageChange() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
percentageChangerecord 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
PeriodCounterindicator. - 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:USDTwhen margined in the quote currency,BTC/USD:BTCwhen margined in the base. - PerpetualInstrument(String, String, String) - Constructor for record class com.wualabs.qtsurfer.engine.core.instrument.PerpetualInstrument
-
Creates an instance of a
PerpetualInstrumentrecord 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 aslastUpdateValuefor the next iteration. - price() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
-
Returns the value of the
pricerecord component. - price() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
-
Returns the value of the
pricerecord 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
PropertyHintsrecord 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
quoterecord 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
quoterecord component. - quote() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.SpotInstrument
-
Returns the value of the
quoterecord 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
quoteVolumerecord 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
quoteVolumerecord component. - quoteVolume() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
quoteVolumerecord 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
rate1hrecord component. - rate8h() - Method in record class com.wualabs.qtsurfer.engine.core.FundingRate
-
Returns the value of the
rate8hrecord 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
realizedCaprecord 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.TAKERwhen 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
nullif 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
MarketSnapshotrather 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
multiEntryEnabledconfig property toExecutionMode.LONG_MULTIorExecutionMode.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
BuySignalto 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
settlerecord component. - settle() - Method in record class com.wualabs.qtsurfer.engine.core.instrument.PerpetualInstrument
-
Returns the value of the
settlerecord 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
siderecord component. - side() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FeeContext
-
Returns the value of the
siderecord component. - side() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.SlippageContext
-
Returns the value of the
siderecord component. - SIGNAL_KEY - Static variable in enum class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.Liquidity
-
Backtest-internal signal property key carrying the
Liquiditya 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 byBacktestMarketBuyExecutor/BacktestMarketSellExecutor. - signalPrice() - Method in record class com.wualabs.qtsurfer.engine.strategy.backtest.simulation.SlippageContext
-
Returns the value of the
signalPricerecord 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
SlippageModelneeds 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
SlippageContextrecord 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
spentAtrecord 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
SpentOutputrecord class. - spentOutputs() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
-
Returns the value of the
spentOutputsrecord 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
SpotInstrumentrecord 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
StateStorethat 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
steprecord 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
Noticeabout 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
StrategyNoticerecord 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
RTIndicatorstreaming 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
Tickerrecord class. - TickerRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.helpers
-
Indicator that extracts a scalar value from a
MarketSnapshotvia a configurableMarketSnapshotValueSource. - 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
TickerSnapshotrecord class. - TickerSnapshots - Class in com.wualabs.qtsurfer.engine.indicators.helpers
-
Scalar-update helpers for a
TickerValueSourceagainst aMarketSnapshot. - 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:nextValuealone can't maintain the window because the framework routes the very first update throughAbstractIncrementalRTIndicator.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:nextValuealone can't maintain the window because the framework routes the very first update throughAbstractIncrementalRTIndicator.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
timestamprecord 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
timestamprecord component. - timestamp() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
timestamprecord component. - timestamp() - Method in record class com.wualabs.qtsurfer.engine.core.Trade
-
Returns the value of the
timestamprecord component. - timestamp() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
-
Returns the value of the
timestamprecord 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
UserTradein 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
Traderecord class. - transactionVolume() - Method in record class com.wualabs.qtsurfer.engine.indicators.onchain.model.OnChainSnapshot
-
Returns the value of the
transactionVolumerecord 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()andEngineVersion.getPatch()whenEngineVersion.get()is not a parseablemajor.minor.patchversion — including when it isEngineVersion.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
indexValueposition (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
klineValueSourcefrom 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
tickerValueSourcefrom 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
updatethrow. - 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
-
Builds the
StrategyNotice.UPDATE_ERRORS_ISOLATEDnotice. - 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
TickerRTIndicatorso 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
valueAtCreationrecord 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
valueAtSpendingrecord 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
volumerecord 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
volumerecord component. - volume() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
volumerecord 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
vwaprecord component. - vwap() - Method in record class com.wualabs.qtsurfer.engine.core.TickerSnapshot
-
Returns the value of the
vwaprecord 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
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Sets the annualization factor for the return component.
- withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.InformationRatioRTIndicator
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Sets the annualization factor.
- withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SharpeRatioRTIndicator
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Sets the annualization factor.
- withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SortinoRatioRTIndicator
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Sets the annualization factor.
- withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
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Sets the annualization factor.
- withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ValueAtRiskRTIndicator
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Sets the annualization factor applied to both mean and stddev.
- withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.EwmaVolatilityRTIndicator
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Sets the annualization factor.
- withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.GarmanKlassVolatilityRTIndicator
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Sets the annualization factor.
- withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.ParkinsonVolatilityRTIndicator
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Sets the annualization factor.
- withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RealizedVolatilityRTIndicator
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Sets the annualization factor.
- withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.RogersSatchellVolatilityRTIndicator
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Sets the annualization factor.
- withAnnualizationFactor(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility.YangZhangVolatilityRTIndicator
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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
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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
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Sets how this indicator's value is presented — sugar over the
IndicatorMeta.DISPLAYmetadata 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
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Sets the Minimum Acceptable Return (MAR) per period.
- withMeta(String, Object) - Method in class com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
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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
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Returns a new TypeSafeConfig where values from
overridestake 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
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Sets the upper and lower percentiles.
- withRiskFreeRate(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.SharpeRatioRTIndicator
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Sets the per-period risk-free rate.
- withRiskFreeRate(double) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios.TreynorRatioRTIndicator
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Sets the per-period risk-free rate.
- withSampleCovariance(boolean) - Method in class com.wualabs.qtsurfer.engine.indicators.statistics.pro.CovarianceRTIndicator
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Enables Bessel's correction: divide by
n-1instead ofn. - 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
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Sets the threshold for gain/loss classification.
- WmaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages.pro
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Weighted Moving Average (WMA) with O(1) incremental updates.
- WmaRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.averages
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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
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Defines a writable WindowSeries
Y
- YangZhangVolatilityRTIndicator - Class in com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility
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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
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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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