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  1. final def !=(arg0: Any): Boolean
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  2. final def ##(): Int
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  3. final def ==(arg0: Any): Boolean
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  4. val EPS: Double
  5. final def asInstanceOf[T0]: T0
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  6. def calcAvgTurnover(inOpen: DataFrame[LocalDate, String, Double], inWeights: DataFrame[LocalDate, String, Double], inEquity: Series[LocalDate, Double], maxPeriods: Int = 252, minPeriods: Int = 1): Series[LocalDate, Double]
  7. def calcBias(inWeight: DataFrame[LocalDate, String, Double]): Series[LocalDate, Double]
  8. def calcCorrelation(relativeReturns: Series[LocalDate, Double]): IndexedSeq[Map[String, Any]]
  9. def calcEquity(relativeReturns: Series[LocalDate, Double]): Series[LocalDate, Double]
  10. def calcInstruments(weights: DataFrame[LocalDate, String, Double]): Series[LocalDate, Double]
  11. def calcMaxDrawdown(underwater: Series[LocalDate, Double]): Series[LocalDate, Double]
  12. def calcMeanReturnAnnualized(relativeReturns: Series[LocalDate, Double], maxPeriods: Int = 252, minPeriods: Int = 2): Series[LocalDate, Double]
  13. def calcRelativeReturn(inData: Map[String, DataFrame[LocalDate, String, Double]], inWeights: DataFrame[LocalDate, String, Double], slippageFactor: Double = 0.05d): Series[LocalDate, Double]
  14. def calcSectorDistribution(inWeights: DataFrame[LocalDate, String, Double]): DataFrame[LocalDate, String, Double]
  15. def calcSharpeRatio(relativeReturns: Series[LocalDate, Double], maxPeriods: Int = 252, minPeriods: Int = 2): Series[LocalDate, Double]
  16. def calcSlippage(high: DataFrame[LocalDate, String, Double], low: DataFrame[LocalDate, String, Double], close: DataFrame[LocalDate, String, Double], period: Int = 14, fract: Double = 0.05d): DataFrame[LocalDate, String, Double]
  17. def calcSma[I](series: Series[I, Double], max_periods: Int = 252, min_periods: Int = 2): Series[I, Double]
  18. def calcSma(d: DataFrame[LocalDate, String, Double], period: Int): DataFrame[LocalDate, String, Double]
  19. def calcStats(inData: Map[String, DataFrame[LocalDate, String, Double]], inWeights: DataFrame[LocalDate, String, Double], slippageFactor: Double = 0.05d, maxPeriods: Int = 252*3, minPeriods: Int = 2): DataFrame[LocalDate, String, Double]
  20. def calcStdDev[I](series: Series[I, Double], max_periods: Int = 252, min_periods: Int = 2): Series[I, Double]
  21. def calcTr(high: DataFrame[LocalDate, String, Double], low: DataFrame[LocalDate, String, Double], close: DataFrame[LocalDate, String, Double]): DataFrame[LocalDate, String, Double]
  22. def calcUnderwater(equity: Series[LocalDate, Double]): Series[LocalDate, Double]
  23. def calcVolatilityAnnualized(relativeReturns: Series[LocalDate, Double], maxPeriods: Int = 252, minPeriods: Int = 2): Series[LocalDate, Double]
  24. def clone(): AnyRef
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  25. final def eq(arg0: AnyRef): Boolean
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  29. final def isInstanceOf[T0]: Boolean
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  30. final def ne(arg0: AnyRef): Boolean
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  33. final def synchronized[T0](arg0: => T0): T0
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  36. final def wait(arg0: Long): Unit
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  37. final def wait(): Unit
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  38. object fields

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  1. def finalize(): Unit
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    (Since version ) see corresponding Javadoc for more information.

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