Overview  Package  Class  Use  Tree  Deprecated   Index  Help 
 PREV   NEXT FRAMES    NO FRAMES    
A B C D E F G H I J K L M N O P R S T U V W

A

AbstractEventChainLink - Class in com.activequant.tools.streaming
 
AbstractEventChainLink() - Constructor for class com.activequant.tools.streaming.AbstractEventChainLink
 
AbstractOrderBook<T extends Order> - Class in com.activequant.trading
 
AbstractOrderBook(String) - Constructor for class com.activequant.trading.AbstractOrderBook
 
ActiveMQTransportFactory - Class in com.activequant.transport.activemq
 
ActiveMQTransportFactory(String, int) - Constructor for class com.activequant.transport.activemq.ActiveMQTransportFactory
constructs an activemq transport factory that connects to a specific host and port.
ActiveMQTransportFactory() - Constructor for class com.activequant.transport.activemq.ActiveMQTransportFactory
constructs and in-memory active mq transport factory.
ActiveQuantDataField - Enum in com.activequant.utils
 
add(String, Long) - Method in class com.activequant.domainmodel.SecurityChainByDate
Add will overwrite an existing value, so it should be rather called set.
add(String[], Long[]) - Method in class com.activequant.domainmodel.SecurityChainByDate
 
addDays(long) - Method in class com.activequant.domainmodel.TimeStamp
returns a new time stamp to which days are added.
addEventListener(IEventListener<T>) - Method in class com.activequant.utils.events.Event
 
addEventListener(IEventListener2<T1, T2>) - Method in class com.activequant.utils.events.Event2
 
addEventListener(IEventListener<T>) - Method in interface com.activequant.utils.events.IEventSource
 
addOrder(LimitOrder) - Method in class com.activequant.trading.virtual.LimitOrderBook
 
addOrders(LimitOrder[]) - Method in class com.activequant.trading.virtual.LimitOrderBook
 
addService(String, Object) - Method in class com.activequant.server.LocalSoapServer
 
addValue(String, Integer) - Method in class com.activequant.utils.snmp.SNMPReporter
Adds a value to a key.
align(TimeSeries, TimeSeries) - Static method in class com.activequant.utils.TimeSeriesUtils
 
appendSlash(String) - Static method in class com.activequant.utils.FileUtils
 
AQ2Server - Class in com.activequant.server
 
AQ2Server() - Constructor for class com.activequant.server.AQ2Server
 
ArchiveStreamToMarketDataIterator - Class in com.activequant.backtesting
 
ArchiveStreamToMarketDataIterator(String, TimeStamp, TimeStamp, IArchiveReader) - Constructor for class com.activequant.backtesting.ArchiveStreamToMarketDataIterator
 
ArchiveTestCall - Class in com.activequant.utils
Helper app to do a simple test call to the archive.
ArchiveTestCall() - Constructor for class com.activequant.utils.ArchiveTestCall
 
areEqual(boolean, boolean) - Static method in class com.activequant.utils.IdentityUtils
 
areEqual(char, char) - Static method in class com.activequant.utils.IdentityUtils
 
areEqual(long, long) - Static method in class com.activequant.utils.IdentityUtils
 
areEqual(float, float) - Static method in class com.activequant.utils.IdentityUtils
 
areEqual(double, double) - Static method in class com.activequant.utils.IdentityUtils
 
areEqual(Object, Object) - Static method in class com.activequant.utils.IdentityUtils
 
ArrayUtils - Class in com.activequant.utils
 
ArrayUtils() - Constructor for class com.activequant.utils.ArrayUtils
 
asArray(Collection<T>, Class<T>) - Static method in class com.activequant.utils.ArrayUtils
 
asList(T[]) - Static method in class com.activequant.utils.ArrayUtils
 
asVector(T[]) - Static method in class com.activequant.utils.ArrayUtils
 
attachOrderBookListener(IOrderBookListener) - Method in class com.activequant.trading.AbstractOrderBook
 
attachOrderBookListener(IOrderBookListener) - Method in interface com.activequant.trading.IOrderBook
Add an order book listener.

B

Backtester - Class in com.activequant.backtesting
 
Backtester(IArchiveFactory, ITransportFactory, IDaoFactory, IExchange, ITradingSystem[], StreamEventIterator[]) - Constructor for class com.activequant.backtesting.Backtester
 
BBMapper - Class in com.activequant.tools.mapping
 
BBMapper(InstrumentDao) - Constructor for class com.activequant.tools.mapping.BBMapper
 
BBOEvent - Class in com.activequant.tools.streaming
 
BBOEvent(String, String, TimeStamp, Double, Double, Double, Double) - Constructor for class com.activequant.tools.streaming.BBOEvent
 
buySide() - Method in interface com.activequant.trading.IOrderBook
Although the orders SHOULD be sorted, there is no guarantee.
buySide() - Method in class com.activequant.trading.virtual.LimitOrderBook
 
buySide(List<LimitOrder>) - Method in class com.activequant.trading.virtual.LimitOrderBook
 

C

cancel() - Method in interface com.activequant.trading.IOrderTracker
Cancels this order.
cancelOrder(SingleLegOrder) - Method in class com.activequant.trading.virtual.LimitOrderBook
 
ChangeTypeEnum - Enum in com.activequant.trading.orderbook
 
check(String) - Static method in class com.activequant.utils.FileUtils
 
CheckScript - Class in com.activequant.utils.checks
Various database checks and statistics.
CheckScript(String, String) - Constructor for class com.activequant.utils.checks.CheckScript
 
clear() - Method in class com.activequant.utils.events.Event
 
clear() - Method in class com.activequant.utils.events.Event2
 
clearMap() - Method in class com.activequant.domainmodel.PersistentEntity
 
com.activequant.archive - package com.activequant.archive
 
com.activequant.archive.hbase - package com.activequant.archive.hbase
 
com.activequant.backtesting - package com.activequant.backtesting
 
com.activequant.combination - package com.activequant.combination
 
com.activequant.dao - package com.activequant.dao
These classes contain the interfaces for the DAO layer.
com.activequant.dao.mybatis - package com.activequant.dao.mybatis
 
com.activequant.dao.mybatis.mapper - package com.activequant.dao.mybatis.mapper
 
com.activequant.domainmodel - package com.activequant.domainmodel
 
com.activequant.domainmodel.exceptions - package com.activequant.domainmodel.exceptions
 
com.activequant.domainmodel.trade.event - package com.activequant.domainmodel.trade.event
 
com.activequant.domainmodel.trade.order - package com.activequant.domainmodel.trade.order
 
com.activequant.exceptions - package com.activequant.exceptions
 
com.activequant.server - package com.activequant.server
 
com.activequant.servicelayer.matlab - package com.activequant.servicelayer.matlab
 
com.activequant.servicelayer.soap - package com.activequant.servicelayer.soap
 
com.activequant.tools.mapping - package com.activequant.tools.mapping
 
com.activequant.tools.streaming - package com.activequant.tools.streaming
 
com.activequant.trading - package com.activequant.trading
 
com.activequant.trading.jms - package com.activequant.trading.jms
 
com.activequant.trading.orderbook - package com.activequant.trading.orderbook
 
com.activequant.trading.virtual - package com.activequant.trading.virtual
 
com.activequant.transport - package com.activequant.transport
Use an instance of an ITransportFactory to receive publisher and receivers in your application.
com.activequant.transport.activemq - package com.activequant.transport.activemq
 
com.activequant.transport.memory - package com.activequant.transport.memory
 
com.activequant.utils - package com.activequant.utils
 
com.activequant.utils.annotations - package com.activequant.utils.annotations
 
com.activequant.utils.checks - package com.activequant.utils.checks
 
com.activequant.utils.events - package com.activequant.utils.events
 
com.activequant.utils.mail - package com.activequant.utils.mail
 
com.activequant.utils.snmp - package com.activequant.utils.snmp
 
com.activequant.utils.worker - package com.activequant.utils.worker
 
combine(String, String, String[]) - Method in class com.activequant.combination.SingleMaxValueCombiner
 
combine(List<InputDataRow>) - Method in class com.activequant.combination.SingleMaxValueCombiner
 
commit() - Method in interface com.activequant.archive.IArchiveWriter
Can be an expensive call, handle with care.
compareTo(TimeStamp) - Method in class com.activequant.domainmodel.TimeStamp
 
convert(Collection<Double>) - Static method in class com.activequant.utils.ArrayUtils
 
convert(Double[]) - Static method in class com.activequant.utils.ArrayUtils
 
convert(double[]) - Static method in class com.activequant.utils.ArrayUtils
 
convert(Double[][]) - Static method in class com.activequant.utils.ArrayUtils
 
convert(Map<String, Object>) - Method in class com.activequant.utils.MapToString
 
convert(String) - Method in class com.activequant.utils.MapToString
 
convertDataMap(List<TimeStamp>, Map<String, Map<String, Map<TimeStamp, Double>>>, String[], String[], Map<Parameter, Object>) - Method in class com.activequant.servicelayer.matlab.Converters
 
Converters - Class in com.activequant.servicelayer.matlab
 
Converters() - Constructor for class com.activequant.servicelayer.matlab.Converters
 
convertValueToType(Class<?>, Object) - Method in class com.activequant.domainmodel.PersistentEntity
very underdeveloped converter.
copy(String, String) - Static method in class com.activequant.utils.FileUtils
 
count() - Method in interface com.activequant.dao.IEntityDao
 
count() - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
count(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
countForAttributeValue(String, String) - Method in interface com.activequant.dao.IEntityDao
 
countForAttributeValue(String, Double) - Method in interface com.activequant.dao.IEntityDao
 
countForAttributeValue(String, Long) - Method in interface com.activequant.dao.IEntityDao
 
countForAttributeValue(String, String) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
countForAttributeValue(String, Double) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
countForAttributeValue(String, Long) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
countForDoubleValue(String, String, Double) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
countForLongValue(String, String, Long) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
countForProvider(String) - Method in interface com.activequant.dao.IMarketDataInstrumentDao
 
countForProvider(String) - Method in class com.activequant.dao.mybatis.MarketDataInstrumentDao
 
countForStringValue(String, String, String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
Country - Class in com.activequant.domainmodel
Just mark all properties as @Property.
Country() - Constructor for class com.activequant.domainmodel.Country
 
countryDao() - Method in interface com.activequant.dao.IDaoFactory
 
CountryDao - Class in com.activequant.dao.mybatis
 
CountryDao(GenericRowMapper) - Constructor for class com.activequant.dao.mybatis.CountryDao
 
countryDao() - Method in class com.activequant.dao.mybatis.DaoFactory
 
create(T) - Method in interface com.activequant.dao.IEntityDao
 
create(T) - Method in class com.activequant.dao.mybatis.EntityDao
 
create(T) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
Crypter - Class in com.activequant.utils
 
Crypter() - Constructor for class com.activequant.utils.Crypter
 
CsvMapReader - Class in com.activequant.utils
Event based, stream reader, will read CSV lines from a stream and will then fire an event to an event listener.
CsvMapReader() - Constructor for class com.activequant.utils.CsvMapReader
 
currentExchangeTime() - Method in interface com.activequant.trading.virtual.IExchange
 
currentExchangeTime() - Method in class com.activequant.trading.virtual.VirtualExchange
 

D

DaoException - Exception in com.activequant.dao
plain dao exception.
DaoException() - Constructor for exception com.activequant.dao.DaoException
 
DaoFactory - Class in com.activequant.dao.mybatis
MyBatis implementation of the DAO factory interface.
DaoFactory(ICountryDao, IRegionDao, IInstrumentDao, IVenueDao, ITradeableInstrumentDao, IMarketDataInstrumentDao, IPositionDao, IPortfolioDao, ISecurityChainDao) - Constructor for class com.activequant.dao.mybatis.DaoFactory
 
Date8Time6Parser - Class in com.activequant.utils
Convenience class.
Date8Time6Parser() - Constructor for class com.activequant.utils.Date8Time6Parser
 
DateUtils - Class in com.activequant.utils
 
DateUtils() - Constructor for class com.activequant.utils.DateUtils
 
DateUtils.Weekdays - Enum in com.activequant.utils
 
DayRule - Enum in com.activequant.servicelayer.matlab
 
decryptBlowfish(String) - Method in class com.activequant.utils.Crypter
 
delete(T) - Method in interface com.activequant.dao.IEntityDao
 
delete(T) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
delete(String, String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
deleteDir(File) - Static method in class com.activequant.utils.FileUtils
 
Derivative - Class in com.activequant.domainmodel
 
Derivative(String) - Constructor for class com.activequant.domainmodel.Derivative
 
detachOrderBookListener(IOrderBookListener) - Method in class com.activequant.trading.AbstractOrderBook
 
detachOrderBookListener(IOrderBookListener) - Method in interface com.activequant.trading.IOrderBook
Remove an order book listener

E

encryptBlowfish(String) - Method in class com.activequant.utils.Crypter
 
EntityDao<T extends PersistentEntity> - Class in com.activequant.dao.mybatis
 
EntityDao() - Constructor for class com.activequant.dao.mybatis.EntityDao
 
environment(TradingSystemEnvironment) - Method in interface com.activequant.trading.ITradingSystem
sets the environment.
equals(Object) - Method in class com.activequant.domainmodel.TimeStamp
 
equals(OrderSide) - Method in enum com.activequant.domainmodel.trade.order.OrderSide
 
equalsTo(T, Object) - Static method in class com.activequant.utils.IdentityUtils
 
ETransportType - Enum in com.activequant.transport
Holds an enumeration of possible transport types.
Event<T> - Class in com.activequant.utils.events
Generic event

History:
- [24.10.2006] Created (Erik Nijkamp)
- [30.10.2006] Added isEmpty() (Erik Nijkamp)
Event() - Constructor for class com.activequant.utils.events.Event
 
Event2<T1,T2> - Class in com.activequant.utils.events
Generic event

History:
- [24.10.2006] Created (Erik Nijkamp)
- [30.10.2006] Added isEmpty() (Erik Nijkamp)
Event2() - Constructor for class com.activequant.utils.events.Event2
 
eventFired(T) - Method in interface com.activequant.utils.events.IEventListener
 
eventFired(T1, T2) - Method in interface com.activequant.utils.events.IEventListener2
 
Exchange - Class in com.activequant.domainmodel
Holds all parameters for an exchange.
Exchange() - Constructor for class com.activequant.domainmodel.Exchange
 
Exchange(String, String, String, String, String, String, String) - Constructor for class com.activequant.domainmodel.Exchange
 
execute() - Method in class com.activequant.backtesting.Backtester
 
execution(Order, double, double) - Method in class com.activequant.trading.virtual.VirtualExchange
 
ExecutionCanceledEvent - Class in com.activequant.trading.orderbook
 
ExecutionCanceledEvent() - Constructor for class com.activequant.trading.orderbook.ExecutionCanceledEvent
 
ExecutionEvent - Class in com.activequant.trading.orderbook
 
ExecutionEvent() - Constructor for class com.activequant.trading.orderbook.ExecutionEvent
 
ExportMarketDataCSV - Class in com.activequant.utils
Exports market data from the archive.
ExportMarketDataCSV(String, String, TimeFrame, String, String, String, String[]) - Constructor for class com.activequant.utils.ExportMarketDataCSV
 

F

facadeName() - Method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
can be used for testing ...
FastStreamer - Class in com.activequant.backtesting
 
FastStreamer(StreamEventIterator<StreamEvent>[]) - Constructor for class com.activequant.backtesting.FastStreamer
 
fetchTSData(TimeFrame, String[], String[], double, Map<Parameter, Object>) - Method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
 
fetchTSData(TimeFrame, MarketDataInstrument[], String[], double, double, Map<Parameter, Object>) - Method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
 
fetchTSData(TimeFrame, String[], String[], double, double, Map<Parameter, Object>) - Method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
 
fetchTSData(TimeFrame, String, String, double, Map<Parameter, Object>) - Method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
Fetches data from start time to now().
fetchTSData(TimeFrame, String, String, double, double, Map<Parameter, Object>) - Method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
 
FileTraversal - Class in com.activequant.utils
copy paste from : http://vafer.org/blog/20071112204524/
FileTraversal() - Constructor for class com.activequant.utils.FileTraversal
 
FileUtils - Class in com.activequant.utils
 
FileUtils() - Constructor for class com.activequant.utils.FileUtils
 
findBy2StringVals(String, String, String, String, String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
findByDouble(String, String, Double) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
findByLong(String, String, Long) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
findByProvId(String, String) - Method in interface com.activequant.dao.IMarketDataInstrumentDao
 
findByProvId(String, String) - Method in class com.activequant.dao.mybatis.MarketDataInstrumentDao
 
findByString(String, String, String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
findFor(Instrument) - Method in interface com.activequant.dao.IMarketDataInstrumentDao
 
findFor(String, Instrument) - Method in interface com.activequant.dao.IMarketDataInstrumentDao
 
findFor(Instrument) - Method in class com.activequant.dao.mybatis.MarketDataInstrumentDao
 
findFor(String, Instrument) - Method in class com.activequant.dao.mybatis.MarketDataInstrumentDao
 
findFor(Instrument) - Method in class com.activequant.dao.mybatis.TradeableInstrumentDao
 
findForProvider(String) - Method in interface com.activequant.dao.IMarketDataInstrumentDao
fetch all mdinstruments for a specific provider.
findForProvider(String, int, int) - Method in interface com.activequant.dao.IMarketDataInstrumentDao
 
findForProvider(String) - Method in class com.activequant.dao.mybatis.MarketDataInstrumentDao
 
findForProvider(String, int, int) - Method in class com.activequant.dao.mybatis.MarketDataInstrumentDao
 
findIDs(String, String) - Method in interface com.activequant.dao.IEntityDao
 
findIDs(String, Double) - Method in interface com.activequant.dao.IEntityDao
 
findIDs(String, Long) - Method in interface com.activequant.dao.IEntityDao
 
findIDs(int, int) - Method in interface com.activequant.dao.IEntityDao
 
findIDs(String, String) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
findIDs(String, Double) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
findIDs(String, Long) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
findIDs(int, int) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
findIDs(String, int, int) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
findIDsBetween(String, long, long) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
findIDsLike(String, int) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
findIdsLike(String, String, int) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
findIDsWhereCreationDateBetween(TimeStamp, TimeStamp) - Method in interface com.activequant.dao.IEntityDao
 
findIDsWhereCreationDateBetween(TimeStamp, TimeStamp) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
findIDsWhereLongValGreater(String, long) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
findIDsWhereLongValGreater(String, String, Long) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
findLike(String, String) - Method in interface com.activequant.dao.IMarketDataInstrumentDao
 
findLike(String, String) - Method in class com.activequant.dao.mybatis.MarketDataInstrumentDao
 
fire(T) - Method in class com.activequant.utils.events.Event
 
fire(T1, T2) - Method in class com.activequant.utils.events.Event2
 
fire(T) - Method in interface com.activequant.utils.events.IEventSink
 
forward(IEventSink<T>) - Method in class com.activequant.utils.events.Event
 
forward(Event2<T1, T2>) - Method in class com.activequant.utils.events.Event2
 
fromMilliseconds(long) - Method in class com.activequant.utils.Date8Time6Parser
 
fullPointValue() - Method in class com.activequant.domainmodel.Future
 
Future - Class in com.activequant.domainmodel
 
Future() - Constructor for class com.activequant.domainmodel.Future
 
Future(String, String, Long, Double, Double, Double) - Constructor for class com.activequant.domainmodel.Future
 
FX - Class in com.activequant.domainmodel
 
FX() - Constructor for class com.activequant.domainmodel.FX
 

G

generate(Date) - Method in class com.activequant.utils.UniqueTimeStampGenerator
 
generate(long) - Method in class com.activequant.utils.UniqueTimeStampGenerator
 
generateHtmlTable(String[], Object[][]) - Method in class com.activequant.utils.mail.SendMail
 
GenericMapperDao<T extends PersistentEntity> - Class in com.activequant.dao.mybatis
 
GenericMapperDao(GenericRowMapper, Class<? extends PersistentEntity>, String) - Constructor for class com.activequant.dao.mybatis.GenericMapperDao
 
GenericRow - Class in com.activequant.domainmodel
 
GenericRow() - Constructor for class com.activequant.domainmodel.GenericRow
 
GenericRow(Long, String, String, Long, Double, String) - Constructor for class com.activequant.domainmodel.GenericRow
 
GenericRowMapper - Interface in com.activequant.dao.mybatis.mapper
 
genIndex1(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
genIndex2(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
genIndex3(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
genIndex4(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
genIndex5(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
genIndex6(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
genIndex7(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
genIndex8(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
genKey9(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
getA() - Method in class com.activequant.domainmodel.Tuple
 
getAccountId() - Method in class com.activequant.domainmodel.Portfolio
 
getArchiveFactory() - Method in class com.activequant.trading.TradingSystemEnvironment
 
getAsk() - Method in class com.activequant.tools.streaming.BBOEvent
 
getAskQuantity() - Method in class com.activequant.tools.streaming.BBOEvent
 
getAvgOpenPrice() - Method in class com.activequant.domainmodel.Position
 
getB() - Method in class com.activequant.domainmodel.Tuple
 
getBid() - Method in class com.activequant.tools.streaming.BBOEvent
 
getBidQuantity() - Method in class com.activequant.tools.streaming.BBOEvent
 
getBrokerId() - Method in class com.activequant.domainmodel.Position
 
getChainName() - Method in class com.activequant.domainmodel.SecurityChain
 
getChangeType() - Method in class com.activequant.trading.orderbook.OrderBookChange
 
getChangeType() - Method in class com.activequant.trading.orderbook.OrderBookUpdated
 
getClassName() - Method in class com.activequant.domainmodel.PersistentEntity
 
getClazz() - Method in enum com.activequant.utils.ActiveQuantDataField
 
getColumnHeaders() - Method in class com.activequant.domainmodel.TimeSeries
 
getContactEmail() - Method in class com.activequant.domainmodel.Exchange
 
getContactEmail() - Method in class com.activequant.domainmodel.OTCCounterparty
 
getContactPerson() - Method in class com.activequant.domainmodel.Exchange
 
getContactPerson() - Method in class com.activequant.domainmodel.OTCCounterparty
 
getCountry() - Method in class com.activequant.domainmodel.Country
 
getCountry() - Method in class com.activequant.domainmodel.Venue
 
getCreated() - Method in class com.activequant.domainmodel.GenericRow
 
getCreationTime() - Method in class com.activequant.domainmodel.PersistentEntity
 
getCreationTimeStamp() - Method in class com.activequant.domainmodel.trade.event.OrderEvent
 
getCreationTimeStamp() - Method in class com.activequant.domainmodel.trade.order.Order
 
getCurrency() - Method in class com.activequant.domainmodel.Country
 
getCurrency() - Method in class com.activequant.domainmodel.ListedInstrument
 
getDaoFactory() - Method in class com.activequant.trading.TradingSystemEnvironment
 
getDate() - Method in class com.activequant.domainmodel.TimeStamp
 
getDate(int, int, int) - Static method in class com.activequant.utils.DateUtils
 
getDeletionTime() - Method in class com.activequant.domainmodel.PersistentEntity
 
getDescription() - Method in class com.activequant.domainmodel.Instrument
 
getDescription() - Method in class com.activequant.domainmodel.Region
 
getDescription() - Method in class com.activequant.domainmodel.Venue
 
getDoubleVal() - Method in class com.activequant.domainmodel.GenericRow
 
getEntryPrice() - Method in class com.activequant.domainmodel.Portfolio
 
getEventType() - Method in class com.activequant.tools.streaming.BBOEvent
 
getEventType() - Method in class com.activequant.tools.streaming.MarketDataEvent
 
getEventType() - Method in class com.activequant.tools.streaming.ReferenceDataEvent
 
getEventType() - Method in class com.activequant.tools.streaming.StreamEvent
 
getEventType() - Method in class com.activequant.tools.streaming.TimeStreamEvent
 
getEventType() - Method in class com.activequant.tools.streaming.TradingDataEvent
 
getExchange() - Method in class com.activequant.trading.TradingSystemEnvironment
 
getExchangeCode() - Method in class com.activequant.domainmodel.ListedInstrument
 
getExpiry() - Method in class com.activequant.domainmodel.Future
 
getFieldName() - Method in class com.activequant.domainmodel.GenericRow
 
getFillAmount() - Method in class com.activequant.domainmodel.trade.event.OrderFillEvent
 
getFillPrice() - Method in class com.activequant.domainmodel.trade.event.OrderFillEvent
 
getFirstTradingDate() - Method in class com.activequant.domainmodel.Future
 
getFrom() - Method in class com.activequant.domainmodel.FX
 
getFrom() - Method in class com.activequant.utils.mail.SendMail
 
getHost() - Method in class com.activequant.utils.mail.SendMail
 
getId() - Method in class com.activequant.domainmodel.Country
 
getId() - Method in class com.activequant.domainmodel.Future
 
getId() - Method in class com.activequant.domainmodel.FX
 
getId() - Method in class com.activequant.domainmodel.Instrument
 
getId() - Method in class com.activequant.domainmodel.InstrumentChain
 
getId() - Method in class com.activequant.domainmodel.MarketDataInstrument
 
getId() - Method in class com.activequant.domainmodel.PersistentEntity
 
getId() - Method in class com.activequant.domainmodel.Portfolio
 
getId() - Method in class com.activequant.domainmodel.Position
 
getId() - Method in class com.activequant.domainmodel.Region
 
getId() - Method in class com.activequant.domainmodel.SecurityChainByDate
 
getId() - Method in class com.activequant.domainmodel.Stock
 
getId() - Method in class com.activequant.domainmodel.TradeableInstrument
 
getId() - Method in class com.activequant.domainmodel.Venue
 
getId() - Method in class com.activequant.tools.streaming.MarketDataEvent
 
getId() - Method in class com.activequant.tools.streaming.ReferenceDataEvent
 
getId() - Method in class com.activequant.tools.streaming.TimeStreamEvent
 
getId() - Method in class com.activequant.tools.streaming.TradingDataEvent
 
getIID(String) - Method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
Fetches the instrument id for an mdi id.
getInstrument() - Method in class com.activequant.tools.streaming.ReferenceDataEvent
 
getInstrumentId() - Method in class com.activequant.domainmodel.MarketDataInstrument
 
getInstrumentId() - Method in class com.activequant.domainmodel.Position
 
getInstrumentId() - Method in class com.activequant.domainmodel.TradeableInstrument
 
getInstrumentIds() - Method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
 
getKeyVal() - Method in class com.activequant.domainmodel.GenericRow
 
getLastChainUpdateTime() - Method in class com.activequant.domainmodel.SecurityChainByDate
 
getLastHistFetchTime() - Method in class com.activequant.domainmodel.MarketDataInstrument
 
getLastHistFetchTime() - Method in class com.activequant.domainmodel.SecurityChainByDate
 
getLastTradingDate() - Method in class com.activequant.domainmodel.Future
 
getLimitPrice() - Method in class com.activequant.domainmodel.trade.order.LimitOrder
 
getLimitPrice() - Method in class com.activequant.domainmodel.trade.order.MarketOrder
 
getLongVal() - Method in class com.activequant.domainmodel.GenericRow
 
getLotSize() - Method in class com.activequant.domainmodel.Future
 
getMarketState() - Method in class com.activequant.trading.AbstractOrderBook
 
getMarketState() - Method in interface com.activequant.trading.IOrderBook
returns the current market state, for example open, preopen, etc.
getMdiId() - Method in class com.activequant.tools.streaming.MarketDataEvent
 
getMdProvider() - Method in class com.activequant.domainmodel.MarketDataInstrument
 
getMicroseconds(Double) - Method in class com.activequant.utils.Date8Time6Parser
 
getMilliseconds() - Method in class com.activequant.domainmodel.TimeStamp
 
getMinutes() - Method in enum com.activequant.domainmodel.TimeFrame
 
getMsgRecEvent() - Method in interface com.activequant.transport.IReceiver
 
getMsgRecEvent() - Method in class com.activequant.transport.memory.InMemoryReceiver
 
getMultiValueStream(String, TimeStamp, TimeStamp) - Method in interface com.activequant.archive.IArchiveReader
 
getName() - Method in class com.activequant.domainmodel.Instrument
Name contains the generic name of an instrument.
getName() - Method in class com.activequant.domainmodel.Region
 
getName() - Method in class com.activequant.domainmodel.Venue
 
getNanoseconds() - Method in class com.activequant.domainmodel.TimeStamp
Returns time in nanoseconds since Unix epoch (Jan 1, 1970 UTC).
getNanoseconds(Double) - Method in class com.activequant.utils.Date8Time6Parser
 
getNonExpiredInstruments(long) - Method in interface com.activequant.dao.IInstrumentDao
 
getNonExpiredInstruments(long) - Method in class com.activequant.dao.mybatis.InstrumentDao
 
getOneFromPipes() - Method in class com.activequant.backtesting.FastStreamer
 
getOneFromPipes() - Method in class com.activequant.backtesting.StreamMerger
 
getOpenQuantity() - Method in class com.activequant.domainmodel.trade.order.SingleLegOrder
 
getOrder() - Method in interface com.activequant.trading.IOrderTracker
Original order that initiated this tracker.
getOrderBook(String) - Method in interface com.activequant.trading.virtual.IExchange
 
getOrderBook(String) - Method in class com.activequant.trading.virtual.VirtualExchange
 
getOrderEventSource() - Method in interface com.activequant.trading.IOrderTracker
Returns event source for the detailed order-related events.
getOrderId() - Method in class com.activequant.domainmodel.trade.order.Order
 
getOrderSide() - Method in class com.activequant.domainmodel.trade.order.SingleLegOrder
 
getOrderTracker(Order) - Method in class com.activequant.trading.virtual.VirtualExchange
 
getPassword() - Method in class com.activequant.utils.mail.SendMail
 
getPhoneNumber() - Method in class com.activequant.domainmodel.Exchange
 
getPhoneNumber() - Method in class com.activequant.domainmodel.OTCCounterparty
 
getPort() - Method in class com.activequant.utils.mail.SendMail
 
getPortfolioId() - Method in class com.activequant.domainmodel.Position
 
getPositions() - Method in class com.activequant.domainmodel.Portfolio
 
getProviders() - Method in interface com.activequant.dao.IMarketDataInstrumentDao
 
getProviders() - Method in class com.activequant.dao.mybatis.MarketDataInstrumentDao
 
getProviderSpecificId() - Method in class com.activequant.domainmodel.MarketDataInstrument
 
getProviderSpecificId() - Method in class com.activequant.domainmodel.TradeableInstrument
 
getPublisher(ETransportType, String) - Method in class com.activequant.transport.activemq.ActiveMQTransportFactory
 
getPublisher(ETransportType, Instrument) - Method in class com.activequant.transport.activemq.ActiveMQTransportFactory
 
getPublisher(ETransportType, MarketDataInstrument) - Method in class com.activequant.transport.activemq.ActiveMQTransportFactory
 
getPublisher(String) - Method in class com.activequant.transport.activemq.ActiveMQTransportFactory
 
getPublisher(ETransportType, TradeableInstrument) - Method in class com.activequant.transport.activemq.ActiveMQTransportFactory
 
getPublisher(ETransportType, String) - Method in interface com.activequant.transport.ITransportFactory
 
getPublisher(ETransportType, Instrument) - Method in interface com.activequant.transport.ITransportFactory
 
getPublisher(ETransportType, MarketDataInstrument) - Method in interface com.activequant.transport.ITransportFactory
 
getPublisher(ETransportType, TradeableInstrument) - Method in interface com.activequant.transport.ITransportFactory
 
getPublisher(String) - Method in interface com.activequant.transport.ITransportFactory
 
getPublisher(ETransportType, String) - Method in class com.activequant.transport.memory.InMemoryTransportFactory
 
getPublisher(ETransportType, Instrument) - Method in class com.activequant.transport.memory.InMemoryTransportFactory
 
getPublisher(ETransportType, MarketDataInstrument) - Method in class com.activequant.transport.memory.InMemoryTransportFactory
 
getPublisher(ETransportType, TradeableInstrument) - Method in class com.activequant.transport.memory.InMemoryTransportFactory
 
getPublisher(String) - Method in class com.activequant.transport.memory.InMemoryTransportFactory
 
getQuantity() - Method in class com.activequant.domainmodel.Position
 
getQuantity() - Method in class com.activequant.domainmodel.trade.order.SingleLegOrder
 
getQuoteUnits() - Method in class com.activequant.domainmodel.ListedInstrument
 
getRawMsgRecEvent() - Method in interface com.activequant.transport.IReceiver
use it to register for incoming data
getRawMsgRecEvent() - Method in class com.activequant.transport.memory.InMemoryReceiver
 
getReader(TimeFrame) - Method in class com.activequant.archive.hbase.HBaseArchiveFactory
 
getReader(TimeFrame) - Method in interface com.activequant.archive.IArchiveFactory
 
getReceiver(ETransportType, String) - Method in class com.activequant.transport.activemq.ActiveMQTransportFactory
 
getReceiver(ETransportType, Instrument) - Method in class com.activequant.transport.activemq.ActiveMQTransportFactory
 
getReceiver(ETransportType, MarketDataInstrument) - Method in class com.activequant.transport.activemq.ActiveMQTransportFactory
 
getReceiver(String) - Method in class com.activequant.transport.activemq.ActiveMQTransportFactory
 
getReceiver(ETransportType, TradeableInstrument) - Method in class com.activequant.transport.activemq.ActiveMQTransportFactory
 
getReceiver(ETransportType, String) - Method in interface com.activequant.transport.ITransportFactory
 
getReceiver(ETransportType, Instrument) - Method in interface com.activequant.transport.ITransportFactory
 
getReceiver(ETransportType, MarketDataInstrument) - Method in interface com.activequant.transport.ITransportFactory
 
getReceiver(ETransportType, TradeableInstrument) - Method in interface com.activequant.transport.ITransportFactory
 
getReceiver(String) - Method in interface com.activequant.transport.ITransportFactory
 
getReceiver(ETransportType, String) - Method in class com.activequant.transport.memory.InMemoryTransportFactory
 
getReceiver(ETransportType, Instrument) - Method in class com.activequant.transport.memory.InMemoryTransportFactory
 
getReceiver(ETransportType, MarketDataInstrument) - Method in class com.activequant.transport.memory.InMemoryTransportFactory
 
getReceiver(ETransportType, TradeableInstrument) - Method in class com.activequant.transport.memory.InMemoryTransportFactory
 
getReceiver(String) - Method in class com.activequant.transport.memory.InMemoryTransportFactory
 
getRegion() - Method in class com.activequant.domainmodel.Country
 
getRegion() - Method in class com.activequant.domainmodel.Region
 
getRemarks() - Method in class com.activequant.domainmodel.OTCCounterparty
 
getRollDate() - Method in class com.activequant.domainmodel.Future
 
getRollDates() - Method in class com.activequant.domainmodel.InstrumentChain
 
getRollDates() - Method in class com.activequant.domainmodel.SecurityChainByDate
 
getRow(TimeStamp) - Method in class com.activequant.utils.TimeStampMatrix
 
getRuntime(String) - Static method in class com.activequant.utils.TimeMeasurement
 
getScalingFactor() - Method in class com.activequant.domainmodel.MarketDataInstrument
 
getSettlementDate() - Method in class com.activequant.domainmodel.Future
 
getShortName() - Method in class com.activequant.domainmodel.Instrument
 
getSide() - Method in enum com.activequant.domainmodel.trade.order.OrderSide
 
getSnapshotTime() - Method in class com.activequant.domainmodel.PersistentEntity
 
getSoapServer() - Method in class com.activequant.server.AQ2Server
 
getStringVal() - Method in class com.activequant.domainmodel.GenericRow
 
getSubscriberList(ETransportType) - Method in class com.activequant.tools.streaming.AbstractEventChainLink
 
getTickSize() - Method in class com.activequant.domainmodel.Future
 
getTickSize() - Method in class com.activequant.domainmodel.ListedInstrument
 
getTickValue() - Method in class com.activequant.domainmodel.Future
 
getTickValue() - Method in class com.activequant.domainmodel.ListedInstrument
 
getTimeComponent() - Method in class com.activequant.domainmodel.TimeStamp
 
getTimeSeries(String, String, TimeStamp) - Method in interface com.activequant.archive.IArchiveReader
 
getTimeSeries(String, String, TimeStamp, TimeStamp) - Method in interface com.activequant.archive.IArchiveReader
 
getTimeSeriesStream(String, String, TimeStamp, TimeStamp) - Method in interface com.activequant.archive.IArchiveReader
 
getTimeStamp() - Method in class com.activequant.tools.streaming.StreamEvent
 
getTimeStamp() - Method in class com.activequant.tools.streaming.TimeStreamEvent
 
getTimeStamps() - Method in class com.activequant.domainmodel.TimeSeries
 
getTo() - Method in class com.activequant.domainmodel.FX
 
getTradeableId() - Method in class com.activequant.tools.streaming.BBOEvent
 
getTradeableInstrumentId() - Method in class com.activequant.tools.streaming.BBOEvent
 
getTradeableInstrumentId() - Method in class com.activequant.trading.AbstractOrderBook
 
getTradeableInstrumentId() - Method in interface com.activequant.trading.IOrderBook
 
getTradeableInstrumentIds() - Method in class com.activequant.domainmodel.Portfolio
 
getTradingProvider() - Method in class com.activequant.domainmodel.TradeableInstrument
 
getTradInst() - Method in class com.activequant.tools.streaming.TradingDataEvent
 
getTradInstId() - Method in class com.activequant.domainmodel.trade.order.SingleLegOrder
 
getTransportFactory() - Method in class com.activequant.trading.TradingSystemEnvironment
 
getType() - Method in class com.activequant.trading.orderbook.MarketAuction
 
getType() - Method in class com.activequant.trading.orderbook.MarketClosed
 
getType() - Method in class com.activequant.trading.orderbook.MarketOpen
 
getType() - Method in class com.activequant.trading.orderbook.MarketPreclose
 
getType() - Method in class com.activequant.trading.orderbook.MarketPreopen
 
getType() - Method in class com.activequant.trading.orderbook.MarketState
 
getUnderlyingId() - Method in class com.activequant.domainmodel.Derivative
 
getUser() - Method in class com.activequant.utils.mail.SendMail
 
getValidInstrument(Long) - Method in class com.activequant.domainmodel.InstrumentChain
returns the valid instrument Id for a specific date.
getValidInstrument() - Method in class com.activequant.domainmodel.InstrumentChain
 
getValidInstrument(Long) - Method in class com.activequant.domainmodel.RollingSchedule
returns the valid instrument Id for a specific date.
getValidInstrumentIDs() - Method in class com.activequant.domainmodel.SecurityChainByDate
 
getValuationPrice() - Method in class com.activequant.domainmodel.Position
 
getValueObject(String) - Method in enum com.activequant.utils.ActiveQuantDataField
 
getValues() - Method in class com.activequant.domainmodel.TimeSeries
 
getVenueAssignedId() - Method in interface com.activequant.trading.IOrderTracker
Venue assigned id for this order processing.
getVenueId() - Method in class com.activequant.domainmodel.Venue
 
getWeekday(Date) - Static method in class com.activequant.utils.DateUtils
 
getWorkingTimeStamp() - Method in class com.activequant.domainmodel.trade.order.Order
 
getWriter(TimeFrame) - Method in class com.activequant.archive.hbase.HBaseArchiveFactory
 
getWriter(TimeFrame) - Method in interface com.activequant.archive.IArchiveFactory
 

H

handle(StreamEvent) - Method in class com.activequant.trading.virtual.TradingSystemSample
 
hashCode() - Method in class com.activequant.domainmodel.TimeStamp
 
hasNext() - Method in class com.activequant.backtesting.ArchiveStreamToMarketDataIterator
 
hasNext() - Method in class com.activequant.backtesting.RandomMarketDataIterator
 
hasNext() - Method in class com.activequant.backtesting.TradingTimeStreamIterator
 
HBaseArchiveFactory - Class in com.activequant.archive.hbase
Instantiates readers and writers for different time frames.
HBaseArchiveFactory(String) - Constructor for class com.activequant.archive.hbase.HBaseArchiveFactory
 
HBaseArchiveFactory(String, int) - Constructor for class com.activequant.archive.hbase.HBaseArchiveFactory
 
Hexdump - Class in com.activequant.utils
A class to hexdump stuff.

History:
- [06.05.2007] Created (Ulrich Staudinger)
Hexdump() - Constructor for class com.activequant.utils.Hexdump
 
hexdump(byte[]) - Static method in class com.activequant.utils.Hexdump
Pass in a byte array, get back a string representation in hex.

I

IArchiveFactory - Interface in com.activequant.archive
 
IArchiveReader - Interface in com.activequant.archive
 
IArchiveWriter - Interface in com.activequant.archive
 
ICountryDao - Interface in com.activequant.dao
 
IDaoFactory - Interface in com.activequant.dao
 
IdentityUtils - Class in com.activequant.utils
All objects have both identity (the object's location in memory) and state (the object's data).
This generic class allows the developer to easily implement identity and state comparison
for each object

History:
- [07.10.2007] Created (Erik Nijkamp)
IdentityUtils() - Constructor for class com.activequant.utils.IdentityUtils
 
IEntityDao<T extends PersistentEntity> - Interface in com.activequant.dao
 
IEventListener<T> - Interface in com.activequant.utils.events
Generic event

History:
- [24.10.2006] Created (Erik Nijkamp)
IEventListener2<T1,T2> - Interface in com.activequant.utils.events
Generic event

History:
- [24.10.2006] Created (Erik Nijkamp)
IEventSink - Interface in com.activequant.tools.streaming
 
IEventSink<T> - Interface in com.activequant.utils.events
Event sink interface.
IEventSource - Interface in com.activequant.tools.streaming
 
IEventSource<T> - Interface in com.activequant.utils.events
Generic event source.
IExchange - Interface in com.activequant.trading.virtual
 
IInstrumentDao - Interface in com.activequant.dao
 
IMainService - Interface in com.activequant.servicelayer.soap
 
IMapper - Interface in com.activequant.tools.mapping
 
IMarketDataInstrumentDao - Interface in com.activequant.dao
 
ImportBBTickDump - Class in com.activequant.utils
 
ImportBBTickDump(String, String, String, TimeFrame) - Constructor for class com.activequant.utils.ImportBBTickDump
 
ImportInstrumentsCSV - Class in com.activequant.utils
Imports one CSV file that contains instrument reference data, one instrument per row, with multiple columns.
ImportInstrumentsCSV(String, String) - Constructor for class com.activequant.utils.ImportInstrumentsCSV
 
ImportL1DataCSV - Class in com.activequant.utils
 
ImportL1DataCSV(String, String, String, TimeFrame) - Constructor for class com.activequant.utils.ImportL1DataCSV
 
ImportMarketDataCSV - Class in com.activequant.utils
Imports recursively all ".csv" file (case sensitive) from a start folder.
ImportMarketDataCSV(String, String, String, TimeFrame) - Constructor for class com.activequant.utils.ImportMarketDataCSV
 
ImportMarketDataInstrumentsCSV - Class in com.activequant.utils
Imports one CSV file that contains instrument reference data, one instrument per row, with multiple columns.
ImportMarketDataInstrumentsCSV(String, String) - Constructor for class com.activequant.utils.ImportMarketDataInstrumentsCSV
 
ImportPriceSheet - Class in com.activequant.utils
Imports recursively all ".csv" file (case sensitive) from a start folder.
ImportPriceSheet(String, String, String, TimeFrame) - Constructor for class com.activequant.utils.ImportPriceSheet
 
IncompleteOrderInstructions - Exception in com.activequant.exceptions
Thrown to indicate a transport exception.
IncompleteOrderInstructions(Throwable) - Constructor for exception com.activequant.exceptions.IncompleteOrderInstructions
 
IncompleteOrderInstructions(String) - Constructor for exception com.activequant.exceptions.IncompleteOrderInstructions
 
init(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
initFromMap(Map<String, Object>) - Method in class com.activequant.domainmodel.PersistentEntity
 
initialize() - Method in interface com.activequant.trading.ITradingSystem
 
InMemoryPublisher - Class in com.activequant.transport.memory
 
InMemoryReceiver - Class in com.activequant.transport.memory
 
InMemoryTransportFactory - Class in com.activequant.transport.memory
 
InMemoryTransportFactory() - Constructor for class com.activequant.transport.memory.InMemoryTransportFactory
 
insert(String, GenericRow) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
InstanceFromMapInstantiator<T extends PersistentEntity> - Class in com.activequant.utils
 
InstanceFromMapInstantiator() - Constructor for class com.activequant.utils.InstanceFromMapInstantiator
 
Instrument - Class in com.activequant.domainmodel
 
Instrument() - Constructor for class com.activequant.domainmodel.Instrument
 
Instrument(String) - Constructor for class com.activequant.domainmodel.Instrument
 
InstrumentChain - Class in com.activequant.domainmodel
 
InstrumentChain() - Constructor for class com.activequant.domainmodel.InstrumentChain
 
instrumentCount() - Method in interface com.activequant.servicelayer.soap.IMainService
 
instrumentCount() - Method in class com.activequant.servicelayer.soap.MainService
 
instrumentDao() - Method in interface com.activequant.dao.IDaoFactory
 
instrumentDao() - Method in class com.activequant.dao.mybatis.DaoFactory
 
InstrumentDao - Class in com.activequant.dao.mybatis
 
InstrumentDao(GenericRowMapper) - Constructor for class com.activequant.dao.mybatis.InstrumentDao
 
instrumentKeys() - Method in interface com.activequant.servicelayer.soap.IMainService
 
instrumentKeys() - Method in class com.activequant.servicelayer.soap.MainService
 
InterpolationRule - Enum in com.activequant.servicelayer.matlab
 
InvalidDataException - Exception in com.activequant.exceptions
Thrown to indicate a transport exception.
InvalidDataException(Throwable) - Constructor for exception com.activequant.exceptions.InvalidDataException
 
InvalidDataException(String) - Constructor for exception com.activequant.exceptions.InvalidDataException
 
InvalidDate8Time6Input - Exception in com.activequant.exceptions
 
InvalidDate8Time6Input(String) - Constructor for exception com.activequant.exceptions.InvalidDate8Time6Input
 
IOrderBook<T extends Order> - Interface in com.activequant.trading
 
IOrderBookListener - Interface in com.activequant.trading.orderbook
 
IOrderTracker - Interface in com.activequant.trading
Order tracker (normally implemented by IBroker).
IPortfolioDao - Interface in com.activequant.dao
 
IPositionDao - Interface in com.activequant.dao
 
IPublisher - Interface in com.activequant.transport
 
IReceiver - Interface in com.activequant.transport
 
IRegionDao - Interface in com.activequant.dao
 
isAfter(TimeStamp) - Method in class com.activequant.domainmodel.TimeStamp
 
isBefore(TimeStamp) - Method in class com.activequant.domainmodel.TimeStamp
 
ISecurityChainDao - Interface in com.activequant.dao
 
isEmpty() - Method in class com.activequant.utils.events.Event
 
isEmpty() - Method in class com.activequant.utils.events.Event2
 
isEqual(TimeStamp) - Method in class com.activequant.domainmodel.TimeStamp
 
isNowExpired() - Method in class com.activequant.domainmodel.Future
 
isRunFlag() - Method in class com.activequant.utils.RunnableTask
 
isWeekday(TimeStamp) - Method in class com.activequant.utils.TimeTools
 
ITradeableInstrumentDao - Interface in com.activequant.dao
 
ITradingSystem - Interface in com.activequant.trading
 
ITransportFactory - Interface in com.activequant.transport
If possible, always use the typed methods.
IVenueDao - Interface in com.activequant.dao
 

J

JMSVenue - Class in com.activequant.trading.jms
Lightweight text-based Venue implementation.
JMSVenue() - Constructor for class com.activequant.trading.jms.JMSVenue
 

K

keyName() - Method in enum com.activequant.utils.ActiveQuantDataField
 

L

LicenseStatus - Enum in com.activequant.utils
 
LimitOrder - Class in com.activequant.domainmodel.trade.order
 
LimitOrder() - Constructor for class com.activequant.domainmodel.trade.order.LimitOrder
 
LimitOrderBook - Class in com.activequant.trading.virtual
See http://journal.r-project.org/archive/2011-1/RJournal_2011-1_Kane~et~al.pdf see http://dl.dropbox.com/u/3001534/engine.c see http://www.mathworks.com/matlabcentral/fileexchange/28156-limit-order-book-simulation
LimitOrderBook(VirtualExchange, String) - Constructor for class com.activequant.trading.virtual.LimitOrderBook
 
LimitOrderBookMatcher - Class in com.activequant.trading.virtual
 
LimitOrderBookMatcher(VirtualExchange, LimitOrderBook) - Constructor for class com.activequant.trading.virtual.LimitOrderBookMatcher
 
ListedInstrument - Class in com.activequant.domainmodel
 
ListedInstrument(String) - Constructor for class com.activequant.domainmodel.ListedInstrument
 
load(String) - Method in interface com.activequant.dao.IEntityDao
 
load(String) - Method in class com.activequant.dao.mybatis.EntityDao
 
load(String) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
load(String, String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
load(Map<String, Object>) - Method in class com.activequant.utils.InstanceFromMapInstantiator
 
loadAll() - Method in interface com.activequant.dao.IEntityDao
 
loadAll() - Method in class com.activequant.dao.mybatis.EntityDao
 
loadAll() - Method in class com.activequant.dao.mybatis.GenericMapperDao
First sentence: Use with care.
loadIDs() - Method in interface com.activequant.dao.IEntityDao
 
loadIDs() - Method in class com.activequant.dao.mybatis.GenericMapperDao
Use this function to load all IDs
loadInstrument(String) - Method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
 
loadInstrument(String) - Method in interface com.activequant.servicelayer.soap.IMainService
 
loadInstrument(String) - Method in class com.activequant.servicelayer.soap.MainService
 
loadKeyList(String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
loadMarketDataInstrument(String) - Method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
 
loadMarketDataInstruments(Instrument) - Method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
 
loadStringString(Map<String, String>) - Method in class com.activequant.utils.InstanceFromMapInstantiator
dirty.
LocalHBaseCluster - Class in com.activequant.server
 
LocalHBaseCluster() - Constructor for class com.activequant.server.LocalHBaseCluster
 
LocalHSQLDBServer - Class in com.activequant.server
 
LocalHSQLDBServer() - Constructor for class com.activequant.server.LocalHSQLDBServer
 
LocalJMSServer - Class in com.activequant.server
 
LocalJMSServer() - Constructor for class com.activequant.server.LocalJMSServer
 
LocalSoapServer - Class in com.activequant.server
 
LocalSoapServer(String, int) - Constructor for class com.activequant.server.LocalSoapServer
 

M

MailHistData - Class in com.activequant.utils.checks
Various database checks and statistics.
MailHistData(String, String) - Constructor for class com.activequant.utils.checks.MailHistData
 
main(String[]) - Static method in class com.activequant.server.AQ2Server
 
main(String[]) - Static method in class com.activequant.servicelayer.matlab.MatlabServiceFacade
Used for basic and simple testing.
main(String[]) - Static method in class com.activequant.tools.mapping.Mdi2InstrumentMapper
 
main(String[]) - Static method in class com.activequant.utils.ArchiveTestCall
 
main(String[]) - Static method in class com.activequant.utils.checks.CheckScript
 
main(String[]) - Static method in class com.activequant.utils.checks.MailHistData
 
main(String[]) - Static method in class com.activequant.utils.ExportMarketDataCSV
 
main(String[]) - Static method in class com.activequant.utils.ImportBBTickDump
 
main(String[]) - Static method in class com.activequant.utils.ImportInstrumentsCSV
 
main(String[]) - Static method in class com.activequant.utils.ImportL1DataCSV
 
main(String[]) - Static method in class com.activequant.utils.ImportMarketDataCSV
 
main(String[]) - Static method in class com.activequant.utils.ImportMarketDataInstrumentsCSV
 
main(String[]) - Static method in class com.activequant.utils.ImportPriceSheet
 
main(String[]) - Static method in class com.activequant.utils.PrintSecurityChain
 
main(String[]) - Static method in class com.activequant.utils.snmp.SNMPReporter
 
MainService - Class in com.activequant.servicelayer.soap
 
MainService(IDaoFactory) - Constructor for class com.activequant.servicelayer.soap.MainService
 
map(MarketDataInstrument) - Method in class com.activequant.tools.mapping.BBMapper
 
map(MarketDataInstrument) - Method in interface com.activequant.tools.mapping.IMapper
 
mapper - Variable in class com.activequant.dao.mybatis.GenericMapperDao
 
MapToString - Class in com.activequant.utils
 
MapToString() - Constructor for class com.activequant.utils.MapToString
 
MarketAuction - Class in com.activequant.trading.orderbook
 
MarketAuction() - Constructor for class com.activequant.trading.orderbook.MarketAuction
 
MarketClosed - Class in com.activequant.trading.orderbook
 
MarketClosed() - Constructor for class com.activequant.trading.orderbook.MarketClosed
 
MarketDataEvent - Class in com.activequant.tools.streaming
 
MarketDataEvent(TimeStamp, String, String) - Constructor for class com.activequant.tools.streaming.MarketDataEvent
 
MarketDataInstrument - Class in com.activequant.domainmodel
key for this is an aim hedge instrument ID.
MarketDataInstrument() - Constructor for class com.activequant.domainmodel.MarketDataInstrument
 
MarketDataInstrumentDao - Class in com.activequant.dao.mybatis
 
MarketDataInstrumentDao(GenericRowMapper) - Constructor for class com.activequant.dao.mybatis.MarketDataInstrumentDao
 
marketDataInstruments() - Method in class com.activequant.servicelayer.matlab.TimeSeriesContainer
 
marketDataInstruments(String[][]) - Method in class com.activequant.servicelayer.matlab.TimeSeriesContainer
 
MarketOpen - Class in com.activequant.trading.orderbook
 
MarketOpen() - Constructor for class com.activequant.trading.orderbook.MarketOpen
 
MarketOrder - Class in com.activequant.domainmodel.trade.order
 
MarketOrder() - Constructor for class com.activequant.domainmodel.trade.order.MarketOrder
 
MarketPreclose - Class in com.activequant.trading.orderbook
 
MarketPreclose() - Constructor for class com.activequant.trading.orderbook.MarketPreclose
 
MarketPreopen - Class in com.activequant.trading.orderbook
 
MarketPreopen() - Constructor for class com.activequant.trading.orderbook.MarketPreopen
 
MarketState - Class in com.activequant.trading.orderbook
 
MarketState() - Constructor for class com.activequant.trading.orderbook.MarketState
 
marketStateChange(MarketState) - Method in class com.activequant.trading.AbstractOrderBook
 
marketStateChange(MarketState) - Method in interface com.activequant.trading.orderbook.IOrderBookListener
 
match() - Method in class com.activequant.trading.virtual.LimitOrderBook
 
match() - Method in class com.activequant.trading.virtual.LimitOrderBookMatcher
 
MatlabServiceFacade - Class in com.activequant.servicelayer.matlab
This facade is to be used by MATLAB users.
MatlabServiceFacade() - Constructor for class com.activequant.servicelayer.matlab.MatlabServiceFacade
 
MatlabServiceFacade(String) - Constructor for class com.activequant.servicelayer.matlab.MatlabServiceFacade
 
MatlabServiceFacade(IArchiveFactory, IDaoFactory) - Constructor for class com.activequant.servicelayer.matlab.MatlabServiceFacade
 
Mdi2InstrumentMapper - Class in com.activequant.tools.mapping
this tool tries to map unassigned MDIs to Instruments.
Mdi2InstrumentMapper(IDaoFactory, IMapper[]) - Constructor for class com.activequant.tools.mapping.Mdi2InstrumentMapper
 
mdiCount() - Method in interface com.activequant.servicelayer.soap.IMainService
 
mdiCount() - Method in class com.activequant.servicelayer.soap.MainService
 
mdiDao() - Method in interface com.activequant.dao.IDaoFactory
 
mdiDao() - Method in class com.activequant.dao.mybatis.DaoFactory
 
merge(TimeSeries, TimeSeries) - Static method in class com.activequant.utils.TimeSeriesUtils
 
mkdir(String) - Static method in class com.activequant.utils.FileUtils
 
moreDataInPipe() - Method in class com.activequant.backtesting.FastStreamer
 
moreDataInPipe() - Method in class com.activequant.backtesting.StreamMerger
 
move(String, String) - Static method in class com.activequant.utils.FileUtils
 
MultiValueTimeSeriesIterator - Class in com.activequant.archive
 
MultiValueTimeSeriesIterator() - Constructor for class com.activequant.archive.MultiValueTimeSeriesIterator
 

N

next() - Method in class com.activequant.backtesting.ArchiveStreamToMarketDataIterator
 
next() - Method in class com.activequant.backtesting.RandomMarketDataIterator
 
next() - Method in class com.activequant.backtesting.TradingTimeStreamIterator
 
next() - Static method in class com.activequant.utils.RequestIdGenerator
 
nextDay(Date) - Static method in class com.activequant.utils.DateUtils
 
NoEntryForDate - Exception in com.activequant.domainmodel.exceptions
 
NoEntryForDate(String) - Constructor for exception com.activequant.domainmodel.exceptions.NoEntryForDate
 
NoSuchOrderBook - Exception in com.activequant.exceptions
Thrown to indicate a transport exception.
NoSuchOrderBook(Throwable) - Constructor for exception com.activequant.exceptions.NoSuchOrderBook
 
NoSuchOrderBook(String) - Constructor for exception com.activequant.exceptions.NoSuchOrderBook
 
now() - Method in class com.activequant.utils.Date8Time6Parser
 
now() - Method in class com.activequant.utils.UniqueTimeStampGenerator
 
nullSafe(Object) - Method in class com.activequant.domainmodel.PersistentEntity
 

O

onDirectory(File) - Method in class com.activequant.utils.FileTraversal
 
onFile(File) - Method in class com.activequant.utils.FileTraversal
 
Order - Class in com.activequant.domainmodel.trade.order
 
Order() - Constructor for class com.activequant.domainmodel.trade.order.Order
 
OrderAcceptedEvent - Class in com.activequant.domainmodel.trade.event
 
OrderAcceptedEvent() - Constructor for class com.activequant.domainmodel.trade.event.OrderAcceptedEvent
 
orderBookChange(OrderBookChange) - Method in interface com.activequant.trading.orderbook.IOrderBookListener
 
OrderBookChange - Class in com.activequant.trading.orderbook
 
OrderBookChange() - Constructor for class com.activequant.trading.orderbook.OrderBookChange
 
orderBookEvent(OrderBookChange) - Method in class com.activequant.trading.AbstractOrderBook
 
OrderBookUpdated - Class in com.activequant.trading.orderbook
 
OrderBookUpdated() - Constructor for class com.activequant.trading.orderbook.OrderBookUpdated
 
OrderEvent - Class in com.activequant.domainmodel.trade.event
 
OrderEvent() - Constructor for class com.activequant.domainmodel.trade.event.OrderEvent
 
OrderFillEvent - Class in com.activequant.domainmodel.trade.event
 
OrderFillEvent() - Constructor for class com.activequant.domainmodel.trade.event.OrderFillEvent
 
OrderSide - Enum in com.activequant.domainmodel.trade.order
 
OrderSubmittedEvent - Class in com.activequant.domainmodel.trade.event
 
OrderSubmittedEvent() - Constructor for class com.activequant.domainmodel.trade.event.OrderSubmittedEvent
 
OrderTerminalEvent - Class in com.activequant.domainmodel.trade.event
 
OrderTerminalEvent() - Constructor for class com.activequant.domainmodel.trade.event.OrderTerminalEvent
 
OrderTif - Enum in com.activequant.domainmodel.trade.order
 
OTCCounterparty - Class in com.activequant.domainmodel
 
OTCCounterparty() - Constructor for class com.activequant.domainmodel.OTCCounterparty
 
OTCCounterparty(String, String, String, String, String, String, String, String) - Constructor for class com.activequant.domainmodel.OTCCounterparty
 

P

Parameter - Enum in com.activequant.servicelayer.matlab
 
PersistentEntity - Class in com.activequant.domainmodel
 
PersistentEntity() - Constructor for class com.activequant.domainmodel.PersistentEntity
 
PersistentEntity(String) - Constructor for class com.activequant.domainmodel.PersistentEntity
 
Portfolio - Class in com.activequant.domainmodel
 
Portfolio() - Constructor for class com.activequant.domainmodel.Portfolio
 
portfolioDao() - Method in interface com.activequant.dao.IDaoFactory
 
portfolioDao() - Method in class com.activequant.dao.mybatis.DaoFactory
 
PortfolioDao - Class in com.activequant.dao.mybatis
 
PortfolioDao(GenericRowMapper) - Constructor for class com.activequant.dao.mybatis.PortfolioDao
 
Position - Class in com.activequant.domainmodel
 
Position() - Constructor for class com.activequant.domainmodel.Position
 
positionDao() - Method in interface com.activequant.dao.IDaoFactory
 
positionDao() - Method in class com.activequant.dao.mybatis.DaoFactory
 
PositionDao - Class in com.activequant.dao.mybatis
 
PositionDao(GenericRowMapper) - Constructor for class com.activequant.dao.mybatis.PositionDao
 
prepareOrder(Order) - Method in interface com.activequant.trading.virtual.IExchange
 
prepareOrder(Order) - Method in class com.activequant.trading.virtual.VirtualExchange
 
PrintSecurityChain - Class in com.activequant.utils
Imports recursively all ".csv" file (case sensitive) from a start folder.
PrintSecurityChain(String) - Constructor for class com.activequant.utils.PrintSecurityChain
 
process(StreamEvent) - Method in class com.activequant.tools.streaming.AbstractEventChainLink
 
process(StreamEvent) - Method in interface com.activequant.tools.streaming.IEventSink
 
process(T) - Method in class com.activequant.utils.worker.Worker
 
processStreamEvent(StreamEvent) - Method in interface com.activequant.trading.virtual.IExchange
 
processStreamEvent(StreamEvent) - Method in class com.activequant.trading.virtual.VirtualExchange
 
processTimeStampList(double[][][], Map<Parameter, Object>) - Method in class com.activequant.servicelayer.matlab.ReturnMapProcessor
 
processTimeStampList(List<TimeStamp>, Map<Parameter, Object>) - Method in class com.activequant.servicelayer.matlab.TimeStampProcessor
 
Property - Annotation Type in com.activequant.utils.annotations
 
propertyMap() - Method in class com.activequant.domainmodel.PersistentEntity
 

R

RandomMarketDataIterator - Class in com.activequant.backtesting
 
RandomMarketDataIterator(String, String, TimeStamp, TimeStamp, long) - Constructor for class com.activequant.backtesting.RandomMarketDataIterator
 
read(IEventListener<Map<String, String>>, InputStream) - Method in class com.activequant.utils.CsvMapReader
will replace all " and ' with nothing.
readLines(String) - Static method in class com.activequant.utils.FileUtils
 
readLines(InputStream) - Static method in class com.activequant.utils.FileUtils
 
ReferenceDataEvent - Class in com.activequant.tools.streaming
 
ReferenceDataEvent(TimeStamp, String, Instrument) - Constructor for class com.activequant.tools.streaming.ReferenceDataEvent
 
Region - Class in com.activequant.domainmodel
Just mark all properties as @Property.
Region() - Constructor for class com.activequant.domainmodel.Region
 
regionDao() - Method in interface com.activequant.dao.IDaoFactory
 
regionDao() - Method in class com.activequant.dao.mybatis.DaoFactory
 
RegionDao - Class in com.activequant.dao.mybatis
 
RegionDao(GenericRowMapper) - Constructor for class com.activequant.dao.mybatis.RegionDao
 
registerOID(String, String, SNMPReporter.ValueMode) - Method in class com.activequant.utils.snmp.SNMPReporter
registers a suffix key combination.
remove() - Method in class com.activequant.archive.MultiValueTimeSeriesIterator
Implemented as final to prevent re-implementation.
remove() - Method in class com.activequant.archive.TimeSeriesIterator
Implemented as final to prevent re-implementation.
remove() - Method in class com.activequant.tools.streaming.StreamEventIterator
 
removeEventListener(IEventListener<T>) - Method in class com.activequant.utils.events.Event
 
removeEventListener(IEventListener2<T1, T2>) - Method in class com.activequant.utils.events.Event2
 
removeEventListener(IEventListener<T>) - Method in interface com.activequant.utils.events.IEventSource
 
repeat(char, int) - Static method in class com.activequant.utils.StringUtils
cool method to repeat a number of chars :-)
RequestIdGenerator - Class in com.activequant.utils
Very dumb request id generator.
RequestIdGenerator() - Constructor for class com.activequant.utils.RequestIdGenerator
 
ReturnMapProcessor - Class in com.activequant.servicelayer.matlab
 
ReturnMapProcessor() - Constructor for class com.activequant.servicelayer.matlab.ReturnMapProcessor
 
reverse(T[]) - Static method in class com.activequant.utils.ArrayUtils
 
reverse(double[]) - Static method in class com.activequant.utils.ArrayUtils
 
RollingSchedule - Class in com.activequant.domainmodel
 
RollingSchedule(Long[], String[]) - Constructor for class com.activequant.domainmodel.RollingSchedule
 
run() - Method in class com.activequant.utils.worker.WorkerThread
 
runFlag() - Method in class com.activequant.utils.worker.Worker
 
RunnableTask - Class in com.activequant.utils
This class can be used as a base class from which to extend a runnable from.
RunnableTask() - Constructor for class com.activequant.utils.RunnableTask
 

S

safeCompare(T, T) - Static method in class com.activequant.utils.IdentityUtils
 
safeCompare(int, int) - Static method in class com.activequant.utils.IdentityUtils
 
safeCompare(long, long) - Static method in class com.activequant.utils.IdentityUtils
 
safeCompare(char, char) - Static method in class com.activequant.utils.IdentityUtils
 
safeCompare(byte, byte) - Static method in class com.activequant.utils.IdentityUtils
 
safeHashCode(T) - Static method in class com.activequant.utils.IdentityUtils
 
safeHashCode(int) - Static method in class com.activequant.utils.IdentityUtils
 
safeHashCode(long) - Static method in class com.activequant.utils.IdentityUtils
 
safeHashCode(char) - Static method in class com.activequant.utils.IdentityUtils
 
safeHashCode(byte) - Static method in class com.activequant.utils.IdentityUtils
 
searchById(String, int) - Method in interface com.activequant.dao.IInstrumentDao
 
searchById(String, int) - Method in class com.activequant.dao.mybatis.InstrumentDao
 
SecurityChain - Class in com.activequant.domainmodel
 
SecurityChain(String) - Constructor for class com.activequant.domainmodel.SecurityChain
 
SecurityChainByDate - Class in com.activequant.domainmodel
 
SecurityChainByDate() - Constructor for class com.activequant.domainmodel.SecurityChainByDate
 
securityChainDao() - Method in interface com.activequant.dao.IDaoFactory
 
securityChainDao() - Method in class com.activequant.dao.mybatis.DaoFactory
 
SecurityChainDao - Class in com.activequant.dao.mybatis
 
SecurityChainDao(GenericRowMapper) - Constructor for class com.activequant.dao.mybatis.SecurityChainDao
 
selectDistinctDoubleVal(String) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
selectDistinctDoubleVal(String, String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
selectDistinctLongVal(String) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
selectDistinctLongVal(String, String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
selectDistinctStringVal(String) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
selectDistinctStringVal(String, String) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
sellSide() - Method in interface com.activequant.trading.IOrderBook
Although the orders SHOULD be sorted, there is no guarantee.
sellSide() - Method in class com.activequant.trading.virtual.LimitOrderBook
 
sellSide(List<LimitOrder>) - Method in class com.activequant.trading.virtual.LimitOrderBook
 
send(Map<String, Object>) - Method in interface com.activequant.transport.IPublisher
 
send(PersistentEntity) - Method in interface com.activequant.transport.IPublisher
 
send(Map<String, Object>) - Method in class com.activequant.transport.memory.InMemoryPublisher
 
send(PersistentEntity) - Method in class com.activequant.transport.memory.InMemoryPublisher
 
SendMail - Class in com.activequant.utils.mail
 
SendMail(String, int, String, String, String) - Constructor for class com.activequant.utils.mail.SendMail
 
sendMail(String[], String, String) - Method in class com.activequant.utils.mail.SendMail
 
setA(A) - Method in class com.activequant.domainmodel.Tuple
 
setAccountId(String) - Method in class com.activequant.domainmodel.Portfolio
 
setArchiveFactory(IArchiveFactory) - Method in class com.activequant.trading.TradingSystemEnvironment
 
setAsk(Double) - Method in class com.activequant.tools.streaming.BBOEvent
 
setAskQuantity(Double) - Method in class com.activequant.tools.streaming.BBOEvent
 
setAvgOpenPrice(double) - Method in class com.activequant.domainmodel.Position
 
setB(B) - Method in class com.activequant.domainmodel.Tuple
 
setBid(Double) - Method in class com.activequant.tools.streaming.BBOEvent
 
setBidQuantity(Double) - Method in class com.activequant.tools.streaming.BBOEvent
 
setBrokerId(String) - Method in class com.activequant.domainmodel.Position
 
setChainName(String) - Method in class com.activequant.domainmodel.SecurityChain
 
setClassName(String) - Method in class com.activequant.domainmodel.PersistentEntity
 
setColumnHeaders(String[]) - Method in class com.activequant.domainmodel.TimeSeries
 
setContactEmail(String) - Method in class com.activequant.domainmodel.Exchange
 
setContactEmail(String) - Method in class com.activequant.domainmodel.OTCCounterparty
 
setContactPerson(String) - Method in class com.activequant.domainmodel.Exchange
 
setContactPerson(String) - Method in class com.activequant.domainmodel.OTCCounterparty
 
setCountry(String) - Method in class com.activequant.domainmodel.Country
 
setCountry(String) - Method in class com.activequant.domainmodel.Venue
 
setCreated(Long) - Method in class com.activequant.domainmodel.GenericRow
 
setCreationTime(long) - Method in class com.activequant.domainmodel.PersistentEntity
 
setCreationTimeStamp(TimeStamp) - Method in class com.activequant.domainmodel.trade.event.OrderEvent
 
setCreationTimeStamp(TimeStamp) - Method in class com.activequant.domainmodel.trade.order.Order
 
setCurrency(String) - Method in class com.activequant.domainmodel.Country
 
setCurrency(String) - Method in class com.activequant.domainmodel.ListedInstrument
 
setDaoFactory(IDaoFactory) - Method in class com.activequant.trading.TradingSystemEnvironment
 
setDeletionTime(long) - Method in class com.activequant.domainmodel.PersistentEntity
 
setDescription(String) - Method in class com.activequant.domainmodel.Instrument
 
setDescription(String) - Method in class com.activequant.domainmodel.Region
 
setDescription(String) - Method in class com.activequant.domainmodel.Venue
 
setDoubleVal(Double) - Method in class com.activequant.domainmodel.GenericRow
 
setEntryPrice(double[]) - Method in class com.activequant.domainmodel.Portfolio
 
setExchange(IExchange) - Method in class com.activequant.trading.TradingSystemEnvironment
 
setExchangeCode(String) - Method in class com.activequant.domainmodel.ListedInstrument
 
setExpiry(Long) - Method in class com.activequant.domainmodel.Future
 
setFieldName(String) - Method in class com.activequant.domainmodel.GenericRow
 
setFillAmount(double) - Method in class com.activequant.domainmodel.trade.event.OrderFillEvent
 
setFillPrice(double) - Method in class com.activequant.domainmodel.trade.event.OrderFillEvent
 
setFirstTradingDate(Long) - Method in class com.activequant.domainmodel.Future
 
setFrom(String) - Method in class com.activequant.domainmodel.FX
 
setFrom(String) - Method in class com.activequant.utils.mail.SendMail
 
setHeader(String[]) - Method in class com.activequant.utils.CsvMapReader
use for files without header.
setHost(String) - Method in class com.activequant.utils.mail.SendMail
 
setInstrumentId(String) - Method in class com.activequant.domainmodel.MarketDataInstrument
 
setInstrumentId(String) - Method in class com.activequant.domainmodel.Position
 
setInstrumentId(String) - Method in class com.activequant.domainmodel.TradeableInstrument
 
setKeyVal(String) - Method in class com.activequant.domainmodel.GenericRow
 
setLastChainUpdateTime(Long) - Method in class com.activequant.domainmodel.SecurityChainByDate
 
setLastHistFetchTime(double) - Method in class com.activequant.domainmodel.MarketDataInstrument
 
setLastHistFetchTime(Long) - Method in class com.activequant.domainmodel.SecurityChainByDate
 
setLastTradingDate(Long) - Method in class com.activequant.domainmodel.Future
 
setLimitPrice(Double) - Method in class com.activequant.domainmodel.trade.order.LimitOrder
 
setLongVal(Long) - Method in class com.activequant.domainmodel.GenericRow
 
setLotSize(Double) - Method in class com.activequant.domainmodel.Future
 
setMdiId(String) - Method in class com.activequant.tools.streaming.MarketDataEvent
 
setMdProvider(String) - Method in class com.activequant.domainmodel.MarketDataInstrument
 
setName(String) - Method in class com.activequant.domainmodel.Instrument
 
setName(String) - Method in class com.activequant.domainmodel.Region
 
setName(String) - Method in class com.activequant.domainmodel.Venue
 
setOpenQuantity(double) - Method in class com.activequant.domainmodel.trade.order.SingleLegOrder
 
setOrderId(String) - Method in class com.activequant.domainmodel.trade.order.Order
 
setOrderSide(OrderSide) - Method in class com.activequant.domainmodel.trade.order.SingleLegOrder
 
setPassword(String) - Method in class com.activequant.utils.mail.SendMail
 
setPhoneNumber(String) - Method in class com.activequant.domainmodel.Exchange
 
setPhoneNumber(String) - Method in class com.activequant.domainmodel.OTCCounterparty
 
setPort(int) - Method in class com.activequant.utils.mail.SendMail
 
setPortfolioId(String) - Method in class com.activequant.domainmodel.Position
 
setPositions(double[]) - Method in class com.activequant.domainmodel.Portfolio
 
setProviderSpecificId(String) - Method in class com.activequant.domainmodel.MarketDataInstrument
 
setProviderSpecificId(String) - Method in class com.activequant.domainmodel.TradeableInstrument
 
setQuantity(double) - Method in class com.activequant.domainmodel.Position
 
setQuantity(double) - Method in class com.activequant.domainmodel.trade.order.SingleLegOrder
 
setQuoteUnits(String) - Method in class com.activequant.domainmodel.ListedInstrument
 
setRegion(String) - Method in class com.activequant.domainmodel.Country
 
setRegion(String) - Method in class com.activequant.domainmodel.Region
 
setRemarks(String) - Method in class com.activequant.domainmodel.OTCCounterparty
 
setRollDate(Long) - Method in class com.activequant.domainmodel.Future
 
setRollDates(Long[]) - Method in class com.activequant.domainmodel.InstrumentChain
 
setRollDates(Long[]) - Method in class com.activequant.domainmodel.SecurityChainByDate
 
setRunFlag(boolean) - Method in class com.activequant.utils.RunnableTask
 
setRunFlag(boolean) - Method in class com.activequant.utils.worker.Worker
 
setScalingFactor(double) - Method in class com.activequant.domainmodel.MarketDataInstrument
 
setSettlementDate(Long) - Method in class com.activequant.domainmodel.Future
 
setShortName(String) - Method in class com.activequant.domainmodel.Instrument
 
setSnapshotTime(long) - Method in class com.activequant.domainmodel.PersistentEntity
 
setStringVal(String) - Method in class com.activequant.domainmodel.GenericRow
 
setTickSize(Double) - Method in class com.activequant.domainmodel.Future
 
setTickSize(Double) - Method in class com.activequant.domainmodel.ListedInstrument
 
setTickValue(Double) - Method in class com.activequant.domainmodel.Future
 
setTickValue(Double) - Method in class com.activequant.domainmodel.ListedInstrument
 
setTimeStamps(TimeStamp[]) - Method in class com.activequant.domainmodel.TimeSeries
 
setTo(String) - Method in class com.activequant.domainmodel.FX
 
setTradeableId(String) - Method in class com.activequant.tools.streaming.BBOEvent
 
setTradeableInstrumentIds(String[]) - Method in class com.activequant.domainmodel.Portfolio
 
setTradingProvider(String) - Method in class com.activequant.domainmodel.TradeableInstrument
 
setTradInstId(String) - Method in class com.activequant.domainmodel.trade.order.SingleLegOrder
 
setTransportFactory(ITransportFactory) - Method in class com.activequant.trading.TradingSystemEnvironment
 
setUnderlyingId(String) - Method in class com.activequant.domainmodel.Derivative
 
setUser(String) - Method in class com.activequant.utils.mail.SendMail
 
setValidInstrument(String[]) - Method in class com.activequant.domainmodel.InstrumentChain
 
setValidInstrumentIDs(String[]) - Method in class com.activequant.domainmodel.SecurityChainByDate
 
setValuationPrice(double) - Method in class com.activequant.domainmodel.Position
 
setValue(String, Integer) - Method in class com.activequant.utils.snmp.SNMPReporter
sets a value in the value map.
setValues(Double[][]) - Method in class com.activequant.domainmodel.TimeSeries
 
setVenueId(String) - Method in class com.activequant.domainmodel.Venue
 
setWorkingTimeStamp(TimeStamp) - Method in class com.activequant.domainmodel.trade.order.Order
 
Simulator - Class in com.activequant.trading.virtual
 
SingleLegOrder - Class in com.activequant.domainmodel.trade.order
 
SingleLegOrder() - Constructor for class com.activequant.domainmodel.trade.order.SingleLegOrder
 
SingleMaxValueCombiner - Class in com.activequant.combination
 
SingleMaxValueCombiner() - Constructor for class com.activequant.combination.SingleMaxValueCombiner
 
size() - Method in class com.activequant.utils.events.Event2
 
SNMPReporter - Class in com.activequant.utils.snmp
 
SNMPReporter(String, int) - Constructor for class com.activequant.utils.snmp.SNMPReporter
 
SNMPReporter() - Constructor for class com.activequant.utils.snmp.SNMPReporter
 
SNMPReporter.ValueMode - Enum in com.activequant.utils.snmp
 
start() - Method in class com.activequant.server.LocalHBaseCluster
 
start(int) - Method in class com.activequant.server.LocalHSQLDBServer
 
start(String, int) - Method in class com.activequant.server.LocalJMSServer
 
start() - Method in class com.activequant.server.LocalSoapServer
 
start() - Method in class com.activequant.tools.streaming.AbstractEventChainLink
 
start() - Method in interface com.activequant.tools.streaming.IEventSource
 
start() - Method in interface com.activequant.trading.ITradingSystem
 
start(String) - Static method in class com.activequant.utils.TimeMeasurement
 
Stock - Class in com.activequant.domainmodel
 
Stock() - Constructor for class com.activequant.domainmodel.Stock
 
Stock(String, String) - Constructor for class com.activequant.domainmodel.Stock
 
stop() - Method in class com.activequant.server.AQ2Server
 
stop() - Method in interface com.activequant.trading.ITradingSystem
 
stop(String) - Static method in class com.activequant.utils.TimeMeasurement
 
StopLimitOrder - Class in com.activequant.domainmodel.trade.order
 
StopLimitOrder() - Constructor for class com.activequant.domainmodel.trade.order.StopLimitOrder
 
StopMarketOrder - Class in com.activequant.domainmodel.trade.order
 
StopMarketOrder() - Constructor for class com.activequant.domainmodel.trade.order.StopMarketOrder
 
StreamEvent - Class in com.activequant.tools.streaming
 
StreamEvent(String) - Constructor for class com.activequant.tools.streaming.StreamEvent
 
StreamEventIterator<T extends StreamEvent> - Class in com.activequant.tools.streaming
 
StreamEventIterator() - Constructor for class com.activequant.tools.streaming.StreamEventIterator
 
StreamMerger - Class in com.activequant.backtesting
 
StreamMerger(TimeSeriesIterator[]) - Constructor for class com.activequant.backtesting.StreamMerger
 
StringUtils - Class in com.activequant.utils
 
StringUtils() - Constructor for class com.activequant.utils.StringUtils
 
submit() - Method in interface com.activequant.trading.IOrderTracker
Submits the order.
subscribe(IEventSink, ETransportType) - Method in class com.activequant.tools.streaming.AbstractEventChainLink
 
subscribe(IEventSink, ETransportType) - Method in interface com.activequant.tools.streaming.IEventSource
 

T

TimeFrame - Enum in com.activequant.domainmodel
 
TimeMeasurement - Class in com.activequant.utils
Allows basic runtime measurements

History:
- [10.10.2009] Created (Ghost Rider)

TimeMeasurement() - Constructor for class com.activequant.utils.TimeMeasurement
 
TimeSeries - Class in com.activequant.domainmodel
 
TimeSeries() - Constructor for class com.activequant.domainmodel.TimeSeries
 
TimeSeriesContainer - Class in com.activequant.servicelayer.matlab
return object for matlab.
TimeSeriesContainer() - Constructor for class com.activequant.servicelayer.matlab.TimeSeriesContainer
 
TimeSeriesIterator - Class in com.activequant.archive
 
TimeSeriesIterator() - Constructor for class com.activequant.archive.TimeSeriesIterator
 
TimeSeriesUtils - Class in com.activequant.utils
 
TimeSeriesUtils() - Constructor for class com.activequant.utils.TimeSeriesUtils
 
TimeStamp - Class in com.activequant.domainmodel
Immutable UTC date/time in nanosecond resolution.
TimeStamp(long) - Constructor for class com.activequant.domainmodel.TimeStamp
Creates new Timestamp object from nanosecond value.
TimeStamp(Date, int) - Constructor for class com.activequant.domainmodel.TimeStamp
Creates new TimeStamp object from date's millisecond value, and nanosecond value.
TimeStamp(Date) - Constructor for class com.activequant.domainmodel.TimeStamp
Creates new TimeStamp object from date's millisecond value, nanosecond part is set to zero.
TimeStamp() - Constructor for class com.activequant.domainmodel.TimeStamp
Creates new TimeStamp object that corresponds to the current time.
TimeStampMatrix<T> - Class in com.activequant.utils
 
TimeStampMatrix(int) - Constructor for class com.activequant.utils.TimeStampMatrix
 
TimeStampProcessor - Class in com.activequant.servicelayer.matlab
 
TimeStampProcessor() - Constructor for class com.activequant.servicelayer.matlab.TimeStampProcessor
 
timeStamps - Variable in class com.activequant.archive.TSContainer
 
timeStamps() - Method in class com.activequant.servicelayer.matlab.TimeSeriesContainer
 
timeStamps(double[]) - Method in class com.activequant.servicelayer.matlab.TimeSeriesContainer
 
TimeStreamEvent - Class in com.activequant.tools.streaming
 
TimeStreamEvent(TimeStamp) - Constructor for class com.activequant.tools.streaming.TimeStreamEvent
 
TimeStreamEvent(TimeStamp, String) - Constructor for class com.activequant.tools.streaming.TimeStreamEvent
 
TimeTools - Class in com.activequant.utils
 
TimeTools() - Constructor for class com.activequant.utils.TimeTools
 
toString() - Method in class com.activequant.domainmodel.Instrument
 
toString() - Method in class com.activequant.domainmodel.InstrumentChain
 
toString() - Method in class com.activequant.domainmodel.MarketDataInstrument
 
toString() - Method in class com.activequant.domainmodel.TimeStamp
 
toString() - Method in enum com.activequant.domainmodel.trade.order.OrderSide
 
toString(Double[]) - Static method in class com.activequant.utils.ArrayUtils
 
toString(double[]) - Static method in class com.activequant.utils.ArrayUtils
 
toString(String[]) - Static method in class com.activequant.utils.ArrayUtils
 
toString(Double[][]) - Static method in class com.activequant.utils.ArrayUtils
 
toString(Double) - Method in class com.activequant.utils.Date8Time6Parser
 
tradeableDao() - Method in interface com.activequant.dao.IDaoFactory
 
tradeableDao() - Method in class com.activequant.dao.mybatis.DaoFactory
 
TradeableInstrument - Class in com.activequant.domainmodel
 
TradeableInstrument() - Constructor for class com.activequant.domainmodel.TradeableInstrument
 
TradeableInstrumentDao - Class in com.activequant.dao.mybatis
 
TradeableInstrumentDao(GenericRowMapper) - Constructor for class com.activequant.dao.mybatis.TradeableInstrumentDao
 
TradingDataEvent - Class in com.activequant.tools.streaming
 
TradingDataEvent(TimeStamp, String, TradeableInstrument) - Constructor for class com.activequant.tools.streaming.TradingDataEvent
 
TradingSystemEnvironment - Class in com.activequant.trading
 
TradingSystemEnvironment() - Constructor for class com.activequant.trading.TradingSystemEnvironment
 
TradingSystemSample - Class in com.activequant.trading.virtual
 
TradingSystemSample(IExchange) - Constructor for class com.activequant.trading.virtual.TradingSystemSample
 
TradingTimeStreamIterator - Class in com.activequant.backtesting
 
TradingTimeStreamIterator(TimeStamp, TimeStamp, long) - Constructor for class com.activequant.backtesting.TradingTimeStreamIterator
 
transaction(TransactionEvent) - Method in class com.activequant.trading.AbstractOrderBook
 
transactionEvent(TransactionEvent) - Method in interface com.activequant.trading.orderbook.IOrderBookListener
 
TransactionEvent - Class in com.activequant.trading.orderbook
 
TransactionEvent() - Constructor for class com.activequant.trading.orderbook.TransactionEvent
 
TransportException - Exception in com.activequant.exceptions
Thrown to indicate a transport exception.
TransportException(Throwable) - Constructor for exception com.activequant.exceptions.TransportException
 
traverse(File) - Method in class com.activequant.utils.FileTraversal
 
TSContainer - Class in com.activequant.archive
Trivial container class, even without getters and setters.
TSContainer(TimeStamp[], Double[]) - Constructor for class com.activequant.archive.TSContainer
 
Tuple<A,B> - Class in com.activequant.domainmodel
 
Tuple() - Constructor for class com.activequant.domainmodel.Tuple
 
Tuple(A, B) - Constructor for class com.activequant.domainmodel.Tuple
 

U

UniqueTimeStampGenerator - Class in com.activequant.utils
Utility class to generate unique date for market events.
UniqueTimeStampGenerator() - Constructor for class com.activequant.utils.UniqueTimeStampGenerator
 
unsubscribe(IEventSink, ETransportType) - Method in class com.activequant.tools.streaming.AbstractEventChainLink
 
unsubscribe(IEventSink, ETransportType) - Method in interface com.activequant.tools.streaming.IEventSource
 
UnsupportedOrderType - Exception in com.activequant.exceptions
Thrown to indicate a transport exception.
UnsupportedOrderType(Throwable) - Constructor for exception com.activequant.exceptions.UnsupportedOrderType
 
UnsupportedOrderType(String) - Constructor for exception com.activequant.exceptions.UnsupportedOrderType
 
update(T) - Method in interface com.activequant.dao.IEntityDao
 
update(T) - Method in class com.activequant.dao.mybatis.GenericMapperDao
 
update(Instrument) - Method in class com.activequant.dao.mybatis.InstrumentDao
Due to the use of arrays, i have to delete the entire instrument.
update(String, GenericRow) - Method in interface com.activequant.dao.mybatis.mapper.GenericRowMapper
 
update(Order) - Method in interface com.activequant.trading.IOrderTracker
Updates pending order.
updateOrder(LimitOrder) - Method in class com.activequant.trading.virtual.LimitOrderBook
 

V

valueOf(String) - Static method in enum com.activequant.domainmodel.TimeFrame
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activequant.domainmodel.trade.order.OrderSide
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activequant.domainmodel.trade.order.OrderTif
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activequant.servicelayer.matlab.DayRule
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activequant.servicelayer.matlab.InterpolationRule
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activequant.servicelayer.matlab.Parameter
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activequant.trading.orderbook.ChangeTypeEnum
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activequant.transport.ETransportType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activequant.utils.ActiveQuantDataField
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activequant.utils.DateUtils.Weekdays
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activequant.utils.LicenseStatus
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activequant.utils.snmp.SNMPReporter.ValueMode
Returns the enum constant of this type with the specified name.
values - Variable in class com.activequant.archive.TSContainer
 
values() - Static method in enum com.activequant.domainmodel.TimeFrame
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activequant.domainmodel.trade.order.OrderSide
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activequant.domainmodel.trade.order.OrderTif
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activequant.servicelayer.matlab.DayRule
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activequant.servicelayer.matlab.InterpolationRule
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activequant.servicelayer.matlab.Parameter
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in class com.activequant.servicelayer.matlab.TimeSeriesContainer
 
values(double[][][]) - Method in class com.activequant.servicelayer.matlab.TimeSeriesContainer
 
values() - Static method in enum com.activequant.trading.orderbook.ChangeTypeEnum
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activequant.transport.ETransportType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activequant.utils.ActiveQuantDataField
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activequant.utils.DateUtils.Weekdays
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activequant.utils.LicenseStatus
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activequant.utils.snmp.SNMPReporter.ValueMode
Returns an array containing the constants of this enum type, in the order they are declared.
Venue - Class in com.activequant.domainmodel
 
Venue(String) - Constructor for class com.activequant.domainmodel.Venue
 
Venue(String, String, String, String, String) - Constructor for class com.activequant.domainmodel.Venue
 
venueDao() - Method in interface com.activequant.dao.IDaoFactory
 
venueDao() - Method in class com.activequant.dao.mybatis.DaoFactory
 
VenueDao - Class in com.activequant.dao.mybatis
 
VenueDao(GenericRowMapper) - Constructor for class com.activequant.dao.mybatis.VenueDao
 
VirtualExchange - Class in com.activequant.trading.virtual
 
VirtualExchange() - Constructor for class com.activequant.trading.virtual.VirtualExchange
 

W

WebStart - Class in com.activequant.utils
 
WebStart(String) - Constructor for class com.activequant.utils.WebStart
 
Worker<T> - Class in com.activequant.utils.worker
 
Worker() - Constructor for class com.activequant.utils.worker.Worker
 
WorkerThread<T> - Class in com.activequant.utils.worker
 
WorkerThread(LinkedBlockingQueue<T>, Worker<T>) - Constructor for class com.activequant.utils.worker.WorkerThread
 
write(String, TimeStamp, Tuple<String, Double>...) - Method in interface com.activequant.archive.IArchiveWriter
 
write(String, TimeStamp, String[], Double[]) - Method in interface com.activequant.archive.IArchiveWriter
 
write(String, TimeStamp, String, Double) - Method in interface com.activequant.archive.IArchiveWriter
 
A B C D E F G H I J K L M N O P R S T U V W
Overview  Package  Class  Use  Tree  Deprecated   Index  Help 
 PREV   NEXT FRAMES    NO FRAMES    
Copyright © 2012 ActiveQuant GmbH. All Rights Reserved.