com
.
optstack
.
api
.
strategies
VerticalPositionT
trait
VerticalPositionT
extends
PosT
Linear Supertypes
PosT
,
PortfolioStatsT
,
PositionStatsT
,
AnyRef
,
Any
Known Subclasses
AllStrategiesPositionT
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Inherited
VerticalPositionT
PosT
PortfolioStatsT
PositionStatsT
AnyRef
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Abstract Value Members
abstract
def
getAllLegs
()
(
implicit
scriptContext: <error>
)
:
SequenceT
[
TradeLegT
]
Definition Classes
PositionStatsT
Annotations
@FunctionInfo
()
abstract
def
getInstrument
:
InstrumentT
Definition Classes
PosT
abstract
def
getLeg
:
TradeLegT
Definition Classes
PosT
abstract
def
getNetOpenLegs
()
(
implicit
scriptContext: <error>
)
:
SequenceT
[
TradeLegT
]
Definition Classes
PositionStatsT
Annotations
@FunctionInfo
()
abstract
def
getOrderComments
:
String
Definition Classes
PosT
abstract
def
getUnderlyingInstrument
:
InstrumentT
Definition Classes
PosT
abstract
def
isAlreadySettled
()
:
Boolean
Definition Classes
PosT
abstract
def
isClosed
()
(
implicit
scriptContext: <error>
)
:
Boolean
Definition Classes
PosT
abstract
def
selectPosition
(
positionID:
String
)
:
SequenceT
[
PositionT
]
Definition Classes
PosT
Concrete Value Members
final
def
!=
(
arg0:
AnyRef
)
:
Boolean
Definition Classes
AnyRef
final
def
!=
(
arg0:
Any
)
:
Boolean
Definition Classes
Any
final
def
##
()
:
Int
Definition Classes
AnyRef → Any
final
def
==
(
arg0:
AnyRef
)
:
Boolean
Definition Classes
AnyRef
final
def
==
(
arg0:
Any
)
:
Boolean
Definition Classes
Any
final
def
NaN
(
implicit
scriptContext: <error>
)
:
DoubleT
Definition Classes
PositionStatsT
Annotations
@FunctionInfo
()
var
_underlyingSecurity
:
SecurityT
Definition Classes
PosT
final
def
addStrategy
(
implicit
scriptExecContext: <error>
)
:
TradeStrategiesT
Definition Classes
PosT
final
def
asInstanceOf
[
T0
]
:
T0
Definition Classes
Any
final
def
availableBuyingPower
(
implicit
scriptContext: <error>
)
:
Double
Definition Classes
PortfolioStatsT
final
def
cashBalance
(
implicit
scriptContext: <error>
)
:
Double
Definition Classes
PortfolioStatsT
def
clone
()
:
AnyRef
Attributes
protected[
java.lang
]
Definition Classes
AnyRef
Annotations
@throws
(
...
)
def
close
(
comments:
String
=
""
)
(
implicit
scriptExecContext: <error>
)
: <error>
Definition Classes
PosT
final
def
costBasis
(
updatePricesIfNaNFillPrice:
Boolean
=
false
)
(
implicit
scriptContext: <error>
)
:
StatsValueT
Definition Classes
PositionStatsT
Annotations
@FunctionInfo
()
final
def
costBasis
(
implicit
scriptContext: <error>
)
:
StatsValueT
Definition Classes
PositionStatsT
def
createClosingOrder
(
comments:
String
=
""
)
(
implicit
scriptExecContext: <error>
)
: <error>
Definition Classes
PosT
Annotations
@FunctionInfo
()
def
delta
(
implicit
scriptExecContext: <error>
)
:
NumberT
Definition Classes
PosT
final
def
eq
(
arg0:
AnyRef
)
:
Boolean
Definition Classes
AnyRef
def
equals
(
arg0:
Any
)
:
Boolean
Definition Classes
AnyRef → Any
def
finalize
()
:
Unit
Attributes
protected[
java.lang
]
Definition Classes
AnyRef
Annotations
@throws
(
classOf[java.lang.Throwable]
)
final
def
gainLoss
(
implicit
scriptContext: <error>
)
:
NumberT
Definition Classes
PortfolioStatsT
→
PositionStatsT
def
gamma
(
implicit
scriptExecContext: <error>
)
:
NumberT
Definition Classes
PosT
final
def
getClass
()
:
Class
[_]
Definition Classes
AnyRef → Any
def
hashCode
()
:
Int
Definition Classes
AnyRef → Any
final
def
isInstanceOf
[
T0
]
:
Boolean
Definition Classes
Any
final
def
marginRequirements
(
implicit
scriptContext: <error>
)
:
StatsValueT
Definition Classes
PositionStatsT
final
def
marketValue
(
implicit
scriptContext: <error>
)
:
StatsValueT
Definition Classes
PortfolioStatsT
→
PositionStatsT
final
def
marketValueExcludeInitialCashBalance
(
implicit
scriptContext: <error>
)
:
StatsValueT
Definition Classes
PortfolioStatsT
final
def
maxReward
(
implicit
scriptContext: <error>
)
:
StatsValueT
Definition Classes
PositionStatsT
final
def
maxRisk
(
implicit
scriptContext: <error>
)
:
StatsValueT
Definition Classes
PositionStatsT
final
def
ne
(
arg0:
AnyRef
)
:
Boolean
Definition Classes
AnyRef
final
def
notify
()
:
Unit
Definition Classes
AnyRef
final
def
notifyAll
()
:
Unit
Definition Classes
AnyRef
final
def
optionGreeks
(
implicit
scriptContext: <error>
)
:
OptionGreeksT
Definition Classes
PositionStatsT
final
def
returnOnCostBasis
(
implicit
scriptContext: <error>
)
:
NumberT
Definition Classes
PositionStatsT
final
def
returnOnMargin
(
implicit
scriptContext: <error>
)
:
NumberT
Definition Classes
PositionStatsT
final
def
returnOnMaxReward
(
implicit
scriptContext: <error>
)
:
NumberT
Definition Classes
PositionStatsT
final
def
returnOnMaxRisk
(
implicit
scriptContext: <error>
)
:
NumberT
Definition Classes
PositionStatsT
def
rho
(
implicit
scriptExecContext: <error>
)
:
NumberT
Definition Classes
PosT
final
def
riskReward
(
implicit
scriptContext: <error>
)
:
DoubleT
Definition Classes
PositionStatsT
def
selectHigherStrike
(
implicit
scriptContext: <error>
)
:
PosTT
def
selectLowerStrike
(
implicit
scriptContext: <error>
)
:
PosTT
def
selectPosT
(
positionID:
String
,
targetStrategy:
String
=
""
,
removeClosedLegs:
Boolean
=
true
)
(
implicit
scriptContext: <error>
)
:
PosTT
Attributes
protected
Definition Classes
PosT
Annotations
@FunctionInfo
()
def
selectPosition
(
positionID:
String
,
throwErrorIfNotFound:
Boolean
=
true
,
targetStrategy:
String
=
""
,
removeClosedLegs:
Boolean
=
true
)
(
implicit
scriptContext: <error>
)
:
SequenceT
[
PositionT
]
Attributes
protected
Definition Classes
PosT
Annotations
@FunctionInfo
()
final
def
synchronized
[
T0
]
(
arg0: ⇒
T0
)
:
T0
Definition Classes
AnyRef
def
theta
(
implicit
scriptExecContext: <error>
)
:
NumberT
Definition Classes
PosT
def
toString
()
:
String
Definition Classes
AnyRef → Any
def
vega
(
implicit
scriptExecContext: <error>
)
:
NumberT
Definition Classes
PosT
final
def
wait
()
:
Unit
Definition Classes
AnyRef
Annotations
@throws
(
...
)
final
def
wait
(
arg0:
Long
,
arg1:
Int
)
:
Unit
Definition Classes
AnyRef
Annotations
@throws
(
...
)
final
def
wait
(
arg0:
Long
)
:
Unit
Definition Classes
AnyRef
Annotations
@throws
(
...
)
Inherited from
PosT
Inherited from
PortfolioStatsT
Inherited from
PositionStatsT
Inherited from
AnyRef
Inherited from
Any
Ungrouped