com.optstack.math

PortfolioStatsT

trait PortfolioStatsT extends PositionStatsT

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PositionStatsT, AnyRef, Any
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  2. PositionStatsT
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Abstract Value Members

  1. abstract def getAllLegs()(implicit scriptContext: <error>): SequenceT[TradeLegT]

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  2. abstract def getNetOpenLegs()(implicit scriptContext: <error>): SequenceT[TradeLegT]

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()

Concrete Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any
  3. final def ##(): Int

    Definition Classes
    AnyRef → Any
  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any
  6. final def NaN(implicit scriptContext: <error>): DoubleT

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  7. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  8. final def availableBuyingPower(implicit scriptContext: <error>): Double

  9. final def cashBalance(implicit scriptContext: <error>): Double

  10. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  11. final def costBasis(updatePricesIfNaNFillPrice: Boolean = false)(implicit scriptContext: <error>): StatsValueT

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  12. final def costBasis(implicit scriptContext: <error>): StatsValueT

    Definition Classes
    PositionStatsT
  13. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  14. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  15. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  16. final def gainLoss(implicit scriptContext: <error>): NumberT

    Definition Classes
    PortfolioStatsTPositionStatsT
  17. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  18. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  19. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  20. final def marginRequirements(implicit scriptContext: <error>): StatsValueT

    Definition Classes
    PositionStatsT
  21. final def marketValue(implicit scriptContext: <error>): StatsValueT

    Definition Classes
    PortfolioStatsTPositionStatsT
  22. final def marketValueExcludeInitialCashBalance(implicit scriptContext: <error>): StatsValueT

  23. final def maxReward(implicit scriptContext: <error>): StatsValueT

    Definition Classes
    PositionStatsT
  24. final def maxRisk(implicit scriptContext: <error>): StatsValueT

    Definition Classes
    PositionStatsT
  25. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  26. final def notify(): Unit

    Definition Classes
    AnyRef
  27. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  28. final def optionGreeks(implicit scriptContext: <error>): OptionGreeksT

    Definition Classes
    PositionStatsT
  29. final def returnOnCostBasis(implicit scriptContext: <error>): NumberT

    Definition Classes
    PositionStatsT
  30. final def returnOnMargin(implicit scriptContext: <error>): NumberT

    Definition Classes
    PositionStatsT
  31. final def returnOnMaxReward(implicit scriptContext: <error>): NumberT

    Definition Classes
    PositionStatsT
  32. final def returnOnMaxRisk(implicit scriptContext: <error>): NumberT

    Definition Classes
    PositionStatsT
  33. final def riskReward(implicit scriptContext: <error>): DoubleT

    Definition Classes
    PositionStatsT
  34. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  35. def toString(): String

    Definition Classes
    AnyRef → Any
  36. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  37. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  38. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from PositionStatsT

Inherited from AnyRef

Inherited from Any

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