org.ta4j.core

Class Trade

java.lang.Object

org.ta4j.core.Trade

All Implemented Interfaces:

Serializable

public class Trade
extends Object
implements Serializable

Pair of two orders. The exit order has the complement type of the entry order.
I.e.: entry == BUY --> exit == SELL entry == SELL --> exit == BUY

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
Trade() Constructor.
Trade(Order.OrderType startingType) Constructor.
Trade(Order.OrderType startingType, CostModel transactionCostModel, CostModel holdingCostModel) Constructor.
Trade(Order entry, Order exit) Constructor.
Trade(Order entry, Order exit, CostModel transactionCostModel, CostModel holdingCostModel) Constructor.

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
Order	getEntry()
Order	getExit()
Num	getHoldingCost() Calculates the holding cost of the closed trade
Num	getHoldingCost(int finalIndex) Calculates the holding cost of the trade
Num	getProfit() Calculate the profit of the trade if it is closed
Num	getProfit(int finalIndex, Num finalPrice) Calculate the profit of the trade.
Num	getTradeCost() Calculates the total cost of the closed trade
Num	getTradeCost(int finalIndex) Calculates the total cost of the trade
int	hashCode()
boolean	isClosed()
boolean	isNew()
boolean	isOpened()
Order	operate(int index) Operates the trade at the index-th position
Order	operate(int index, Num price, Num amount) Operates the trade at the index-th position
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

Trade

public Trade()

Constructor.

Trade

public Trade(Order.OrderType startingType)

Constructor.

Parameters:

startingType - the starting order type of the trade (i.e. type of the entry order)

Trade

public Trade(Order.OrderType startingType,
             CostModel transactionCostModel,
             CostModel holdingCostModel)

Constructor.

Parameters:

startingType - the starting order type of the trade (i.e. type of the entry order)

transactionCostModel - the cost model for transactions of the asset

holdingCostModel - the cost model for holding asset (e.g. borrowing)

Trade

public Trade(Order entry,
             Order exit)

Constructor.

Parameters:

entry - the entry order

exit - the exit order

Trade

public Trade(Order entry,
             Order exit,
             CostModel transactionCostModel,
             CostModel holdingCostModel)

Constructor.

Parameters:

entry - the entry order

exit - the exit order

transactionCostModel - the cost model for transactions of the asset

holdingCostModel - the cost model for holding asset (e.g. borrowing)

Method Detail

getEntry

public Order getEntry()

Returns:

the entry order of the trade

getExit

public Order getExit()

Returns:

the exit order of the trade

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

operate

public Order operate(int index)

Operates the trade at the index-th position

Parameters:

index - the bar index

Returns:

the order

operate

public Order operate(int index,
                     Num price,
                     Num amount)

Operates the trade at the index-th position

Parameters:

index - the bar index

price - the price

amount - the amount

Returns:

the order

isClosed

public boolean isClosed()

Returns:

true if the trade is closed, false otherwise

isOpened

public boolean isOpened()

Returns:

true if the trade is opened, false otherwise

isNew

public boolean isNew()

Returns:

true if the trade is new, false otherwise

toString

public String toString()

Overrides:

toString in class Object

getProfit

public Num getProfit()

Calculate the profit of the trade if it is closed

Returns:

the profit or loss of the trade

getProfit

public Num getProfit(int finalIndex,
                     Num finalPrice)

Calculate the profit of the trade. If it is open, calculates the profit until the final bar.

Parameters:

finalIndex - the index of the final bar to be considered (if trade is open)

finalPrice - the price of the final bar to be considered (if trade is open)

Returns:

the profit or loss of the trade

getTradeCost

public Num getTradeCost(int finalIndex)

Calculates the total cost of the trade

Parameters:

finalIndex - the index of the final bar to be considered (if trade is open)

Returns:

the cost of the trade

getTradeCost

public Num getTradeCost()

Calculates the total cost of the closed trade

Returns:

the cost of the trade

getHoldingCost

public Num getHoldingCost()

Calculates the holding cost of the closed trade

Returns:

the cost of the trade

getHoldingCost

public Num getHoldingCost(int finalIndex)

Calculates the holding cost of the trade

Parameters:

finalIndex - the index of the final bar to be considered (if trade is open)

Returns:

the cost of the trade