Changeset 1366 in algoquant

Timestamp:

3/11/2013 8:51:27 PM (9 months ago)

Author:

kenyiu

Message:

CHG: Migration to maven structure.

Files:

• algoquant (deleted)
• core (added)
• core/config (added)
• core/config/config.default.xml (added)
• core/config/data.properties (added)
• core/config/haksunli (added)
• core/config/haksunli/config.haksunli.xml (added)
• core/config/haksunli/haksunli.properties (added)
• core/logback-test.xml (added)
• core/pom.xml (added)
• core/resources (added)
• core/resources/holidays (added)
• core/resources/holidays/HKEX1990-01-01~2012-12-11.csv.zip (added)
• core/resources/holidays/NYSE1980-01-01~2012-12-11.csv.zip (added)
• core/resources/holidays/SGX1997-01-01~2012-12-11.csv.zip (added)
• core/src (added)
• core/src/main (added)
• core/src/main/java (added)
• core/src/main/java/com (added)
• core/src/main/java/com/numericalmethod (added)
• core/src/main/java/com/numericalmethod/algoquant (added)
• core/src/main/java/com/numericalmethod/algoquant/config (added)
• core/src/main/java/com/numericalmethod/algoquant/config/AlgoQuantConfig.java (added)
• core/src/main/java/com/numericalmethod/algoquant/config/ConfigProperties.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/BufferCache.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/CacheFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/CacheUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/CombinedCache.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/CombinedValue.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/MasterSlaveCache.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/RandomAccessCache.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/SequentialCache.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/TimeSeriesCache.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/VectorCache.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/conversion (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/conversion/Cache2Matrix.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/conversion/Cache2ReturnsMatrix.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/CacheProcessor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/ProcessedCacheFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/ProcessorChain.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/filter (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/filter/AbstractCacheFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/filter/AbstractStatefulCacheFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/filter/CacheFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/filter/FirstEntriesFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/filter/NoNullDataFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/filter/OutlierFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/filter/StatefulCacheFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/filter/TimeRangeFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/filter/WeekdayFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/repairer (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/repairer/DayCloseRepairer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/sampler (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/sampler/AbstractCacheSampler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/sampler/CacheSampler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/sampler/DailyDataSampler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/sampler/EquiTimeSampler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer/AbstractCacheTransformer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer/AbstractStatefulCacheTransformer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer/CacheTransformer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer/DataTransformer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer/DoubleDataTransformer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer/DoubleDataTransformers.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer/DoubleEntryTransformer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer/DoubleEntryTransformers.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer/EntryDataTransformer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer/MovingAverageTransformer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/processor/transformer/StatefulCacheTransformer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/util (added)
• core/src/main/java/com/numericalmethod/algoquant/data/cache/util/DailyDataFileMaker.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar/CalendarUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar/DayOfWeek.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar/TimeZoneUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar/holiday (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar/holiday/ExchangeHolidays.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar/holiday/ExchangeIndex.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar/holiday/HolidayCsvZipFileReader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar/holiday/HolidayCsvZipFileWriter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar/holiday/Holidays.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar/holiday/HolidaysFromFile.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/calendar/holiday/WebHolidayUpdater.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/CompanyHistory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/CompanyHistoryImpl.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/CompanyInfo.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/CompanyProfile.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/CompanyProfileImpl.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/bucketing (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/bucketing/Bucket.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/bucketing/Bucketing.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/filter (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/filter/CompanyHistoryFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/filter/EquitiesFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/filter/LiquidityFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/filter/NoNaNFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/filter/NoNaNOrInfFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/filter/NotAllNaNFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/filter/PredicateFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/AccountingData.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/Cashflow.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/CompanyMeasure.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/Earnings.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/EquityMeasure.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/MarketCap.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/PE.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/PriceMeasure.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/TradingData.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/Volume.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/filter (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/filter/CompanyMeasureCalculator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/filter/CompanyMeasureCalculators.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/filter/CompanyMeasureFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/measure/filter/MinAverageMCapFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/processor (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/processor/CommonHistoryPreprocessor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/processor/CompanyHistoriesFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/processor/CompanyHistoriesProcessor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/processor/CompositeProcessor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/processor/DelistedCompanyFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/processor/EmptyHistoryFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/processor/InvalidMeasureValuesFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/processor/NewCompanyFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/processor/NoPriceFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/snapshot (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/snapshot/MarketSnapshot.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/snapshot/MarketSnapshotUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/equity/snapshot/MonthlyDataFromMarketSnapshots.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/DataSource.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/DataSources.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/DepthCacheUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/EquityEOD2Depth.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/FileBufferQueue.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/BloombergTickData.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/BloombergTickDataFileReader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/BloombergTickDataFileUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/BloombergTickDataFileWriter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/IntradayTickData.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/IntradayTickDataDownloader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/IntradayTickRequestFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/LocalhostSessionFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/SessionFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/TickDataDownloadApp.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/AccountingDB.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/AccountingUpdate.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/CompanyDB.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/CompanyHistoryDB.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/CompanyHistoryNotFoundException.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/CompustatCompany.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/CompustatUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/PriceDB.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/PriceData.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/hongkong (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/hongkong/HSIComponents.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/compustat/hongkong/Sector.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/csv (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/csv/CsvCacheLoader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/csv/CsvColumnSpec.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/GainCapitalFx.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/GainCapitalFxCsvZipFileReader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/GainCapitalFxFileUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/preprocess (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/preprocess/GainCapitalFxCsvFilesExtractor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/preprocess/GainCapitalFxDailyCsvZipFileConverter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/preprocess/GainCapitalFxRawCsvFile.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/hkex (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/hkex/HSIReader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/hkma (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/hkma/HKIBOR.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/processor (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/processor/FixedSpreadDepthTransformer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/sgx (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/sgx/SGXCsvZipFile.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/sgx/SGXDataSource1.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/sgx/SGXDataSource2.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/sgx/SGXTickData.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/taq (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/taq/ExchangeSymbol.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/taq/SaleCondition.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/taq/TAQColumnHeader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/taq/TAQData.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/taq/TAQFileBufferQueue.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/taq/TAQFileReader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/taq/TAQFileWriter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/taq/TAQTick.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/MultipleYahooEOD.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/YahooEOD.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/YahooEODCsvZipFileReader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/YahooEODCsvZipFileWriter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/YahooEODWebDownloader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/YahooProductUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/YahooStockExchange.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/api (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/api/YahooProperty.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/api/YahooPropertyComparatorByTag.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/api/YahooPropertyDownloader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/api/YahooPropertyLoader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/structure (added)
• core/src/main/java/com/numericalmethod/algoquant/data/structure/TimedBuffer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/structure/TimedEntry.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/Depth.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/DepthUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/EquityEOD.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/Execution.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/MarketCondition.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/MarketConditionCapture.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/MarketConditions.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/OHLC.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/Position.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/Price.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/SimpleMarketCondition.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/SimpleMarketConditionCapture.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/portfolio (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/portfolio/IndexedPortfolio.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/portfolio/Portfolio.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/portfolio/PortfolioGenerator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/portfolio/PortfolioUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/portfolio/weighting (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/portfolio/weighting/RankWeighting.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/portfolio/weighting/TopBottomQuantilesEqualWeighting.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/portfolio/weighting/Weighting.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/portfolio/weighting/WeightingUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/data/type/portfolio/weighting/ZeroCostWeighting.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/chart (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/chart/Array2XYSeriesAdaptor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/chart/ChartUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/chart/OHLCSeriesAdaptor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/chart/SimpleTimeSeries2XYSeriesAdaptor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/chart/TimeSeriesAdaptor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/chart/plotter (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/chart/plotter/ExecutionAnnotation.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/chart/plotter/NoOpPlotter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/chart/plotter/SimpleStrategyPlotter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/chart/plotter/StrategyPlotter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/tradeblotter (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/tradeblotter/TradeBlotter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/tradeblotter/TradeBlotterEditable.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/tradeblotter/TradeBlotterMultiAsset.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/component/tradeblotter/TradeBlotterSingleAsset.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/CompositeDepthCacheFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/SimulatedDepthCache.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/SingleProductDepthCacheFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/returns (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/returns/AR1GARCH11Returns.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/returns/AR1Returns.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/returns/ARCH1Returns.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/returns/ARIMA0d0Returns.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/returns/ARMA11Returns.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/returns/RandomWalkReturns.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/returns/ReturnsFromPriceTimeSeries.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/returns/ReturnsFromReturnsTimeSeries.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/returns/ReturnsFromRng.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/depth/returns/ReturnsGenerator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/log (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/log/Executions2CsvWriter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/log/ExecutionsTabulator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/log/Fields.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/log/OrderTagField.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/order (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/order/BasicOrderDescription.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/order/LimitOrder.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/order/MarketOrder.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/order/OneCancelsAllOrder.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/order/Order.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/order/OrderUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/order/StopOrder.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/PerformanceAnalyzer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/SimplePerformanceAnalyzer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/distribution (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/distribution/DrawdownDistribution.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/distribution/DrawdownDurationDistribution.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/distribution/PerformanceDistribution.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/distribution/PerformanceDistributionEvaluator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/dynamic (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicInformationRatio.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicMaxExposure.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicOmega.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicPerformance.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicPosition.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicPositionSingleAsset.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicProfitLoss.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicProfitLossSingleAsset.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicReturn.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/dynamic/PerformanceToTimeSeries.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/Commission.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/CommissionProfitRatio.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/ExchangeRateTable.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/ExecutionCount.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/LinearlyCombinedPerformanceMeasure.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/MaxDrawdown.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/MaxDrawdownDuration.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/MaxDrawdownPercentage.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/MaxExposure.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/PerformanceMeasure.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/PerformanceMeasureUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/ProfitLoss.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/ProfitLossAfterCommission.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/ProfitLossRealized.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/ReturnsUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/SimpleExchangeRateTable.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/decomposition (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/decomposition/OrderTagFilter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/decomposition/PartialPerformanceMeasure.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/ir (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/ir/InformationRatio.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/ir/InformationRatio4ZeroInvestment.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/ir/InformationRatioByPeriod.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/ir/InformationRatioByTrade.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/omega (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/omega/Omega.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/omega/OmegaByPeriod.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/omega/OmegaByTrade.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/omega/OmegaFromOptionPricing.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/omega/OmegaFromSummation.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/pertradestats (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/pertradestats/PairTradeReturn.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/pertradestats/PerTradeStats.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/pertradestats/PerTradeValue.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/measure/pertradestats/Stats.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/report (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/report/CsvPerformanceReportExporter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/report/PerformanceReport.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/report/PerformanceReportExporter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/trade (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/trade/ExitFirstTradeCalculator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/trade/FifoTradeCalculator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/trade/LifoTradeCalculator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/trade/SimpleTrade.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/trade/SimpleTradeCalculator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/trade/Trade.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/performance/trade/TradeCalculator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/Basket.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/BasketUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/Currencies.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/Expiry.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/FuturesProduct.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/HKDProduct.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/Product.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/ProductComparatorByName.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/ProductInfoForSimulation.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/ProductProperty.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/ProductUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/SGDProduct.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/USDProduct.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/commodities (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/commodities/ChinaCommodities.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/Equity.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/EquityComparatorBySymbol.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/Exchange.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/GICSIndustry.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/GICSSector.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/hkex (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/hkex/HK0005.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/hkex/HKEXProduct.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/hkex/HSI.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/sgx (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/sgx/SGXProduct.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/GSPC.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/SP500.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/VFINX.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nasdaq (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nasdaq/AAPL.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nasdaq/GOOG.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nasdaq/IBM.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nasdaq/MSFT.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nasdaq/NASDAQ100.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nasdaq/ORCL.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nyse (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nyse/ERO.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nyse/GBB.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nyse/JYN.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/equity/usa/nyse/NYSEProduct.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/fx (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/fx/CrossRate.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/fx/ECN.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/fx/FX.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/fx/MarketSpecifics.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/fx/simulator (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/fx/simulator/CrossRateCacheFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/fx/simulator/FxProductFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/fx/simulator/FxProducts.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/fx/simulator/InvertedRateCacheFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/options (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/options/FxOptions.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/options/Options.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/options/sgx (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/options/sgx/Commodity.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/options/sgx/ContractMonth.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/options/sgx/ContractType.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/options/sgx/SGXContractIgnoreExpiry.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/options/sgx/SGXOptions.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/product/options/sgx/SGXOptionsContract.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/DepthCachesLoader.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/BatchParameterizedSimulation.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/BatchSimulation.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/SimulationTask.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/montecarlo (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/montecarlo/MCSimulation.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/montecarlo/PerformanceChartUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity/FileParamWriterFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity/SensitivityAnalysisResult.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity/SensitivityAnalyzer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity/plotter (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity/plotter/SensitivityPlotter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity/plotter/SingleParamPlot.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity/plotter/VectorEntryPlotter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/template (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/template/SimulationTemplate.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/template/Specification.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulation/template/SpecificationForYahooEOD.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/ComponentPriority.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/DepthCaches.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/NoPlottableSignals.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/PlotterContainer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/SimMarketFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/SimpleBrokerageService.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/SimpleSimulator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/Simulator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/StrategyComponent.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/StrategyContextManager.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/dispatcher (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/dispatcher/MessageDispatcher.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/dispatcher/SimpleMessageDispatcher.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/dispatcher/SynchronizedDepthDispatcher.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/handler (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/handler/ChannelMessageHandler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/handler/ChannelMessageHandlerFactories.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/handler/ChannelMessageHandlerFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/handler/DepthMessageHandler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/handler/EquityEODMessageHandler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/handler/ExecutionMessageHandler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/handler/NoOpMessageHandler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/handler/TimerMessageHandler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/market (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/market/BernoulliFillModel.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/market/LimitOrderExecutionModel.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/market/LimitOrderExecutionModelUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/market/MarketComponent.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/market/MarketOperator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/market/PartialFillModel.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/market/SimMarket.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/market/SimpleSimMarket.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/market/StrictFillModel.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/message (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/message/AddOrderMessage.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/message/BrokerMessage.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/subscription (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/subscription/ChannelMessage.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/subscription/Subscribable.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/subscription/timer (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/subscription/timer/SimulationTimer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/simulator/subscription/timer/TimerEvent.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/BrokerageService.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/ProductParams.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/SignalPlottable.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/Strategy.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/StrategyFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/SynchronousPriceBasket.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/handler (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/handler/DepthHandler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/handler/EquityEODHandler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/handler/ExecutionHandler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/handler/TimerHandler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/handler/UpdateHandler.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/optimizer (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/optimizer/PerformanceMeasureFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/optimizer/StrategyFromDoublesFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/optimizer/StrategyOptimizer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/portfolio (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/portfolio/OrderPlacingRule.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/portfolio/PlaceAllOrders.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/portfolio/PortfolioStrategy.java (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/template (added)
• core/src/main/java/com/numericalmethod/algoquant/execution/strategy/template/MaintainTargetPosition.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model (added)
• core/src/main/java/com/numericalmethod/algoquant/model/analysis (added)
• core/src/main/java/com/numericalmethod/algoquant/model/analysis/cointegration (added)
• core/src/main/java/com/numericalmethod/algoquant/model/analysis/cointegration/CointegratedPairsSearch.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/analysis/cointegration/MovingCointegration.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005 (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/Elliott2005DLM.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/offline (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/offline/SSOfflineSmoother.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/offline/SSSmoother.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/strategy (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/strategy/Elliott2005v10.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/strategy/MeanReversionAroundLongTermMeanConstantCoefficients.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/strategy/MeanReversionAroundPosterioriStateEstimateCointegratedCoefficients.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/strategy/MeanReversionAroundPosterioriStateEstimateConstantCoefficients.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/strategy/idea (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/strategy/idea/BetaByCointegration.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/strategy/idea/BetaConstant.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/elliott2005/strategy/idea/OrderSizeConstant.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/EquityFactorValues.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/FactorValueEvaluator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/FactorValueLookup.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/amp2008 (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/amp2008/CombinedLongShortResult.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/amp2008/MultiFactorCsvWriter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/amp2008/ZeroCostByFactorsPortfolioGenerator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/backtest (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/backtest/AggregateBacktestResults.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/backtest/AnnualizedSummaryBacktester.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/backtest/BacktestResult.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/backtest/BacktestUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/backtest/Backtester.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/backtest/MonthlyReturnsBacktester.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/backtest/SharpeRatioCalculator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/capm (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/capm/CAPM.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/capm/CAPMFromCache.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/capm/CAPMFromMonthlyData.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/capm/CAPMFromPremiums.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/capm/CAPMUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/Beta.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/Factor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/FactorUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/Intercept.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/LogMarketCap.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/MeasureFactor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/Momentum.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/accounting (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/accounting/AccountingFactor.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/accounting/BookToMarket.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/accounting/CashflowPerMarketCap.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/factor/accounting/EarningsPerMarketCap.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992 (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/backtest (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/backtest/IndexedPortfoliosAverageReturnsCalculator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/backtest/MultiDimensionalArray.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/backtest/PerPortfolioIndicesResults.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/backtest/PortfolioPerformanceCsvWriter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/backtest/PortfolioSnapshotsCalculator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/backtest/PortfoliosSnapshot.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/portfolio (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/portfolio/FactorRanking.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/portfolio/MoreOnMiddleBucketsAllocation.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/portfolio/PortfolioSeriesGenerator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/portfolio/PortfolioSetGenerator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/crosssectional (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/crosssectional/CrossSectionalRegression.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/FamaMacBethRegression.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/FamaMacBethRegressionResults.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/RegressionCoefficientsCsvWriter.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/capm (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/capm/CAPMEstimatorForPortfolio.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/capm/CAPMPerPortfolio.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/panel (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/panel/FactorPanelRegression.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/panel/FamaMacBethPanelRegression.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/panel/FamaMacBethPanelRegressionResults.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/infantino2010 (added)
• core/src/main/java/com/numericalmethod/algoquant/model/infantino2010/BuySellSignal.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/infantino2010/Infantino2010BuySell.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/infantino2010/InfantinoPCA2010.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/infantino2010/InfantinoRegimeSignal.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/infantino2010/Utils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/infantino2010/analysis (added)
• core/src/main/java/com/numericalmethod/algoquant/model/infantino2010/analysis/Infantino2010ParamAnalysis.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/infantino2010/strategy (added)
• core/src/main/java/com/numericalmethod/algoquant/model/infantino2010/strategy/Infantino2010Strategy.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/infantino2010/strategy/Infantino2010StrategyFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/kst1995 (added)
• core/src/main/java/com/numericalmethod/algoquant/model/kst1995/GMA12.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/kst1995/KnightSatchellTran1995.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/meanreversion (added)
• core/src/main/java/com/numericalmethod/algoquant/model/meanreversion/ConstantMeanEstimator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/meanreversion/FixedGridMeanReversion.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/meanreversion/MeanEstimator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/meanreversion/MeanReversionModel.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/meanreversion/MeanReversionPortfolio.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/meanreversion/MeanReversionStrategy.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/meanreversion/MeanReversionStrategyFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/meanreversion/MeanReversionStrategyParam.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/meanreversion/PeriodicMeanReversion.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/MarkowitzPortfolio.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/MarkowitzUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/MinWeights.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/NoConstraint.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/NoShortSelling.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/WeightConstraints.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal/Markowitz1952.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal/MarkowitzPeriodicRebalancing.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal/simulation (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal/simulation/MarkowitzPeriodicRebalancingStrategy.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal/simulation/MarkowitzSimulation.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/performance (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/performance/BuyOnceAndHold.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/performance/PerformanceOptimizedPortfolio.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/performance/PerformanceOptimizedYahooEODPortfolio.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/performance/PortfolioOptimizer.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/returns (added)
• core/src/main/java/com/numericalmethod/algoquant/model/returns/ReturnCalculator.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/returns/ReturnCalculators.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/returns/ReturnSeries.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/returns/ReturnUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/DoubleSignal.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/LastUpdateTime.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/PlainDoubleSignal.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/Signal.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/TargetPositionSignal.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/TimedSignal.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/WeightedSumSignal.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/crossover (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/Crossover.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/MovingAverageCrossover.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/strategy (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/strategy/SMA2Crossover.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/strategy/SMA2CrossoverDynamic.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/strategy/SMA2CrossoverFactory.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/strategy/SMA2CrossoverParam.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency/CustomFrequency.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency/Daily.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency/Frequency.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency/Hourly.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency/Instantly.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency/Minute.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency/Monthly.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency/Quarterly.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency/Second.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency/Weekly.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/frequency/Yearly.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/movingaverage (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/movingaverage/DEMA.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/movingaverage/EMA.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/movingaverage/MovingAverage.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/movingaverage/RSI.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/movingwindow (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/movingwindow/MovingDoubleArrayBySize.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/movingwindow/MovingTimes.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/movingwindow/MovingWindowByPeriod.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/movingwindow/MovingWindowBySize.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/movingwindow/MovingWindowOfSynchronousPriceBasket.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/ohlc (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/ohlc/OHLCBar.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/ohlc/OHLCBars.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/ohlc/highlows (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/ohlc/highlows/HighLows.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/ou (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/ou/OULogSpreadCRRASignal.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/ou/OUSpreadCRRASignal.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/technical (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/technical/AverageDailyMovement.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/volume (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/volume/AccumulationDistributionLine.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/volume/ChaikinMoneyFlow.java (added)
• core/src/main/java/com/numericalmethod/algoquant/model/signal/volume/ChaikinVolumeSignal.java (added)
• core/src/main/java/com/numericalmethod/algoquant/util (added)
• core/src/main/java/com/numericalmethod/algoquant/util/AlgoQuantUtils.java (added)
• core/src/main/java/com/numericalmethod/algoquant/util/PeriodicTask.java (added)
• core/src/main/resources (added)
• core/src/test (added)
• core/src/test/java (added)
• core/src/test/java/com (added)
• core/src/test/java/com/numericalmethod (added)
• core/src/test/java/com/numericalmethod/algoquant (added)
• core/src/test/java/com/numericalmethod/algoquant/config (added)
• core/src/test/java/com/numericalmethod/algoquant/config/AlgoQuantConfigTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/BufferCacheTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/CacheUtilsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/CombinedCacheTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/MasterSlaveCacheTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/TestDepthCacheFactory.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/TimeSeriesCacheTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/VectorCacheTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/conversion (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/conversion/Cache2MatrixTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/conversion/Cache2ReturnsMatrixTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/ProcessorChainTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/filter (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/filter/FirstEntriesFilterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/filter/NoNullDataFilterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/filter/OutlierFilterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/filter/TimeRangeFilterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/filter/WeekdayFilterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/repairer (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/repairer/DayCloseRepairerTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/sampler (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/sampler/AbstractCacheSamplerTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/sampler/DailyDataSamplerTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/sampler/EquiTimeSamplerTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/transformer (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/transformer/DoubleTransformerTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/processor/transformer/MovingAverageTransformerTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/util (added)
• core/src/test/java/com/numericalmethod/algoquant/data/cache/util/DailyDataFileMakerTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/calendar (added)
• core/src/test/java/com/numericalmethod/algoquant/data/calendar/CalendarUtilsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/calendar/DayOfWeekTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/calendar/holiday (added)
• core/src/test/java/com/numericalmethod/algoquant/data/calendar/holiday/HolidayCsvZipFileReaderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/calendar/holiday/HolidayCsvZipFileWriterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/calendar/holiday/HolidaysFromFileTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/calendar/holiday/WebHolidayUpdaterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/CompanyProfileTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/filter (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/filter/NoNaNFilterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/filter/NotAllNaNFilterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/measure (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/measure/filter (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/measure/filter/MinAverageMCapFilterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/processor (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/processor/DummyCompanyHistory.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/processor/TestCompanyHistory.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/snapshot (added)
• core/src/test/java/com/numericalmethod/algoquant/data/equity/snapshot/MonthlyDataFromMarketSnapshotsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/BloombergTickDataFileReaderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/BloombergTickDataFileWriterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/BloombergTickDataTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/IntradayTickDataTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/bloomberg/TickDataDownloadAppTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/compustat (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/compustat/AccountingDBTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/compustat/CompanyDBTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/compustat/CompanyHistoryDBTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/compustat/PriceDBTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/compustat/TestMarketData.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/csv (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/csv/CsvCacheLoaderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/GainCapitalFxCsvZipFileReaderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/GainCapitalFxFileUtilsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/GainCapitalFxTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/preprocess (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/preprocess/GainCapitalFxCsvFilesExtractorTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/preprocess/GainCapitalFxDailyCsvZipFileConverterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/gaincapital/preprocess/GainCapitalFxRawCsvFileTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/hkma (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/hkma/HKIBORTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/processor (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/processor/FixedSpreadDepthTransformerTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/sgx (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/sgx/SGXCsvZipFileTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/sgx/SGXTickDataTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/taq (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/taq/TAQDataTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/taq/TAQFileBufferQueueTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/taq/TAQFileReaderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/taq/TAQFileWriterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/yahoo (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/MultipleYahooEODTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/YahooEODCsvZipFileReaderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/YahooEODCsvZipFileWriterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/YahooEODTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/YahooEODWebDownloaderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/api (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/api/YahooPropertyDownloaderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/historicaldata/yahoo/api/YahooPropertyLoaderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/structure (added)
• core/src/test/java/com/numericalmethod/algoquant/data/structure/TimedBufferTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/type (added)
• core/src/test/java/com/numericalmethod/algoquant/data/type/DepthTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/type/portfolio (added)
• core/src/test/java/com/numericalmethod/algoquant/data/type/portfolio/PortfolioUtilsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/type/portfolio/weighting (added)
• core/src/test/java/com/numericalmethod/algoquant/data/type/portfolio/weighting/RankWeightingTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/data/type/portfolio/weighting/TopBottomQuantilesEqualWeightingTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/component (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/component/chart (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/component/chart/OHLCSeriesAdaptorTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/component/chart/TimeSeriesAdaptorTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/component/tradeblotter (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/component/tradeblotter/TradeBlotterMultiAssetTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/component/tradeblotter/TradeBlotterSingleAssetTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/depth (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/depth/CompositeDepthCacheFactoryTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/depth/ReturnsFromPriceTimeSeriesTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/depth/SimulatedDepthCacheTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/log (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/log/ExecutionsTabulatorTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/order (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/order/BasicOrderDescriptionTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/order/OneCancelsAllOrderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/order/OrderUtilsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/order/PartialOrderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/order/StopOrderTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/distribution (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/distribution/DrawdownDistributionTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/distribution/DrawdownDurationDistributionTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/dynamic (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicMaxExposureTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicPositionSingleAssetTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicPositionTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicProfitLossSingleAssetTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicProfitLossTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/dynamic/DynamicReturnTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/CommissionProfitRatioTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/CommissionTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/DepthCacheForTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/MaxDrawdownDurationTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/MaxDrawdownPercentageTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/MaxDrawdownTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/ProfitLossAfterCommissionTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/ProfitLossRealizedTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/ProfitLossTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/SimpleExchangeRateTableTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/decomposition (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/decomposition/OrderTagFilterTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/decomposition/PartialPerformanceMeasureTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/ir (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/ir/InformationRatio4ZeroInvestmentTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/ir/InformationRatioByPeriodTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/ir/InformationRatioTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/omega (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/omega/OmegaFromOptionPricingTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/omega/OmegaFromSummationTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/pertradestats (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/pertradestats/PairTradeReturnTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/pertradestats/PerTradeStatsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/measure/pertradestats/PerTradeValueTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/trade (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/trade/FifoTradeCalculatorTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/trade/LifoTradeCalculatorTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/performance/trade/SimpleTradeCalculatorTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/BasketUtilsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/ExpiryTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/FuturesProductTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/HKDProductTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/ProductPropertyTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/ProductTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/USDProductTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/equity (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/equity/EquityTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/equity/ExchangeTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/equity/hkex (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/equity/hkex/HKEXProductTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/equity/usa (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/equity/usa/nasdaq (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/equity/usa/nasdaq/NASDAQ100Test.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/equity/usa/nyse (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/equity/usa/nyse/NYSEProductTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/fx (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/fx/CrossRateTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/fx/FXTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/fx/MarketSpecificsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/fx/simulator (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/fx/simulator/CrossRateCacheFactoryTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/fx/simulator/FxProductFactoryTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/fx/simulator/FxProductsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/fx/simulator/InvertedRateCacheFactoryTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/options (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/options/FxOptionsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/options/OptionsTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/options/sgx (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/options/sgx/ContractMonthTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/product/options/sgx/SGXOptionsContractTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulation (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch/montecarlo (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch/montecarlo/MCSimulationTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch/montecarlo/MockStrategyBuySellFixedQty.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity/SensitivityAnalyzerTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulation/template (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulation/template/SimulationTemplateTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/DummyOperator.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/DummySimulator.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/SimpleSimulatorTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/dispatcher (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/dispatcher/SimpleMessageDispatcherTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/dispatcher/SynchronizedDepthDispatcherTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/market (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/market/BernoulliFillModelTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/market/MockRNG.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/market/PartialFillModelTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/market/SimpleSimMarketTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/market/StrictFillModelTest.java (added)
• core/src/test/java/com/numericalmethod/algoquant/execution/simulator/subscription (added)
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• demo/src/main/java/com/numericalmethod/algoquant/model/lai2010/demo/DemoChinaCommoditiesAnalysis.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/lai2010/demo/DemoLai2010Signal.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/lai2010/demo/DemoPeriodicRebalancing.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/lai2010/demo/PeriodicRebalancingSimulation.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/meanreversion (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/meanreversion/demo (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/meanreversion/demo/DemoFixedGrid001.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/meanreversion/demo/DemoFixedGridOnSGXData001.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/meanreversion/demo/DemoFixedGridPortfolio001.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/meanreversion/demo/DemoPeriodic001.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal/demo (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal/demo/DemoMarkowitz.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/performance (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/portfoliooptimization/performance/DemoOptimizedPortfolio.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/DemoPairsTrading.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/crossover (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/demo (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/demo/DemoBatchParamSimulation.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/demo/DemoSMA2_010.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/demo/DemoSMA2_011.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/demo/DemoSMA2_020.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/crossover/demo/DemoSMA2_030.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/volume (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/volume/demo (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/volume/demo/DemoADL.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/signal/volume/demo/DemoCMF.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/volatilityarbitrage (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/volatilityarbitrage/demo (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/volatilityarbitrage/demo/DemoRanged001.java (added)
• demo/src/main/java/com/numericalmethod/algoquant/model/volatilityarbitrage/demo/DemoRanged002.java (added)
• demo/src/main/resources (added)
• demo/src/test (added)
• demo/src/test/java (added)
• demo/src/test/java/com (added)
• demo/src/test/java/com/numericalmethod (added)
• demo/src/test/java/com/numericalmethod/algoquant (added)
• demo/src/test/java/com/numericalmethod/algoquant/data (added)
• demo/src/test/java/com/numericalmethod/algoquant/data/historicaldata (added)
• demo/src/test/java/com/numericalmethod/algoquant/data/historicaldata/sgx (added)
• demo/src/test/java/com/numericalmethod/algoquant/data/historicaldata/sgx/DemoSiMSCITickDataTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/component (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/component/chart (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/component/chart/demo (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/component/chart/demo/DemoCandleStickTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/component/chart/demo/DemoMultiChartTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/component/chart/demo/DemoOHLCChartTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/component/chart/demo/DemoTimeSeriesChartTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/component/chart/demo/DemoXYSeriesChartTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/simulation (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch/montecarlo (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch/montecarlo/DemoMCSim_010Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch/montecarlo/DemoMCSim_020Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity/DemoSensitivityAnalyzerTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/strategy (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/strategy/demo (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/strategy/demo/DemoTimerTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/execution/strategy/demo/DemoTutorialStrategyTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/elliott2005 (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/elliott2005/demo (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/elliott2005/demo/DemoElliott2005_010Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/elliott2005/demo/DemoElliott2005_020Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/amp2008 (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/amp2008/demo (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/amp2008/demo/DemoMultiFactorTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/amp2008/demo/DemoMultiFactorTimingTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992 (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/demo (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/demo/DemoFamaFrench1992Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/demo/DemoPartitioningByFactorsTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/regression (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/DemoFamaMacBethRegressionTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/panel (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/factormodel/regression/famamacbeth/panel/DemoFamaMacbethPanelRegressionTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/lai2010 (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/lai2010/demo (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/lai2010/demo/DemoLai2010SignalTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/meanreversion (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/meanreversion/demo (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/meanreversion/demo/DemoFixedGrid001Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/meanreversion/demo/DemoFixedGridOnSGXData001Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/meanreversion/demo/DemoFixedGridPortfolio001Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/meanreversion/demo/DemoPeriodic001Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/portfoliooptimization (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal/demo (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/portfoliooptimization/markowitz/signal/demo/DemoMarkowitzTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/portfoliooptimization/performance (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/portfoliooptimization/performance/DemoOptimizedPortfolioTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal/DemoPairsTradingTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal/crossover (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal/crossover/demo (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal/crossover/demo/DemoBatchParamSimulationTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal/crossover/demo/DemoSMA2_010Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal/crossover/demo/DemoSMA2_011Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal/crossover/demo/DemoSMA2_030Test.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal/volume (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal/volume/demo (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal/volume/demo/DemoADLTest.java (added)
• demo/src/test/java/com/numericalmethod/algoquant/model/signal/volume/demo/DemoCMFTest.java (added)
• demo/test (deleted)
• lib (added)
• lib/blpapi3 (added)
• lib/blpapi3/blpapi3.jar (added)
• lib/java-heaps (added)
• lib/java-heaps/LICENSE.txt (added)
• lib/java-heaps/heaps-2.0-doc.zip (added)
• lib/java-heaps/heaps-2.0-src.zip (added)
• lib/java-heaps/heaps-2.0.jar (added)
• lib/nmutils (added)
• lib/nmutils/nmutils-javadoc.zip (added)
• lib/nmutils/nmutils.jar (added)
• lib/pluto (added)
• lib/pluto/pluto-api-javadoc.zip (added)
• lib/pluto/pluto-api.jar (added)
• lib/pluto/pluto-jfreechart.jar (added)
• lib/privatemodels (added)
• lib/privatemodels/privatemodels-javadoc.zip (added)
• lib/privatemodels/privatemodels.jar (added)
• lib/suanshu (added)
• lib/suanshu/suanshu-javadoc-x.y.z.zip (added)
• lib/suanshu/suanshu-x.y.z.jar (added)
• pom.xml (added)

demo/config/data.properties

@@ -5 +5 @@
 DATA_YAHOO = ${DATA_FOLDER}/yahoo
 DATA_SGX = ${DATA_FOLDER}/raw/sgx
-HOLIDAY_DIR = ../algoquant/resources/holidays
+HOLIDAY_DIR = ../core/resources/holidays