Q26 ALPHA-TRADING SYSTEM
Public Member Functions | Public Attributes | List of all members
SYMBOL Class Reference

Public Member Functions

def __init__ (self, symbolName="GOLD.USD", contractSize=100, marginCurrency="USD", profitCalculationMethod="CFD", marginRequestMethod="CFD", marginPercentage=100, execution="Market", minimalVolume=0.01, maximalVolume=25.0, volumeStep=0.01, precision=3, exchangeType="Point", exchangeLong=99.5, exchangeShort=58.2)
 
def read (self, kind)
 

Public Attributes

 symbolName
 
 contractSize
 
 marginCurrency
 
 profitCalculationMethod
 
 marginRequestMethod
 
 marginPercentage
 
 execution
 
 minimalVolume
 
 maximalVolume
 
 volumeStep
 
 precision
 
 exchangeType
 
 exchangeLong
 
 exchangeShort
 
 askopen
 
 askhigh
 
 asklow
 
 askclose
 
 askprice
 
 bidopen
 
 bidhigh
 
 bidlow
 
 bidclose
 
 bidprice
 
 volume
 
 time
 
 marketState
 

Detailed Description


Q26 - QuanTester module - SYMBOL object.

Description :

Examples :

Planned developments :

Known bugs :

Member Data Documentation

◆ askclose

askclose

Variable updated at each time step

◆ askhigh

askhigh

Variable updated at each time step

◆ asklow

asklow

Variable updated at each time step

◆ askopen

askopen

Variable updated at each time step

◆ askprice

askprice

Variable updated at each time step

Price to be used as execution price

◆ bidclose

bidclose

Variable updated at each time step

◆ bidhigh

bidhigh

Variable updated at each time step

◆ bidlow

bidlow

Variable updated at each time step

◆ bidopen

bidopen

Variable updated at each time step

◆ bidprice

bidprice

Variable updated at each time step

Price to be used as execution price

◆ contractSize

contractSize

Contract size

Type : float
Defaut value : 100
Description :
Size of a unitary lot.

◆ exchangeLong

exchangeLong

Exchange long fee

Type : double
Defaut value : 99.5
Description :
Fees in exchange type unit to pay regulary if the user maintain at least one long position. Unused variable for instance...

◆ exchangeShort

exchangeShort

Exchange short fee

Type : double
Defaut value : 58.2
Description :
Fees in exchange type unit to pay regulary if the user maintain at least one short position. Unused variable for instance...

◆ exchangeType

exchangeType

Exchange type

Type : string
Defaut value : "Point"
Description :
"Point", "Percentage". Unused variable for instance...

◆ execution

execution

Execution mode

Type : string
Defaut value : "Market"
Description :
Unused variable for instance...

◆ marginCurrency

marginCurrency

Margin currency

Type : string
Defaut value : "USD"
Description :
Currency used to access this symbol. !!!Variable not active for instance!!!, "USD" is the defaut value.

◆ marginPercentage

marginPercentage

Margin percentage

Type : float
Defaut value : 100
Description :
If the portfolio margin rate is inferior to this value, a potential ORDER cannot be executed.

◆ marginRequestMethod

marginRequestMethod

Margin request method

Type : string
Defaut value : "CFD"
Description :
Way the request margin is calculated as a function of the type of asset. There are actually 4 different margin request methods :

  • "CFD" = volume*contractSize*openPrice/leverage
  • "Forex" = volume*contractSize*openPrice/leverage
  • "Stock" = volume*contractSize*openPrice/leverage
  • "CFD-Index" = volume*contractSize/openPrice/tickPrice/tickSize/leverage

◆ marketState

marketState

Variable updated at each time step

◆ maximalVolume

maximalVolume

Maximal allowed volum

Type : float
Defaut value : 25.0
Description :
Maximal volume to allow an order execution. Unused variable for instance...

◆ minimalVolume

minimalVolume

Minimal allowed volume

Type : float
Defaut value : 0.01
Description :
Minimal volume to allow an order execution. Unused variable for instance...

◆ precision

precision

Price precision

Type : integer
Defaut value : 3
Description :
Price precision (3 means 1 point = 0.001) Unused variable for instance...

◆ profitCalculationMethod

profitCalculationMethod

Profit calculation method

Type : string
Defaut value : "CFD"
Description :
Unused variable for instance...

◆ symbolName

symbolName

Symbol name

Type : string
Defaut value : "GOLD.USD"
Description :
Name of the symbol.

◆ time

time

Variable updated at each time step

◆ volume

volume

Variable updated at each time step

◆ volumeStep

volumeStep

Volume step

Type : double
Defaut value : 0.01
Description :
An order can be placed only if volume % volume step = 0. Unused variable for instance...


The documentation for this class was generated from the following file: