tech.nmfin.algoquant.demo.ib

Class IBDemoStrategy

java.lang.Object

tech.nmfin.algoquant.demo.ib.IBDemoStrategy

All Implemented Interfaces:

StrategyHandler, ResumableStrategy, Strategy

public class IBDemoStrategy
extends Object
implements ResumableStrategy

Using this example. Illustrates a resumable broker strategy: initialize state, handle events, submit limit orders and serialize state for restart. This class is used by IBStrategyServerDemo and can send broker orders when connected; configure a paper account and inspect the order logic before running.

Author:

Ken Yiu

Nested Class Summary

Nested classes/interfaces inherited from interface tech.nmfin.algoquant.execution.strategy.Strategy

Strategy.Param

Constructor Summary

Constructors

Constructor and Description
IBDemoStrategy(NamedParam param)

Method Summary

Modifier and Type	Method and Description
void	initialize(TraderContext ctx)
void	onEvent(TraderContext ctx, Event evt)
void	resumeStates(TraderContext ctx, Map<String,String> savedStates)
List<Product>	resumeTradedProducts(List<String> savedProductInfo)
Map<String,String>	saveStates()
List<String>	saveTradedProducts()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

IBDemoStrategy

public IBDemoStrategy(NamedParam param)

Method Detail

initialize

public void initialize(TraderContext ctx)

Specified by:

initialize in interface Strategy

onEvent

public void onEvent(TraderContext ctx,
                    Event evt)

Specified by:

onEvent in interface Strategy

saveTradedProducts

public List<String> saveTradedProducts()

Specified by:

saveTradedProducts in interface ResumableStrategy

resumeTradedProducts

public List<Product> resumeTradedProducts(List<String> savedProductInfo)

Specified by:

resumeTradedProducts in interface ResumableStrategy

saveStates

public Map<String,String> saveStates()

Specified by:

saveStates in interface ResumableStrategy

resumeStates

public void resumeStates(TraderContext ctx,
                         Map<String,String> savedStates)

Specified by:

resumeStates in interface ResumableStrategy