Strategy (Marketcetera Platform 2.4.1 API)

java.lang.Object
- org.marketcetera.strategy.AbstractRunningStrategy
- - org.marketcetera.strategy.ruby.Strategy

All Implemented Interfaces:

BrokerStatusListener, RunningStrategy
```
public class Strategy
extends AbstractRunningStrategy
```
RunningStrategy implementation for Ruby strategies to extend.

Since:

1.0.0

Version:

$Id: Strategy.java 16600 2013-06-26 00:53:16Z colin $

Author:

Colin DuPlantis

Constructor Summary

Constructors
Constructor and Description

Strategy()

Constructors
Constructor and Description
`Strategy()`

Method Summary

Methods
Modifier and Type	Method and Description
`void`	`cancel_all_data_requests()` Cancels all data requests for this `Strategy`.
`int`	`cancel_all_orders()` Submits cancel requests for all `OrderSingle` open orders owned by the strategy's owner.
`void`	`cancel_data_flow(DataFlowID inDataFlowID)` Cancels a data flow identified by the supplied data flow ID.
`void`	`cancel_data_request(int inRequestID)` Cancels a given data request.
`OrderCancel`	`cancel_order(OrderID inOrderID, boolean inSendOrder)` Submits a request to cancel the `OrderSingle` with the given `OrderID`.
`OrderReplace`	`cancel_replace(OrderID inOrderID, OrderSingle inNewOrder, boolean inSendOrder)` Submits a cancel-replace order for the given `OrderID` with the given `Order`.
`DataFlowID`	`create_data_flow(boolean inAppendDataSink, DataRequest[] inRequests)` Initiates a data flow request.
`void`	`debug(String inMessage)` Emits the given debug message to the strategy log output.
`void`	`error(String inMessage)` Emits the given error message to the strategy log output.
`Map<PositionKey<Currency>,BigDecimal>`	`get_all_currency_positions_as_of(Date inDate)` Gets all open `Currency` positions at the given point in time.
`Map<PositionKey<Future>,BigDecimal>`	`get_all_future_positions_as_of(Date inDate)` Gets all open `Future` positions at the given point in time.
`Map<PositionKey<Option>,BigDecimal>`	`get_all_option_positions_as_of(Date inDate)` Gets all open `Option` positions at the given point in time.
`Map<PositionKey<Equity>,BigDecimal>`	`get_all_positions_as_of(Date inDate)` Gets all open `Equity` positions at the given point in time.
`BrokerStatus[]`	`get_brokers()` Returns the list of brokers known to the system.
`BigDecimal`	`get_currency_position_as_of(Date inDate, String inUnderlyingSymbol)` Gets the position in the given `Currency` at the given point in time.
`Deque<ReportBase>`	`get_execution_reports(OrderID inOrderID)` Gets the `ReportBase` values representing the order history of the given `OrderID`.
`BigDecimal`	`get_future_position_as_of(Date inDate, String inUnderlyingSymbol, FutureExpirationMonth inExpirationMonth, int inExpirationYear)` Gets the position in the given `Future` at the given point in time.
`Set<OrderID>`	`get_open_order_ids()` Returns the list of `OrderID` values for open orders created in this session in the order they were submitted.
`Collection<ExecutionReport>`	`get_open_orders()` Gets the collection of open orders represented by the most recent `ExecutionReport`.
`BigDecimal`	`get_option_position_as_of(Date inDate, String inOptionRoot, String inExpiry, BigDecimal inStrikePrice, OptionType inType)` Gets the position in the given `Option` at the given point in time.
`Map<PositionKey<Option>,BigDecimal>`	`get_option_positions_as_of(Date inDate, String[] inOptionRoots)` Gets open positions for the options specified by the given option roots at the given point in time.
`Collection<String>`	`get_option_roots(String inUnderlying)` Gets the set of of known option roots for the given underlying symbol.
`OrderStatus`	`get_order_status(OrderID inOrderID)` Gets the `OrderStatus` for the given `OrderID`.
`String`	`get_parameter(String inName)` Gets the parameter associated with the given name.
`BigDecimal`	`get_position_as_of(Date inDate, String inSymbol)` Gets the position in the given `Equity` at the given point in time.
`String`	`get_property(String inName)` Gets the property associated with the given name.
`Set<OrderID>`	`get_submitted_order_ids()` Returns the list of open order IDs created during this session in the order they were submitted.
`String`	`get_underlying(String inOptionRoot)` Gets the underlying symbol for the given option root, if available.
`ModuleURN`	`get_urn()` Gets the `ModuleURN` of this strategy.
`Properties`	`get_user_data()` Gets the user data associated with the current user.
`void`	`info(String inMessage)` Emits the given info message to the strategy log output.
`void`	`notify_high(String inSubject, String inBody)` Creates and issues a `Notification` at high priority.
`void`	`notify_low(String inSubject, String inBody)` Creates and issues a `Notification` at low priority.
`void`	`notify_medium(String inSubject, String inBody)` Creates and issues a `Notification` at medium priority.
`protected void`	`on_ask(AskEvent inAsk)` Invoked when the `Strategy` receives an `AskEvent`.
`protected void`	`on_bid(BidEvent inBid)` Invoked when the `Strategy` receives a `BidEvent`.
`protected void`	`on_callback(Object inData)` Invoked when the `Strategy` receives a callback requested via `request_callback_at(Date, Object)` or `request_callback_after(long, Object)`.
`protected void`	`on_cancel_reject(OrderCancelReject inCancelReject)` Invoked when the `Strategy` receives an `OrderCancelReject`.
`protected void`	`on_dividend(DividendEvent inStatistics)` Invoked when the `Strategy` receives a `DividendEvent`.
`protected void`	`on_execution_report(ExecutionReport inExecutionReport)` Invoked when the `Strategy` receives an `ExecutionReport`.
`protected void`	`on_marketstat(MarketstatEvent inStatistics)` Invoked when the `Strategy` receives a `MarketstatEvent`.
`protected void`	`on_other(Object inEvent)` Invoked when the `Strategy` receives an object that does not fit any of the other categories.
`protected void`	`on_receive_status(BrokerStatus inStatus)` Invoked when the `Strategy` receives a `BrokerStatus`.
`protected void`	`on_start()` Called when a strategy is started.
`protected void`	`on_stop()` Called when a strategy is about to be stopped.
`protected void`	`on_trade(TradeEvent inTrade)` Invoked when the `Strategy` receives a `TradeEvent`.
`void`	`onAsk(AskEvent inAsk)` Indicates an `AskEvent` has been received.
`void`	`onBid(BidEvent inBid)` Indicates a `BidEvent` has been received.
`void`	`onCallback(Object inData)` Indicates a scheduled callback has been executed.
`void`	`onCancelReject(OrderCancelReject inCancel)` Indicates an `OrderCancelReject` has been received.
`void`	`onDividend(DividendEvent inDividend)` Indicates a `DividendEvent` has been received.
`void`	`onExecutionReport(ExecutionReport inExecutionReport)` Indicates an `ExecutionReport` has been received.
`void`	`onMarketstat(MarketstatEvent inStatistics)` Indicates a `MarketstatEvent` has been received.
`void`	`onOther(Object inEvent)` Indicates an object has been sent that does not fit any of the other callbacks.
`void`	`onReceiveBrokerStatus(BrokerStatus inStatus)` Indicates a `BrokerStatus` has been received.
`void`	`onStart()` Called when a strategy is started.
`void`	`onStop()` Called when a strategy is about to be stopped.
`void`	`onTrade(TradeEvent inTrade)` Indicates a `TradeEvent` has been received.
`void`	`request_callback_after(long inDelay, Object inData)` Requests a callback after a specified delay in milliseconds.
`void`	`request_callback_at(Date inDate, Object inData)` Requests a callback at a specific point in time.
`void`	`request_callback_every(long inDelay, long inPeriod, Object inData)` Requests a callback periodically after a specified period in milliseconds.
`int`	`request_cep_data(String[] inStatements, String inSource)` Creates a complex event processor request.
`int`	`request_market_data(MarketDataRequest inRequest)` Creates a market data request.
`int`	`request_market_data(String inRequest)` Creates a market data request.
`int`	`request_processed_market_data(MarketDataRequest inRequest, String[] inStatements, String inCepSource)` Requests market data processed by the given complex event processor from the given source.
`int`	`request_processed_market_data(String inRequest, String[] inStatements, String inCepSource)` Requests market data processed by the given complex event processor from the given source.
`void`	`send_event_to_cep(Event inEvent, String inProvider)` Sends the given event to the CEP module indicated by the provider.
`void`	`send_event(Event inEvent)` Sends the given event to the appropriate subscribers.
`void`	`send_message(Message inMessage, BrokerID inBroker)` Sends a `FIX` message to all subscribers to which orders are sent.
`boolean`	`send(Object inData)` Sends an order to order subscribers.
`void`	`set_property(String inKey, String inValue)` Sets the given key to the given value in the storage area common to all running strategies.
`void`	`set_user_data(Properties inData)` Sets the user data associated with the current user.
`void`	`suggest_trade(OrderSingle inOrder, BigDecimal inScore, String inIdentifier)` Suggests a trade.
`void`	`warn(String inMessage)` Emits the given warn message to the strategy log output.

Methods inherited from class org.marketcetera.strategy.AbstractRunningStrategy
cancelAllDataRequests, cancelAllOrders, cancelDataFlow, cancelDataRequest, cancelOrder, cancelReplace, createDataFlow, getAllCurrencyPositionsAsOf, getAllFuturePositionsAsOf, getAllOptionPositionsAsOf, getAllPositionsAsOf, getBrokers, getCurrencyPositionAsOf, getExecutionReports, getFuturePositionAsOf, getOpenOrderIDs, getOpenOrders, getOptionPositionAsOf, getOptionPositionsAsOf, getOptionRoots, getOrderStatus, getParameter, getPositionAsOf, getProperty, getReportHistoryOriginDate, getSubmittedOrderIDs, getUnderlying, getURN, getUserData, initializeReportHistoryManager, receiveBrokerStatus, requestCallbackAfter, requestCallbackAt, requestCallbackEvery, requestCEPData, requestMarketData, requestMarketData, requestProcessedMarketData, requestProcessedMarketData, sendEvent, sendEventToCEP, sendMessage, sendNotification, setProperty, setUserData, suggestTrade, toString

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

- Constructor Detail
  - Strategy
```
public Strategy()
```
- Method Detail
  - onAsk
```
public final void onAsk(AskEvent inAsk)
```
    Description copied from interface: RunningStrategy
    
    Indicates an AskEvent has been received.
    
    Parameters:
    inAsk - an AskEvent value
  - onBid
```
public final void onBid(BidEvent inBid)
```
    Description copied from interface: RunningStrategy
    
    Indicates a BidEvent has been received.
    
    Parameters:
    inBid - a BidEvent value
  - onMarketstat
```
public void onMarketstat(MarketstatEvent inStatistics)
```
    Description copied from interface: RunningStrategy
    
    Indicates a MarketstatEvent has been received.
    
    Parameters:
    inStatistics - a MarketstatEvent value
  - onDividend
```
public void onDividend(DividendEvent inDividend)
```
    Description copied from interface: RunningStrategy
    
    Indicates a DividendEvent has been received.
    
    Parameters:
    inDividend - a DividendEvent value
  - onCallback
```
public final void onCallback(Object inData)
```
    Description copied from interface: RunningStrategy
    
    Indicates a scheduled callback has been executed.
    
    Parameters:
    inData - an Object value passed to the request for callback method
  - onExecutionReport
```
public final void onExecutionReport(ExecutionReport inExecutionReport)
```
    Description copied from interface: RunningStrategy
    
    Indicates an ExecutionReport has been received.
    
    Parameters:
    inExecutionReport - an ExecutionReport value
  - onCancelReject
```
public final void onCancelReject(OrderCancelReject inCancel)
```
    Description copied from interface: RunningStrategy
    
    Indicates an OrderCancelReject has been received.
    
    Parameters:
    inCancel - an OrderCancelReject value
  - onReceiveBrokerStatus
```
public void onReceiveBrokerStatus(BrokerStatus inStatus)
```
    Description copied from interface: RunningStrategy
    
    Indicates a BrokerStatus has been received.
    
    Parameters:
    inStatus - a BrokerStatus value
  - onTrade
```
public final void onTrade(TradeEvent inTrade)
```
    Description copied from interface: RunningStrategy
    
    Indicates a TradeEvent has been received.
    
    Parameters:
    inTrade - a TradeEvent value
  - onOther
```
public final void onOther(Object inEvent)
```
    Description copied from interface: RunningStrategy
    
    Indicates an object has been sent that does not fit any of the other callbacks.
    
    Parameters:
    inEvent - an Object value
  - onStart
```
public final void onStart()
```
    Description copied from interface: RunningStrategy
    
    Called when a strategy is started.
  - onStop
```
public final void onStop()
```
    Description copied from interface: RunningStrategy
    
    Called when a strategy is about to be stopped.
  - on_ask
```
protected void on_ask(AskEvent inAsk)
```
    Invoked when the Strategy receives an AskEvent.
    
    Parameters:
    inAsk - an AskEvent value
  - on_bid
```
protected void on_bid(BidEvent inBid)
```
    Invoked when the Strategy receives a BidEvent.
    
    Parameters:
    inBid - a BidEvent value
  - on_marketstat
```
protected void on_marketstat(MarketstatEvent inStatistics)
```
    Invoked when the Strategy receives a MarketstatEvent.
    
    Parameters:
    inStatistics - a MarketstatEvent value
  - on_dividend
```
protected void on_dividend(DividendEvent inStatistics)
```
    Invoked when the Strategy receives a DividendEvent.
    
    Parameters:
    inStatistics - a DividendEvent value
  - on_execution_report
```
protected void on_execution_report(ExecutionReport inExecutionReport)
```
    Invoked when the Strategy receives an ExecutionReport.
    
    Parameters:
    inExecutionReport - an ExecutionReport value
  - on_cancel_reject
```
protected void on_cancel_reject(OrderCancelReject inCancelReject)
```
    Invoked when the Strategy receives an OrderCancelReject.
    
    Parameters:
    inCancelReject - an OrderCancelReject value
  - on_receive_status
```
protected void on_receive_status(BrokerStatus inStatus)
```
    Invoked when the Strategy receives a BrokerStatus.
    
    Parameters:
    inStatus - a BrokerStatus value
  - on_trade
```
protected void on_trade(TradeEvent inTrade)
```
    Invoked when the Strategy receives a TradeEvent.
    
    Parameters:
    inTrade - a TradeEvent value
  - on_other
```
protected void on_other(Object inEvent)
```
    Invoked when the Strategy receives an object that does not fit any of the other categories.
    
    Parameters:
    inEvent - an Object value
  - on_callback
```
protected void on_callback(Object inData)
```
    Invoked when the Strategy receives a callback requested via request_callback_at(Date, Object) or request_callback_after(long, Object).
    
    Parameters:
    inData - an Object value which was passed to the request, may be null
  - on_start
```
protected void on_start()
```
    Called when a strategy is started.
  - on_stop
```
protected void on_stop()
```
    Called when a strategy is about to be stopped.
  - set_property
```
public final void set_property(String inKey,
                String inValue)
```
    Sets the given key to the given value in the storage area common to all running strategies.
    
    Parameters:
    inKey - a String value
    inValue - a String value
  - get_parameter
```
public final String get_parameter(String inName)
```
    Gets the parameter associated with the given name.
    
    Parameters:
    inName - a String value containing the key of a parameter key/value value
    
    Returns:
    a String value or null if no parameter is associated with the given name
  - get_property
```
public final String get_property(String inName)
```
    Gets the property associated with the given name.
    
    Parameters:
    inName - a String value containing the key of a property key/value value
    
    Returns:
    a String value or null if no property is associated with the given name
  - request_callback_after
```
public final void request_callback_after(long inDelay,
                          Object inData)
```
    Requests a callback after a specified delay in milliseconds.
    The callback will be executed as close to the specified millisecond as possible. There is no guarantee that the timing will be exact. If more than one callback is requested by the same RunningStrategy for the same millisecond, the requests will be processed serially in FIFO order. This implies that a long-running callback request may delay other callbacks from the same RunningStrategy unless the caller takes steps to mitigate the bottleneck.
    
    Parameters:
    inDelay - a long value indicating how many milliseconds to wait before executing the callback. A value <= 0 will be interpreted as a request for an immediate callback.
    inData - an Object value to deliver along with the callback, may be null
  - request_callback_every
```
public final void request_callback_every(long inDelay,
                          long inPeriod,
                          Object inData)
```
    Requests a callback periodically after a specified period in milliseconds.
    The callback will be executed as close to the specified millisecond as possible. There is no guarantee that the timing will be exact. If more than one callback is requested by the same RunningStrategy for the same millisecond, the requests will be processed serially in FIFO order. This implies that a long-running callback request may delay other callbacks from the same RunningStrategy unless the caller takes steps to mitigate the bottleneck.
    
    Parameters:
    inDelay - a long value indicating how many milliseconds to wait before executing the first callback. A value <= 0 will be interpreted as a request for an immediate callback.
    inPeriod - a long value indicating how many milliseconds to wait before executing the second callback, and thereafter repeatedly The value must be > 0.
    inData - an Object value to deliver along with the callback, may be null
  - request_callback_at
```
public final void request_callback_at(Date inDate,
                       Object inData)
```
    Requests a callback at a specific point in time.
    The callback will be executed as close to the specified millisecond as possible. There is no guarantee that the timing will be exact. If more than one callback is requested by the same RunningStrategy for the same millisecond, the requests will be processed serially in FIFO order. This implies that a long-running callback request may delay other callbacks from the same RunningStrategy unless the caller takes steps to mitigate the bottleneck.
    
    Parameters:
    inDate - a Date value at which to execute the callback. A date value earlier than the present will be interpreted as a request for an immediate callback.
    inData - an Object value to deliver with the callback or null
  - request_market_data
```
public final int request_market_data(MarketDataRequest inRequest)
```
    Creates a market data request.
    The inRequest object must refer to a started market data provider module.
    
    Parameters:
    inRequest - a MarketDataRequest value containing the request to execute
    
    Returns:
    an int value containing an identifier corresponding to this market data request or 0 if the request failed
  - request_market_data
```
public final int request_market_data(String inRequest)
```
    Creates a market data request.
    The inRequest object must refer to a started market data provider module.
    
    Parameters:
    inRequest - a String value containing the representation of a MarketDataRequest to execute
    
    Returns:
    an int value containing an identifier corresponding to this market data request or 0 if the request failed
  - request_processed_market_data
```
public final int request_processed_market_data(MarketDataRequest inRequest,
                                String[] inStatements,
                                String inCepSource)
```
    Requests market data processed by the given complex event processor from the given source.
    
    Parameters:
    inRequest - a MarketDataRequest value containing the request to execute
    inStatements - a String[] value containing the statements to pass to the complex event processor. The meaning of the statements varies according to the actual event processor that handles them.
    inCepSource - a String value containing the name of the complex event processor to which to send the query request
    
    Returns:
    an int value containing the handle of the request or 0 if the request failed
  - request_processed_market_data
```
public final int request_processed_market_data(String inRequest,
                                String[] inStatements,
                                String inCepSource)
```
    Requests market data processed by the given complex event processor from the given source.
    
    Parameters:
    inRequest - a String value containing the representation of a MarketDataRequest to execute
    inStatements - a String[] value containing the statements to pass to the complex event processor. The meaning of the statements varies according to the actual event processor that handles them.
    inCepSource - a String value containing the name of the complex event processor to which to send the query request
    
    Returns:
    an int value containing the handle of the request or 0 if the request failed
  - cancel_data_request
```
public final void cancel_data_request(int inRequestID)
```
    Cancels a given data request.
    If the given inRequestID identifier does not correspond to an active data request, this method does nothing.
    
    Parameters:
    inRequestID - an int value identifying the data request to cancel
  - cancel_all_data_requests
```
public final void cancel_all_data_requests()
```
    Cancels all data requests for this Strategy.
    If there are no active data requests for this Strategy, this method does nothing.
  - request_cep_data
```
public final int request_cep_data(String[] inStatements,
                   String inSource)
```
    Creates a complex event processor request.
    
    Parameters:
    inStatements - a String[] value containing an array of statements that comprises the request
    inSource - a String value indicating what market data provider from which to request the data
    
    Returns:
    an int value containing an identifier corresponding to this market data request or 0 if the request failed
  - suggest_trade
```
public final void suggest_trade(OrderSingle inOrder,
                 BigDecimal inScore,
                 String inIdentifier)
```
    Suggests a trade.
    
    Parameters:
    inOrder - an OrderSingle value containing the trade to suggest
    inScore - a BigDecimal value containing the score of this suggestion. this value is determined by the user but is recommended to fit in the interval [0..1]
    inIdentifier - a String value containing a user-specified string to identify the suggestion
  - send_message
```
public final void send_message(Message inMessage,
                BrokerID inBroker)
```
    Sends a FIX message to all subscribers to which orders are sent.
    
    Parameters:
    inMessage - a Message value
    inBroker - a BrokerID value
  - send_event_to_cep
```
public final void send_event_to_cep(Event inEvent,
                     String inProvider)
```
    Sends the given event to the CEP module indicated by the provider.
    The corresponding CEP module must already exist or the message will not be sent.
    
    Parameters:
    inEvent - an Event value containing the event to be sent
    inProvider - a String value containing the name of a CEP provider
  - send_event
```
public final void send_event(Event inEvent)
```
    Sends the given event to the appropriate subscribers.
    
    Parameters:
    inEvent - an Event value
  - send
```
public final boolean send(Object inData)
```
    Sends an order to order subscribers.
    OrderSingle objects passed to this method will be added to the list of submitted orders but other object types will not. In order to track, for example, OrderReplace and OrderCancel objects, they must have first been created via cancel_replace(OrderID, OrderSingle, boolean) and cancel_order(OrderID, boolean) respectively.
    
    Overrides:
    
    send in class AbstractRunningStrategy
    
    Parameters:
    inData - an Object value
    
    Returns:
    a boolean value indicating whether the object was successfully transmitted or not
  - cancel_order
```
public final OrderCancel cancel_order(OrderID inOrderID,
                       boolean inSendOrder)
```
    Submits a request to cancel the OrderSingle with the given OrderID.
    The order must currently be open or this operation will fail. Note that the strategy's concept of open orders is based on its report history origin date as specified.
    
    Parameters:
    inOrderID - an OrderID value containing the ID of the open order to cancel
    inSendOrder - a boolean value indicating whether the OrderCancel should be submitted or just returned to the caller If false, it is the caller's responsibility to submit the OrderCancel with send(Object).
    
    Returns:
    an OrderCancel value containing the cancel order or null if the OrderCancel could not be constructed
  - cancel_replace
```
public final OrderReplace cancel_replace(OrderID inOrderID,
                          OrderSingle inNewOrder,
                          boolean inSendOrder)
```
    Submits a cancel-replace order for the given OrderID with the given Order.
    The order must be open or this call will have no effect.
    If inSendOrder is false, it is the caller's responsibility to submit the OrderReplace.
    
    Parameters:
    inOrderID - an OrderID value containing the order to cancel
    inNewOrder - an OrderSingle value containing the order with which to replace the existing order
    inSendOrder - a boolean value indicating whether the OrderReplace should be submitted or just returned to the caller. If false, it is the caller's responsibility to submit the OrderReplace with send(Object).
    
    Returns:
    an OrderReplace value containing the new order or null if the old order could not be canceled and the new one could not be sent
  - cancel_all_orders
```
public final int cancel_all_orders()
```
    Submits cancel requests for all OrderSingle open orders owned by the strategy's owner.
    This method will make a best-effort attempt to cancel all orders. If an attempt to cancel one order fails, that order will be skipped and the others will still be attempted in their turn.
    
    Returns:
    an int value containing the number of orders for which cancels were submitted
  - get_order_status
```
public final OrderStatus get_order_status(OrderID inOrderID)
```
    Gets the OrderStatus for the given OrderID.
    The given OrderID may be any part of the order chain. For example, if an order is replaced, either the original OrderID or the current OrderID will return the same value, although only the current OrderID is open.
    
    Parameters:
    inOrderID - an OrderID value or null if the given order cannot be found
    
    Returns:
    an OrderStatus value
  - get_open_orders
```
public final Collection<ExecutionReport> get_open_orders()
```
    Gets the collection of open orders represented by the most recent ExecutionReport.
    
    Returns:
    a Collection<ExecutionReport> value
  - get_submitted_order_ids
```
public final Set<OrderID> get_submitted_order_ids()
```
    Returns the list of open order IDs created during this session in the order they were submitted.
    Returns all order IDs regardless of their state.
    
    Returns:
    a Set<OrderID> value
  - get_open_order_ids
```
public final Set<OrderID> get_open_order_ids()
```
    Returns the list of OrderID values for open orders created in this session in the order they were submitted.
    Returns IDs of open orders only. Orders that were canceled, replaced, filled, or otherwise are no longer open will not be returned. For orders submitted via AbstractRunningStrategy.cancelReplace(OrderID, OrderSingle, boolean), the ID of the OrderReplace value sent to the broker is returned, not the OrderSingle value used to create the OrderReplace.
    
    Returns:
    a Set<OrderID> value
  - create_data_flow
```
public final DataFlowID create_data_flow(boolean inAppendDataSink,
                          DataRequest[] inRequests)
```
    Initiates a data flow request.
    See DataFlowSupport.createDataFlow(DataRequest[], boolean).
    
    Parameters:
    inAppendDataSink - a boolean value indicating if the sink module should be appended to the data pipeline, if it's not already requested as the last module and the last module is capable of emitting data.
    inRequests - a DataRequest[] value containing the ordered list of requests. Each instance identifies a stage of the data pipeline. The data from the first stage is piped to the next.
    
    Returns:
    a DataFlowID value containing a unique ID identifying the data flow. The ID can be used to cancel the data flow request and get more details on it. Returns null if the request could not be created.
  - cancel_data_flow
```
public final void cancel_data_flow(DataFlowID inDataFlowID)
```
    Cancels a data flow identified by the supplied data flow ID.
    See DataFlowSupport.cancel(DataFlowID).
    
    Parameters:
    inDataFlowID - a DataFlowID value containing the request handle that was returned from a prior call to create_data_flow(boolean, DataRequest[])
  - get_execution_reports
```
public final Deque<ReportBase> get_execution_reports(OrderID inOrderID)
```
    Gets the ReportBase values representing the order history of the given OrderID.
    The ReportBase objects returned by this call represent the history of the order represented by the given OrderID. if there is no order history for the given OrderID, this operation will return an empty collection.
    The values returned by this operation are sorted from newest to oldest: the order's current status is represented by the first element in the collection.
    The collection returned by this operation will be updated as the underlying report history changes. The collection itself may not be modified.
    The contents of the returned collection are limited by the value returned by AbstractRunningStrategy.getReportHistoryOriginDate(). The default value is all reports. No reports with a sending time before the origin date will be returned.
    
    Parameters:
    inOrderID - an OrderID value corresponding to an existing order, either open or closed
    
    Returns:
    a Deque<ReportBase> value containing the ReportBase objects
  - notify_low
```
public final void notify_low(String inSubject,
              String inBody)
```
    Creates and issues a Notification at low priority.
    
    Parameters:
    inSubject - a String value
    inBody - a String value
  - notify_medium
```
public final void notify_medium(String inSubject,
                 String inBody)
```
    Creates and issues a Notification at medium priority.
    
    Parameters:
    inSubject - a String value
    inBody - a String value
  - notify_high
```
public final void notify_high(String inSubject,
               String inBody)
```
    Creates and issues a Notification at high priority.
    
    Parameters:
    inSubject - a String value
    inBody - a String value
  - debug
```
public final void debug(String inMessage)
```
    Emits the given debug message to the strategy log output.
    
    Overrides:
    
    debug in class AbstractRunningStrategy
    
    Parameters:
    inMessage - a String value
  - info
```
public final void info(String inMessage)
```
    Emits the given info message to the strategy log output.
    
    Overrides:
    
    info in class AbstractRunningStrategy
    
    Parameters:
    inMessage - a String value
  - warn
```
public final void warn(String inMessage)
```
    Emits the given warn message to the strategy log output.
    
    Overrides:
    
    warn in class AbstractRunningStrategy
    
    Parameters:
    inMessage - a String value
  - error
```
public final void error(String inMessage)
```
    Emits the given error message to the strategy log output.
    
    Overrides:
    
    error in class AbstractRunningStrategy
    
    Parameters:
    inMessage - a String value
  - get_brokers
```
public final BrokerStatus[] get_brokers()
```
    Returns the list of brokers known to the system.
    These values can be used to create and send orders with send_message(Message, BrokerID) or send(Object).
    
    Returns:
    a BrokerStatus[] value
  - get_position_as_of
```
public final BigDecimal get_position_as_of(Date inDate,
                            String inSymbol)
```
    Gets the position in the given Equity at the given point in time.
    Note that this method will not retrieve Option positions. To retrieve Option positions, use get_option_position_as_of(Date, String, String, BigDecimal, OptionType).
    
    Parameters:
    inDate - a Date value indicating the point in time for which to search
    inSymbol - a String value containing the Equity symbol
    
    Returns:
    a BigDecimal value or null if no position could be found
  - get_all_positions_as_of
```
public final Map<PositionKey<Equity>,BigDecimal> get_all_positions_as_of(Date inDate)
```
    Gets all open Equity positions at the given point in time.
    
    Parameters:
    inDate - a Date value indicating the point in time for which to search
    
    Returns:
    a Map<PositionKey<Equity>,BigDecimal> value
  - get_option_position_as_of
```
public final BigDecimal get_option_position_as_of(Date inDate,
                                   String inOptionRoot,
                                   String inExpiry,
                                   BigDecimal inStrikePrice,
                                   OptionType inType)
```
    Gets the position in the given Option at the given point in time.
    
    Parameters:
    inDate - a Date value indicating the point in time for which to search
    inOptionRoot - a String value
    inExpiry - a String value
    inStrikePrice - a BigDecimal value
    inType - an OptionType value
    
    Returns:
    a BigDecimal value or null if no position could be found
  - get_all_option_positions_as_of
```
public final Map<PositionKey<Option>,BigDecimal> get_all_option_positions_as_of(Date inDate)
```
    Gets all open Option positions at the given point in time.
    
    Parameters:
    inDate - a Date value indicating the point in time for which to search
    
    Returns:
    a Map<PositionKey<Option>,BigDecimal> value
  - get_option_positions_as_of
```
public final Map<PositionKey<Option>,BigDecimal> get_option_positions_as_of(Date inDate,
                                                             String[] inOptionRoots)
```
    Gets open positions for the options specified by the given option roots at the given point in time.
    
    Parameters:
    inDate - a Date value indicating the point in time for which to search
    inOptionRoots - a String[] value containing the specific option roots for which to search
    
    Returns:
    a Map<PositionKey<Option>,BigDecimal> value
  - get_underlying
```
public final String get_underlying(String inOptionRoot)
```
    Gets the underlying symbol for the given option root, if available.
    
    Parameters:
    inOptionRoot - a String value containing an option root
    
    Returns:
    a String value containing the symbol for the underlying instrument or null if no underlying instrument could be found
  - get_option_roots
```
public final Collection<String> get_option_roots(String inUnderlying)
```
    Gets the set of of known option roots for the given underlying symbol.
    
    Parameters:
    inUnderlying - a String value containing the symbol of an underlying instrument
    
    Returns:
    a Collection<String> value sorted lexicographically by option root or null if no option roots could be found
  - get_all_future_positions_as_of
```
public final Map<PositionKey<Future>,BigDecimal> get_all_future_positions_as_of(Date inDate)
```
    Gets all open Future positions at the given point in time.
    
    Parameters:
    inDate - a Date value indicating the point in time for which to search
    
    Returns:
    a Map<PositionKey<Option>,BigDecimal> value
  - get_future_position_as_of
```
public final BigDecimal get_future_position_as_of(Date inDate,
                                   String inUnderlyingSymbol,
                                   FutureExpirationMonth inExpirationMonth,
                                   int inExpirationYear)
```
    Gets the position in the given Future at the given point in time.
    Note that this method will not retrieve Option or Equity positions. To retrieve Option positions, use AbstractRunningStrategy.getOptionPositionAsOf(Date, String, String, BigDecimal, OptionType). To retrieve Equity positions, use AbstractRunningStrategy.getPositionAsOf(Date, String).
    
    Parameters:
    inDate - a Date value indicating the point in time for which to search
    inUnderlyingSymbol - a String value containing the underlying Future symbol
    inExpirationMonth - a FutureExpirationMonth value
    inExpirationYear - an int value
    
    Returns:
    a BigDecimal value or null if no position could be found
  - get_all_currency_positions_as_of
```
public final Map<PositionKey<Currency>,BigDecimal> get_all_currency_positions_as_of(Date inDate)
```
    Gets all open Currency positions at the given point in time.
    
    Parameters:
    inDate - a Date value indicating the point in time for which to search
    
    Returns:
    a Map<PositionKey<Currency>,BigDecimal> value
  - get_currency_position_as_of
```
public final BigDecimal get_currency_position_as_of(Date inDate,
                                     String inUnderlyingSymbol)
```
    Gets the position in the given Currency at the given point in time.
    
    Parameters:
    inDate - a Date value indicating the point in time for which to search
    inUnderlyingSymbol - a String value containing the underlying Currency symbol
    
    Returns:
    a BigDecimal value or null if no position could be found
  - get_urn
```
public final ModuleURN get_urn()
```
    Gets the ModuleURN of this strategy.
    
    Returns:
    a ModuleURN value
  - get_user_data
```
public final Properties get_user_data()
```
    Gets the user data associated with the current user.
    
    Returns:
    a Properties value
  - set_user_data
```
public final void set_user_data(Properties inData)
```
    Sets the user data associated with the current user.
    
    Parameters:
    inData - a Properties value

Class Strategy

Constructor Summary

Method Summary

Methods inherited from class org.marketcetera.strategy.AbstractRunningStrategy

Methods inherited from class java.lang.Object

Constructor Detail

Strategy

Method Detail

onAsk

onBid

onMarketstat

onDividend

onCallback

onExecutionReport

onCancelReject

onReceiveBrokerStatus

onTrade

onOther

onStart

onStop

on_ask

on_bid

on_marketstat

on_dividend

on_execution_report

on_cancel_reject

on_receive_status

on_trade

on_other

on_callback

on_start

on_stop

set_property

get_parameter

get_property

request_callback_after

request_callback_every

request_callback_at

request_market_data

request_market_data

request_processed_market_data

request_processed_market_data

cancel_data_request

cancel_all_data_requests

request_cep_data

suggest_trade

send_message

send_event_to_cep

send_event

send

cancel_order

cancel_replace

cancel_all_orders

get_order_status

get_open_orders

get_submitted_order_ids

get_open_order_ids

create_data_flow

cancel_data_flow

get_execution_reports

notify_low

notify_medium

notify_high

debug

info

warn

error

get_brokers

get_position_as_of

get_all_positions_as_of

get_option_position_as_of

get_all_option_positions_as_of

get_option_positions_as_of

get_underlying

get_option_roots

get_all_future_positions_as_of

get_future_position_as_of

get_all_currency_positions_as_of

get_currency_position_as_of

get_urn