Class PFuture

java.lang.Object
com.polytechnik.freemoney.PFuture

public class PFuture extends Object
Furure price.
  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    final double
     
    final double
    The value of \(\mathrm{Spur}\left\|\frac{dI}{dt}\middle|\rho_{IH}\right\|\)= 0.
    final double
    The value of \(\left\langle\psi\middle|\frac{dp}{dt}\middle|\psi\right\rangle\).
    final double
    The value of \(\mathrm{Spur}\left\|\frac{dp}{dt}\middle|\rho_{IH}\right\|\)= \(P^{last}-\left\langle\psi\middle|p\middle|\psi\right\rangle\).
    final double
    The value of \( \left\langle\psi\middle|\frac{dpI}{dt}\middle|\psi\right\rangle \).
    final double
    The value of \(\mathrm{Spur}\left\|\frac{dpI}{dt}\middle|\rho_{IH}\right\|\) = I_M*(P_last-pv_M).
    final double
     
    final double
    The value of \(\left\langle\psi\middle|\frac{d}{dt}V\frac{dp}{dt}\middle|\psi\right\rangle\).
    final double
    The value of \(\mathrm{Spur}\left\|\frac{d}{dt}V\frac{dp}{dt}\middle|\rho_{IH}\right\|\)= -VdP_M.
    final double
     
    final double
    The value of \( \mathrm{Spur}\left\|I\middle|\rho_{IH}\right\| = 0-\left\langle\psi\middle|V\middle|\psi\right\rangle \) = Volume_M.
    final double
     
    final IandDM
    Eigenproblem \( \left|I|\psi^{[i]}\right>=\lambda^{[i]}\left|\psi^{[i]}\right> \) solution in original basis \(Q_k\) along with corresponding density matrix obtained from \(\psi=\left|\psi^{[IH]}\right\rangle\) as "since \(\psi^2\) till now".
    final double
    An approximation for \(\mathrm{Spur}\left\|I\frac{dp}{dt}\middle|\rho_{IH}\right\|\).
    final double
    An approximation for \(\mathrm{Spur}\left\|I\frac{dp}{dt}\middle|\rho_{IH}\right\|\).
    final double
    An approximation for \(\mathrm{Spur}\left\|I\frac{dp}{dt}\middle|\rho_{IH}\right\|\).
    final double
     
    final double
    The value of \( \mathrm{Spur}\left\|\rho_{IH}\right\|= 0-\left\langle\psi\middle|T\middle|\psi\right\rangle \).
    final double
     
    final double
     
    final double
     
    final double
    A try for the future price.
    final double
    A try for the future price.
    final double
    A try for the future price.
    final double
     
    final double
     
    final double
    \(P^{EQ}\) from volume-driven dynamics.
    final double
    \(P^{EQ}\) from volume-driven dynamics.
    final double
     
    final double
     
    final double
    The value of \(\left\langle\psi\middle|pI\middle|\psi\right\rangle\)/I_M.
    final double
    The value of \(\mathrm{Spur}\left\|pI\middle|\rho_{IH}\right\|\)/I_spurM.
    final double[]
    To dump the state in debug.
    final double[]
    To dump the state in debug.
    final double[]
    To dump the state in debug.
    final double
     
    final double
     
    final double
     
    final double
     
    final double
    The value of aggregated execution flow V/T=\( \frac{\mathrm{Spur}\left\|I\middle|\rho_{IH}\right\|} {\mathrm{Spur}\left\|\rho_{IH}\right\|} \)=I_spurM/one_spurM.
    final double
    The value of \(\left\langle\psi\middle|V\frac{dp}{dt}\middle|\psi\right\rangle\).
    final double
    The value of \(\mathrm{Spur}\left\|V\frac{dp}{dt}\middle|\rho_{IH}\right\|\).
    final double
     
    final double
     
  • Constructor Summary

    Constructors
    Constructor
    Description
    PFuture(IandDM ianddm, double p_offset, double p_last, double[] QQt, double[] QQi, double[] QQpi, double[] QQTi, double[] QQV, double[] QQdp, double[] QQVdp, double totalVolume, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, Function<double[],double[]> getPolynomialWIntegratedDt, Function<double[],double[]> getEDPsi, double eps)
     
  • Method Summary

    Modifier and Type
    Method
    Description
    static void
    match(PFuture a, PFuture b, double eps)
     

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Field Details

    • ianddm

      public final IandDM ianddm
      Eigenproblem \( \left|I|\psi^{[i]}\right>=\lambda^{[i]}\left|\psi^{[i]}\right> \) solution in original basis \(Q_k\) along with corresponding density matrix obtained from \(\psi=\left|\psi^{[IH]}\right\rangle\) as "since \(\psi^2\) till now".
    • I_M

      public final double I_M
    • Volume_M

      public final double Volume_M
    • Tv_M

      public final double Tv_M
    • Tv_spurM

      public final double Tv_spurM
    • VdivT_M

      public final double VdivT_M
      The value of aggregated execution flow V/T=\( \frac{\mathrm{Spur}\left\|I\middle|\rho_{IH}\right\|} {\mathrm{Spur}\left\|\rho_{IH}\right\|} \)=I_spurM/one_spurM.
    • pv_M

      public final double pv_M
      The value of \(\left\langle\psi\middle|pI\middle|\psi\right\rangle\)/I_M.
    • pv_spurM

      public final double pv_spurM
      The value of \(\mathrm{Spur}\left\|pI\middle|\rho_{IH}\right\|\)/I_spurM.
    • I_spurM

      public final double I_spurM
      The value of \( \mathrm{Spur}\left\|I\middle|\rho_{IH}\right\| = 0-\left\langle\psi\middle|V\middle|\psi\right\rangle \) = Volume_M.
    • one_spurM

      public final double one_spurM
      The value of \( \mathrm{Spur}\left\|\rho_{IH}\right\|= 0-\left\langle\psi\middle|T\middle|\psi\right\rangle \).
    • dp_M

      public final double dp_M
      The value of \(\left\langle\psi\middle|\frac{dp}{dt}\middle|\psi\right\rangle\).
    • dp_spurM

      public final double dp_spurM
      The value of \(\mathrm{Spur}\left\|\frac{dp}{dt}\middle|\rho_{IH}\right\|\)= \(P^{last}-\left\langle\psi\middle|p\middle|\psi\right\rangle\).
    • P_last

      public final double P_last
    • pv_average

      public final double pv_average
    • Tv_average

      public final double Tv_average
    • totalVolume

      public final double totalVolume
    • VdP_M

      public final double VdP_M
      The value of \(\left\langle\psi\middle|V\frac{dp}{dt}\middle|\psi\right\rangle\).
    • VdP_spurM

      public final double VdP_spurM
      The value of \(\mathrm{Spur}\left\|V\frac{dp}{dt}\middle|\rho_{IH}\right\|\).
    • DtVdP_M

      public final double DtVdP_M
      The value of \(\left\langle\psi\middle|\frac{d}{dt}V\frac{dp}{dt}\middle|\psi\right\rangle\).
    • PnL_tradeI_spurM

      public final double PnL_tradeI_spurM
    • Vol_tradeI_spurM

      public final double Vol_tradeI_spurM
    • P_posImVT

      public final double P_posImVT
    • P_negImVT

      public final double P_negImVT
    • accessible_Volume_ratio

      public final double accessible_Volume_ratio
    • DtVdP_spurM

      public final double DtVdP_spurM
      The value of \(\mathrm{Spur}\left\|\frac{d}{dt}V\frac{dp}{dt}\middle|\rho_{IH}\right\|\)= -VdP_M.
    • dIdt_spurM

      public final double dIdt_spurM
      The value of \(\mathrm{Spur}\left\|\frac{dI}{dt}\middle|\rho_{IH}\right\|\)= 0.
    • dPIdt_spurM

      public final double dPIdt_spurM
      The value of \(\mathrm{Spur}\left\|\frac{dpI}{dt}\middle|\rho_{IH}\right\|\) = I_M*(P_last-pv_M).
    • dPIdt_M

      public final double dPIdt_M
      The value of \( \left\langle\psi\middle|\frac{dpI}{dt}\middle|\psi\right\rangle \).
    • PEQV_from_M

      public final double PEQV_from_M
      \(P^{EQ}\) from volume-driven dynamics.
    • PEQV_from_spurM

      public final double PEQV_from_spurM
      \(P^{EQ}\) from volume-driven dynamics.
    • Idpdt_spurM_from_dp_I

      public final double Idpdt_spurM_from_dp_I
      An approximation for \(\mathrm{Spur}\left\|I\frac{dp}{dt}\middle|\rho_{IH}\right\|\).
    • Idpdt_spurM_from_DP_I

      public final double Idpdt_spurM_from_DP_I
      An approximation for \(\mathrm{Spur}\left\|I\frac{dp}{dt}\middle|\rho_{IH}\right\|\).
    • Idpdt_spurM_from_sqI_DP_sqI

      public final double Idpdt_spurM_from_sqI_DP_sqI
      An approximation for \(\mathrm{Spur}\left\|I\frac{dp}{dt}\middle|\rho_{IH}\right\|\).
    • DtpDivI_spurM

      public final double DtpDivI_spurM
    • I2DtpDivI_spurM

      public final double I2DtpDivI_spurM
    • IdpmpdI_spurM

      public final double IdpmpdI_spurM
    • PEQ_I_fromDirectdpI

      public final double PEQ_I_fromDirectdpI
      A try for the future price.
    • PEQ_I_fromDPI

      public final double PEQ_I_fromDPI
      A try for the future price.
    • PEQ_I_fromI2DtpDivI

      public final double PEQ_I_fromI2DtpDivI
      A try for the future price.
    • PEQ_JJ_FromDPI

      public final double PEQ_JJ_FromDPI
    • PEQtotalL_JJ_FromDPI

      public final double PEQtotalL_JJ_FromDPI
    • QQDP_toDump

      public final double[] QQDP_toDump
      To dump the state in debug.
    • QQIdp_toDump

      public final double[] QQIdp_toDump
      To dump the state in debug.
    • QQdIdt_toDump

      public final double[] QQdIdt_toDump
      To dump the state in debug.
  • Constructor Details

  • Method Details

    • match

      public static void match(PFuture a, PFuture b, double eps)