Package com.polytechnik.freemoney
Class PFuture
java.lang.Object
com.polytechnik.freemoney.PFuture
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Field Summary
FieldsModifier and TypeFieldDescriptionfinal 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
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
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
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Constructor Summary
ConstructorsConstructorDescriptionPFuture
(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
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Field Details
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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
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pv_M
public final double pv_MThe value of \(\left\langle\psi\middle|pI\middle|\psi\right\rangle\)/I_M
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pv_spurM
public final double pv_spurMThe value of \(\mathrm{Spur}\left\|pI\middle|\rho_{IH}\right\|\)/I_spurM
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I_spurM
public final double I_spurMThe value of \( \mathrm{Spur}\left\|I\middle|\rho_{IH}\right\| = 0-\left\langle\psi\middle|V\middle|\psi\right\rangle \) =Volume_M
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one_spurM
public final double one_spurMThe value of \( \mathrm{Spur}\left\|\rho_{IH}\right\|= 0-\left\langle\psi\middle|T\middle|\psi\right\rangle \). -
dp_M
public final double dp_MThe value of \(\left\langle\psi\middle|\frac{dp}{dt}\middle|\psi\right\rangle\). -
dp_spurM
public final double dp_spurMThe 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_MThe value of \(\left\langle\psi\middle|V\frac{dp}{dt}\middle|\psi\right\rangle\). -
VdP_spurM
public final double VdP_spurMThe value of \(\mathrm{Spur}\left\|V\frac{dp}{dt}\middle|\rho_{IH}\right\|\). -
DtVdP_M
public final double DtVdP_MThe 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_spurMThe value of \(\mathrm{Spur}\left\|\frac{d}{dt}V\frac{dp}{dt}\middle|\rho_{IH}\right\|\)= -VdP_M
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dIdt_spurM
public final double dIdt_spurMThe value of \(\mathrm{Spur}\left\|\frac{dI}{dt}\middle|\rho_{IH}\right\|\)=0
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dPIdt_spurM
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dPIdt_M
public final double dPIdt_MThe 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_IAn 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_IAn 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_sqIAn 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_fromDirectdpIA try for the future price. -
PEQ_I_fromDPI
public final double PEQ_I_fromDPIA try for the future price. -
PEQ_I_fromI2DtpDivI
public final double PEQ_I_fromI2DtpDivIA 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_toDumpTo dump the state in debug. -
QQIdp_toDump
public final double[] QQIdp_toDumpTo dump the state in debug. -
QQdIdt_toDump
public final double[] QQdIdt_toDumpTo dump the state in debug.
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Constructor Details
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PFuture
public 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)
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Method Details
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match
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