SmartQuant Algo Trading Framework

SmartQuant Namespace

Classes


  Class Description
Public class Account
Represents a multicurrency trading account
Public class AccountData
A collection of trading account data usually received from a broker
Public class AccountDataEntry
Public class AccountDataEventArgs
Public class AccountDataField
Public class AccountDataFieldList
Public class AccountDataManager
Public class AccountDataSnapshot
Public class AccountDataStreamer
Public class AccountPosition
Represents an open position in a currency in the trading account
Public class AccountReport
Public class AccountReportStreamer
Class AccountReportStreamer.
Public class AccountTransaction
Represents a trading account transaction (deposit or withdraw)
Public class AccountTransactionEventArgs
Public class AccountTransactionStreamer
Public class AltId
Represents an alternative instrument identifier
Public class AltIdList
Represents a collection of alternative instrument identifiers
Public class AltIdStreamer
Streams objects of the AltId class
Public class ArrayStreamer
Public class Ask
A tick with the best ask price and size
Public class AskStreamer
A streamer for objects of the Ask class
Public class AttributeStreamer
Public class Bar
One entry of OHLCV data
Public class BarFactory
A facility that creates bars from ticks on the fly
Public class BarFactoryItem
One item of the bar factory
Public class BarFilter
Provides a collection of items to filter out bars with specific types and sizes
Public class BarFilterItem
Stores bar type and size
Public class BarSeries
Represents a series of bar objects
Public class BarSize
Public class BarSlice
Public class BarSliceFactory
Public class BarStreamer
Class BarStreamer.
Public class Bid
A tick with the best bid price and size
Public class BidStreamer
A streamer for objects of the Bid class
Public class BooleanStreamer
Public class ByteStreamer
Public class CharStreamer
Public class Clock
The framework clock
Public class ColorStreamer
Public class Command_
Public class CommandStreamer
Class CommandStreamer.
Public class CommandType
Class CommandType.
Public class CommissionProvider
Public class Configuration
Public class ConsoleEventLogger
Class ConsoleEventLogger.
Public class Controller
Public class Controller_
Class Controller.
Public class ControllerAPI
Public class ControllerAPIClient
Public class ControllerAPIClient..::..ClientData
Public class ControllerAPIClient..::..Information
Public class ControllerAPIClient..::..StrategyInfo
Public class ControllerEventArgs
Public class ControllerLogger
Public class ControllerMessageType
Public class CurrencyConverter
A base class for user defined currency converters
Public class CurrencyConverterFX
Public class CurrencyId
Represents a currency idetifier
Public class DataCount
Public class DataFile
Public class DataFileManager
Public class DataFileServer
Class DataFileServer.
Public class DataFileServerClient
Public class DataFileServerClient_
Public class DataFileServerConfiguration
Public class DataFilter
Class DataFilter.
Public class DataImport
Class DataImport.
Public class DataKeyIdArrayStreamer
Public class DataManager
Class DataManager.
Public class DataObject
A base class for data objects
Public class DataObjectStreamer
A streamer for objects of the DataObject class
Public class DataObjectType
Class DataObjectType.
Public class DataProcessor
Public class DataSeries
Public class DataSeriesEventLogger
Public class DataSeriesInfo
Public class DataSeriesIterator
Class DataSeriesIterator.
Public class DataSeriesListEventArgs
Public class DataSeriesNameHelper
Public class DataSeriesStreamer
Public class DataServer
Class DataServer.
Public class DataSimulator
Public class DataStore
Public class DateTimeStreamer
Public class Direction
Public class DoubleStreamer
Public class Event
Class Event.
Public class EventBus
Public class EventClient
Public class EventController
Public class EventDispatcher
Class EventDispatcher.
Public class EventDispatcherServer
Public class EventDispatcherServerClient
Public class EventFilter
Class EventFilter.
Public class EventLogger
Class EventLogger.
Public class EventLoggerManager
Class EventLoggerManager
Public class EventManager
Class EventManager.
Public class EventPipe
Public class EventQueue
Class EventQueue.
Public class EventQueueId
Class EventQueueId.
Public class EventQueuePriority
Class EventQueuePriority.
Public class EventQueueType
Class EventQueueType.
Public class EventServer
Class EventServer.
Public class EventSortedSet
Class EventSortedSet.
Public class EventStreamer
A streamer for objects of the Event class
Public class EventTree
Public class EventTreeItem
Public class EventType
Class EventType.
Public class ExecInst
Public class ExecutionCommand
Class ExecutionCommand.
Public class ExecutionCommandStreamer
Streams objects of ExecutionCommand class
Public class ExecutionMessage
Class ExecutionMessage.
Public class ExecutionReport
Class ExecutionReport.
Public class ExecutionReportStreamer
Class ExecutionReportStreamer.
Public class ExecutionSimulator
Class ExecutionSimulator.
Public class Field
Class Field.
Public class FieldList
Class FieldList.
Public class FieldListStreamer
Class FieldListStreamer.
Public class FileDataServer
Class FileDataServer.
Public class FileInstrumentServer
Public class FileManager
Public class FileOrderServer
Public class FilePortfolioServer
Public class Fill
Represents a portfolio transaction that corresponds to a partial or complete order fill
Public class FillSeries
A series of execution fills
Public class FillStreamer
A streamer for objects of the Fill class
Public class Framework
Class Framework.
Public class FrameworkEventArgs
Public class FrameworkServer
Public class FreeKeyListStreamer
Public class Fundamental
Public class FundamentalData
Public class FundamentalStreamer
Public class Global
Public class Group
Public class GroupDispatcher
Public class GroupEvent
Public class GroupEventAgrs
Public class GroupEventEventAgrs
Public class GroupEventStreamer
Public class GroupField
Public class GroupManager
Public class GroupStreamer
Public class GroupUpdate
Public class GroupUpdateEventAgrs
Public class GroupUpdateStreamer
Public class HistoricalData
Class HistoricalData.
Public class HistoricalDataEnd
Class HistoricalDataEnd.
Public class HistoricalDataEndEventArgs
Class HistoricalDataEndEventArgs.
Public class HistoricalDataEventArgs
Class HistoricalDataEventArgs.
Public class HistoricalDataRequest
Represents a request for historical data used by historical data providers
Public class IdArray<(Of <(<'T>)>)>
Class IdArray.
Public class IdNamedItem
Public class IdNamedList
Public class Indicator
Public class Installation
Public class Instrument
Represents a financial instrument (stock, future, option, bond, fx, etc.)
Public class InstrumentDefinition
Represents instrument definition information received from a provider
Public class InstrumentDefinitionEnd
Public class InstrumentDefinitionEndEventArgs
Public class InstrumentDefinitionEventArgs
Public class InstrumentDefinitionRequest
Public class InstrumentEventArgs
Public class InstrumentList
Represents a list of instruments
Public class InstrumentManager
Provides access to instrument server and instrument management functionalities
Public class InstrumentServer
The base class for instrument servers, which store instruments in a database
Public class InstrumentStrategy
Public class InstrumentStreamer
Streams objects of the Instrument class
Public class Int16Streamer
Public class Int32Streamer
Public class Int64Streamer
Public class JsonSerializer
Public class Leg
Represents a leg of a multilegged instrument
Public class LegStreamer
Streams objects of the Leg class
Public class Level2
Class Level2.
Public class Level2Snapshot
Class Level2Snapshot.
Public class Level2SnapshotStreamer
Class Level2SnapshotStreamer.
Public class Level2Streamer
Class Level2Streamer.
Public class Level2Update
Class Level2Update.
Public class Level2UpdateStreamer
Class Level2UpdateStreamer.
Public class LicenseInfo
Public class LicenseManager
Public class LinkedList<(Of <(<'T>)>)>
Public class LinkedListNode<(Of <(<'T>)>)>
Public class LoggerPlugin
Public class LongTradeCountReportItem
Public class MatchingEngine
Class MatchingEngine.
Public class MatrixStreamer
Public class MemorySeries
Public class Message_
Public class MessageStreamer
Class MessageStreamer.
Public class MetaStrategy
Public class MultiSeries
Public class NetDataFile
Public class NetDataFile_
Public class NetDataSeries
Public class NetEventDispatcher
Public class News
Public class NewsStreamer
Public class NewsUrgency
Public class ObjectKey
Public class ObjectKeyListStreamer
Class ObjectKeyListStreamer.
Public class ObjectStreamer
Class ObjectStreamer.
Public class ObjectTable
Public class ObjectTableStreamer
Public class ObjectType
Class ObjectType.
Public class OdbcOrderServer
Public class OdbcPortfolioServer
Public class OnConnect
Public class OnDisconnect
Public class OnEventManagerPaused
Public class OnEventManagerResumed
Public class OnEventManagerStarted
Public class OnEventManagerStep
Public class OnEventManagerStopped
Public class OnException
Public class OnExecutionCommand
Public class OnExecutionReport
Public class OnFill
Public class OnFrameworkCleared
Public class OnHeartbeat
Public class OnHeartbeatStreamer
A streamer for objects of the OnHeartbeat class
Public class OnHistoricalData
Public class OnHistoricalDataEnd
Public class OnInstrumentAdded
Public class OnInstrumentDefinition
Public class OnInstrumentDefinitionEnd
Public class OnInstrumentDeleted
Public class OnLoggedIn
Public class OnLoggedInStreamer
A streamer for objects of the OnLoggedIn class
Public class OnLoggedOut
Public class OnLoggedOutStreamer
Public class OnLogin
Public class OnLoginRejected
Public class OnLoginStreamer
A streamer for objects of the OnLogin class
Public class OnLogout
Public class OnLogoutStreamer
Public class OnNewOrder
Public class OnOptimizationProgress
Public class OnOptimizationStart
Public class OnOptimizationStop
Public class OnOrderCancelled
Public class OnOrderCancelRejected
Public class OnOrderDone
Public class OnOrderExpired
Public class OnOrderFilled
Public class OnOrderManagerCleared
Public class OnOrderPartiallyFilled
Public class OnOrderRejected
Public class OnOrderReplaced
Public class OnOrderReplaceRejected
Public class OnOrderStatusChanged
Public class OnPendingNewOrder
Public class OnPortfolioAdded
Public class OnPortfolioParentChanged
Public class OnPortfolioRemoved
Public class OnPositionChanged
Public class OnPositionClosed
Public class OnPositionOpened
Public class OnPropertyChanged
Public class OnProviderAdded
Public class OnProviderConnected
Public class OnProviderConnectedStreamer
A streamer for objects of the OnProviderConnected class
Public class OnProviderDisconnected
Public class OnProviderDisconnectedStreamer
A streamer for objects of the OnProviderDisconnected class
Public class OnProviderRemoved
Public class OnProviderStatusChanged
Public class OnQueueClosed
Public class OnQueueOpened
Public class OnSendOrder
Public class OnSimulatorProgress
Public class OnSimulatorProgressStreamer
Public class OnSimulatorStart
Public class OnSimulatorStartStreamer
Public class OnSimulatorStop
Public class OnSimulatorStopStreamer
Public class OnStrategyAdded
Public class OnStrategyEvent
Public class OnSubscribe
Public class OnSubscribeStreamer
A streamer for objects of the OnSubscribe class
Public class OnTransaction
Public class OnUnsubscribe
Public class OnUnsubscribeStreamer
A streamer for objects of the OnUnsubscribe class
Public class OnUserCommand
Public class OptimizerId
Public class Order
Class Order.
Public class OrderBook
Class OrderBook.
Public class OrderBookAggr
Class OrderBookAggr.
Public class OrderFactory
Class OrderFactory.
Public class OrderManager
Class OrderManager.
Public class OrderServer
Public class OrderServer_
Interface IOrderServer
Public class Output
Public class OutputManager
Public class OutputStreamer
Streams objects of the Output class
Public class Parameter
Public class ParameterAttribute
Public class ParameterHelper
Public class ParameterList
Public class ParameterListObjectConverter
Public class ParameterListObjectDescriptor
Public class ParameterListStreamer
Public class ParameterStreamer
Public class PerformanceProvider
Public class PerformanceScenario
Public class PerformanceStrategy
Public class PermanentQueue<(Of <(<'T>)>)>
Class PermanentQueue.
Public class Portfolio
Represents a trading portfolio
Public class PortfolioEventArgs
Class PortfolioEventArgs.
Public class PortfolioList
Class PortfolioList.
Public class PortfolioManager
Class PortfolioManager.
Public class PortfolioPerformance
Class PortfolioPerformance.
Public class PortfolioServer
Public class PortfolioStatistics
Class PortfolioStatistics.
Public class PortfolioStatisticsCategory
Public class PortfolioStatisticsItem
Public class PortfolioStatisticsItemList
Public class PortfolioStatisticsResult
Public class PortfolioStatisticsType
Public class PortfolioStreamer
Public class Position
Class Position.
Public class PositionEventArgs
Class PositionEventArgs.
Public class PositionStreamer
A streamer for objects of the Position class
Public class Pricer
Class Pricer.
Public class Provider
Class Provider.
Public class ProviderError
Class ProviderError.
Public class ProviderErrorEventArgs
Class ProviderErrorEventArgs.
Public class ProviderErrorStreamer
Class ProviderErrorStreamer.
Public class ProviderEventArgs
Class ProviderEventArgs.
Public class ProviderFields
Public class ProviderId
Class ProviderId.
Public class ProviderInfo
Public class ProviderInfoStreamer
Public class ProviderList
Class ProviderList.
Public class ProviderManager
Class ProviderManager.
Public class ProviderPlugin
Public class ProviderPropertyList
Public class QuickLZ
Class QuickLZ.
Public class Quote
Represents a market quote holding the best bid and ask
Public class QuoteSeries
Class QuoteSeries.
Public class QuoteStreamer
Class QuoteStreamer.
Public class RangeBarFactoryItem
Public class Reminder
A reminder can be triggered by the framework clock at a certain time
Public class RenkoBarFactoryItem
Public class Report
Public class ReportItem
Public class ReportManager
Public class Response_
Public class ResponseStreamer
Class ResponseStreamer.
Public class ResponseType
Class ResponseType.
Public class RiskManager
Public class RiskReport
Public class Scenario
Public class ScenarioManager
Public class SellSideInstrumentStrategy
Public class SellSideStrategy
Public class SeriesList
Public class ServerConfiguration
Public class SessionBarFactoryItem
Public class ShortTradeCountReportItem
Public class SimulatorProgressEventArgs
Class SimulatorProgressEventArgs.
Public class SlippageProvider
Public class SolutionStatusInfo
Class SolutionStatusInfo.
Public class SolutionStatusStreamer
Class SolutionStatusStreamer.
Public class SortedEventQueue
Public class StatisticsManager
Public class Stop
Class Stop.
Public class Strategy
Public class StrategyEventArgs
Class StrategyEventArgs.
Public class StrategyList
Public class StrategyManager
Public class StrategyMethodAttribute
Public class StrategyStatusInfo
Class StrategyStatusInfo.
Public class StrategyStatusStreamer
Class StrategyStatusStreamer.
Public class StreamerManager
Public class StreamerPlugin
Public class StringStreamer
Public class Subscription
Public class SubscriptionList
Public class SubscriptionManager
Class SubscriptionManager.
Public class SyncQueue<(Of <(<'T>)>)>
Public class TextInfo
A text string as DataObject
Public class TextInfoStreamer
Streams objects of the TextInfo class
Public class Tick
Represents a market data tick (bid, ask or trade)
Public class TickBarFactoryItem
Public class TickSeries
Class TickSeries.
Public class TickStreamer
Streams objects of the Tick class
Public class TimeBarFactoryItem
Public class TimeSeries
Represents a time series of double data
Public class TimeSeriesItem
Represents one entry of a time series
Public class TimeSeriesItemStreamer
Streams objects of the TimeSeriesItem class
Public class TimeSpanStreamer
Public class Trade
A tick with the last trade price and size
Public class TradeCountReportItem
Public class TradeDetector
Class TradeDetector.
Public class TradeInfo
Class TradeInfo.
Public class TradeStreamer
Streams objects of the Trade class
Public class Transaction
Represents one Portfolio transaction
Public class User
Public class UserEventArgs
Public class UserItem
Public class UserItemList
Public class UserList
Public class UserManager
Public class UserServer
Public class UserStreamer
Public class VectorStreamer
Public class VolumeBarFactoryItem
Public class XmlUserServer

Interfaces


  Interface Description
Public interface ICommissionProvider
Public interface ICurrencyConverter
Defines the interface for currency converters
Public interface IDataProvider
Interface IDataProvider
Public interface IDataSeries
Public interface IDataSimulator
Interface IDataSimulator
Public interface IEventClient
Public interface IEventQueue
Interface IEventQueue
Public interface IExecutionProvider
Interface IExecutionProvider
Public interface IExecutionSimulator
Interface IExecutionSimulator
Public interface IFundamentalProvider
Defines the interface for fundamental data providers
Public interface IGroupListener
Public interface IHistoricalDataProvider
Defines the interface for historical data providers
Public interface IIdNamedItem
Public interface IInstrumentProvider
Defines the interface for instrument providers, which request instrument definitions from brokers or market data providers
Public interface ILicenseInfo
Public interface ILicenseManager
Public interface INewsProvider
Public interface IParameterListObject
Public interface IProvider
Interface IProvider
Public interface ISellSideProvider
Public interface ISeries
Interface ISeries
Public interface ISlippageProvider

Delegates


  Delegate Description
Public delegate AccountDataEventHandler
Public delegate AccountReportEventHandler
Delegate AccountReportEventHandler
Public delegate AccountTransactionEventHandler
Public delegate AskEventHandler
Delegate AskEventHandler
Public delegate BarEventHandler
Delegate BarEventHandler
Public delegate BidEventHandler
Delegate BidEventHandler
Public delegate CommandEventHandler
Public delegate ExecutionCommandEventHandler
Delegate ExecutionCommandEventHandler
Public delegate ExecutionReportEventHandler
Delegate ExecutionReportEventHandler
Public delegate FillEventHandler
Delegate FillEventHandler
Public delegate FrameworkEventHandler
Public delegate GroupEventEventHandler
Public delegate GroupEventHandler
Public delegate GroupUpdateEventHandler
Public delegate HistoricalDataEndEventHandler
Delegate HistoricalDataEndEventHandler
Public delegate HistoricalDataEventHandler
Delegate HistoricalDataEventHandler
Public delegate InstrumentDefinitionEndEventHandler
Public delegate InstrumentDefinitionEventHandler
Public delegate InstrumentEventHandler
Public delegate OrderEventHandler
Delegate OrderEventHandler
Public delegate OrderManagerClearedEventHandler
Delegate OrderManagerClearedEventHandler
Public delegate OutputEventHandler
Public delegate PortfolioEventHandler
Delegate PortfolioEventHandler
Public delegate PositionEventHandler
Delegate PositionEventHandler
Public delegate ProviderErrorEventHandler
Delegate ProviderErrorEventHandler
Public delegate ProviderEventHandler
Delegate ProviderEventHandler
Public delegate ReminderCallback
Public delegate ResponseEventHandler
Public delegate SimulatorProgressEventHandler
Delegate SimulatorProgressEventHandler
Public delegate StrategyEventHandler
Delegate StrategyEventHandler
Public delegate TradeEventHandler
Delegate TradeEventHandler
Public delegate TransactionEventHandler

Enumerations


  Enumeration Description
Public enumeration AccountDataType
Type of trading account data
Public enumeration AuthorizationStatus
Public enumeration BarData
Specifies the data field of a bar (close, open, high, low, etc.)
Public enumeration BarInput
Specifies the type of input data used by the BarFactory to build bars from ticks
Public enumeration BarStatus
Public enumeration BarType
Specifies the type of a bar
Public enumeration ChartStyle
Specifies the style of a chart
Public enumeration ClockMode
Indicates the mode of the framework clock (realtime or simulation)
Public enumeration ClockResolution
Indicates the resolution of the framework clock (normal or high)
Public enumeration ClockType
Indicates the type of the framework clock (local or exchange)
Public enumeration CommissionType
Public enumeration ControllerType
Public enumeration Cross
Specifies how two time series or indicators cross each other
Public enumeration EventBusIdleMode
Public enumeration EventBusMode
Public enumeration EventManagerStatus
Public enumeration EWidthStyle
Enum EWidthStyle
Public enumeration ExecType
Enum ExecType
Public enumeration ExecutionCommandType
Enum ExecutionCommandType
Public enumeration FrameworkMode
Public enumeration GroupUpdateType
Public enumeration IndexOption
Enum IndexOption
Public enumeration InstrumentType
Public enumeration Level2Side
Enum Level2Side
Public enumeration Level2UpdateAction
Enum Level2UpdateAction
Public enumeration OrderBookAggr..::..AggregationMode
Public enumeration OrderSide
Enum OrderSide
Public enumeration OrderStatus
Enum OrderStatus
Public enumeration OrderType
Defines the type of an order
Public enumeration PositionSide
Inidcates Position side
Public enumeration ProviderErrorType
Public enumeration ProviderStatus
Enum ProviderStatus
Public enumeration ProviderType
Public enumeration PutCall
Specifies whether an option is Put or Call
Public enumeration ReminderOrder
Public enumeration RequestResult
Public enumeration SaveMode
Public enumeration SearchOption
Enum SearchOption
Public enumeration SolutionStatusType
Enum SolutionStatusType
Public enumeration StopFillMode
Enum StopFillMode
Public enumeration StopMode
Enum StopMode
Public enumeration StopStatus
Enum StopStatus
Public enumeration StopType
Enum StopType
Public enumeration StrategyMode
Public enumeration StrategyPersistence
Public enumeration StrategyStatus
Public enumeration StrategyStatusType
Enum StrategyStatusType
Public enumeration TickType
Specifies the type of a tick
Public enumeration TimeInForce
Enum TimeInForce
Public enumeration TradeDetectionType
Enum TradeDetectionType