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LongPort OpenAPI SDK for Java
package com.longport.quote;
import java.math.BigDecimal;
import java.time.LocalDate;
public class SecurityCalcIndex {
/// Security code
private String symbol;
/// Latest price
private BigDecimal lastDone;
/// Change value
private BigDecimal changeValue;
/// Change ratio
private double changeRate;
/// Volume
private long volume;
/// Turnover
private BigDecimal turnover;
/// Year-to-date change ratio
private double ytdChangeRate;
/// Turnover rate
private double turnoverRate;
/// Total market value
private BigDecimal totalMarketValue;
/// Capital flow
private BigDecimal capitalFlow;
/// Amplitude
private double amplitude;
/// Volume ratio
private double volumeRatio;
/// PE (TTM)
private double peTtmRatio;
/// PB
private double pbRatio;
/// Dividend ratio (TTM)
private double dividendRatioTtm;
/// Five days change ratio
private double fiveDayChangeRate;
/// Ten days change ratio
private double tenDayChangeRate;
/// Half year change ratio
private double halfYearChangeRate;
/// Five minutes change ratio
private double fiveMinutesChangeRate;
/// Expiry date
private LocalDate expiryDate;
/// Strike price
private BigDecimal strikePrice;
/// Upper bound price
private BigDecimal upperStrikePrice;
/// Lower bound price
private BigDecimal lowerStrikePrice;
/// Outstanding quantity
private long outstandingQty;
/// Outstanding ratio
private double outstandingRatio;
/// Premium
private double premium;
/// In/out of the bound
private double itmOtm;
/// Implied volatility
private double impliedVolatility;
/// Warrant delta
private double warrantDelta;
/// Call price
private BigDecimal callPrice;
/// Price interval from the call price
private BigDecimal toCallPrice;
/// Effective leverage
private double effectiveLeverage;
/// Leverage ratio
private double leverageRatio;
/// Conversion ratio
private double conversionRatio;
/// Breakeven point
private double balancePoint;
/// Open interest
private long openInterest;
/// Delta
private double delta;
/// Gamma
private double gamma;
/// Theta
private double theta;
/// Vega
private double vega;
/// Rho
private double rho;
public String getSymbol() {
return symbol;
}
public BigDecimal getLastDone() {
return lastDone;
}
public BigDecimal getChangeValue() {
return changeValue;
}
public double getChangeRate() {
return changeRate;
}
public long getVolume() {
return volume;
}
public BigDecimal getTurnover() {
return turnover;
}
public double getYtdChangeRate() {
return ytdChangeRate;
}
public double getTurnoverRate() {
return turnoverRate;
}
public BigDecimal getTotalMarketValue() {
return totalMarketValue;
}
public BigDecimal getCapitalFlow() {
return capitalFlow;
}
public double getAmplitude() {
return amplitude;
}
public double getVolumeRatio() {
return volumeRatio;
}
public double getPeTtmRatio() {
return peTtmRatio;
}
public double getPbRatio() {
return pbRatio;
}
public double getDividendRatioTtm() {
return dividendRatioTtm;
}
public double getFiveDayChangeRate() {
return fiveDayChangeRate;
}
public double getTenDayChangeRate() {
return tenDayChangeRate;
}
public double getHalfYearChangeRate() {
return halfYearChangeRate;
}
public double getFiveMinutesChangeRate() {
return fiveMinutesChangeRate;
}
public LocalDate getExpiryDate() {
return expiryDate;
}
public BigDecimal getStrikePrice() {
return strikePrice;
}
public BigDecimal getUpperStrikePrice() {
return upperStrikePrice;
}
public BigDecimal getLowerStrikePrice() {
return lowerStrikePrice;
}
public long getOutstandingQty() {
return outstandingQty;
}
public double getOutstandingRatio() {
return outstandingRatio;
}
public double getPremium() {
return premium;
}
public double getItmOtm() {
return itmOtm;
}
public double getImpliedVolatility() {
return impliedVolatility;
}
public double getWarrantDelta() {
return warrantDelta;
}
public BigDecimal getCallPrice() {
return callPrice;
}
public BigDecimal getToCallPrice() {
return toCallPrice;
}
public double getEffectiveLeverage() {
return effectiveLeverage;
}
public double getLeverageRatio() {
return leverageRatio;
}
public double getConversionRatio() {
return conversionRatio;
}
public double getBalancePoint() {
return balancePoint;
}
public long getOpenInterest() {
return openInterest;
}
public double getDelta() {
return delta;
}
public double getGamma() {
return gamma;
}
public double getTheta() {
return theta;
}
public double getVega() {
return vega;
}
public double getRho() {
return rho;
}
@Override
public String toString() {
return "SecurityCalcIndex [symbol=" + symbol + ", lastDone=" + lastDone + ", changeValue=" + changeValue
+ ", changeRate=" + changeRate + ", volume=" + volume + ", turnover=" + turnover + ", ytdChangeRate="
+ ytdChangeRate + ", turnoverRate=" + turnoverRate + ", totalMarketValue=" + totalMarketValue
+ ", capitalFlow=" + capitalFlow + ", amplitude=" + amplitude + ", volumeRatio=" + volumeRatio
+ ", peTtmRatio=" + peTtmRatio + ", pbRatio=" + pbRatio + ", dividendRatioTtm=" + dividendRatioTtm
+ ", fiveDayChangeRate=" + fiveDayChangeRate + ", tenDayChangeRate=" + tenDayChangeRate
+ ", halfYearChangeRate=" + halfYearChangeRate + ", fiveMinutesChangeRate=" + fiveMinutesChangeRate
+ ", expiryDate=" + expiryDate + ", strikePrice=" + strikePrice + ", upperStrikePrice="
+ upperStrikePrice + ", lowerStrikePrice=" + lowerStrikePrice + ", outstandingQty=" + outstandingQty
+ ", outstandingRatio=" + outstandingRatio + ", premium=" + premium + ", itmOtm=" + itmOtm
+ ", impliedVolatility=" + impliedVolatility + ", warrantDelta=" + warrantDelta + ", callPrice="
+ callPrice + ", toCallPrice=" + toCallPrice + ", effectiveLeverage=" + effectiveLeverage
+ ", leverageRatio=" + leverageRatio + ", conversionRatio=" + conversionRatio + ", balancePoint="
+ balancePoint + ", openInterest=" + openInterest + ", delta=" + delta + ", gamma=" + gamma + ", theta="
+ theta + ", vega=" + vega + ", rho=" + rho + "]";
}
}
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