www.gusucode.com > trading工具箱matlab源码程序 > trading/trading/Contents.m

    % Trading Toolbox
% Version 3.1 (R2016b) 25-Aug-2016
%
%  Trading Toolbox Bloomberg EMSX functions:
%
%  emsx/emsx                           - Bloomberg EMSX connection.
%  emsx/close                          - Close connection to Bloomberg EMSX.
%  emsx/createOrder                    - Create Bloomberg EMSX order.
%  emsx/createOrderAndRoute            - Create and route Bloomberg EMSX order.
%  emsx/createOrderAndRouteWithStrat   - Create and route Bloomberg EMSX order with strategies.
%  emsx/deleteOrder                    - Delete Bloomberg EMSX order.
%  emsx/deleteRoute                    - Delete Bloomberg EMSX route.
%  emsx/getAllFieldMetaData            - Bloomberg EMSX field information.
%  emsx/getBrokerInfo                  - Bloomberg EMSX broker and strategy information.
%  emsx/getOrderInfo                   - Bloomberg EMSX order information.
%  emsx/getRouteInfo                   - Bloomberg EMSX route information.
%  emsx/modifyOrder                    - Modify Bloomberg EMSX order.
%  emsx/modifyRoute                    - Modify Bloomberg EMSX route.
%  emsx/modifyRouteWithStrat           - Modify Bloomberg EMSX route with strategy.
%  emsx/orders                         - Bloomberg EMSX order subscription.
%  emsx/processEvent                   - Sample Bloomberg EMSX event handler.
%  emsx/routeOrder                     - Route Bloomberg EMSX order.
%  emsx/routeOrderWithStrat            - Route Bloomberg EMSX order with strategy.
%  emsx/routes                         - Bloomberg EMSX route subscription.
%  emsxOrderBlotter                    - Bloomberg EMSX example order blotter.
%  EMSXOrderAndRouteManagementWorkflow - Bloomberg EMSX order routing example.
%  EMSXOrderManagementWorkflow         - Bloomberg EMSX order example.
%  EMSXRouteManagementWorkflow         - Bloomberg EMSX route example.
%  
%
%  Trading Toolbox CQG functions:
%
%  cqg/cqg                            - CQG connection.
%  cqg/close                          - Close CQG connection.
%  cqg/createOrder                    - Create CQG order
%  cqg/history                        - CQG historical data.
%  cqg/realtime                       - Subscribe to CQG instrument.
%  cqg/shutDown                       - Close CQG connection.
%  cqg/startUp                        - Start CQG Connection
%  cqg/timeseries                     - CQG intraday tick data.
%  CQGHistoricalDataRequestWorkflow   - CQG historical data request example.
%  CQGIntradayTickDataRequestWorkflow - CQG intraday tick data request example.
%  CQGOrderWorkflow                   - CQG order management example.
%  CQGRealtimeRequestWorkflow         - CQG instrument subscription example.
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%  Trading Toolbox FIX functions:
%
%  fixflyer/fixflyer    - FIX Flyer connection.
%  fixflyer/addListener - Add listener to FIX Flyer object.
%  fixflyer/close       - Close FIX Flyer connection.
%  fixflyer/orderInfo   - FIX Flyer order status and information.
%  fixflyer/sendMessage - Send FIX message to FIX Flyer engine
%  struct2fix           - MATLAB structure with FIX tags to FIX string.
%  fix2struct           - FIX string to MATLAB structure.
%  table2fix            - MATLAB table with FIX tags to FIX string.
%  fix2table            - FIX string to MATLAB table.

%  Trading Toolbox Interactive Brokers Trader Workstation functions:
%
%  ibtws/ibtws              - Interactive Brokers Trader Workstation connection.
%  ibtws/accounts           - Interactive Brokers account data.
%  ibtws/close              - Terminate Trader Workstation connection.
%  ibtws/contractdetails    - Interactive Brokers contract details.
%  ibtws/createOrder        - Create Interactive Brokers Trader Workstation order.
%  ibtws/executions         - Interactive Brokers execution data.
%  ibtws/getdata            - Interactive Brokers current data.
%  ibtws/history            - Interactive Brokers historical data.
%  ibtws/marketdepth        - Interactive Brokers market depth data.
%  ibtws/orderid            - Interactive Brokers next valid order id.
%  ibtws/orders             - Interactive Brokers open order data.
%  ibtws/portfolio          - Obtain current portfolio data from Interactive Brokers.
%  ibtws/realtime           - Interactive Brokers realtime data.
%  ibtws/timeseries         - Interactive Brokers aggregated intraday data.
%  IBHistoricalDataWorkflow - Interactive Brokers Historical Data Workflow Example.
%  IBOrderWorkflow          - Interactive Brokers Order Workflow Example.
%  IBStreamingDataWorkflow  - Interactive Brokers Streaming Data Workflow Example.
%  IBCombinationOrder       - Interactive Brokers Combination Order Example.
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%  Trading Toolbox X_TRADER functions:
%
%  xtrdr/xtrdr               - X_TRADER connection.
%  xtrdr/close               - Close X_TRADER connection.
%  xtrdr/createInstrument    - Instruments for X_TRADER.
%  xtrdr/createNotifier      - Instrument notifier for X_TRADER.
%  xtrdr/createOrderProfile  - Order profile for X_TRADER.
%  xtrdr/createOrderSet      - Order set for X_TRADER.
%  xtrdr/getData             - Current X_TRADER data.
%  TTOrderSubmitExample      - X_TRADER Order Submission Example
%  TTPriceListUpdateExample  - X_TRADER Price List Update example
%  TTPriceUpdateDepthExample - X_TRADER Price Update Depth example
%  TTPriceUpdateExample      - X_TRADER Price Update example
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%  Trading Toolbox Kissell Research Group Transaction Cost Analysis
%
%  krg                 - Kissell Research Group transaction cost analysis object.
%  costCurves          - Market impact cost of order execution.
%  iStar               - Theoretical trading cost for an instantaneous market order.
%  liquidityFactor     - Compare trading costs across stocks.
%  marketImpact        - Price movement due to order or trade. 
%  portfolioCostCurves - Market impact cost of order execution.
%  pov2tradetime       - Convert percentage of volume to trade time.
%  priceAppreciation   - Price movement alpha.
%  timingRisk          - Market impact cost estimate uncertainty.
%  tradetime2pov       - Convert trade time to percentage of volume.
%  KRGSensitivityAnalysisExample      - Trading costs for market conditions and parameter values.
%  KRGSingleStockOptimizationExample  - Optimized single stock strategies.
%  KRGPortfolioLiquidityExample       - Cost of liquidating individual stocks and sensitivity of prices to order flow
%  KRGPostTradeAnalysisExample        - Post trade analysis and calculations. 
%  KRGBackTestingExample              - Back testing using historical market impact parameters.
%  KRGLiquidityOptimizationExample    - Portfolio value, shares held, shares to be traded and market impact cost.
%  KRGPortfolioOptimizationExample    - Optimize portfolio strategies.
%  KRGStressTestingExample            - Trading costs using historical market impact parameters.

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