Package de.gsi.financial.samples.service.consolidate

Class AbstractIncrementalOhlcvConsolidation

java.lang.Object

de.gsi.financial.samples.service.consolidate.AbstractIncrementalOhlcvConsolidation

All Implemented Interfaces:

IncrementalOhlcvConsolidation

Direct Known Subclasses:

RangeBarsIncrementalOhlcvConsolidation, TimePeriodIncrementalOhlcvConsolidation, VolumeIncrementalOhlcvConsolidation

public abstract class AbstractIncrementalOhlcvConsolidation
extends java.lang.Object
implements IncrementalOhlcvConsolidation

Incremental consolidation based class for OHLCV structures. It can be used for time period, range bars and volume graphs.

Field Summary

Fields

Modifier and Type	Field	Description
protected OhlcvTimeframeConsolidation.OhlcvConsolidationComputation	consolidationComputation
protected OhlcvConsolidationAddon[]	ohlcvConsolidationAddons
protected IntradayPeriod	period
protected Interval<java.util.Calendar>	tt

Constructor Summary

Constructors

Constructor	Description
AbstractIncrementalOhlcvConsolidation(OhlcvTimeframeConsolidation.OhlcvConsolidationComputation consolidationComputation, IntradayPeriod period, Interval<java.util.Calendar> tt, OhlcvConsolidationAddon[] ohlcvConsolidationAddons)

Method Summary

Modifier and Type	Method	Description
protected abstract boolean	checkConsolidationCondition(OHLCVItem lastItem, OHLCVItem incrementItem)	Different test for consolidation defined by IntradayPeriod instance
DefaultOHLCV	consolidate(DefaultOHLCV ohlcv, OHLCVItem incrementItem)	Base method for incremental consolidation process
protected abstract void	defineConsolidationConditionAfterAddition(OHLCVItem finalItem)	Define consolidation condition after addition for next checking of performConsolidation method
protected abstract void	defineConsolidationConditionAfterUpdate(OHLCVItem finalItem)	Define consolidation condition after update for next checking of performConsolidation method
IntradayPeriod	getPeriod()
protected OHLCVItem	processConsolidation(OHLCVItem lastItem, OHLCVItem incrementItem)	Process consolidation process with actual increment.
protected void	processConsolidationAddonsInAddition(DefaultOHLCV ohlcv, OHLCVItem incrementItem)
protected void	processConsolidationAddonsInUpdate(DefaultOHLCV ohlcv, OHLCVItem incrementItem)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

period

protected IntradayPeriod period

consolidationComputation

protected OhlcvTimeframeConsolidation.OhlcvConsolidationComputation consolidationComputation

ohlcvConsolidationAddons

protected OhlcvConsolidationAddon[] ohlcvConsolidationAddons

tt

protected Interval<java.util.Calendar> tt

Constructor Detail

AbstractIncrementalOhlcvConsolidation

public AbstractIncrementalOhlcvConsolidation(OhlcvTimeframeConsolidation.OhlcvConsolidationComputation consolidationComputation,
                                             IntradayPeriod period,
                                             Interval<java.util.Calendar> tt,
                                             OhlcvConsolidationAddon[] ohlcvConsolidationAddons)

Method Detail

getPeriod

public IntradayPeriod getPeriod()

Specified by:

getPeriod in interface IncrementalOhlcvConsolidation

Returns:

provides information about consolidation settings period

consolidate

public DefaultOHLCV consolidate(DefaultOHLCV ohlcv,
                                OHLCVItem incrementItem)

Description copied from interface: IncrementalOhlcvConsolidation

Base method for incremental consolidation process

Specified by:

consolidate in interface IncrementalOhlcvConsolidation

Parameters:

ohlcv - existed consolidated ohlcv structure

incrementItem - tick actual ohlcv item

Returns:

consolidated signal

processConsolidationAddonsInUpdate

protected void processConsolidationAddonsInUpdate(DefaultOHLCV ohlcv,
                                                  OHLCVItem incrementItem)

processConsolidationAddonsInAddition

protected void processConsolidationAddonsInAddition(DefaultOHLCV ohlcv,
                                                    OHLCVItem incrementItem)

defineConsolidationConditionAfterAddition

protected abstract void defineConsolidationConditionAfterAddition(OHLCVItem finalItem)

Define consolidation condition after addition for next checking of performConsolidation method

Parameters:

finalItem - for definition consolidation condition

defineConsolidationConditionAfterUpdate

protected abstract void defineConsolidationConditionAfterUpdate(OHLCVItem finalItem)

Define consolidation condition after update for next checking of performConsolidation method

Parameters:

finalItem - for definition consolidation condition

checkConsolidationCondition

protected abstract boolean checkConsolidationCondition(OHLCVItem lastItem,
                                                       OHLCVItem incrementItem)

Different test for consolidation defined by IntradayPeriod instance

Parameters:

lastItem - of consolidated structure

incrementItem - tick which will be increased to the consolidation structure

Returns:

true = consolidation process has to be performed

processConsolidation

protected OHLCVItem processConsolidation(OHLCVItem lastItem,
                                         OHLCVItem incrementItem)

Process consolidation process with actual increment. Standard or extended (footpring) consolidation processing of OHLCV structure

Parameters:

lastItem - of consolidated structure

incrementItem - tick which will be increased to the consolidation structure

Returns:

consolidated ohlcv item