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

Class RangeBarsIncrementalOhlcvConsolidation

java.lang.Object

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

de.gsi.financial.samples.service.consolidate.RangeBarsIncrementalOhlcvConsolidation

All Implemented Interfaces:

IncrementalOhlcvConsolidation

public class RangeBarsIncrementalOhlcvConsolidation
extends AbstractIncrementalOhlcvConsolidation

Range-Bars based financial charts

Author:

afischer

Field Summary

Fields inherited from class de.gsi.financial.samples.service.consolidate.AbstractIncrementalOhlcvConsolidation

consolidationComputation, ohlcvConsolidationAddons, period, tt

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
protected boolean	checkConsolidationCondition(OHLCVItem lastItem, OHLCVItem incrementItem)	Different test for consolidation defined by IntradayPeriod instance
protected void	defineConsolidationConditionAfterAddition(OHLCVItem finalItem)	Define consolidation condition after addition for next checking of performConsolidation method
protected void	defineConsolidationConditionAfterUpdate(OHLCVItem finalItem)	Define consolidation condition after update for next checking of performConsolidation method

Methods inherited from class de.gsi.financial.samples.service.consolidate.AbstractIncrementalOhlcvConsolidation

consolidate, getPeriod, processConsolidation, processConsolidationAddonsInAddition, processConsolidationAddonsInUpdate

Methods inherited from class java.lang.Object

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

Constructor Detail

RangeBarsIncrementalOhlcvConsolidation

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

Method Detail

defineConsolidationConditionAfterAddition

protected void defineConsolidationConditionAfterAddition(OHLCVItem finalItem)

Description copied from class: AbstractIncrementalOhlcvConsolidation

Define consolidation condition after addition for next checking of performConsolidation method

Specified by:

defineConsolidationConditionAfterAddition in class AbstractIncrementalOhlcvConsolidation

Parameters:

finalItem - for definition consolidation condition

defineConsolidationConditionAfterUpdate

protected void defineConsolidationConditionAfterUpdate(OHLCVItem finalItem)

Description copied from class: AbstractIncrementalOhlcvConsolidation

Define consolidation condition after update for next checking of performConsolidation method

Specified by:

defineConsolidationConditionAfterUpdate in class AbstractIncrementalOhlcvConsolidation

Parameters:

finalItem - for definition consolidation condition

checkConsolidationCondition

protected boolean checkConsolidationCondition(OHLCVItem lastItem,
                                              OHLCVItem incrementItem)

Description copied from class: AbstractIncrementalOhlcvConsolidation

Different test for consolidation defined by IntradayPeriod instance

Specified by:

checkConsolidationCondition in class AbstractIncrementalOhlcvConsolidation

Parameters:

lastItem - of consolidated structure

incrementItem - tick which will be increased to the consolidation structure

Returns:

true = consolidation process has to be performed