Package de.gsi.financial.samples.service

Class SCIDByNio

java.lang.Object

de.gsi.financial.samples.service.SCIDByNio

All Implemented Interfaces:

java.lang.AutoCloseable

public class SCIDByNio
extends java.lang.Object
implements java.lang.AutoCloseable

Create OHLCV from Sierra Chart SCID files (intraday tick format).

Author:

afischer

Constructor Summary

Constructors

Constructor	Description
SCIDByNio()

Method Summary

Modifier and Type	Method	Description
void	close()
void	closeActualChannel()
long	convertWindowsTimeToMilliseconds(double comTime)	Thanks to @see http://svn.codehaus.org/groovy/modules/scriptom/branches/SCRIPTOM -1.5.4-ANT/src/com/jacob/com/DateUtilities.java
TickOhlcvDataProvider	createTickDataReplayStream(@NotNull Interval<java.util.Calendar> requiredTimestamps, @NotNull java.util.Date replayStarTime, javafx.beans.property.DoubleProperty replaySpeed)	Create instance of tick ohlcv data provider for replay stream
long	ensureNearestTimestampPosition(java.util.Date timestamp)	Return first or equaled position for required position result
long	findPositionByTimestamp(java.util.Date timestamp)	Find position which if FIRST or equaled after you inserted timestamp.
void	openNewChannel(java.lang.String resource)

Methods inherited from class java.lang.Object

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

Constructor Detail

SCIDByNio

public SCIDByNio()

Method Detail

openNewChannel

public void openNewChannel(java.lang.String resource)
                    throws java.io.IOException

Throws:

java.io.IOException

closeActualChannel

public void closeActualChannel()
                        throws java.io.IOException

Throws:

java.io.IOException

close

public void close()
           throws java.lang.Exception

Specified by:

close in interface java.lang.AutoCloseable

Throws:

java.lang.Exception

findPositionByTimestamp

public long findPositionByTimestamp(java.util.Date timestamp)
                             throws java.io.IOException

Find position which if FIRST or equaled after you inserted timestamp. Check if the position is negative. If the position is negative it is first position after your required timestamp. Beware if the position is higher that maximal position. Usage of Binary Search algorithm

Parameters:

timestamp - Date

Returns:

file position of timestamp of record

Throws:

java.io.IOException - if reading of file failed

ensureNearestTimestampPosition

public long ensureNearestTimestampPosition(java.util.Date timestamp)
                                    throws java.io.IOException

Return first or equaled position for required position result

Parameters:

timestamp - Date

Returns:

modified position long

Throws:

java.io.IOException - if reading of file failed

createTickDataReplayStream

public TickOhlcvDataProvider createTickDataReplayStream(@NotNull
                                                        @NotNull Interval<java.util.Calendar> requiredTimestamps,
                                                        @NotNull
                                                        @NotNull java.util.Date replayStarTime,
                                                        javafx.beans.property.DoubleProperty replaySpeed)
                                                 throws java.io.IOException

Create instance of tick ohlcv data provider for replay stream

Parameters:

requiredTimestamps - [from, to] interval

replayStarTime - Date - point of replay timing start

replaySpeed - multiply of replay simulation (with real timing!)

Returns:

tick data provider

Throws:

java.io.IOException - if reading of file failed

convertWindowsTimeToMilliseconds

public long convertWindowsTimeToMilliseconds(double comTime)

Thanks to @see http://svn.codehaus.org/groovy/modules/scriptom/branches/SCRIPTOM -1.5.4-ANT/src/com/jacob/com/DateUtilities.java

Parameters:

comTime - time in windows time for convert to java format

Returns:

java format of windows format with usage of specific timezone