org.mov.analyser.gp
Class GPQuoteBundle

java.lang.Object
  org.mov.quote.EODQuoteBundle
      org.mov.analyser.gp.GPQuoteBundle

All Implemented Interfaces:

QuoteBundle

public class GPQuoteBundle
extends EODQuoteBundle

This class is a specialised version of the EODQuoteBundle tailored specifically for the GP. It differs from in that it enforces a window of dates. This window prevents the GP expressions from accessing quotes too far in the past which would slow down calculations (e.g. calculating the average value of a stock for the last 3,000 days), and also prevents GP expressions accessing quotes that would be in their future.

Author:

Andrew Leppard

See Also:

EODQuoteBundle

Field Summary

Fields inherited from class org.mov.quote.EODQuoteBundle

quoteBundleCache, quoteCache

Constructor Summary

GPQuoteBundle(EODQuoteBundle quoteBundle, int window)
Create a new quote bundle for the GP.

Method Summary

double	getQuote(Symbol symbol, int quoteType, int today, int offset) Get a stock quote.
void	setQuoteRange(EODQuoteRange quoteRange) Set the qutoe range which specifies this quote bundle.

Methods inherited from class org.mov.quote.EODQuoteBundle

containsQuote, containsQuote, dateToOffset, getAllSymbols, getFirstDate, getFirstOffset, getFirstSymbol, getLastDate, getLastOffset, getOffset, getQuote, getQuote, getQuote, getQuoteRange, getSymbols, getSymbols, iterator, offsetToDate, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

GPQuoteBundle

public GPQuoteBundle(EODQuoteBundle quoteBundle,
                     int window)

Create a new quote bundle for the GP.

Parameters:

quoteBundle - wrap the given quote bundle

window - prevent access to quotes this many days before the first quote in the given quote bundle

Method Detail

getQuote

public double getQuote(Symbol symbol,
                       int quoteType,
                       int today,
                       int offset)
                throws EvaluationException,
                       MissingQuoteException

Get a stock quote. This function has been primarily created for Gondola scripts. It passes in the current date and the date offset so that specialised QuoteBundle implementations such as GPQuoteBundle can prevent the GP accessing 'future' dates.

Specified by:

getQuote in interface QuoteBundle

Overrides:

getQuote in class EODQuoteBundle

Parameters:

symbol - the stock symbol

quoteType - the quote type, one of Quote.DAY_OPEN, Quote.DAY_CLOSE, Quote.DAY_LOW, Quote.DAY_HIGH, Quote.DAY_VOLUME

today - fast access date offset of current date, see EODQuoteCache

offset - offset from current date

Returns:

the quote

Throws:

EvaluationException - if the script isn't allowed access to the quote.

MissingQuoteException - if the quote was not found

setQuoteRange

public void setQuoteRange(EODQuoteRange quoteRange)

Set the qutoe range which specifies this quote bundle.

Overrides:

setQuoteRange in class EODQuoteBundle

Parameters:

quoteRange - the new quote range