org.mov.quote
Class EODQuoteCache

java.lang.Object
  org.mov.quote.EODQuoteCache

public class EODQuoteCache
extends java.lang.Object

This class contains all the end-of-day stock quotes currently in memory. Its purpose is to cache end-of-day stock quotes so that tasks do not have to query the database or files whenever they need a quote. While this is a cache it does not control when stock quotes are loaded or freed, that is controlled by EODQuoteBundleCache.

Tasks should not directly call this class, but should go through a EODQuoteBundle.

When tasks access quotes in a quote cache, either directly or via a quote bundle they can access quotes in two ways. The first way is specifying the actual date they are interested in, i.e. a TradingDate. The other way is specifying a fast access date offset. The fast access date offset is used when lots of quotes have to be queried as fast as possible.

The latest date in the cache has an offset of 0. The previous trading date (i.e. not a weekend) has offset -1, the previous one to that -2 etc. You can convert to and from fast access dates using dateToOffset(org.mov.util.TradingDate) and offsetToDate(int).

Author:

Andrew Leppard

See Also:

EODQuote, EODQuoteBundle, EODQuoteBundleCache

Method Summary

boolean	containsQuote(Symbol symbol, int dateOffset) Return whether we currently have any quotes for the given symbol on the given date
int	dateToOffset(TradingDate date) Convert between a date and its fast access date offset.
void	free(Symbol symbol, int dateOffset) Remove the given quote from the cache.
TradingDate	getFirstDate() Get the oldest date in the cache.
int	getFirstDateOffset() Get the fast access offset of the oldest date in the cache.
static EODQuoteCache	getInstance() Create or return the singleton instance of the quote cache.
TradingDate	getLastDate() Get the newest date in the cache.
EODQuote	getQuote(Symbol symbol, int dateOffset) Get a quote from the cache.
double	getQuote(Symbol symbol, int quoteType, int dateOffset) Get a quote from the cache.
java.util.List	getSymbols(int dateOffset) Return all the symbols in the cache on the given date.
java.util.List	getSymbols(int firstDateOffset, int lastDateOffset) Return all the symbols in the cache between the given date range (inclusive).
static boolean	isInstantiated() Returns whether this class has been instantiated yet.
void	load(EODQuote quote) Load the given quote into the cache.
void	load(Symbol symbol, TradingDate date, int day_volume, float day_low, float day_high, float day_open, float day_close) Load the given quote into the cache.
TradingDate	offsetToDate(int dateOffset) Convert between a fast access date offset and a date.
int	size() Return the number of quotes in the cache.

Methods inherited from class java.lang.Object

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

Method Detail

getInstance

public static EODQuoteCache getInstance()

Create or return the singleton instance of the quote cache.

Returns:

singleton instance of this class

isInstantiated

public static boolean isInstantiated()

Returns whether this class has been instantiated yet. This is used by the tuning page, which needs to know the number of quotes in the cache. But it doesn't want to be the first to instantiate the cache, because that would cause it to access the quote source.. which might not be set up at that stage.

Returns:

true if this class has been instantiated.

getQuote

public double getQuote(Symbol symbol,
                       int quoteType,
                       int dateOffset)
                throws QuoteNotLoadedException

Get a quote from the cache.

Parameters:

symbol - the symbol to load

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

dateOffset - fast access date offset

Returns:

the quote

Throws:

QuoteNotLoadedException - if the quote was not in the cache

getQuote

public EODQuote getQuote(Symbol symbol,
                         int dateOffset)
                  throws QuoteNotLoadedException

Get a quote from the cache.

Parameters:

symbol - the symbol to load

dateOffset - fast access date offset

Returns:

the quote

Throws:

QuoteNotLoadedException - if the quote was not in the cache

getSymbols

public java.util.List getSymbols(int dateOffset)

Return all the symbols in the cache on the given date.

Parameters:

dateOffset - fast access date offset

Returns:

list of symbols

getSymbols

public java.util.List getSymbols(int firstDateOffset,
                                 int lastDateOffset)

Return all the symbols in the cache between the given date range (inclusive).

Parameters:

firstDateOffset - fast access offset of first date

lastDateOffset - fast access offset of last date

Returns:

list of symbols

containsQuote

public boolean containsQuote(Symbol symbol,
                             int dateOffset)

Return whether we currently have any quotes for the given symbol on the given date

Parameters:

symbol - symbol

dateOffset - fast access date offset

Returns:

TRUE if we have the quote

load

public void load(EODQuote quote)

Load the given quote into the cache.

Parameters:

quote - the quote

load

public void load(Symbol symbol,
                 TradingDate date,
                 int day_volume,
                 float day_low,
                 float day_high,
                 float day_open,
                 float day_close)

Load the given quote into the cache.

Parameters:

symbol - symbol of quote

date - quote date

day_volume - day volume

day_low - day low

day_high - day high

day_open - day open

day_close - day close

free

public void free(Symbol symbol,
                 int dateOffset)

Remove the given quote from the cache. It's OK if the quote isn't loaded.

Parameters:

symbol - the symbol of the quote to remove

dateOffset - the fast access date offset of the quote to remove

dateToOffset

public int dateToOffset(TradingDate date)
                 throws WeekendDateException

Convert between a date and its fast access date offset.

Parameters:

date - the date

Returns:

fast access date offset

Throws:

WeekendDateException - if the date is on a weekend (there are no fast access date offsets for weekend dates)

offsetToDate

public TradingDate offsetToDate(int dateOffset)

Convert between a fast access date offset and a date.

Parameters:

dateOffset - fast access date offset

Returns:

the date

size

public int size()

Return the number of quotes in the cache.

Returns:

the cache size

getFirstDate

public TradingDate getFirstDate()

Get the oldest date in the cache.

Returns:

the oldest date in cache or null if the cache is empty.

getLastDate

public TradingDate getLastDate()

Get the newest date in the cache.

Returns:

the newest date in cache or null if the cache is empty.

getFirstDateOffset

public int getFirstDateOffset()

Get the fast access offset of the oldest date in the cache.

Returns:

the fast access offset of oldest date in cache or +1 if there are no dates in the cache.