org.mov.quote
Class EODQuoteRange

java.lang.Object
  org.mov.quote.EODQuoteRange

All Implemented Interfaces:

java.lang.Cloneable

public class EODQuoteRange
extends java.lang.Object
implements java.lang.Cloneable

This class represents a way of describing a range or a set of end-of-day quotes. A range of quotes will consist of a set of symbols that we are interested in. This can be described by either explicitly giving a set of symbols, e.g. ANZ, CBA, NBA, WBC. Or by specifying the type of symbols we are intersted in, e.g. all ordinaries, all symbols, market indices etc.

The quote range is also limited by a date range.

For example this class could represent all CBA quotes from 1/12/2000 to 12/12/2000, or all market indices.

A quote range represents a range or set of quotes. It does not represent the actual quotes themselves. The class that represents the quotes in a quote range is QuoteBundle.

Field Summary

static int	ALL_ORDINARIES Represents all 3 letter symbols, not included market indices
static int	ALL_SYMBOLS Represents all symbols
static int	GIVEN_SYMBOLS Represents an explicit list of symbols
static int	MARKET_INDICES Represents market indices

Constructor Summary

EODQuoteRange(int type)
Create a quote range that represents all the symbols of the given type for all the dates we have quotes.

EODQuoteRange(int type, TradingDate date)
Create a quote range that represents all the symbols of the given type on the given date.

EODQuoteRange(int type, TradingDate firstDate, TradingDate lastDate)
Create a quote range that represents all the symbols of the given type between the first and the last dates given (inclusive).

EODQuoteRange(java.util.List symbols)
Create a quote range that represents all the given symbols for all the dates we have quotes.

EODQuoteRange(java.util.List symbols, TradingDate date)
Create a quote range that represents all the given symbols on the given date.

EODQuoteRange(java.util.List symbols, TradingDate firstDate, TradingDate lastDate)
Create a quote range that represents all the given symbols between the first and the last dates given (inclusive).

EODQuoteRange(java.util.SortedSet symbols)
Create a quote range that represents all the given symbols for all the dates we have quotes.

EODQuoteRange(Symbol symbol)
Create a quote range that represents the given symbol for all the dates we have quotes.

EODQuoteRange(Symbol symbol, TradingDate firstDate, TradingDate lastDate)
Create a quote range that represents the given symbol between the first and the last dates given (inclusive).

Method Summary

void	addSymbol(Symbol symbol) Expand the quote range to include a new symbol.
EODQuoteRange	clip(EODQuoteRange quoteRange) Return a new clipped quote range that, if possible, does not overlap with this quote range.
java.lang.Object	clone() Create a clone of this quote range.
boolean	containsAllSymbols(java.util.List containedSymbols) Returns whether the quote range contains all the given symbols.
boolean	containsSymbol(Symbol symbol) Returns whether the quote range contains the given symbol.
java.util.List	getAllSymbols() Return all the symbols in the quote range.
java.lang.String	getDescription() Creates a string representation of the quote range without referring to the dates.
static java.lang.String	getDescription(int type) Creates a string representation of the given quote range type.
TradingDate	getFirstDate() Get the first date of the quote range.
TradingDate	getLastDate() Get the last date of the quote range.
int	getType() Get the type of the quote range.
boolean	isEmpty() Return whether this quote range includes any quotes.
void	setFirstDate(TradingDate firstDate) Set the first date of the quote range.
void	setLastDate(TradingDate lastDate) Set the last date of the quote range.
java.lang.String	toString() Create a string representation of the quote range.

Methods inherited from class java.lang.Object

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

Field Detail

ALL_ORDINARIES

public static final int ALL_ORDINARIES

Represents all 3 letter symbols, not included market indices

See Also:

Constant Field Values

ALL_SYMBOLS

public static final int ALL_SYMBOLS

Represents all symbols

See Also:

Constant Field Values

MARKET_INDICES

public static final int MARKET_INDICES

Represents market indices

See Also:

Constant Field Values

GIVEN_SYMBOLS

public static final int GIVEN_SYMBOLS

Represents an explicit list of symbols

See Also:

Constant Field Values

Constructor Detail

EODQuoteRange

public EODQuoteRange(java.util.List symbols)

Create a quote range that represents all the given symbols for all the dates we have quotes.

Parameters:

symbols - list of symbols

EODQuoteRange

public EODQuoteRange(java.util.SortedSet symbols)

Create a quote range that represents all the given symbols for all the dates we have quotes.

Parameters:

symbols - list of symbols

EODQuoteRange

public EODQuoteRange(java.util.List symbols,
                     TradingDate firstDate,
                     TradingDate lastDate)

Create a quote range that represents all the given symbols between the first and the last dates given (inclusive).

Parameters:

symbols - list of symbols

firstDate - earliest date

lastDate - latest date

EODQuoteRange

public EODQuoteRange(java.util.List symbols,
                     TradingDate date)

Create a quote range that represents all the given symbols on the given date.

Parameters:

symbols - list of symbols

date - the date

EODQuoteRange

public EODQuoteRange(Symbol symbol)

Create a quote range that represents the given symbol for all the dates we have quotes.

Parameters:

symbol - the symbol

EODQuoteRange

public EODQuoteRange(Symbol symbol,
                     TradingDate firstDate,
                     TradingDate lastDate)

Create a quote range that represents the given symbol between the first and the last dates given (inclusive).

Parameters:

symbol - the symbol

firstDate - earliest date

lastDate - latest date

EODQuoteRange

public EODQuoteRange(int type,
                     TradingDate date)

Create a quote range that represents all the symbols of the given type on the given date.

Parameters:

type - the type, one of ALL_ORDINARIES, ALL_SYMBOLS, MARKET_INDICES

date - the date

EODQuoteRange

public EODQuoteRange(int type,
                     TradingDate firstDate,
                     TradingDate lastDate)

Create a quote range that represents all the symbols of the given type between the first and the last dates given (inclusive).

Parameters:

type - the type, one of ALL_ORDINARIES, ALL_SYMBOLS, MARKET_INDICES

firstDate - earliest date

lastDate - latest date

EODQuoteRange

public EODQuoteRange(int type)

Create a quote range that represents all the symbols of the given type for all the dates we have quotes. This might use up a lot of memory!

Parameters:

type - the type, one of ALL_ORDINARIES, ALL_SYMBOLS, MARKET_INDICES

Method Detail

clone

public java.lang.Object clone()

Create a clone of this quote range.

Overrides:

clone in class java.lang.Object

Returns:

a clone of this quote range

getAllSymbols

public java.util.List getAllSymbols()

Return all the symbols in the quote range. This function is only valid for quote ranges that have explicitly given a set of symbols.

Returns:

a list of symbols

setFirstDate

public void setFirstDate(TradingDate firstDate)

Set the first date of the quote range.

Parameters:

firstDate - earliest date

setLastDate

public void setLastDate(TradingDate lastDate)

Set the last date of the quote range.

Parameters:

lastDate - latest date

getFirstDate

public TradingDate getFirstDate()

Get the first date of the quote range.

Returns:

the earliest date of the quote range, null indicates that the quote range encompasses all available dates

getLastDate

public TradingDate getLastDate()

Get the last date of the quote range.

Returns:

the latest date of the quote range, null indicates that the quote range encompasses all available dates

isEmpty

public boolean isEmpty()

Return whether this quote range includes any quotes. This function checks for a null quote range, not an empty quote cache.

Returns:

true if this quote range covers an empty range, false otherwise.

getType

public int getType()

Get the type of the quote range.

Returns:

one of ALL_ORDINARIES, ALL_SYMBOLS, MARKET_INDICES, GIVEN_SYMBOLS

containsSymbol

public boolean containsSymbol(Symbol symbol)

Returns whether the quote range contains the given symbol.

Parameters:

symbol - the symbol

Returns:

true if the symbol is in the quote range, false otherwise

addSymbol

public void addSymbol(Symbol symbol)

Expand the quote range to include a new symbol. This function is only valid for quote ranges that have explicitly given a set of symbols.

Parameters:

symbol - new symbol

containsAllSymbols

public boolean containsAllSymbols(java.util.List containedSymbols)

Returns whether the quote range contains all the given symbols.

Parameters:

containedSymbols - all the symbols to check for

Returns:

true if all the symbols are in the quote range, false otherwise

getDescription

public java.lang.String getDescription()

Creates a string representation of the quote range without referring to the dates.

Returns:

string representation, e.g. "All Ordinaries"

getDescription

public static java.lang.String getDescription(int type)

Creates a string representation of the given quote range type.

Parameters:

type - the type, one of ALL_ORDINARIES, ALL_SYMBOLS, MARKET_INDICES or GIVEN_SYMBOLS

Returns:

string representation, e.g. "All Ordinaries"

toString

public java.lang.String toString()

Create a string representation of the quote range. This is for debugging purposes.

Overrides:

toString in class java.lang.Object

Returns:

string representation

clip

public EODQuoteRange clip(EODQuoteRange quoteRange)

Return a new clipped quote range that, if possible, does not overlap with this quote range. The idea behind this function is that when we need to load in quotes specified from a quote range, we want to check with all the currently loaded quote ranges to see if some of the quotes have already been loaded.

e.g.

 EODQuoteRange quoteRange = new EODQuoteRange("CBA", new TradingDate(2000, 1, 1),
                                              new TradingDate(2000, 12, 1));
 EODQuoteRange quoteRange2 = new EODQuoteRange("CBA", new TradingDate(1999, 1, 1),
                                               new TradingDate(2000, 6, 6));
 EODQuoteRange clippedQuoteRange = quoteRange.clipRange(quoteRange2);

 System.out.println(clippedQuoteRange);

 >> cba between 1-1-1999 and 31-12-1999

 

Parameters:

quoteRange - quote range to clip

Returns:

the clipped quote range