org.mov.quote
Class IDQuoteBundle

java.lang.Object
  org.mov.quote.IDQuoteBundle

All Implemented Interfaces:

QuoteBundle

public class IDQuoteBundle
extends java.lang.Object
implements QuoteBundle

When a task requires intra-day stock quotes, it should create an instance of this class which represents all the task's required quotes. The task can then access quotes from this class, which in turn reads its stock quotes from the global intra-day quote cache - IDQuoteCache. To be notified of new intra-day quotes call IDQuoteCache.addQuoteListener(org.mov.quote.QuoteListener).

Example:

      IDQuoteBundle quoteBundle = new IDQuoteBundle("CBA");
      try {
            double = quoteBundle.getQuote("CBA", Quote.ASK, 0);
      }
      catch(QuoteNotLoadedException e) {
          //...
      }
 

Author:

Andrew Leppard

See Also:

IDQuote, IDQuoteCache, EODQuoteBundle, Symbol

Constructor Summary

IDQuoteBundle(java.util.List symbols)
Create a new intra-day quote bundle containing all today's quotes for the given symbols.

Method Summary

int	getFirstOffset() Return the fast access offset for the earliest quote in the bundle.
int	getLastOffset() Return the fast access offset for the latest quote in the bundle.
int	getOffset(Quote quote) Retrieve the fast access offset from the given quote.
Quote	getQuote(Symbol symbol, int timeOffset) Get a stock quote.
double	getQuote(Symbol symbol, int quoteType, int timeOffset) Get a stock quote.
double	getQuote(Symbol symbol, int quoteType, int now, int timeOffset) Get a stock quote.
TradingDate	offsetToDate(int timeOffset) Convert between a fast access offset to an actual date.

Methods inherited from class java.lang.Object

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

Constructor Detail

IDQuoteBundle

public IDQuoteBundle(java.util.List symbols)

Create a new intra-day quote bundle containing all today's quotes for the given symbols.

Parameters:

symbols - the quote symbols

Method Detail

getQuote

public double getQuote(Symbol symbol,
                       int quoteType,
                       int now,
                       int timeOffset)
                throws EvaluationException,
                       MissingQuoteException

Description copied from interface: QuoteBundle

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 can prevent the GP accessing 'future' dates.

Specified by:

getQuote in interface QuoteBundle

Parameters:

symbol - the stock symbol

quoteType - the quote type, e.g. Quote.DAY_OPEN, Quote.DAY_CLOSE, Quote.DAY_LOW, Quote.DAY_HIGH, Quote.DAY_VOLUME

now - fast access offset of current quote, for end-of-day quotes this is the fast access date offset (see EODQuoteCache). For intra-day quotes, it is the fast access time offset (see IDQuoteCache).

timeOffset - modifier offset to fast access offset

Returns:

the quote

Throws:

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

MissingQuoteException - if the quote was not found

getQuote

public double getQuote(Symbol symbol,
                       int quoteType,
                       int timeOffset)
                throws MissingQuoteException

Description copied from interface: QuoteBundle

Get a stock quote. If the stock is earlier than the first date in the bundle, the bundle will be expand to include the new date given. If the stock symbol is not included in the original symbol list, the quote bundle will be expanded to include it.

Specified by:

getQuote in interface QuoteBundle

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

timeOffset - fast access offset of current quote, for end-of-day quotes this is the fast access date offset (see EODQuoteCache). For intra-day quotes, it is the fast access time offset (see IDQuoteCache).

Returns:

the quote

Throws:

MissingQuoteException - if the quote was not found

getQuote

public Quote getQuote(Symbol symbol,
                      int timeOffset)
               throws MissingQuoteException

Description copied from interface: QuoteBundle

Get a stock quote. If the stock is earlier than the first date in the bundle, the bundle will be expand to include the new date given. If the stock symbol is not included in the original symbol list, the quote bundle will be expanded to include it.

Specified by:

getQuote in interface QuoteBundle

Parameters:

symbol - the stock symbol

timeOffset - fast access offset of current quote, for end-of-day quotes this is the fast access date offset (see EODQuoteCache). For intra-day quotes, it is the fast access time offset (see IDQuoteCache).

Returns:

the quote

Throws:

MissingQuoteException - if the quote was not found

offsetToDate

public TradingDate offsetToDate(int timeOffset)

Description copied from interface: QuoteBundle

Convert between a fast access offset to an actual date. Intra-day quotes will return the same date for each offset because the offset refers to the time within that date. End-of-day quotes will return a different date for each fast access offset.

Specified by:

offsetToDate in interface QuoteBundle

Parameters:

timeOffset - fast access offset, see EODQuoteCache

Returns:

the date

getOffset

public int getOffset(Quote quote)

Retrieve the fast access offset from the given quote.

Specified by:

getOffset in interface QuoteBundle

Parameters:

quote - quote

Returns:

fast access offset

getFirstOffset

public int getFirstOffset()

Return the fast access offset for the earliest quote in the bundle.

Specified by:

getFirstOffset in interface QuoteBundle

Returns:

fast access offset

getLastOffset

public int getLastOffset()

Return the fast access offset for the latest quote in the bundle.

Specified by:

getLastOffset in interface QuoteBundle

Returns:

fast access offset