org.mov.quote
Class MixedQuoteBundle

java.lang.Object
  org.mov.quote.MixedQuoteBundle

All Implemented Interfaces:

QuoteBundle

public class MixedQuoteBundle
extends java.lang.Object
implements QuoteBundle

When a task requires a mix of end-of-day and intra-day stock quotes, it should create an instance of this class which represents all the task's required quotes. This quote bundle is useful for displaying the latest value of stock quotes. If intra-day quotes are not available, then user of this package will transparently see just the end-of-day quotes. Even when intra-day quotes are available, the end-of-day quotes can be used for calculating quote change.

Example:

      MixedQuoteBundle quoteBundle = new MixedQuoteBundle(symbols, firstDate, lastDate);
      try {
            double = quoteBundle.getQuote("CBA", Quote.DAY_OPEN, 0);
      }
      catch(QuoteNotLoadedException e) {
          //...
      }
 

Author:

Andrew Leppard

See Also:

EODQuote, IDQuote, Quote, Symbol

Constructor Summary

MixedQuoteBundle(java.util.List symbols, TradingDate firstDate, TradingDate lastDate)
Create a new mixed quote bundle that contains the end of day quotes from between the two dates given and the current day's intra-day quotes.

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 offset) Get a stock quote.
double	getQuote(Symbol symbol, int quoteType, int dateOffset) Get a stock quote.
double	getQuote(Symbol symbol, int quoteType, int today, int dateOffset) Get a stock quote.
TradingDate	offsetToDate(int dateOffset) 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

MixedQuoteBundle

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

Create a new mixed quote bundle that contains the end of day quotes from between the two dates given and the current day's intra-day quotes. The quote bundle should be given at least two days of end of day quotes to properly calculate quote change, in case the intra-day quotes are not available.

Parameters:

symbols - the symbols to load

firstDate - the first end of day quotes to load

lastDate - the last end of day quotes to load

Method Detail

getQuote

public double getQuote(Symbol symbol,
                       int quoteType,
                       int today,
                       int dateOffset)
                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

today - 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).

dateOffset - 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 dateOffset)
                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

dateOffset - 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 offset)
               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

offset - 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 dateOffset)

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:

dateOffset - fast access offset, see EODQuoteCache

Returns:

the date

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

getOffset

public int getOffset(Quote quote)
              throws WeekendDateException

Retrieve the fast access offset from the given quote.

Specified by:

getOffset in interface QuoteBundle

Parameters:

quote - quote

Returns:

fast access offset

Throws:

WeekendDateException - if the date falls on a weekend.