org.mov.quote
Interface QuoteBundle

All Known Implementing Classes:

EODQuoteBundle, GPQuoteBundle, IDQuoteBundle, MixedQuoteBundle

public interface QuoteBundle

This class provides a generic interface which can be used to access a bundle of either end-of-day or intra-day quotes.

Author:

Andrew Leppard

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) Return 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 offset) Get a stock quote.
double	getQuote(Symbol symbol, int quoteType, int now, int offset) Get a stock quote.
TradingDate	offsetToDate(int offset) Convert between a fast access offset to an actual date.

Method Detail

getQuote

double getQuote(Symbol symbol,
                int quoteType,
                int now,
                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 can prevent the GP accessing 'future' dates.

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).

offset - 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

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

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.

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

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

getQuote

Quote getQuote(Symbol symbol,
               int offset)
               throws MissingQuoteException

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.

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

TradingDate offsetToDate(int offset)

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.

Parameters:

offset - fast access offset, see EODQuoteCache

Returns:

the date

getOffset

int getOffset(Quote quote)
              throws WeekendDateException

Return the fast access offset from the given quote.

Parameters:

quote - quote

Returns:

fast access offset

Throws:

WeekendDateException

getFirstOffset

int getFirstOffset()

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

Returns:

fast access offset

getLastOffset

int getLastOffset()

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

Returns:

fast access offset