org.mov.quote
Class QuoteBundleFunctionSource

java.lang.Object
  org.mov.quote.QuoteBundleFunctionSource

All Implemented Interfaces:

QuoteFunctionSource

public class QuoteBundleFunctionSource
extends java.lang.Object
implements QuoteFunctionSource

Allow the QuoteFunctions package to use quotes directly from a QuoteBundle. The following code shows an exmaple of how to call a quote function from a Gondola expression:

      QuoteBundleFunctionSource source = 
          new QuoteBundleFunctionSource(quoteBundle, symbol, Quote.DAY_CLOSE, day, offset,
                                        period);
      return QuoteFunctions.rsi(source, period);
 

Author:

Andrew Leppard

See Also:

QuoteFunctions, Expression

Constructor Summary

QuoteBundleFunctionSource(QuoteBundle quoteBundle, Symbol symbol, int quoteKind, int day, int offset, int period)
Create a new quote function source that uses quotes directly from a QuoteBundle.

Method Summary

double

getValue(int index) Return the quote value on the given date.

Methods inherited from class java.lang.Object

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

Constructor Detail

QuoteBundleFunctionSource

public QuoteBundleFunctionSource(QuoteBundle quoteBundle,
                                 Symbol symbol,
                                 int quoteKind,
                                 int day,
                                 int offset,
                                 int period)

Create a new quote function source that uses quotes directly from a QuoteBundle.

Parameters:

quoteBundle - the quote bundle containing the quotes

symbol - the symbol of the quotes to access

quoteKind - the quote kind, one of Quote.DAY_OPEN, Quote.DAY_CLOSE, Quote.DAY_LOW, Quote.DAY_HIGH, Quote.DAY_VOLUME

day - the day and offset arguments construct the offset of the current date in the quote bundle we are examining. This will be the last date accessed by the quote function.

offset - see above

period - the number of quote dates available from this source

Method Detail

getValue

public double getValue(int index)
                throws EvaluationException

Description copied from interface: QuoteFunctionSource

Return the quote value on the given date. The quote function source contains a set of quotes which can be accessed from offset 0, which is the earliest date, to the number of quotes in the source minus one. Typically a quote source is set up to contain a fixed number of quotes, each of which is used by a quote function.

Specified by:

getValue in interface QuoteFunctionSource

Parameters:

index - the offset of the date in the quote source.

Returns:

the quote value or NaN if the quote is missing / not available

Throws:

EvaluationException - if QuoteBundleFunctionSource is not allowed access to a quote. See GPQuoteBundle.