com.dukascopy.api.feed

Enum DataInterpolationDescriptor

java.lang.Object

java.lang.Enum<DataInterpolationDescriptor>

com.dukascopy.api.feed.DataInterpolationDescriptor

All Implemented Interfaces:

Serializable, Comparable<DataInterpolationDescriptor>

public enum DataInterpolationDescriptor
extends Enum<DataInterpolationDescriptor>

This enum specifies types of tick interpolation together with candle periods. With interpolation it is possible to speed up data loading significantly. If interpolation is used, then Bars (DataType.PRICE_RANGE_AGGREGATION and DataType.POINT_AND_FIGURE) are created not from real ticks, but from interpolated ticks. This applies to historical data. Current or real time bars are still built from real ticks.

Author:

janis.garsils

Enum Constant Summary

Enum Constants

Enum Constant and Description
ALL_TICKS No interpolation is applied.
DEFAULT By default ticks are interpolated according to CubicSpline algorithm.
ONE_HOUR_CLOSE_TICK From each Period.ONE_HOUR candle is interpolated one tick according to candle's close price.
ONE_HOUR_CUBIC_SPLINE From each Period.ONE_HOUR candle is interpolated n ticks according to CubicSpline algorithm.
ONE_HOUR_FOUR_TICKS From each Period.ONE_HOUR candle is interpolated four ticks according to candle's open/high/low/close values.
ONE_HOUR_OPEN_TICK From each Period.ONE_HOUR candle is interpolated one tick according to candle's open price.
ONE_MIN_CLOSE_TICK From each Period.ONE_MIN candle is interpolated one tick according to candle's close price.
ONE_MIN_CUBIC_SPLINE From each Period.ONE_MIN candle is interpolated n ticks according to CubicSpline algorithm.
ONE_MIN_FOUR_TICKS From each Period.ONE_MIN candle is interpolated four ticks according to candle's open/high/low/close values.
ONE_MIN_OPEN_TICK From each Period.ONE_MIN candle is interpolated one tick according to candle's open price.

Method Summary

Methods

Modifier and Type	Method and Description
Period	getInterpolateFromPeriod(PriceRange priceRange, ReversalAmount reversalAmount) Returns the candle period from which the ticks are interpolated.
ITesterClient.InterpolationMethod	getInterpolationMethod() Returns InterpolationMethod of this DataInterpolationDescriptor.
static DataInterpolationDescriptor	getSuitableDataInterpolationDescriptor(PriceRange priceRange) Returns suitable DataInterpolationDescriptor according to the given PriceRange.
static DataInterpolationDescriptor	getSuitableDataInterpolationDescriptor(PriceRange priceRange, ReversalAmount reversalAmount) Returns suitable DataInterpolationDescriptor according to the given PriceRange and ReversalAmount.
static DataInterpolationDescriptor	valueOf(String name) Returns the enum constant of this type with the specified name.
static DataInterpolationDescriptor[]	values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Detail

ALL_TICKS

public static final DataInterpolationDescriptor ALL_TICKS

No interpolation is applied. All ticks are real ticks.

ONE_MIN_OPEN_TICK

public static final DataInterpolationDescriptor ONE_MIN_OPEN_TICK

From each Period.ONE_MIN candle is interpolated one tick according to candle's open price.

ONE_MIN_CLOSE_TICK

public static final DataInterpolationDescriptor ONE_MIN_CLOSE_TICK

From each Period.ONE_MIN candle is interpolated one tick according to candle's close price.

ONE_MIN_FOUR_TICKS

public static final DataInterpolationDescriptor ONE_MIN_FOUR_TICKS

From each Period.ONE_MIN candle is interpolated four ticks according to candle's open/high/low/close values.

ONE_MIN_CUBIC_SPLINE

public static final DataInterpolationDescriptor ONE_MIN_CUBIC_SPLINE

From each Period.ONE_MIN candle is interpolated n ticks according to CubicSpline algorithm.

ONE_HOUR_OPEN_TICK

public static final DataInterpolationDescriptor ONE_HOUR_OPEN_TICK

From each Period.ONE_HOUR candle is interpolated one tick according to candle's open price.

ONE_HOUR_CLOSE_TICK

public static final DataInterpolationDescriptor ONE_HOUR_CLOSE_TICK

From each Period.ONE_HOUR candle is interpolated one tick according to candle's close price.

ONE_HOUR_FOUR_TICKS

public static final DataInterpolationDescriptor ONE_HOUR_FOUR_TICKS

From each Period.ONE_HOUR candle is interpolated four ticks according to candle's open/high/low/close values.

ONE_HOUR_CUBIC_SPLINE

public static final DataInterpolationDescriptor ONE_HOUR_CUBIC_SPLINE

From each Period.ONE_HOUR candle is interpolated n ticks according to CubicSpline algorithm.

DEFAULT

public static final DataInterpolationDescriptor DEFAULT

By default ticks are interpolated according to CubicSpline algorithm.

Method Detail

values

public static DataInterpolationDescriptor[] values()

Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

for (DataInterpolationDescriptor c : DataInterpolationDescriptor.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static DataInterpolationDescriptor valueOf(String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum type has no constant with the specified name

NullPointerException - if the argument is null

getInterpolationMethod

public ITesterClient.InterpolationMethod getInterpolationMethod()

Returns InterpolationMethod of this DataInterpolationDescriptor. Can return null (in case of DataInterpolationDescriptor.ALL_TICKS).

Returns:

getInterpolateFromPeriod

public Period getInterpolateFromPeriod(PriceRange priceRange,
                              ReversalAmount reversalAmount)

Returns the candle period from which the ticks are interpolated. In ALL_TICKS case this method returns Period.TICK (no interpolation). PriceRange and ReversalAmount is required if one wants to get the default values. Both can be null.

Parameters:

priceRange -

reversalAmount -

Returns:

period

getSuitableDataInterpolationDescriptor

public static DataInterpolationDescriptor getSuitableDataInterpolationDescriptor(PriceRange priceRange)

Returns suitable DataInterpolationDescriptor according to the given PriceRange.

Parameters:

priceRange -

Returns:

getSuitableDataInterpolationDescriptor

public static DataInterpolationDescriptor getSuitableDataInterpolationDescriptor(PriceRange priceRange,
                                                                 ReversalAmount reversalAmount)

Returns suitable DataInterpolationDescriptor according to the given PriceRange and ReversalAmount.

Parameters:

priceRange -

Returns: