public interface IFeedInfoProvider
| Modifier and Type | Method and Description |
|---|---|
IFeedInfo |
createFeed(DataType dataType,
IFinancialInstrument financialInstrument,
Period period,
OfferSide offerSide,
PriceRange priceRange,
ReversalAmount reversalAmount,
TickBarSize tickBarSize,
Filter filter) |
IFeedInfo |
createFeed(IFeedInfo feedInfo) |
IFeedInfo |
createLineBreakFeedInfo(IFinancialInstrument financialInstrument,
OfferSide offerSide)
Create Line Break feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createLineBreakFeedInfo(IFinancialInstrument financialInstrument,
OfferSide offerSide,
Period timeSession)
Create Line Break feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createLineBreakFeedInfo(IFinancialInstrument financialInstrument,
OfferSide offerSide,
Period timeSession,
CreationPoint creationPoint)
Create Line Break feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createLineBreakFeedInfo(IFinancialInstrument financialInstrument,
OfferSide offerSide,
Period timeSession,
CreationPoint creationPoint,
LineBreakLookback lookbackLines)
Create Line Break feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createLineBreakFeedInfo(IFinancialInstrument financialInstrument,
OfferSide offerSide,
Period timeSession,
CreationPoint creationPoint,
LineBreakLookback lookbackLines,
Period basePeriod)
Create Line Break feed info
|
IFeedInfo |
createPointAndFigureFeedInfo(IFinancialInstrument financialInstrument,
PriceRange boxSize,
ReversalAmount reversalAmount,
OfferSide offerSide)
Create Point and Figure feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createPointAndFigureFeedInfo(IFinancialInstrument financialInstrument,
PriceRange boxSize,
ReversalAmount reversalAmount,
OfferSide offerSide,
Period basePeriod)
Create Point and Figure feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createPointAndFigureFeedInfo(IFinancialInstrument financialInstrument,
PriceRange boxSize,
ReversalAmount reversalAmount,
OfferSide offerSide,
Period basePeriod,
DataInterpolationDescriptor interpolationDescriptor)
Create Point and Figure feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createRangeBarFeedInfo(IFinancialInstrument financialInstrument,
PriceRange priceRange,
OfferSide offerSide)
Create Range bar feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createRangeBarFeedInfo(IFinancialInstrument financialInstrument,
PriceRange priceRange,
OfferSide offerSide,
Period basePeriod)
Create Range bar feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createRangeBarFeedInfo(IFinancialInstrument financialInstrument,
PriceRange priceRange,
OfferSide offerSide,
Period basePeriod,
DataInterpolationDescriptor interpolationDescriptor)
Create Range bar feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createRenkoFeedInfo(IFinancialInstrument financialInstrument,
PriceRange brickSize,
OfferSide offerSide)
Create Renko feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createRenkoFeedInfo(IFinancialInstrument financialInstrument,
PriceRange brickSize,
OfferSide offerSide,
Period timeSession)
Create Renko feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createRenkoFeedInfo(IFinancialInstrument financialInstrument,
PriceRange brickSize,
OfferSide offerSide,
Period timeSession,
CreationPoint creationPoint)
Create Renko feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createRenkoFeedInfo(IFinancialInstrument financialInstrument,
PriceRange brickSize,
OfferSide offerSide,
Period timeSession,
CreationPoint creationPoint,
Period basePeriod)
Create Renko feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createTickBarInfo(IFinancialInstrument financialInstrument,
TickBarSize tickBarSize,
OfferSide offerSide)
Create Tick Bar info
|
IFeedInfo |
createTickBarInfo(IFinancialInstrument financialInstrument,
TickBarSize tickBarSize,
OfferSide offerSide,
Period basePeriod)
Create Tick Bar info
|
IFeedInfo |
createTicksFeedInfo(IFinancialInstrument financialInstrument)
Create Time Period Aggregation feed info, default values are taken from:
base period,
IFeedInfo.DEFAULT_BASE_PERIOD. |
IFeedInfo |
createTimePeriodFeedInfo(IFinancialInstrument financialInstrument,
OfferSide offerSide,
Period timeSession)
Create Time Period feed info, default values are taken from:
|
IFeedInfo |
createTimePeriodFeedInfo(IFinancialInstrument financialInstrument,
OfferSide offerSide,
Period timeSession,
Filter filter)
Create Time Period feed info, default values are taken from:
|
IFeedInfo createFeed(DataType dataType, IFinancialInstrument financialInstrument, Period period, OfferSide offerSide, PriceRange priceRange, ReversalAmount reversalAmount, TickBarSize tickBarSize, Filter filter)
IFeedInfo createTimePeriodFeedInfo(IFinancialInstrument financialInstrument, OfferSide offerSide, Period timeSession)
financialInstrument - - IFinancialInstrumentofferSide - - OfferSidetimeSession - - PeriodIFeedInfo createTimePeriodFeedInfo(IFinancialInstrument financialInstrument, OfferSide offerSide, Period timeSession, Filter filter)
financialInstrument - - IFinancialInstrumentofferSide - - OfferSidetimeSession - - Periodfilter - - FilterIFeedInfo createLineBreakFeedInfo(IFinancialInstrument financialInstrument, OfferSide offerSide)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentofferSide - - OfferSide
Everything else at data loading time is considered as a default value (IFeedDescriptor.DEFAULT_BASE_PERIOD), including null.IFeedInfo createLineBreakFeedInfo(IFinancialInstrument financialInstrument, OfferSide offerSide, Period timeSession)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentofferSide - - OfferSidetimeSession - - - Period indicates how often we take a price. Can be any valid Period. If null, then default Period.TICK is used.
Everything else at data loading time is considered as a default value (IFeedDescriptor.DEFAULT_BASE_PERIOD), including null.IFeedInfo createLineBreakFeedInfo(IFinancialInstrument financialInstrument, OfferSide offerSide, Period timeSession, CreationPoint creationPoint)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentofferSide - - OfferSidetimeSession - - Period indicates how often we take a price. Can be any valid Period. If null, then default Period.TICK is used.creationPoint - - CreationPoint price point of the time session. If null, then default CreationPoint.CLOSE is used.
Everything else at data loading time is considered as a default value (IFeedDescriptor.DEFAULT_BASE_PERIOD), including null.IFeedInfo createLineBreakFeedInfo(IFinancialInstrument financialInstrument, OfferSide offerSide, Period timeSession, CreationPoint creationPoint, LineBreakLookback lookbackLines)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentofferSide - - OfferSidetimeSession - - Period indicates how often we take a price. Can be any valid Period. If null, then default Period.TICK is used.creationPoint - - CreationPoint price point of the time session. If null, then default CreationPoint.CLOSE is used.lookbackLines - - LineBreakLookback number of lines which will define turnaround price. If null, then default LineBreakLookback.THREE_LINES is used.
Everything else at data loading time is considered as a default value (IFeedDescriptor.DEFAULT_BASE_PERIOD), including null.IFeedInfo createLineBreakFeedInfo(IFinancialInstrument financialInstrument, OfferSide offerSide, Period timeSession, CreationPoint creationPoint, LineBreakLookback lookbackLines, Period basePeriod)
financialInstrument - - IFinancialInstrumentofferSide - - OfferSidetimeSession - - Period indicates how often we take a price. Can be any valid Period. If null, then default Period.TICK is used.creationPoint - - CreationPoint price poinnes which will define turnaround price. If null, then default LineBreakLookback.THREE_LINES is used.basePeriod - - Period the period, in which lines art of the time session. If null, then default CreationPoint.CLOSE is used.lookbackLines - - LineBreakLookback number of lie calculated. If base period is given Period.INFINITY, then new lines are calculated from the beginning of the history.
Everything else at data loading time is considered as a default value (IFeedDescriptor.DEFAULT_BASE_PERIOD), including null.IFeedInfo createPointAndFigureFeedInfo(IFinancialInstrument financialInstrument, PriceRange boxSize, ReversalAmount reversalAmount, OfferSide offerSide)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentboxSize - - PriceRangereversalAmount - - ReversalAmountofferSide - - OfferSide
To get most suitable interpolation descriptor, use DataInterpolationDescriptor.getSuitableDataInterpolationDescriptor(PriceRange priceRange, ReversalAmount reversalAmount) method.
To find more about tick interpolation from candles and it's purpose, see DataInterpolationDescriptor.IFeedInfo createPointAndFigureFeedInfo(IFinancialInstrument financialInstrument, PriceRange boxSize, ReversalAmount reversalAmount, OfferSide offerSide, Period basePeriod)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentboxSize - - PriceRangereversalAmount - - ReversalAmountofferSide - - OfferSidebasePeriod - - Period the period, in which the point and figure bars are calculated. If base period is given Period.INFINITY, then point and figure bars are calculated from the beginning of the history.
Everything else at data loading time is considered as a default value (one week), including null.
To get most suitable interpolation descriptor, use DataInterpolationDescriptor.getSuitableDataInterpolationDescriptor(PriceRange priceRange, ReversalAmount reversalAmount) method.
To find more about tick interpolation from candles and it's purpose, see DataInterpolationDescriptor.IFeedInfo createPointAndFigureFeedInfo(IFinancialInstrument financialInstrument, PriceRange boxSize, ReversalAmount reversalAmount, OfferSide offerSide, Period basePeriod, DataInterpolationDescriptor interpolationDescriptor)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentboxSize - - PriceRangereversalAmount - - ReversalAmountofferSide - - OfferSidebasePeriod - - Period the period, in which the point and figure bars are calculated. If base period is given Period.INFINITY, then point and figure bars are calculated from the beginning of the history.
Everything else at data loading time is considered as a default value (one week), including null.interpolationDescriptor - - DataInterpolationDescriptor tick interpolation descriptor. If null, the DataInterpolationDescriptor.DEFAULT interpolation is used.
To get most suitable interpolation descriptor, use DataInterpolationDescriptor.getSuitableDataInterpolationDescriptor(PriceRange priceRange, ReversalAmount reversalAmount) method.
To find more about tick interpolation from candles and it's purpose, see DataInterpolationDescriptor.IFeedInfo createRangeBarFeedInfo(IFinancialInstrument financialInstrument, PriceRange priceRange, OfferSide offerSide)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - = IFinancialInstrumentpriceRange - - PriceRangeofferSide - - OfferSide
Everything else at data loading time is considered as a default value (one week), including null.IFeedInfo createRangeBarFeedInfo(IFinancialInstrument financialInstrument, PriceRange priceRange, OfferSide offerSide, Period basePeriod)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - = IFinancialInstrumentpriceRange - - PriceRangeofferSide - - OfferSidebasePeriod - - Period the period, in which the range bars are calculated. If base period is given Period.INFINITY, then range bars are calculated from the beginning of the history.
Everything else at data loading time is considered as a default value (one week), including null.IFeedInfo createRangeBarFeedInfo(IFinancialInstrument financialInstrument, PriceRange priceRange, OfferSide offerSide, Period basePeriod, DataInterpolationDescriptor interpolationDescriptor)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - = IFinancialInstrumentpriceRange - - PriceRangeofferSide - - OfferSidebasePeriod - - Period the period, in which the range bars are calculated. If base period is given Period.INFINITY, then range bars are calculated from the beginning of the history.
Everything else at data loading time is considered as a default value (one week), including null.interpolationDescriptor - - DataInterpolationDescriptor tick interpolation descriptor. If null, the DataInterpolationDescriptor.DEFAULT interpolation is used.
To get most suitable interpolation descriptor, use DataInterpolationDescriptor.getSuitableDataInterpolationDescriptor(PriceRange priceRange) method.
To find more about tick interpolation from candles and it's purpose, see DataInterpolationDescriptor.IFeedInfo createRenkoFeedInfo(IFinancialInstrument financialInstrument, PriceRange brickSize, OfferSide offerSide)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentbrickSize - - PriceRangeofferSide - - OfferSideIFeedInfo createRenkoFeedInfo(IFinancialInstrument financialInstrument, PriceRange brickSize, OfferSide offerSide, Period timeSession)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentbrickSize - - PriceRangeofferSide - - OfferSidetimeSession - - PeriodIFeedInfo createRenkoFeedInfo(IFinancialInstrument financialInstrument, PriceRange brickSize, OfferSide offerSide, Period timeSession, CreationPoint creationPoint)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentbrickSize - - PriceRangeofferSide - - OfferSidetimeSession - - PeriodcreationPoint - - CreationPoint
Everything else at data loading time is considered as a default value (IFeedDescriptor.DEFAULT_BASE_PERIOD), including null.IFeedInfo createRenkoFeedInfo(IFinancialInstrument financialInstrument, PriceRange brickSize, OfferSide offerSide, Period timeSession, CreationPoint creationPoint, Period basePeriod)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentbrickSize - - PriceRangeofferSide - - OfferSidetimeSession - - PeriodcreationPoint - - CreationPointbasePeriod - - Period the period, in which the renko bars are calculated. If base period is given Period.INFINITY, then renko bars are calculated from the beginning of the history.
Everything else at data loading time is considered as a default value (IFeedDescriptor.DEFAULT_BASE_PERIOD), including null.IFeedInfo createTickBarInfo(IFinancialInstrument financialInstrument, TickBarSize tickBarSize, OfferSide offerSide)
financialInstrument - - IFinancialInstrumenttickBarSize - - TickBarSizeofferSide - - OfferSide
Everything else at data loading time is considered as a default value (one week), including null.IFeedInfo createTickBarInfo(IFinancialInstrument financialInstrument, TickBarSize tickBarSize, OfferSide offerSide, Period basePeriod)
financialInstrument - - IFinancialInstrumenttickBarSize - - TickBarSizeofferSide - - OfferSidebasePeriod - - the period, in which the tick bars are calculated. If base period is given Period.INFINITY, then tick bars are calculated from the beginning of the history.
Everything else at data loading time is considered as a default value (one week), including null.IFeedInfo createTicksFeedInfo(IFinancialInstrument financialInstrument)
IFeedInfo.DEFAULT_BASE_PERIOD.
financialInstrument - - IFinancialInstrumentCopyright © 2016. All rights reserved.