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
- - IFinancialInstrument
offerSide
- - OfferSide
timeSession
- - Period
IFeedInfo createTimePeriodFeedInfo(IFinancialInstrument financialInstrument, OfferSide offerSide, Period timeSession, Filter filter)
financialInstrument
- - IFinancialInstrument
offerSide
- - OfferSide
timeSession
- - Period
filter
- - Filter
IFeedInfo createLineBreakFeedInfo(IFinancialInstrument financialInstrument, OfferSide offerSide)
IFeedInfo.DEFAULT_BASE_PERIOD
.
financialInstrument
- - IFinancialInstrument
offerSide
- - 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
- - IFinancialInstrument
offerSide
- - OfferSide
timeSession
- - - 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
- - IFinancialInstrument
offerSide
- - OfferSide
timeSession
- - 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
- - IFinancialInstrument
offerSide
- - OfferSide
timeSession
- - 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
- - IFinancialInstrument
offerSide
- - OfferSide
timeSession
- - 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
- - IFinancialInstrument
boxSize
- - PriceRange
reversalAmount
- - ReversalAmount
offerSide
- - 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
- - IFinancialInstrument
boxSize
- - PriceRange
reversalAmount
- - ReversalAmount
offerSide
- - OfferSide
basePeriod
- - 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
- - IFinancialInstrument
boxSize
- - PriceRange
reversalAmount
- - ReversalAmount
offerSide
- - OfferSide
basePeriod
- - 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
- = IFinancialInstrument
priceRange
- - PriceRange
offerSide
- - 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
- = IFinancialInstrument
priceRange
- - PriceRange
offerSide
- - OfferSide
basePeriod
- - 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
- = IFinancialInstrument
priceRange
- - PriceRange
offerSide
- - OfferSide
basePeriod
- - 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
- - IFinancialInstrument
brickSize
- - PriceRange
offerSide
- - OfferSide
IFeedInfo createRenkoFeedInfo(IFinancialInstrument financialInstrument, PriceRange brickSize, OfferSide offerSide, Period timeSession)
IFeedInfo.DEFAULT_BASE_PERIOD
.
financialInstrument
- - IFinancialInstrument
brickSize
- - PriceRange
offerSide
- - OfferSide
timeSession
- - Period
IFeedInfo createRenkoFeedInfo(IFinancialInstrument financialInstrument, PriceRange brickSize, OfferSide offerSide, Period timeSession, CreationPoint creationPoint)
IFeedInfo.DEFAULT_BASE_PERIOD
.
financialInstrument
- - IFinancialInstrument
brickSize
- - PriceRange
offerSide
- - OfferSide
timeSession
- - Period
creationPoint
- - 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
- - IFinancialInstrument
brickSize
- - PriceRange
offerSide
- - OfferSide
timeSession
- - Period
creationPoint
- - CreationPoint
basePeriod
- - 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
- - IFinancialInstrument
tickBarSize
- - TickBarSize
offerSide
- - 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
- - IFinancialInstrument
tickBarSize
- - TickBarSize
offerSide
- - OfferSide
basePeriod
- - 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
- - IFinancialInstrument
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