com.dukascopy.api.feed.util

Class RenkoFeedDescriptor

java.lang.Object

com.dukascopy.api.feed.FeedDescriptor

com.dukascopy.api.feed.util.RenkoFeedDescriptor

All Implemented Interfaces:

IFeedDescriptor, ITailoredFeedDescriptor<IRenkoBar>

public class RenkoFeedDescriptor
extends FeedDescriptor
implements ITailoredFeedDescriptor<IRenkoBar>

Author:

Mark Vilkel The class extends FeedDescriptor

Field Summary

Fields inherited from interface com.dukascopy.api.feed.IFeedDescriptor

DEFAULT_BASE_PERIOD, INFINITE_BASE_PERIOD

Constructor Summary

Constructors

Constructor and Description
RenkoFeedDescriptor(Instrument instrument, PriceRange brickSize, OfferSide offerSide) "Fast" constructor, which has minimal set of parameters for FeedDescriptor creation.
RenkoFeedDescriptor(Instrument instrument, PriceRange brickSize, OfferSide offerSide, Period basePeriod) This constructor sets renko session to Period.TICK, renko creation point to RenkoCreationPoint.CLOSE and renko type to RenkoType.REGULAR.
RenkoFeedDescriptor(Instrument instrument, PriceRange brickSize, OfferSide offerSide, Period timeSession, CreationPoint creationPoint) This constructor sets base period to default (IFeedDescriptor.DEFAULT_BASE_PERIOD) and renko type to RenkoType.REGULAR.
RenkoFeedDescriptor(Instrument instrument, PriceRange brickSize, OfferSide offerSide, Period timeSession, CreationPoint creationPoint, Period basePeriod) This constructor sets renko type to RenkoType.REGULAR.
RenkoFeedDescriptor(Instrument instrument, PriceRange brickSize, OfferSide offerSide, Period timeSession, CreationPoint creationPoint, Period basePeriod, RenkoType renkoType) Constructor, that sets all required fields.
RenkoFeedDescriptor(Instrument instrument, PriceRange brickSize, OfferSide offerSide, Period renkoSessionPeriod, RenkoCreationPoint renkoCreationPoint) Deprecated. - use analog constructor, which takes CreationPoint instead of RenkoCreationPoint
RenkoFeedDescriptor(Instrument instrument, PriceRange brickSize, OfferSide offerSide, Period renkoSessionPeriod, RenkoCreationPoint renkoCreationPoint, Period basePeriod) Deprecated. - use analog constructor, which takes CreationPoint instead of RenkoCreationPoint

Method Summary

Modifier and Type	Method and Description
void	setCreationPoint(CreationPoint creationPoint) Setter for DataType.LINE_BREAK, DataType.RENKO, DataType.KAGI data creation point
void	setPeriod(Period period) Setter for period.
void	setRenkoCreationPoint(RenkoCreationPoint renkoCreationPoint) Setter for DataType.RENKO data creation point
void	setRenkoSession(Period timeSession) Setter for DataType.RENKO session period
void	setRenkoType(RenkoType renkoType) Setter for DataType.RENKO bricks type.
void	setTimeSession(Period timeSession) Setter for DataType.LINE_BREAK, DataType.RENKO, DataType.KAGI, DataType.POINT_AND_FIGURE session period

Methods inherited from class com.dukascopy.api.feed.FeedDescriptor

equals, getCalculationMethod, getCreationPoint, getDataInterpolationDescriptor, getDataType, getFilter, getInstrument, getLineBreakLookback, getOfferSide, getPeriod, getPriceRange, getRenkoCreationPoint, getRenkoSession, getRenkoType, getReversalAmount, getTickBarSize, getTimeSession, hashCode, setCalculationMethod, setDataInterpolationDescriptor, setDataType, setFilter, setInstrument, setLineBreakLookback, setOfferSide, setPriceRange, setReversalAmount, setTickBarSize, toString, validateBasePeriod, validateCalculationMethod, validateCreationPoint, validateLineBreakLookback, validatePriceRange, validateRenkoCreationPoint, validateRenkoSession, validateRenkoType, validateTimeSession, validateTurnaroundAmount, valueOf

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.dukascopy.api.feed.IFeedDescriptor

getCalculationMethod, getCreationPoint, getDataInterpolationDescriptor, getDataType, getFilter, getInstrument, getLineBreakLookback, getOfferSide, getPeriod, getPriceRange, getRenkoCreationPoint, getRenkoSession, getRenkoType, getReversalAmount, getTickBarSize, getTimeSession, setCalculationMethod, setDataInterpolationDescriptor, setDataType, setFilter, setInstrument, setLineBreakLookback, setOfferSide, setPriceRange, setReversalAmount, setTickBarSize

Constructor Detail

RenkoFeedDescriptor

public RenkoFeedDescriptor(Instrument instrument,
                           PriceRange brickSize,
                           OfferSide offerSide)

"Fast" constructor, which has minimal set of parameters for FeedDescriptor creation. This constructor sets base period to default (IFeedDescriptor.DEFAULT_BASE_PERIOD), renko session to Period.TICK, renko creation point to RenkoCreationPoint.CLOSE and renko type to RenkoType.REGULAR.

Parameters:

instrument - instrument

brickSize - brick size

offerSide - offer side

RenkoFeedDescriptor

public RenkoFeedDescriptor(Instrument instrument,
                           PriceRange brickSize,
                           OfferSide offerSide,
                           Period basePeriod)

This constructor sets renko session to Period.TICK, renko creation point to RenkoCreationPoint.CLOSE and renko type to RenkoType.REGULAR.

Parameters:

instrument - instrument

brickSize - brick size

offerSide - offer side

basePeriod - 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 (oIFeedDescriptor.DEFAULT_BASE_PERIOD), including null.

RenkoFeedDescriptor

public RenkoFeedDescriptor(Instrument instrument,
                           PriceRange brickSize,
                           OfferSide offerSide,
                           Period timeSession,
                           CreationPoint creationPoint)

This constructor sets base period to default (IFeedDescriptor.DEFAULT_BASE_PERIOD) and renko type to RenkoType.REGULAR.

Parameters:

instrument - instrument

brickSize - brick size

offerSide - offer side

timeSession - time session

creationPoint - creation point

RenkoFeedDescriptor

@Deprecated
public RenkoFeedDescriptor(Instrument instrument,
                                       PriceRange brickSize,
                                       OfferSide offerSide,
                                       Period renkoSessionPeriod,
                                       RenkoCreationPoint renkoCreationPoint)

Deprecated. - use analog constructor, which takes CreationPoint instead of RenkoCreationPoint

This constructor sets base period to default (IFeedDescriptor.DEFAULT_BASE_PERIOD) and renko type to RenkoType.REGULAR.

Parameters:

instrument - instrument

brickSize - brick size

offerSide - offer side

renkoSessionPeriod - time session

renkoCreationPoint - creation point

RenkoFeedDescriptor

@Deprecated
public RenkoFeedDescriptor(Instrument instrument,
                                       PriceRange brickSize,
                                       OfferSide offerSide,
                                       Period renkoSessionPeriod,
                                       RenkoCreationPoint renkoCreationPoint,
                                       Period basePeriod)

Deprecated. - use analog constructor, which takes CreationPoint instead of RenkoCreationPoint

This constructor sets renko type to RenkoType.REGULAR.

Parameters:

instrument - instrument

brickSize - brick size

offerSide - offer side

renkoSessionPeriod - time session

renkoCreationPoint - creation point

basePeriod - 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.

RenkoFeedDescriptor

public RenkoFeedDescriptor(Instrument instrument,
                           PriceRange brickSize,
                           OfferSide offerSide,
                           Period timeSession,
                           CreationPoint creationPoint,
                           Period basePeriod)

This constructor sets renko type to RenkoType.REGULAR.

Parameters:

instrument - instrument

brickSize - brick size

offerSide - offer side

timeSession - time session

creationPoint - creation point

basePeriod - 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.

RenkoFeedDescriptor

public RenkoFeedDescriptor(Instrument instrument,
                           PriceRange brickSize,
                           OfferSide offerSide,
                           Period timeSession,
                           CreationPoint creationPoint,
                           Period basePeriod,
                           RenkoType renkoType)

Constructor, that sets all required fields.

Parameters:

instrument - instrument

brickSize - brick size

offerSide - offer side

timeSession - time session

creationPoint - creation point

basePeriod - 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.

renkoType - renko type

Method Detail

setPeriod

public void setPeriod(Period period)

Description copied from class: FeedDescriptor

Setter for period. Setter for period. For price aggregation and tick bars (DataType.TICK_BAR, DataType.PRICE_RANGE_AGGREGATION, DataType.RENKO, DataType.POINT_AND_FIGURE, DataType.LINE_BREAK, DataType.KAGI) period works as a base period (more information about base period - IFeedDescriptor.DEFAULT_BASE_PERIOD). Only two base periods are possible - Period.INFINITY and one week (IFeedDescriptor.DEFAULT_BASE_PERIOD). If one provides anything else (including null) than Period.INFINITY, then at data loading time it is considered to be as a default base period (IFeedDescriptor.DEFAULT_BASE_PERIOD).
Period.INFINITY is not allowed on remote run.

Specified by:

setPeriod in interface IFeedDescriptor

Overrides:

setPeriod in class FeedDescriptor

Parameters:

period - period

setRenkoSession

public void setRenkoSession(Period timeSession)

Description copied from class: FeedDescriptor

Setter for DataType.RENKO session period

Specified by:

setRenkoSession in interface IFeedDescriptor

Overrides:

setRenkoSession in class FeedDescriptor

Parameters:

timeSession - Renko session period

setTimeSession

public void setTimeSession(Period timeSession)

Description copied from class: FeedDescriptor

Setter for DataType.LINE_BREAK, DataType.RENKO, DataType.KAGI, DataType.POINT_AND_FIGURE session period

Specified by:

setTimeSession in interface IFeedDescriptor

Overrides:

setTimeSession in class FeedDescriptor

Parameters:

timeSession - session period

setRenkoCreationPoint

public void setRenkoCreationPoint(RenkoCreationPoint renkoCreationPoint)

Description copied from class: FeedDescriptor

Setter for DataType.RENKO data creation point

Specified by:

setRenkoCreationPoint in interface IFeedDescriptor

Overrides:

setRenkoCreationPoint in class FeedDescriptor

Parameters:

renkoCreationPoint - RenkoCreationPoint

setCreationPoint

public void setCreationPoint(CreationPoint creationPoint)

Description copied from class: FeedDescriptor

Setter for DataType.LINE_BREAK, DataType.RENKO, DataType.KAGI data creation point

Specified by:

setCreationPoint in interface IFeedDescriptor

Overrides:

setCreationPoint in class FeedDescriptor

Parameters:

creationPoint - CreationPoint

setRenkoType

public void setRenkoType(RenkoType renkoType)

Description copied from class: FeedDescriptor

Setter for DataType.RENKO bricks type.

Specified by:

setRenkoType in interface IFeedDescriptor

Overrides:

setRenkoType in class FeedDescriptor

Parameters:

renkoType - RenkoType