Class VolumeProfile

java.lang.Object
com.motivewave.platform.sdk.profile.Profile
com.motivewave.platform.sdk.profile.VolumeProfile
All Implemented Interfaces:
TickOperation
Direct Known Subclasses:
SummaryProfile

public class VolumeProfile extends Profile
  • Field Details

    • maxDelta

      protected double maxDelta
    • minDelta

      protected double minDelta
    • totalDelta

      protected double totalDelta
    • maxBidVolume

      protected double maxBidVolume
    • maxAskVolume

      protected double maxAskVolume
    • maxVolume

      protected double maxVolume
    • minVolume

      protected double minVolume
    • maxRowDelta

      protected double maxRowDelta
    • minRowDelta

      protected double minRowDelta
    • totalBidVolume

      protected double totalBidVolume
    • totalAskVolume

      protected double totalAskVolume
  • Constructor Details

    • VolumeProfile

      public VolumeProfile(long startTime, long endTime, Instrument instr, int rangeTicks)
  • Method Details

    • isSummary

      public boolean isSummary()
    • getPrev

      public VolumeProfile getPrev()
    • setPrev

      public void setPrev(VolumeProfile vp)
    • getNext

      public VolumeProfile getNext()
    • setNext

      public void setNext(VolumeProfile vp)
    • getAVAP

      public double getAVAP()
    • getDeltaPer

      public double getDeltaPer()
    • getDeltaChange

      public double getDeltaChange()
    • getMaxDelta

      public double getMaxDelta()
    • isMaxDeltaSet

      public boolean isMaxDeltaSet()
    • getMinDelta

      public double getMinDelta()
    • getMaxRowDelta

      public double getMaxRowDelta()
    • getMinRowDelta

      public double getMinRowDelta()
    • getMaxAskVolume

      public double getMaxAskVolume()
    • getMaxVolume

      public double getMaxVolume()
    • getMinVolume

      public double getMinVolume()
    • getMaxBidVolume

      public double getMaxBidVolume()
    • getTotalDelta

      public double getTotalDelta()
    • getVolumePerSecond

      public double getVolumePerSecond()
    • getTotalBidVolume

      public double getTotalBidVolume()
    • getTotalAskVolume

      public double getTotalAskVolume()
    • getVALow

      public float getVALow(int[] va)
    • getVAHigh

      public float getVAHigh(int[] va)
    • getValueArea

      public int[] getValueArea(double per)
    • getLVNs

      public int[] getLVNs(int sensitivity)
    • getHVNs

      public int[] getHVNs(int sensitivity)
    • getValueArea

      public int[] getValueArea(double per, com.motivewave.platform.common.Enums.VAMethod method)
    • setFilterTrades

      public void setFilterTrades(boolean b)
    • isFilterTrades

      public boolean isFilterTrades()
    • setMinTradeSize

      public void setMinTradeSize(float s)
    • getMinTradeSize

      public float getMinTradeSize()
    • getTicks

      public int getTicks()
    • isComplete

      public boolean isComplete()
    • setComplete

      public void setComplete(boolean b)
    • onTick

      public void onTick(Tick tick)
      Description copied from interface: TickOperation
      Executes the operation on the given tick
      Specified by:
      onTick in interface TickOperation
      Specified by:
      onTick in class Profile
      Parameters:
      tick - tick to process
    • getRows

      public List<VolumeRow> getRows()
    • find

      public VolumeRow find(float price)
    • findOrCreate

      protected VolumeRow findOrCreate(float price)
    • getPOC

      public VolumeRow getPOC()
    • getPOCMidpoint

      public float getPOCMidpoint()
    • updatePOC

      protected void updatePOC()
    • calcLVNs

      protected int[] calcLVNs(int sensitivity)
    • calcHVNs

      protected int[] calcHVNs(int sensitivity)