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
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Field Summary
FieldsModifier and TypeFieldDescriptionprotected double
protected double
protected double
protected double
protected double
protected double
protected double
protected double
protected double
protected double
protected double
Fields inherited from class com.motivewave.platform.sdk.profile.Profile
endTime, firstTick, highPrice, instrument, lastPrice, lastTick, lowPrice, openPrice, rangeTicks, startTime, totalVolume
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Constructor Summary
ConstructorsConstructorDescriptionVolumeProfile
(long startTime, long endTime, Instrument instr, int rangeTicks) -
Method Summary
Modifier and TypeMethodDescriptionprotected int[]
calcHVNs
(int sensitivity) protected int[]
calcLVNs
(int sensitivity) find
(float price) protected VolumeRow
findOrCreate
(float price) double
getAVAP()
double
double
int[]
getHVNs
(int sensitivity) int[]
getLVNs
(int sensitivity) double
double
double
double
double
double
double
float
double
getNext()
getPOC()
float
getPrev()
getRows()
int
getTicks()
double
double
double
float
getVAHigh
(int[] va) float
getVALow
(int[] va) int[]
getValueArea
(double per) int[]
getValueArea
(double per, com.motivewave.platform.common.Enums.VAMethod method) double
boolean
boolean
boolean
boolean
void
Executes the operation on the given tickvoid
setComplete
(boolean b) void
setFilterTrades
(boolean b) void
setMinTradeSize
(float s) void
setNext
(VolumeProfile vp) void
setPrev
(VolumeProfile vp) protected void
Methods inherited from class com.motivewave.platform.sdk.profile.Profile
getEndTime, getFirstTick, getFirstTime, getHighPrice, getInstrument, getLastPrice, getLastTick, getLastTime, getLowPrice, getMidPrice, getOpenPrice, getRangeTicks, getStartTime, getTotalVolume, setEndTime
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Field Details
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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
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Constructor Details
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VolumeProfile
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Method Details
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isSummary
public boolean isSummary() -
getPrev
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setPrev
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getNext
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setNext
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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
Description copied from interface:TickOperation
Executes the operation on the given tick- Specified by:
onTick
in interfaceTickOperation
- Specified by:
onTick
in classProfile
- Parameters:
tick
- tick to process
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getRows
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find
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findOrCreate
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getPOC
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getPOCMidpoint
public float getPOCMidpoint() -
updatePOC
protected void updatePOC() -
calcLVNs
protected int[] calcLVNs(int sensitivity) -
calcHVNs
protected int[] calcHVNs(int sensitivity)
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