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/**
*
* Copyright 2004 - 2015 Barchart.com, Inc. All Rights Reserved.
*
* This software is the proprietary information of Barchart.com, Inc.
* Use is subject to license terms.
*/
package com.ddfplus.db;
import java.util.ArrayList;
import java.util.Collections;
import java.util.List;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;
import com.ddfplus.util.DDFDate;
import com.ddfplus.util.ParserHelper;
import com.ddfplus.util.XMLNode;
/**
* The CumulativeVolume class encapsulates all of the trades throughout the day,
* and organizes a table of volume at prices. It is very much an expanded data
* table, or hashtable. Essentially, prices serve as keys, and the total volume
* traded at those prices are the values.
*/
public class CumulativeVolume {
protected final String _symbol;
protected volatile char _baseCode = '\0';
protected volatile int _tickIncrement = 1;
protected volatile float _last = 0.0f;
protected volatile int _lastSize = 0;
protected volatile int _lastCumulativeVolume = 0;
protected volatile long _date = 0L;
protected final Map _data;
public CumulativeVolume(String symbol) {
_symbol = symbol;
_data = new ConcurrentHashMap();
}
/**
* Adds a trade to the cumulative volume internal hashtable.
*
* @param price
* The price at which the trade occurred.
* @param size
* The trade size associated with the price.
*/
protected void addTrade(float price, int size) {
Float f = new Float(price);
Integer i = _data.get(f);
int ival = 0;
if (i != null)
ival = i.intValue();
ival += size;
_data.put(f, ival);
_lastSize = size;
if (price == _last)
_lastCumulativeVolume += _lastSize;
else
_lastCumulativeVolume = _lastSize;
_last = price;
}
/**
* @return String The Symbol of the Quote.
*/
public String getSymbol() {
return _symbol;
}
/**
* @return the base code for the associated the data.
*/
public char getBaseCode() {
return _baseCode;
}
/**
* @return the long as time in milliseconds
*/
public long getDate() {
return _date;
}
/**
* @return the last price.
*/
public float getLast() {
return _last;
}
/**
* @return the last size
*/
public int getLastSize() {
return _lastSize;
}
/**
* Returns the current cumulative volume at the last price. This is the
* total cumulative volume at the last price since the last price became the
* last price.
*
* @return the current cumulative volume at the last price.
*/
public int getLastCumulativeVolume() {
return _lastCumulativeVolume;
}
/**
* @return an ArrayList of the last prices.
*/
public List getPrices() {
List l = new ArrayList(_data.keySet());
Collections.sort(l);
return l;
}
/**
* @return Hashtable the data
*/
public Map getData() {
return _data;
}
/**
* This is a convenience method, passing through the date to DDFDate and
* returning the day code.
*
* @return the Day Code.
*/
public char getDayCode() {
return (new DDFDate(_date)).getDayCode();
}
/**
* Returns the tick increment of the symbol. This is different than the base
* code. For instance, while corn may trade in 1/8ths, corn only trades at
* 0/8, 2/8, 4/8, 6/8, e.g. the tick increment is 2. Another example is the
* E-Mini S&P. While its base code is A, in that its values are always
* 1/100ths of a dollar, e.g. pennies, it trades in 50 cent increments.
*
* @return The tick increment
*/
public int getTickIncrement() {
return _tickIncrement;
}
protected void setDate(long date) {
_date = date;
}
public String toString() { // Overrides Object
String s = _symbol + ";" + _last + ";" + _lastSize + ";" + _lastCumulativeVolume + ";" + _data.toString();
return s;
}
/**
* Converts this CumulativeVolume into an XMLNode for text serialization
* purposes.
*
* @return XMLNode
*/
public XMLNode toXMLNode() {
int uc = SymbolInfo.ddfuc2bb(_baseCode);
XMLNode node = new XMLNode("CV");
node.setAttribute("symbol", _symbol);
node.setAttribute("basecode", "" + _baseCode);
node.setAttribute("tickincrement", "" + _tickIncrement);
node.setAttribute("last", Integer.toString(ParserHelper.float2int(uc, _last)));
node.setAttribute("lastsize", "" + _lastSize);
node.setAttribute("lastcvol", "" + _lastCumulativeVolume);
if (_date > 0) {
DDFDate d = new DDFDate(_date);
node.setAttribute("date", d.toDDFString());
}
node.setAttribute("count", "" + _data.size());
StringBuilder sb = new StringBuilder();
for (Float f : _data.keySet()) {
if (sb.length() > 0)
sb.append(":");
sb.append(ParserHelper.float2int(uc, f) + "," + _data.get(f));
}
if (sb.length() > 0)
node.setAttribute("data", sb.toString());
return node;
}
/**
* Deserializes the XMLNode node and returns the
* CumualtiveVolume object instance.
*
* @param node
* The XMLNode serialized node
* @return The deserialized CumulativeVolume object.
*/
public static final CumulativeVolume fromXMLNode(final XMLNode node) {
if (!node.getName().equals("CV")) {
return null;
}
final CumulativeVolume volume = new CumulativeVolume(node.getAttribute("symbol"));
volume._baseCode = node.getAttribute("basecode").charAt(0);
volume._tickIncrement = Integer.parseInt(node.getAttribute("tickincrement"));
volume._last = ParserHelper.string2float(node.getAttribute("last"), volume._baseCode);
volume._lastSize = Integer.parseInt(node.getAttribute("lastsize"));
volume._lastCumulativeVolume = Integer.parseInt(node.getAttribute("lastcvol"));
final String dateString = node.getAttribute("date");
if (dateString != null) {
volume._date = DDFDate.fromDDFString(dateString).getMillisCST();
}
final String dataString = node.getAttribute("data");
if (dataString != null) {
final String[] data = dataString.split(":");
for (int i = 0; i < data.length; i++) {
String[] pair = data[i].split(",");
Float price = new Float(ParserHelper.string2float(pair[0], volume._baseCode));
Integer quantity = new Integer(pair[1]);
volume._data.put(price, quantity);
}
}
return volume;
}
}
