com.ddfplus.db.Session Maven / Gradle / Ivy
/**
* 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.text.NumberFormat;
import com.ddfplus.util.DDFDate;
import com.ddfplus.util.ParserHelper;
import com.ddfplus.util.XMLNode;
/**
* Holds session statistics for a symbol.
*
* The Session object encapsulates the session data for a given quote object.
* This data is what you would expect to see for a live, intraday update, e.g.
* open, high, low, last, etc. However, since there can be multiple sessions in
* a day, the Session object is distinct from the Quote object.
*
*
* Holds
*
* @see com.ddfplus.db.Quote
*/
public class Session implements java.lang.Cloneable, java.io.Serializable {
// Used for Object Serialization
static final long serialVersionUID = 2144658854597154180L;
private static final NumberFormat _numberFormatInstance = NumberFormat.getNumberInstance();
static {
_numberFormatInstance.setGroupingUsed(false);
_numberFormatInstance.setMaximumFractionDigits(2);
_numberFormatInstance.setMinimumFractionDigits(2);
}
protected volatile float _close = 0.0f;
protected volatile float _close2 = 0.0f;
private DDFDate _day = null;
protected volatile float _high = 0.0f;
// protected volatile float _last = 0.0f;
protected volatile float _low = 0.0f;
protected volatile float _open = 0.0f;
protected volatile float _open2 = 0.0f;
protected volatile int _openInterest = 0;
private final Quote _parentQuote;
private volatile float _previous = 0.0f;
protected volatile char _session;
protected volatile float _settlement = 0.0f;
protected volatile long _timestamp = 0L;
protected volatile int _tradeSize = 0;
protected volatile long _tradeTimestamp = 0L;
protected volatile long _volume = 0L;
protected volatile long _numTrades = 0L;
protected volatile double _priceVolume = 0.0;
protected volatile float _vwap = 0.0f;
// Default Constructor
public Session(Quote parent) {
this(parent, null, '\0');
}
public Session(Quote parent, DDFDate day, char sessionCode) {
this._parentQuote = parent;
this._day = day;
this._session = sessionCode;
}
@Override
public Object clone() { // Implements Cloneable
Session s = new Session(_parentQuote, this._day, this._session);
s._close = _close;
s._close2 = _close2;
s._high = _high;
s.lastArray = lastArray.clone();
s._settlement = _settlement;
s._low = _low;
s._open = _open;
s._open2 = _open2;
s._openInterest = _openInterest;
s._previous = _previous;
s._timestamp = _timestamp;
s._tradeSize = _tradeSize;
s._tradeTimestamp = _tradeTimestamp;
s._volume = _volume;
s._numTrades = _numTrades;
s._priceVolume = _priceVolume;
s._vwap = _vwap;
return s;
}
/**
* @return The Closing price for the session. Will return 0 if the session
* is not closed. The getLast() method will also return the closing
* value if the session is closed.
*/
public float getClose() {
return _close;
}
public void setClose(float v) {
this._close = v;
}
/**
* @return The Close2 price for the session. On some pit-traded commodities,
* the exchange reports multiple closing prices, generally the last
* two trades before or at the closing bell.
*/
public float getClose2() {
return _close2;
}
public void setClose2(float v) {
this._close2 = v;
}
/**
* @return long The timestamp of the last update to the data in
* milliseconds.
*/
public long getTimeInMillis() {
return _timestamp;
}
public DDFDate getDay() {
return this._day;
}
/**
* @return char The Day Code
*/
public char getDayCode() {
if (_day == null)
return '\0';
return _day.getDayCode();
}
public void setDayCode(DDFDate day) {
this._day = day;
}
public void setDayCode(char code) {
this._day = DDFDate.fromDayCode(code);
}
/**
* @return The High price.
*/
public float getHigh() {
return _high;
}
/**
* @return The Last price.
*/
public float getLast() {
return lastArray[0];
}
public float getLast(final int index) {
switch (index) {
case 0:
case 1:
case 2:
return lastArray[index];
default:
return 0.0f;
}
}
/**
* Returns the last trade size, or the size associated with the last last.
*
* @return int The trade size
*/
public int getLastSize() {
return _tradeSize;
}
/**
* @return The Low price for the session.
*/
public float getLow() {
return _low;
}
public long getNumberOfTrades() {
return this._numTrades;
}
/**
* @return The Open price for the session.
*/
public float getOpen() {
return _open;
}
/**
* @return The Open2 price for the session. On some pit-traded commodities,
* the exchange reports both the first trade and the second trade as
* open and open2. This only applies to certain pit-traded
* commodities, namely the grains on the CBOT.
*/
public float getOpen2() {
return _open2;
}
public void setOpen2(float v) {
this._open2 = v;
}
/**
* @return The Open Interest
*/
public int getOpenInterest() {
return _openInterest;
}
public void setOpenInterest(int v) {
_openInterest = v;
}
/**
* @return the Previous session's close/settle.
*/
public float getPrevious() {
return _previous;
}
public double getPriceVolume() {
return this._priceVolume;
}
public float getSettlement() {
return this._settlement;
}
public void setSettlement(float f) {
_settlement = f;
}
/**
* Returns the timestamp (in millis) of the last trade.
*
* @return long The timestamp (in millis)
*/
public long getTradeTimestamp() {
return _tradeTimestamp;
}
public void setTradeTimestamp(long ts) {
this._tradeTimestamp = ts;
}
/**
* Returns the Volume Weighted Average Price
*
* @return double The Volume Weighted Average Price
*/
public float getVWAP() {
return this._vwap;
}
/**
* Sets the last price. Used internally.
*/
static final int LAST_LIMIT = 3;
private volatile float[] lastArray = new float[LAST_LIMIT];
public void setLast(final float last) {
lastArray[2] = lastArray[1];
lastArray[1] = lastArray[0];
lastArray[0] = last;
// System.err.println(" LA0=" + lastArray[0] + " LA1=" + lastArray[1]
// + " LA2=" + lastArray[2]);
}
public void setLastSize(int value) {
_tradeSize = value;
}
/**
* @return char The Session Code
*/
public char getSessionCode() {
return _session;
}
public void setSessionCode(char code) {
this._session = code;
}
/**
* @return The cumulative volume for the session.
*/
public long getVolume() {
return _volume;
}
/**
* Deserializes the object from an XMLNode object.
*
* @param node
* The XMLNode containing the serialized
* Session.
*/
public void fromXMLNode(XMLNode node) {
String s;
s = node.getAttribute("timestamp");
if (s != null)
_timestamp = DDFDate.fromDDFString(s).getMillisCST();
s = node.getAttribute("day");
if ((s != null) && (s.length() > 0)) {
try {
_day = DDFDate.fromDayCode(s.charAt(0));
}
catch (Exception e) {
_day = new DDFDate(_timestamp);
}
}
s = node.getAttribute("session");
if ((s != null) && (s.length() > 0))
_session = s.charAt(0);
s = node.getAttribute("timestamp");
if (s != null)
_timestamp = DDFDate.fromDDFString(s).getMillisCST();
s = node.getAttribute("tradetime");
if (s != null)
_tradeTimestamp = DDFDate.fromDDFString(s).getMillisCST();
s = node.getAttribute("open");
if (s != null)
_open = ParserHelper.string2float(s, _parentQuote.getSymbolInfo().getBaseCode());
s = node.getAttribute("open2");
if (s != null)
_open2 = ParserHelper.string2float(s, _parentQuote.getSymbolInfo().getBaseCode());
s = node.getAttribute("high");
if (s != null)
_high = ParserHelper.string2float(s, _parentQuote.getSymbolInfo().getBaseCode());
s = node.getAttribute("low");
if (s != null)
_low = ParserHelper.string2float(s, _parentQuote.getSymbolInfo().getBaseCode());
s = node.getAttribute("last");
if (s != null)
setLast(ParserHelper.string2float(s, _parentQuote.getSymbolInfo().getBaseCode()));
s = node.getAttribute("close");
if (s != null)
_close = ParserHelper.string2float(s, _parentQuote.getSymbolInfo().getBaseCode());
s = node.getAttribute("close2");
if (s != null)
_close2 = ParserHelper.string2float(s, _parentQuote.getSymbolInfo().getBaseCode());
s = node.getAttribute("previous");
if (s != null)
_previous = ParserHelper.string2float(s, _parentQuote.getSymbolInfo().getBaseCode());
s = node.getAttribute("settlement");
if (s != null)
_settlement = ParserHelper.string2float(s, _parentQuote.getSymbolInfo().getBaseCode());
s = node.getAttribute("tradesize");
if (s != null)
_tradeSize = ParserHelper.string2int(s);
s = node.getAttribute("openinterest");
if (s != null)
_openInterest = ParserHelper.string2int(s);
s = node.getAttribute("volume");
if (s != null)
_volume = ParserHelper.string2int(s);
s = node.getAttribute("numtrades");
if (s != null)
_numTrades = ParserHelper.string2int(s);
s = node.getAttribute("pricevolume");
try {
if (s != null)
_priceVolume = Double.parseDouble(s);
} catch (Exception e) {
;
}
s = node.getAttribute("vwap");
try {
if ((s != null) && (s.length() > 0))
this._vwap = ParserHelper.string2float(s, _parentQuote.getSymbolInfo().getBaseCode());
} catch (Exception e) {
;
}
}
public void setHigh(float value) {
_high = value;
}
public void setLow(float value) {
_low = value;
}
public void setNumberOfTrades(long value) {
this._numTrades = value;
}
public void setOpen(float value) {
_open = value;
}
public void setPrevious(float value) {
_previous = value;
}
public void setPriceVolume(double value) {
this._priceVolume = value;
}
public void setTimeInMillis(long value) {
this._timestamp = value;
}
public void setVolume(long value) {
_volume = value;
}
public void setVWAP(float value) {
this._vwap = value;
}
/*
* Serializes the Session into an XMLNode object.
*/
public XMLNode toXMLNode() {
int uc = _parentQuote.getSymbolInfo().getUnitCode();
XMLNode node = new XMLNode("SESSION");
if (_day != null)
node.setAttribute("day", "" + _day.getDayCode());
if (_session != '\0')
node.setAttribute("session", "" + _session);
if (_timestamp > 0) {
DDFDate d = new DDFDate(_timestamp);
node.setAttribute("timestamp", d.toDDFString());
}
if (_open != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("open", Integer.toString(ParserHelper.float2int(uc, _open)));
if (_open2 != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("open2", Integer.toString(ParserHelper.float2int(uc, _open2)));
if (_high != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("high", Integer.toString(ParserHelper.float2int(uc, _high)));
if (_low != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("low", Integer.toString(ParserHelper.float2int(uc, _low)));
float f = getLast();
if (f != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("last", Integer.toString(ParserHelper.float2int(uc, f)));
if (_close != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("close", Integer.toString(ParserHelper.float2int(uc, _close)));
if (_close2 != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("close2", Integer.toString(ParserHelper.float2int(uc, _close2)));
if (_previous != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("previous", Integer.toString(ParserHelper.float2int(uc, _previous)));
if (_settlement != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("settlement", Integer.toString(ParserHelper.float2int(uc, _settlement)));
if (_tradeSize != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("tradesize", "" + _tradeSize);
if (_openInterest != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("openinterest", "" + _openInterest);
if (_volume != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("volume", "" + _volume);
if (_numTrades > 0)
node.setAttribute("numtrades", "" + _numTrades);
if (_priceVolume != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("pricevolume", "" + _numberFormatInstance.format(_priceVolume));
if (_vwap != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("vwap", Integer.toString(ParserHelper.float2int(uc, _vwap)));
if (_tradeTimestamp > 0L) {
DDFDate d = new DDFDate(_tradeTimestamp);
node.setAttribute("tradetime", d.toDDFString());
}
StringBuilder ticks = new StringBuilder();
for (int i = 0; i < lastArray.length - 1; i++) {
if (lastArray[i + 1] == 0.0f)
break;
if (lastArray[i] > lastArray[i + 1])
ticks.append("+");
else if (lastArray[i] < lastArray[i + 1])
ticks.append("-");
else
ticks.append(".");
}
if (ticks.length() > 0)
node.setAttribute("ticks", ticks.toString());
return node;
}
}