Java Filter Examples

Example #1

File: Market.java Project: CarrKnight/MacroIIDiscrete

  /** Resets "today volume" and sets yesterday volume and last price */
  public void collectDayStatistics() {
    averagePrice.addObservation(lastPrice);

    yesterdayLastPrice = lastPrice;
    yesterdaySumOfClosingPrices = todaySumOfClosingPrices;
    yesterdayVolume = todayVolume;
    todayVolume = 0;
    todaySumOfClosingPrices = 0;
  }

Example #2

File: Market.java Project: CarrKnight/MacroIIDiscrete

 public float getLastDaysAveragePrice() {
   return averagePrice.getSmoothedObservation();
 }