@Override
public void update(List<SymbolGapMap> list) {
if (logger.isDebugEnabled()) {
logger.debug(
"iQuotationObserver "
+ list.get(0).getSeccode()
+ " size = "
+ list.size()
+ " "
+ Utils.formatTime(list.get(0).getTime())
+ " -- "
+ Utils.formatTime(list.get(list.size() - 1).getTime()));
}
applyQuotationGap(list);
}
@Override
void startElement(String qName, Attributes attributes) throws SAXException {
elementStack.push(qName);
switch (QNAME.valueOf(qName)) {
case candles:
CandleGraph candleGraph = new CandleGraph();
candleGraph.setPeriod(Integer.valueOf(attributes.getValue("period")));
candleGraph.setStatus(CandleStatus.getFromValue(attributes.getValue("status")));
candleGraph.setBoard(attributes.getValue("board"));
candleGraph.setSeccode(attributes.getValue("seccode"));
objectStack.push(candleGraph);
break;
case candle:
Candle candle = new Candle();
candle.setDate(Utils.parseDate(attributes.getValue("date")));
candle.setOpen(Double.valueOf(attributes.getValue("open")));
candle.setHigh(Double.valueOf(attributes.getValue("high")));
candle.setLow(Double.valueOf(attributes.getValue("low")));
candle.setClose(Double.valueOf(attributes.getValue("close")));
candle.setVolume(Integer.valueOf(attributes.getValue("volume")));
String oi = attributes.getValue("oi");
if (oi != null) {
candle.setOi(Integer.valueOf(oi));
}
objectStack.peek().getCandles().add(candle);
break;
default:
break;
}
}
@Override
protected void setUp() throws Exception {
candle = new Candle();
tick1 =
new TickTrade()
.setQuantity(5)
.setPrice(10.0)
.setTime(Utils.parseDate("01.09.2015 12:15:32.010"));
tick2 =
new TickTrade()
.setQuantity(10)
.setPrice(8.5)
.setTime(Utils.parseDate("01.09.2015 12:16:22.010"));
tick3 =
new TickTrade()
.setQuantity(2)
.setPrice(11.0)
.setTime(Utils.parseDate("01.09.2015 12:16:30.210"));
}
@Test
public void testProcessTick() {
candle.setDate(Utils.parseDate("01.09.2015 12:15:00.000"));
candle.processTick(tick1);
Arrays.asList(
PriceType.OPEN,
PriceType.LOW,
PriceType.HIGH,
PriceType.CLOSE,
PriceType.WEIGHTED_CLOSE)
.forEach(pt -> assertTrue(candle.getPriceValueByType(pt) == tick1.getPrice()));
candle.processTick(tick2);
assertEquals(candle.getPriceValueByType(PriceType.OPEN), tick1.getPrice());
assertEquals(
candle.getPriceValueByType(PriceType.HIGH), Math.max(tick1.getPrice(), tick2.getPrice()));
assertEquals(
candle.getPriceValueByType(PriceType.LOW), Math.min(tick1.getPrice(), tick2.getPrice()));
assertEquals(candle.getPriceValueByType(PriceType.CLOSE), tick2.getPrice());
candle.processTick(tick3);
assertEquals(candle.getPriceValueByType(PriceType.WEIGHTED_CLOSE), 10.375, 0.001); //
assertEquals(
candle.getPriceValueByType(PriceType.VOLUME_WEIGHTED), 9.235294117647058, 0.001); //
}
@Override
public String toString() {
return Utils.toString(this);
}
public void applyQuotationGap(List<SymbolGapMap> quotationGapList) {
synchronized (this) {
if (logger.isDebugEnabled()) {
logger.debug("applyQuotationGap. size = " + quotationGapList.size());
}
for (SymbolGapMap gapMap : quotationGapList) {
@SuppressWarnings("rawtypes")
Class quotationclass = getClass();
for (String attr : gapMap.keySet()) {
Object value = null;
String stringValue = gapMap.get(attr);
if ("point_cost".equals(attr)
|| "open".equals(attr)
|| "waprice".equals(attr)
|| "bid".equals(attr)
|| "offer".equals(attr)
|| "last".equals(attr)
|| "change".equals(attr)
|| "priceminusprevwaprice".equals(attr)
|| "valtoday".equals(attr)
|| "yield".equals(attr)
|| "yieldatwaprice".equals(attr)
|| "marketpricetoday".equals(attr)
|| "highbid".equals(attr)
|| "lowoffer".equals(attr)
|| "high".equals(attr)
|| "low".equals(attr)
|| "closeprice".equals(attr)
|| "closeyield".equals(attr)
|| "buydeposit".equals(attr)
|| "selldeposit".equals(attr)
|| "volatility".equals(attr)
|| "theoreticalprice".equals(attr)) value = Double.valueOf(stringValue);
else if ("accruedintvalue".equals(attr)
|| "biddepth".equals(attr)
|| "numbids".equals(attr)
|| "offerdepth".equals(attr)
|| "offerdeptht".equals(attr)
|| "numoffers".equals(attr)
|| "numtrades".equals(attr)
|| "voltoday".equals(attr)
|| "openpositions".equals(attr)
|| "deltapositions".equals(attr)
|| "quantity".equals(attr)) value = Integer.valueOf(stringValue);
else if ("time".equals(attr) && stringValue != null && !stringValue.isEmpty()) {
if (stringValue.length() > 12) { // определяем дату или время
value = Utils.parseDate(stringValue);
} else {
value = Utils.parseTime(stringValue);
}
} else if ("status".equals(attr)) value = QuotationStatus.valueOf(stringValue);
else if ("tradingstatus".equals(attr)) {
switch (stringValue.toCharArray()[0]) {
case '0':
case '1':
case '2':
case '3':
case '4':
stringValue = "_" + stringValue;
}
value = TradingStatus.valueOf(stringValue);
} else continue;
try {
Field f = quotationclass.getDeclaredField(attr);
if (!f.isAccessible()) {
f.setAccessible(true);
}
f.set(this, value);
} catch (Exception e) {
e.printStackTrace();
return;
}
}
}
}
if (quotationGapList.size() > 0 && quotationProcessingContext != null) {
quotationProcessingContext.onQuotationsChange(new TQSymbol(board, seccode), this);
}
}