// Extract all quotes from the quote bundle which cause the given
// expression to equate to true. If there is no expression (string is null or
// empty) then extract all the quotes.
private List extractQuotesUsingRule(String filterExpression, EODQuoteBundle quoteBundle) {
// If there is no rule, then just return all quotes
if (filterExpression == null || filterExpression.length() == 0)
return extractAllQuotes(quoteBundle);
// First parse the expression
Expression expression = null;
try {
expression = Parser.parse(filterExpressionString);
} catch (ExpressionException e) {
// We should have already checked the string for errors before here
assert false;
}
// Add symbols to list when expression proves true
ArrayList quotes = new ArrayList();
Iterator iterator = quoteBundle.iterator();
TradingDate lastDate = quoteBundle.getLastDate();
try {
// Traverse all symbols on all dates
while (iterator.hasNext()) {
Quote quote = (Quote) iterator.next();
Symbol symbol = quote.getSymbol();
TradingDate date = quote.getDate();
int dateOffset = 0;
try {
dateOffset = quoteBundle.dateToOffset(date);
} catch (WeekendDateException e) {
assert false;
}
if (!singleDate || (lastDate.equals(quote.getDate()))) {
if (expression.evaluate(new Variables(), quoteBundle, symbol, dateOffset)
>= Expression.TRUE_LEVEL) quotes.add(quote);
}
}
return quotes;
} catch (EvaluationException e) {
// Tell user expression didnt evaluate properly
JOptionPane.showInternalMessageDialog(
DesktopManager.getDesktop(),
e.getReason() + ": " + expression.toString(),
Locale.getString("ERROR_EVALUATION_EQUATION"),
JOptionPane.ERROR_MESSAGE);
// delete erroneous expression
expression = null;
// If the expression didn't evaluate then just return all the quotes
return extractAllQuotes(quoteBundle);
}
}
// This function extracts all quotes from the quote bundle and returns
// them as a list of Quotes.
private List extractAllQuotes(EODQuoteBundle quoteBundle) {
List quotes = new ArrayList();
Iterator iterator = quoteBundle.iterator();
TradingDate lastDate = quoteBundle.getLastDate();
// Traverse all symbols on all dates
while (iterator.hasNext()) {
Quote quote = (Quote) iterator.next();
if (!singleDate || (lastDate.equals(quote.getDate()))) quotes.add(quote);
}
return quotes;
}
/**
* Creates two objects to improve performance of getValue(). The first object contains an array of
* values so that the getValue() function can return values based on an index, rather than using
* date calculations to extract the date from the Graphable. The second object contains a mapping
* which maps the current date to an offset in the newly created array.
*/
private void initialise() {
dateOffsets = new HashMap();
values = new ArrayList();
TradingDate endDate = (TradingDate) graphable.getEndX();
int offset = 0;
for (TradingDate date = (TradingDate) graphable.getStartX();
!date.after(endDate);
date = date.next(1)) {
values.add(graphable.getY(date));
dateOffsets.put(date, new Integer(offset++));
}
}
public double evaluate(Variables variables, QuoteBundle quoteBundle, Symbol symbol, int day) {
TradingDate date = quoteBundle.offsetToDate(day);
return date.getDay();
}