ch.algotrader.util

Class BarAggregationUtil

java.lang.Object

ch.algotrader.util.BarAggregationUtil

public class BarAggregationUtil
extends java.lang.Object

Used in Tick-to-Bar aggregation

Constructor Summary

Constructors

Constructor and Description
BarAggregationUtil()

Method Summary

Modifier and Type	Method and Description
static BarVO	createBar(java.time.ZonedDateTime dateTime, java.lang.String adapterType, long securityId, Duration barSize, java.math.BigDecimal openIn, java.math.BigDecimal highIn, java.math.BigDecimal lowIn, java.math.BigDecimal closeIn, java.math.BigDecimal volIn, java.lang.Double vwapIn, int type)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BarAggregationUtil

public BarAggregationUtil()

Method Detail

createBar

public static BarVO createBar(java.time.ZonedDateTime dateTime,
                              java.lang.String adapterType,
                              long securityId,
                              Duration barSize,
                              java.math.BigDecimal openIn,
                              java.math.BigDecimal highIn,
                              java.math.BigDecimal lowIn,
                              java.math.BigDecimal closeIn,
                              java.math.BigDecimal volIn,
                              java.lang.Double vwapIn,
                              int type)