Package com.polytechnik.trading
Class QVMData.ScanHelper
java.lang.Object
com.polytechnik.trading.QVMData.ScanHelper
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Field Summary
FieldsModifier and TypeFieldDescription(package private) final com.polytechnik.realtimebook.Trade
(package private) final com.polytechnik.realtimebook.Trade
(package private) final boolean
(package private) final int
(package private) final int
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Constructor Summary
ConstructorsConstructorDescriptionScanHelper
(com.polytechnik.realtimebook.Trade b, int ind_b, com.polytechnik.realtimebook.Trade be, int ind_be, boolean flag_edge_reached) -
Method Summary
Modifier and TypeMethodDescription(package private) static QVMData.ScanHelper
findTradeScanBackDifferentPrice
(int istart, com.polytechnik.realtimebook.Trade[] tb, com.polytechnik.realtimebook.Trade bref, com.polytechnik.realtimebook.Trade dp_diff_last_ref) Scan back to find the trade of different price.(package private) static boolean
isPriceNotTheSame
(double p1, double p2)
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Field Details
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b
final com.polytechnik.realtimebook.Trade b -
be
final com.polytechnik.realtimebook.Trade be -
ind_b
final int ind_b -
ind_be
final int ind_be -
flag_edge_reached
final boolean flag_edge_reached
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Constructor Details
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ScanHelper
ScanHelper(com.polytechnik.realtimebook.Trade b, int ind_b, com.polytechnik.realtimebook.Trade be, int ind_be, boolean flag_edge_reached)
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Method Details
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findTradeScanBackDifferentPrice
static QVMData.ScanHelper findTradeScanBackDifferentPrice(int istart, com.polytechnik.realtimebook.Trade[] tb, com.polytechnik.realtimebook.Trade bref, com.polytechnik.realtimebook.Trade dp_diff_last_ref) Scan back to find the trade of different price. Keep for unit tests, the concept of scanning price-different ticks is not working and is conceptually wrong. -
isPriceNotTheSame
static boolean isPriceNotTheSame(double p1, double p2)
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