Class QVMData.ScanHelper

java.lang.Object
com.polytechnik.trading.QVMData.ScanHelper
Enclosing class:
QVMData

static class QVMData.ScanHelper extends Object
  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    (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
     
  • Constructor Summary

    Constructors
    Constructor
    Description
    ScanHelper(com.polytechnik.realtimebook.Trade b, int ind_b, com.polytechnik.realtimebook.Trade be, int ind_be, boolean flag_edge_reached)
     
  • Method Summary

    Modifier and Type
    Method
    Description
    (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)
     

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Field Details

    • 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
  • Constructor Details

    • ScanHelper

      ScanHelper(com.polytechnik.realtimebook.Trade b, int ind_b, com.polytechnik.realtimebook.Trade be, int ind_be, boolean flag_edge_reached)
  • Method Details

    • 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)