persistable srecord noeq PriceDigitizer(PriceCells cells) {
  double lastPrice = Double.NaN;
  gettable double lastDigitizedPrice = Double.NaN;
  settable double lastCellLimitTouched = Double.NaN;
  settable bool verbose;
  
  void init(double price) {
    lastDigitizedPrice = lastCellLimitTouched = lastPrice = price;
  }

  // returns new digitized price
  double digitize(double price) {
    if (verbose) printVars("digitize", +lastPrice, +price);
    lastDigitizedPrice = lastCellLimitTouched;
    
    if (!isNaN(lastPrice)) {
      if (price > lastPrice) {
        double limit = cells.nextCellLimit(lastPrice);
        if (verbose) print("PriceDigitizer limit: " + limit);
        if (price >= limit) {
          // Go up one cell
          lastCellLimitTouched = limit;
          
          // Go up more cells?
          while (price >= (limit = cells.nextCellLimit(lastCellLimitTouched)))
            lastCellLimitTouched = limit;
      } else if (price < lastPrice) {
        double limit = cells.previousCellLimit(lastPrice);
        if (verbose) print("PriceDigitizer limit: " + limit);
        if (price <= limit) {
          lastCellLimitTouched = limit;
          
          // Go down more cells?
          while (price <= (limit = cells.previousCellLimit(lastCellLimitTouched)))
            lastCellLimitTouched = limit;
        }
      }
    }
    
    lastPrice = price;
    ret lastCellLimitTouched;
  }
  
  // digitize price without looking at history
  double digitizeIndividually(double price) {
    double price2 = cells.nextCellLimit(price);
    double price1 = cells.previousCellLimit(price2);
    ret absdiff(price, price1) < absdiff(price, price2)
      ? price1 : price2;
  }
  
  double digitizedPrice() { ret lastCellLimitTouched; }
}