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persistable srecord noeq PriceDigitizer2(PriceCells cells) { settable int cellNumber = Int.MIN_VALUE; settable int lastCellNumber = Int.MIN_VALUE; settable bool verbose; settable new UpDownSequence upDownSequence; // returns new digitized price double digitize(double price) { double cn = cells.toCellNumber(price); if (cellNumber == Int.MIN_VALUE) { cellNumber = lastCellNumber = iround(cn); } else { lastCellNumber = cellNumber; cellNumber = iroundTowardsWithOutwardEpsilon(cn, cellNumber, epsilon()); // TODO: assuming there are only 1-steps if (cellNumber > lastCellNumber) upDownSequence?.addUp(); else if (cellNumber < lastCellNumber) upDownSequence?.addDown(); } ret digitizedPrice(); } double epsilon() { ret 1e-4; } double digitizedPrice() { ret cells.fromCellNumber(cellNumber); } double lastDigitizedPrice() { ret cells.fromCellNumber(lastCellNumber); } // digitize price without looking at history double digitizeIndividually(double price) { double cn = cells.toCellNumber(price); ret cells.fromCellNumber(round(cn)); } PriceCells priceCells() { ret cells; } // brave void swapPriceCells(PriceCells newPriceCells) { cells = newPriceCells; } }
Began life as a copy of #1036208
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Snippet ID: | #1036227 |
Snippet name: | PriceDigitizer2 |
Eternal ID of this version: | #1036227/12 |
Text MD5: | 5292a0a88a6e5bdae1d0e43ed5769ed3 |
Transpilation MD5: | 6556963eac8366b30e188fbc7225379a |
Author: | stefan |
Category: | javax / trading |
Type: | JavaX fragment (include) |
Public (visible to everyone): | Yes |
Archived (hidden from active list): | No |
Created/modified: | 2022-11-21 10:36:25 |
Source code size: | 1338 bytes / 42 lines |
Pitched / IR pitched: | No / No |
Views / Downloads: | 156 / 258 |
Version history: | 11 change(s) |
Referenced in: | [show references] |