Examples of com.quantcomponents.core.calendar.ITradingSchedule

Package com.quantcomponents.core.calendar

Examples of com.quantcomponents.core.calendar.ITradingSchedule

com.quantcomponents.core.calendar.ITradingSchedule
Provides a measure of time in terms of trading hours. Implementors of this interface can be used to calculate the number of trading time seconds between two any dates, and to find the previous and following instant of trading time when the input is not trading time.

    this.ignoreLastPeriod = ignoreLastPeriod;
    if (ignoreLastPeriod) {
      shortAveragePeriods++;
      longAveragePeriods++;
    }
    ITradingSchedule tradingSchedule = new CalendarTradingSchedule(tradingCalendar);
    shortAveragingTail = new TimeSeriesTail<IOHLCPoint>(tradingSchedule, shortAveragePeriods);
    longAveragingTail = new TimeSeriesTail<IOHLCPoint>(tradingSchedule, longAveragePeriods);
  }

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Related Classes of com.quantcomponents.core.calendar.ITradingSchedule

com.quantcomponents.algo.ta.AverageCrossingTradingAgent

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