package com.activequant.backtesting;
import com.activequant.domainmodel.TimeStamp;
import com.activequant.tools.streaming.BBOEvent;
import com.activequant.tools.streaming.MarketDataEvent;
import com.activequant.tools.streaming.StreamEventIterator;
public class RandomMarketDataIterator extends StreamEventIterator<MarketDataEvent> {
// time in nanoseconds.
private long endTime, currentTime;
private final long step;
private String tradId, mdId;
public RandomMarketDataIterator(String tradId, String mdiId, TimeStamp startTime, TimeStamp endTime,
long stepWidthInNanoS) {
step = stepWidthInNanoS;
this.currentTime = startTime.getNanoseconds() - step;
this.endTime = endTime.getNanoseconds();
this.mdId = mdiId;
this.tradId = tradId;
}
@Override
public boolean hasNext() {
return currentTime < endTime;
}
@Override
public MarketDataEvent next() {
currentTime = currentTime + step;
BBOEvent bbo = new BBOEvent(mdId, tradId, new TimeStamp(currentTime),
Math.random(), Math.random(), Math.random(), Math.random());
//
return bbo;
}
}