com.strategyquant.lib.correlation

Class CorrelationLib

java.lang.Object

com.strategyquant.lib.correlation.CorrelationLib

public class CorrelationLib
extends java.lang.Object

The Class CorrelationLib.

Field Summary

Fields

Modifier and Type	Field and Description
static org.slf4j.Logger	Log The Constant Log.

Constructor Summary

Constructors

Constructor and Description
CorrelationLib()

Method Summary

Modifier and Type	Method and Description
static TimePeriods	computePeriods(int correlationPeriod, long from, long to) Compute periods.
static long	getCorrectPeriod(long ms, int period) Gets the correct period.
static TimePeriod	getPeriod(SQOrderList orderList1, SQOrderList orderList2) Gets the period.
static java.util.HashMap<java.lang.Long,TimePeriod>	getPeriodsAsHashMap(TimePeriods timePeriods, int period) Gets the periods as hash map.
static java.lang.String	printPeriod(long time, int correlationPeriod) Prints the period.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

Log

public static final org.slf4j.Logger Log

The Constant Log.

Constructor Detail

CorrelationLib

public CorrelationLib()

Method Detail

getPeriod

public static TimePeriod getPeriod(SQOrderList orderList1,
                                   SQOrderList orderList2)

Gets the period.

Parameters:

orderList1 - the order list1

orderList2 - the order list2

Returns:

the period

computePeriods

public static TimePeriods computePeriods(int correlationPeriod,
                                         long from,
                                         long to)

Compute periods.

Parameters:

correlationPeriod - the correlation period

from - the from

to - the to

Returns:

the time periods

printPeriod

public static java.lang.String printPeriod(long time,
                                           int correlationPeriod)

Prints the period.

Parameters:

time - the time

correlationPeriod - the correlation period

Returns:

the string

getCorrectPeriod

public static long getCorrectPeriod(long ms,
                                    int period)

Gets the correct period.

Parameters:

ms - the ms

period - the period

Returns:

the correct period

getPeriodsAsHashMap

public static java.util.HashMap<java.lang.Long,TimePeriod> getPeriodsAsHashMap(TimePeriods timePeriods,
                                                                               int period)

Gets the periods as hash map.

Parameters:

timePeriods - the time periods

period - the period

Returns:

the periods as hash map