public class FuturesPrioritizer<T extends FuturesFitData> extends Object implements ExecPrioritizer<T,FuturesFitDataManager<T>>
| Constructor and Description |
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FuturesPrioritizer(double highPriorityUnderlyingChange)
Creates a new prioritizer for futures.
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| Modifier and Type | Method and Description |
|---|---|
void |
execHappened(FuturesFitData data)
A new execution happened using this row data.
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int |
priority(FuturesFitDataManager dataManager,
long index)
Compute the priority for processing the data at the indicated table index.
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public FuturesPrioritizer(double highPriorityUnderlyingChange)
highPriorityUnderlyingChange - underlying relative price changes greater than this threashold are refit with a high priority. For example, 0.02 for 2%.public int priority(FuturesFitDataManager dataManager, long index)
ExecPrioritizerpriority in interface ExecPrioritizer<T extends FuturesFitData,FuturesFitDataManager<T extends FuturesFitData>>
dataManager - interface for accessing and querying data contained in rows of a dynamic table.index - index of the data in the fit data manager source table.public void execHappened(FuturesFitData data)
ExecPrioritizerexecHappened in interface ExecPrioritizer<T extends FuturesFitData,FuturesFitDataManager<T extends FuturesFitData>>
data - data used in the execution.