com.illumon.modelfarm.fitterfarm.futures

Class FuturesPrioritizer<DATATYPE extends FuturesFitData>

java.lang.Object

com.illumon.modelfarm.fitterfarm.futures.FuturesPrioritizer<DATATYPE>

Type Parameters:

DATATYPE - data type

All Implemented Interfaces:

ExecPrioritizer<FitScope,DATATYPE,FuturesFitDataManager<DATATYPE>>

public class FuturesPrioritizer<DATATYPE extends FuturesFitData>
extends Object
implements ExecPrioritizer<FitScope,DATATYPE,FuturesFitDataManager<DATATYPE>>

A utility for prioritizing the processing of new data to fit. Underlying changes above a threshold are escalated to a high priority.

Constructor Summary

Constructors

Constructor and Description
FuturesPrioritizer(double highPriorityUnderlyingChange) Creates a new prioritizer for futures.

Method Summary

Modifier and Type	Method and Description
void	execHappened(FuturesFitData data) A new execution happened using this row data.
int	priority(FuturesFitDataManager dataManager, long index) Compute the priority for processing the data at the indicated table index.

Methods inherited from class java.lang.Object

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

Constructor Detail

FuturesPrioritizer

public FuturesPrioritizer(double highPriorityUnderlyingChange)

Creates a new prioritizer for futures.

Parameters:

highPriorityUnderlyingChange - underlying relative price changes greater than this threashold are refit with a high priority. For example, 0.02 for 2%.

Method Detail

priority

public int priority(FuturesFitDataManager dataManager,
                    long index)

Description copied from interface: ExecPrioritizer

Compute the priority for processing the data at the indicated table index.

Specified by:

priority in interface ExecPrioritizer<FitScope,DATATYPE extends FuturesFitData,FuturesFitDataManager<DATATYPE extends FuturesFitData>>

Parameters:

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.

Returns:

priority of processing the data at the indicated index. Higher numbers are higher priority.

execHappened

public void execHappened(FuturesFitData data)

Description copied from interface: ExecPrioritizer

A new execution happened using this row data.

Specified by:

execHappened in interface ExecPrioritizer<FitScope,DATATYPE extends FuturesFitData,FuturesFitDataManager<DATATYPE extends FuturesFitData>>

Parameters:

data - data used in the execution.