Class MarketPriceConstants

java.lang.Object
com.bluebell.greenhouse.platform.constants.market.price.MarketPriceConstants
public final class MarketPriceConstants extends Object
Constants for use with MarketPrices.
Version:
2.0.3
Author:
Stephen Prizio

  • Field Details

    • POSITION_MARKET_PRICE_FALLBACK_INTERVALS

      public static final List<MarketTimeInterval> POSITION_MARKET_PRICE_FALLBACK_INTERVALS
      Intervals, ordered finest to coarsest, tried when resolving the best available data for a Position.

    • CHART_INTERVALS

      public static final List<MarketTimeInterval> CHART_INTERVALS
      Candidate chart intervals, ordered finest to coarsest, used when selecting the resolution that best fits a Position's duration.

    • CHART_TARGET_MAX_BARS

      public static final long CHART_TARGET_MAX_BARS
      Upper bound on the number of bars a chart interval should produce over a position's duration.
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    • CHART_MIN_BARS

      public static final int CHART_MIN_BARS
      Minimum number of bars a position chart should contain, achieved by widening the window.
      See Also:

    • CHART_CONTEXT_BARS_PER_SIDE

      public static final int CHART_CONTEXT_BARS_PER_SIDE
      Minimum number of bars that should appear before and after a charted position.
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    • CHART_MAX_WINDOW_EXPANSIONS

      public static final int CHART_MAX_WINDOW_EXPANSIONS
      Maximum number of times the chart window is widened while chasing the minimum bar count.
      See Also: