Class SymbolAnalysisProbabilityService

java.lang.Object

com.bluebell.greenhouse.radicle.services.symbol.analysis.SymbolAnalysisProbabilityService

@Service
@Transactional(readOnly=true)
public class SymbolAnalysisProbabilityService
extends Object

Computes forward move and sigma occurrence profiles for symbol analysis.

Version:

2.0.6

Author:

Stephen Prizio

Constructor Summary

Constructors

Constructor	Description
SymbolAnalysisProbabilityService()

Method Summary

Modifier and Type	Method	Description
SymbolAnalysisMoveProfile	buildMoveProfile(List<MarketPrice> marketPrices, List<Integer> forwardHorizons, List<Double> sigmaThresholds)	Builds the move profile for the given market prices.

Methods inherited from class Object

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

Constructor Details

SymbolAnalysisProbabilityService

public SymbolAnalysisProbabilityService()

Method Details

buildMoveProfile

public SymbolAnalysisMoveProfile buildMoveProfile(List<MarketPrice> marketPrices,
 List<Integer> forwardHorizons,
 List<Double> sigmaThresholds)

Builds the move profile for the given market prices.

Parameters:

marketPrices - List of MarketPrice

forwardHorizons - optional forward horizons

sigmaThresholds - optional sigma thresholds

Returns:

SymbolAnalysisMoveProfile