TickerPriceStatistics.java

package org.drip.param.quote;

/*
 * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
 */

/*!
 * Copyright (C) 2020 Lakshmi Krishnamurthy
 * Copyright (C) 2019 Lakshmi Krishnamurthy
 * 
 *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
 *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
 *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
 *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
 *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
 *      and computational support.
 *  
 *      https://lakshmidrip.github.io/DROP/
 *  
 *  DROP is composed of three modules:
 *  
 *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
 *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
 *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
 * 
 *  DROP Product Core implements libraries for the following:
 *  - Fixed Income Analytics
 *  - Loan Analytics
 *  - Transaction Cost Analytics
 * 
 *  DROP Portfolio Core implements libraries for the following:
 *  - Asset Allocation Analytics
 *  - Asset Liability Management Analytics
 *  - Capital Estimation Analytics
 *  - Exposure Analytics
 *  - Margin Analytics
 *  - XVA Analytics
 * 
 *  DROP Computational Core implements libraries for the following:
 *  - Algorithm Support
 *  - Computation Support
 *  - Function Analysis
 *  - Model Validation
 *  - Numerical Analysis
 *  - Numerical Optimizer
 *  - Spline Builder
 *  - Statistical Learning
 * 
 *  Documentation for DROP is Spread Over:
 * 
 *  - Main                     => https://lakshmidrip.github.io/DROP/
 *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
 *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
 *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
 *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
 *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
 *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
 *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
 *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
 *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
 *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
 * 
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *      you may not use this file except in compliance with the License.
 *   
 *  You may obtain a copy of the License at
 *      http://www.apache.org/licenses/LICENSE-2.0
 *  
 *  Unless required by applicable law or agreed to in writing, software
 *      distributed under the License is distributed on an "AS IS" BASIS,
 *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  
 *  See the License for the specific language governing permissions and
 *      limitations under the License.
 */

/**
 * <i>TickerPriceStatistics</i> maintains the Running "Thin" Price Statistics for a Single Ticker.
 *
 *  <br><br>
 *  <ul>
 *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
 *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
 *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/param/README.md">Product Cash Flow, Valuation, Market, Pricing, and Quoting Parameters</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/param/quote/README.md">Multi-sided Multi-Measure Ticks Quotes</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class TickerPriceStatistics
{
    private int _count = 0;
    private double _maximum = java.lang.Double.NaN;
    private double _minimum = java.lang.Double.NaN;
    private double _aggregate = java.lang.Double.NaN;

    /**
     * TickerPriceStatistics Constructor
     * 
     * @param price The Instance Price
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public TickerPriceStatistics (
        final double price)
        throws java.lang.Exception
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (price) || 0. >= price)
        {
            throw new java.lang.Exception ("TickerPriceStatistics Constructor => Invalid Inputs");
        }

        _count = 1;
        _minimum = price;
        _maximum = price;
        _aggregate = price;
    }

    /**
     * Retrieve the Ticker Instance Count
     * 
     * @return The Ticker Instance Count
     */

    public int count()
    {
        return _count;
    }

    /**
     * Retrieve the Minimum Ticker Price
     * 
     * @return The Minimum Ticker Price
     */

    public double minimum()
    {
        return _minimum;
    }

    /**
     * Retrieve the Maximum Ticker Price
     * 
     * @return The Maximum Ticker Price
     */

    public double maximum()
    {
        return _maximum;
    }

    /**
     * Retrieve the Aggregate Ticker Price
     * 
     * @return The Aggregate Ticker Price
     */

    public double aggregate()
    {
        return _aggregate;
    }

    /**
     * Retrieve the Average Ticker Price
     * 
     * @return The Average Ticker Price
     */

    public double average()
    {
        return _aggregate / _count;
    }

    /**
     * Add a Single Price Instance
     * 
     * @param price The Instance Price
     * 
     * @return TRUE - The Price Instance successfully added
     */

    public boolean addInstance (
        final double price)
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (price) || 0. >= price)
        {
            return false;
        }

        ++_count;
        _aggregate += price;

        if (_minimum > price)
        {
            _minimum = price;
        }
        else if (_maximum < price)
        {
            _maximum = price;
        }

        return true;
    }

    @Override public java.lang.String toString()
    {
        return "" + _maximum + " " + _minimum + " " + average();
    }
}