TickerPriceStatisticsContainer.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>TickerPriceStatisticsContainer</i> maintains the Running "Thin" Price Statistics for all Tickers.
*
* <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 TickerPriceStatisticsContainer
{
private java.util.Map<java.lang.String, org.drip.param.quote.TickerPriceStatistics>
_tickerPriceStatisticsMap = new
java.util.TreeMap<java.lang.String, org.drip.param.quote.TickerPriceStatistics>();
/**
* Empty TickerPriceStatisticsContainer
*/
public TickerPriceStatisticsContainer()
{
}
/**
* Retrieve the Ticker Price Statistics Map
*
* @return The Ticker Price Statistics Map
*/
public java.util.Map<java.lang.String, org.drip.param.quote.TickerPriceStatistics>
tickerPriceStatisticsMap()
{
return _tickerPriceStatisticsMap;
}
/**
* Add an Instance of the Ticker/Price
*
* @param ticker Ticker
* @param price Price
*
* @return TRUE - The Ticker/Price Instance successfully added
*/
public boolean addInstance (
final java.lang.String ticker,
final double price)
{
if (null == ticker || ticker.isEmpty())
{
return false;
}
if (_tickerPriceStatisticsMap.containsKey (ticker))
{
return _tickerPriceStatisticsMap.get (ticker).addInstance (price);
}
try
{
_tickerPriceStatisticsMap.put (
ticker,
new org.drip.param.quote.TickerPriceStatistics (price)
);
return true;
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return false;
}
@Override public java.lang.String toString()
{
java.lang.StringBuilder stringBuilder = new java.lang.StringBuilder();
for (java.util.Map.Entry<java.lang.String, org.drip.param.quote.TickerPriceStatistics>
tickerPriceStatisticsEntry : _tickerPriceStatisticsMap.entrySet())
{
stringBuilder.append (tickerPriceStatisticsEntry.getKey() + " " +
tickerPriceStatisticsEntry.getValue() + "\n");
}
return stringBuilder.toString();
}
}