TickerPriceStatisticsRun.java
- package org.drip.sample.algo;
- import java.util.Scanner;
- import org.drip.param.quote.TickerPriceStatisticsContainer;
- import org.drip.service.env.EnvManager;
- /*
- * -*- 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>TickerPriceStatisticsRun</i> demonstrates the Console based Online Ticker Price Statistics Generation.
- *
- * <br><br>
- * <ul>
- * <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
- * <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/StatisticalLearningLibrary.md">Statistical Learning Library</a></li>
- * <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/README.md">DROP API Construction and Usage</a></li>
- * <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/algo/README.md">C<sup>x</sup> R<sup>x</sup> In-Place Manipulation</a></li>
- * </ul>
- * <br><br>
- *
- * @author Lakshmi Krishnamurthy
- */
- public class TickerPriceStatisticsRun
- {
- public static final void main (
- final String[] argumentArray)
- throws Exception
- {
- EnvManager.InitEnv ("");
- TickerPriceStatisticsContainer tickerPriceStatisticsContainer = new TickerPriceStatisticsContainer();
- @SuppressWarnings ("resource") Scanner scanner = new Scanner (System.in);
- boolean quit = false;
- while (!quit)
- {
- String line = scanner.nextLine();
- if (line.equalsIgnoreCase ("exit") || line.equalsIgnoreCase("quit"))
- {
- quit = true;
- }
- else
- {
- String[] tickerQuote = line.split (" ");
- if (null == tickerQuote || 2 != tickerQuote.length)
- {
- System.out.println ("Bad {TICKER} {PRICE}");
- }
- else
- {
- double price = Double.NaN;
- String ticker = tickerQuote[0];
- if (null == ticker || ticker.isEmpty())
- {
- System.out.println ("Cannot Parse Ticker in " + ticker);
- }
- else
- {
- try
- {
- price = Double.parseDouble (tickerQuote[1]);
- }
- catch (Exception e)
- {
- System.out.println ("Cannot Parse Price in " + line);
- continue;
- }
- if (!tickerPriceStatisticsContainer.addInstance (ticker.toUpperCase(), price))
- {
- System.out.println ("Cannot Process " + line);
- }
- else
- {
- System.out.println (tickerPriceStatisticsContainer);
- }
- }
- }
- }
- }
- EnvManager.TerminateEnv();
- }
- }