IntervalPrice Class Reference

interval price More...

#include <prices.hpp>

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Public Types
enum	Type { Open , Close , High , Low }

Public Member Functions
	IntervalPrice ()
	IntervalPrice (Real open, Real close, Real high, Real low)
Inspectors
Real	open () const
Real	close () const
Real	high () const
Real	low () const
Real	value (IntervalPrice::Type) const
Modifiers
void	setValue (Real value, IntervalPrice::Type)
void	setValues (Real open, Real close, Real high, Real low)

Helper functions
Real	open_
Real	close_
Real	high_
Real	low_
static TimeSeries< IntervalPrice >	makeSeries (const std::vector< Date > &d, const std::vector< Real > &open, const std::vector< Real > &close, const std::vector< Real > &high, const std::vector< Real > &low)
static std::vector< Real >	extractValues (const TimeSeries< IntervalPrice > &, IntervalPrice::Type)
static TimeSeries< Real >	extractComponent (const TimeSeries< IntervalPrice > &, IntervalPrice::Type)

Detailed Description

interval price

Tests:

Inspectors, Modifiers, and Helper functions are tested.

Definition at line 66 of file prices.hpp.

Member Enumeration Documentation

Type

enum Type

Enumerator
Open
Close
High
Low

Definition at line 68 of file prices.hpp.

Constructor & Destructor Documentation

IntervalPrice() [1/2]

IntervalPrice

(

)

Definition at line 57 of file prices.cpp.

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IntervalPrice() [2/2]

IntervalPrice	(	Real	open,
		Real	close,
		Real	high,
		Real	low
	)

Definition at line 61 of file prices.cpp.

Member Function Documentation

open()

Real open

(

)

const

Definition at line 75 of file prices.hpp.

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close()

Real close

(

)

const

Definition at line 76 of file prices.hpp.

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high()

Real high

(

)

const

Definition at line 77 of file prices.hpp.

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low()

Real low

(

)

const

Definition at line 78 of file prices.hpp.

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value()

Real value

(

IntervalPrice::Type

t

)

const

Definition at line 64 of file prices.cpp.

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setValue()

void setValue	(	Real	value,
		IntervalPrice::Type	t
	)

Definition at line 79 of file prices.cpp.

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setValues()

void setValues	(	Real	open,
		Real	close,
		Real	high,
		Real	low
	)

Definition at line 99 of file prices.cpp.

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makeSeries()

TimeSeries< IntervalPrice > makeSeries ( const std::vector< Date > &  d, const std::vector< Real > &  open, const std::vector< Real > &  close, const std::vector< Real > &  high, const std::vector< Real > &  low  )

static

Definition at line 104 of file prices.cpp.

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extractValues()

std::vector< Real > extractValues ( const TimeSeries< IntervalPrice > &  ts, IntervalPrice::Type  t  )

static

Definition at line 132 of file prices.cpp.

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extractComponent()

TimeSeries< Real > extractComponent ( const TimeSeries< IntervalPrice > &  ts, IntervalPrice::Type  t  )

static

Definition at line 143 of file prices.cpp.

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Member Data Documentation

open_

Real open_

private

Definition at line 104 of file prices.hpp.

close_

Real close_

private

Definition at line 104 of file prices.hpp.

high_

Real high_

private

Definition at line 104 of file prices.hpp.

low_

Real low_

private

Definition at line 104 of file prices.hpp.