Class AbstractKlineStrategy

java.lang.Object

com.wualabs.qtsurfer.engine.core.AbstractNameable

com.wualabs.qtsurfer.engine.strategy.AbstractStrategy

com.wualabs.qtsurfer.engine.strategy.AbstractSubscriptionStrategy<Kline>

com.wualabs.qtsurfer.engine.strategy.AbstractKlineStrategy

All Implemented Interfaces:

Nameable, Named, Unsubscribable, KlineStrategy, Strategy, SubscriptionStrategy<Kline>

public abstract class AbstractKlineStrategy
extends AbstractSubscriptionStrategy<Kline>
implements KlineStrategy

Base implementation of KlineStrategy. Mirrors AbstractTickerStrategy except for the subscription source: instead of subscribing to live tickers it subscribes to klines for KlineStrategy.getInterval() and feeds each Kline natively into the indicator chain via InstrumentMapKlineSourceRTIndicator (no Ticker bridge). Only OHLCV-based indicators are supported on this path — see InstrumentMapKlineSourceRTIndicator.

Field Summary

Fields inherited from class AbstractStrategy

CONFIG_INPUT_CURRENCY, CONFIG_OUTPUT_CURRENCY, inputCurrency, outputCurrency, stats

Constructor Summary

Constructors

Constructor	Description
AbstractKlineStrategy()

Method Summary

Modifier and Type	Method	Description
boolean	accept(@NonNull Kline kline)
boolean	acceptInstrument(@NonNull Instrument instrument)
protected InstrumentGroupRTIndicator	createInstrumentGroupRTIndicator(Instrument instrument)
MarketDataSource	getMarketDataSource()
void	init(@NonNull com.wualabs.qtsurfer.engine.exchange.ExchangeSupport exchangeSupport)
protected void	setupIndicators(InstrumentGroupRTIndicator indicators)
protected io.reactivex.rxjava3.core.BackpressureStrategy	sourceBackpressure()	Closed klines are discrete facts that must not be conflated away — and the feed's low frequency makes buffering safe (unlike high-frequency tickers, which default to LATEST).
void	update(@NonNull Kline kline)

Methods inherited from class AbstractSubscriptionStrategy

clearIndicators, createBuySignal, createInfoStrategySignal, createSellSignal, emitBuy, emitInfo, emitSell, emitSignal, emitYield, fillSignal, getInstrumentIndicatorGroup, getLastEventTimestamp, getMarketDataSourceName, getNotices, getRTIndicator, getStateStore, getStateStoreForResult, getUpdatedSignal, getUpdateErrorCount, isEnableIndicatorsSignals, isSourceFailed, overrideTimestamp, reset, setEnableIndicatorsSignals, setIndicatorBankSession, setLastEventTimestamp, setStateStoreProvider, setupInstrumentGroupRTIndicator, subscribeSource, toString, unsubscribe, updateIndicators, updateInstrument

Methods inherited from class AbstractStrategy

acceptCurrency, applyProperty, clearNotice, configure, equals, getCurrencyFilter, getEngineVersion, getEngineVersionMajor, getEngineVersionMinor, getExchangeName, getExecutionCallback, getExecutionConfig, getExecutionMode, getId, getInputCurrency, getInstruments, getMinGain, getMinPercentGainMultiplier, getOutputCurrency, getPercentGain, getProperty, getPropertyInfo, getPropertyInfos, getSignals, getStats, getYields, hashCode, hasProperty, isEnabled, raiseNotice, registerPropertyInfo, registerPropertyInfo, registerPropertyInfo, registerPropertyInfo, setBlacklistedCurrencies, setCurrencyFilter, setEnabled, setExecutionCallback, setExecutionMode, setMinGain, setMultiEntryEnabled, setPercentGain, setProperty, setWhitelistedCurrencies, toString

Methods inherited from class AbstractNameable

getName, setName

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface KlineStrategy

getInterval

Methods inherited from interface Nameable

setName

Methods inherited from interface Named

getName

Methods inherited from interface Strategy

applyProperty, configure, getExecutionCallback, getExecutionConfig, getExecutionMode, getId, getInputCurrency, getInstruments, getNotices, getOutputCurrency, getProperty, getProperty, getPropertyInfo, getPropertyInfos, getSignals, getStateStore, getStats, getYields, hasProperty, hasProperty, isCurrencyLess, isEnabled, reset, setEnabled, setProperty, setProperty

Methods inherited from interface SubscriptionStrategy

subscribeSource, updateFrom

Constructor Details

AbstractKlineStrategy

public AbstractKlineStrategy()

Method Details

init

public void init(@NonNull
 @NonNull com.wualabs.qtsurfer.engine.exchange.ExchangeSupport exchangeSupport)

Specified by:

init in interface Strategy

Overrides:

init in class AbstractStrategy

update

public void update(@NonNull
 @NonNull Kline kline)

Specified by:

update in interface SubscriptionStrategy<Kline>

createInstrumentGroupRTIndicator

protected InstrumentGroupRTIndicator createInstrumentGroupRTIndicator(Instrument instrument)

Specified by:

createInstrumentGroupRTIndicator in class AbstractSubscriptionStrategy<Kline>

setupIndicators

protected void setupIndicators(InstrumentGroupRTIndicator indicators)

Overrides:

setupIndicators in class AbstractSubscriptionStrategy<Kline>

accept

public boolean accept(@NonNull
 @NonNull Kline kline)

Specified by:

accept in interface KlineStrategy

Specified by:

accept in interface SubscriptionStrategy<Kline>

acceptInstrument

public boolean acceptInstrument(@NonNull
 @NonNull Instrument instrument)

Specified by:

acceptInstrument in interface KlineStrategy

Specified by:

acceptInstrument in interface SubscriptionStrategy<Kline>

getMarketDataSource

public MarketDataSource getMarketDataSource()

Specified by:

getMarketDataSource in interface KlineStrategy

Specified by:

getMarketDataSource in interface SubscriptionStrategy<Kline>

sourceBackpressure

protected io.reactivex.rxjava3.core.BackpressureStrategy sourceBackpressure()

Closed klines are discrete facts that must not be conflated away — and the feed's low frequency makes buffering safe (unlike high-frequency tickers, which default to LATEST).

Overrides:

sourceBackpressure in class AbstractSubscriptionStrategy<Kline>