com.apama.algos.vwap
Event SlicerUnit


Slicer unit represents all the functionality required for slicing a given quantity based on a given volume curve. The slicer unit draws on the slicerUnit Parameters and can be used within a block for algo scenarios.
Since:
CMF 1.1.4
Version:
10.2
Routes:
com.apama.algos.vwap.ADVRequest - 
com.apama.algos.vwap.GotADV - 
com.apama.algos.vwap.GotVolumeCurve - 
com.apama.algos.vwap.VWAPGetCurveRequest - 
Sends:
com.apama.algos.vwap.ADVRequest - 
com.apama.algos.vwap.VWAPGetCurveRequest - 
Listens:
com.apama.algos.vwap.ADVResponse - 
com.apama.algos.vwap.VWAPGetCurveResponse - 

Member summary
 com.apama.algos.vwap.SlicerUnitParamsinputParams
 stringslicerID
 integernumberOfSlices
 com.apama.algos.vwap.VolumeCurveVWAPVolumeCurve
 sequence<com.apama.algos.vwap.VWAPSlice>sliceStorage
 integercurrentSliceIndex
 com.apama.algos.vwap.VWAPSlicecurrentSlice
 integercumulativeQtyLagging
 contextdataManagerContext
 booleanparallelised
 floatvolumeAdjustingRatio
 sequence<integer>curveBinTimes
 
Action summary
 voidgetADVandUpdateTotQty()
 voidgetCurveAndSetSlices()
 floatgetTargetPercentToFill(integer timeElapsed)
 floatgetVolumeAdjustingRatio()
 voidinit(string ID, context dataManagerContext)
 voidsetNextSlice()
 integersetSlicesBasedOnCurve()
 
Member detail

cumulativeQtyLagging

integer cumulativeQtyLagging

currentSlice

com.apama.algos.vwap.VWAPSlice currentSlice

currentSliceIndex

integer currentSliceIndex

curveBinTimes

sequence<integer> curveBinTimes

dataManagerContext

context dataManagerContext

inputParams

com.apama.algos.vwap.SlicerUnitParams inputParams

numberOfSlices

integer numberOfSlices

parallelised

boolean parallelised

slicerID

string slicerID

sliceStorage

sequence<com.apama.algos.vwap.VWAPSlicesliceStorage

volumeAdjustingRatio

float volumeAdjustingRatio

VWAPVolumeCurve

com.apama.algos.vwap.VolumeCurve VWAPVolumeCurve

Action detail

getADVandUpdateTotQty

void getADVandUpdateTotQty()
Routes:
com.apama.algos.vwap.ADVRequest - 
com.apama.algos.vwap.GotADV - 
Sends:
com.apama.algos.vwap.ADVRequest - 
Listens:
com.apama.algos.vwap.ADVResponse - 

getCurveAndSetSlices

void getCurveAndSetSlices()
Routes:
com.apama.algos.vwap.GotVolumeCurve - 
com.apama.algos.vwap.VWAPGetCurveRequest - 
Sends:
com.apama.algos.vwap.VWAPGetCurveRequest - 
Listens:
com.apama.algos.vwap.VWAPGetCurveResponse - 

getTargetPercentToFill

float getTargetPercentToFill(integer timeElapsed)
Parameters:
timeElapsed

getVolumeAdjustingRatio

float getVolumeAdjustingRatio()

init

void init(string ID, context dataManagerContext)
Parameters:
ID
dataManagerContext

setNextSlice

void setNextSlice()

setSlicesBasedOnCurve

integer setSlicesBasedOnCurve()