程序员的量化交易之路(29)--Cointrader之Tick实体(16)

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转载需注明出处:http://blog.csdn.net/minimicall,http://cloudtrade.top

Tick:什么是Tick,在交易平台中非常常见,其实就 单笔交易时某只证券的基本数据。

我们通过代码来学习吧:

package org.cryptocoinpartners.schema;import javax.annotation.Nullable;import javax.persistence.Entity;import javax.persistence.ManyToOne;import javax.persistence.Transient;import org.joda.time.Instant;/** * A Tick is a point-in-time snapshot of a Market's last price, volume and most recent Book *一个Tick是某一时刻某个交易品的最新交易价格、量和最新的报价单列表 * @author Tim Olson */@Entity//在数据库中会创建数据表Tickpublic class Tick extends PriceData implements Spread {//继承自PriceData,一些市场的数据就包含了。    public Instant getStartInstant() {        return startInstant;    }    @Transient    public Instant getEndInstant() {        return getTime();    }    @ManyToOne    public Book getLastBook() {        return lastBook;    }    /** @return null if no book was found prior to the window */    @Override    @Transient    public @Nullable    Offer getBestBid() {        return lastBook == null ? null : lastBook.getBestBid();    }    /** @return null if no book was found prior to the window */    @Override    @Transient    public @Nullable    Offer getBestAsk() {        return lastBook == null ? null : lastBook.getBestAsk();    }    public Tick(Market market, Instant startInstant, Instant endInstant, @Nullable Long lastPriceCount, @Nullable Long volumeCount, Book lastBook) {        super(endInstant, null, market, lastPriceCount, volumeCount);        this.startInstant = startInstant;        this.lastBook = lastBook;    }    @Override    public String toString() {        return String.format("Tick{%s last:%g@%g bid:%s ask:%s}", getMarket(), getVolumeAsDouble(), getPriceAsDouble(), getBestBid(), getBestAsk());    }    // JPA    protected Tick() {     }    protected void setStartInstant(Instant startInstant) {        this.startInstant = startInstant;    }    protected void setLastBook(Book lastBook) {        this.lastBook = lastBook;    }    private Instant startInstant;    private Book lastBook;//报价单}


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