Examples with LngIntPair primal.primitive.adt.pair.LngIntPair used on opensource projects

Example 1 with LngIntPair

use of primal.primitive.adt.pair.LngIntPair in project suite by stupidsing.

the class Trade_ method dividend.

public static float dividend(Streamlet<Trade> trades, Fun<String, LngFltPair[]> fun, Dbl_Dbl feeFun) {
    var sum = 0f;
    for (var pair : Read.fromMultimap(trades.toMultimap(trade -> trade.symbol))) {
        var dividends = fun.apply(pair.k);
        var puller = Puller.of(pair.v);
        LngIntPair tn = LngIntPair.of(0l, 0);
        Source<LngIntPair> tradeSource = () -> {
            var trade = puller.pull();
            var t = trade != null ? Time.of(trade.date + " 12:00:00").epochSec(8) : Long.MAX_VALUE;
            return LngIntPair.of(t, tn.t1 + (trade != null ? trade.buySell : 0));
        };
        var tn1 = tradeSource.g();
        for (var dividend : dividends) {
            while (tn1 != null && tn1.t0 < dividend.t0) {
                tn.update(tn1.t0, tn1.t1);
                tn1 = tradeSource.g();
            }
            var amount = tn.t1 * dividend.t1;
            sum += amount - feeFun.apply(amount);
        }
    }
    return sum;
}