Examples with Configuration suite.trade.data.Configuration used on opensource projects

Example 1 with Configuration

use of suite.trade.data.Configuration in project suite by stupidsing.

the class BackAllocatorUtil method filterByIndexReturn.

public default BackAllocator filterByIndexReturn(Configuration cfg, String indexSymbol) {
    DataSource indexDataSource = cfg.dataSource(indexSymbol);
    return (akds, indices) -> {
        OnDateTime onDateTime = allocate(akds, indices);
        return index -> {
            Time date = Time.ofEpochSec(akds.ts[index - 1]).date();
            long t0 = date.addDays(-7).epochSec();
            long tx = date.epochSec();
            DataSource ids = indexDataSource.range(t0, tx);
            double indexPrice0 = ids.get(-1).t1;
            double indexPricex = ids.get(-2).t1;
            double indexReturn = Quant.return_(indexPrice0, indexPricex);
            return // 
            -.03f < indexReturn ? // 
            onDateTime.onDateTime(index) : List.of();
        };
    };
}