package com.activequant.backtesting;
import com.activequant.domainmodel.TimeStamp;
import com.activequant.tools.streaming.StreamEventIterator;
import com.activequant.tools.streaming.TimeStreamEvent;
public class TradingTimeStreamIterator extends StreamEventIterator<TimeStreamEvent> {
// time in nanoseconds.
private long endTime, currentTime;
private final long step;
public TradingTimeStreamIterator(TimeStamp startTime, TimeStamp endTime, long stepWidthInNanoS){
step = stepWidthInNanoS;
this.currentTime = startTime.getNanoseconds() - step;
this.endTime = endTime.getNanoseconds();
}
@Override
public boolean hasNext() {
return currentTime < endTime;
}
@Override
public TimeStreamEvent next() {
currentTime = currentTime + step;
TimeStreamEvent event = new TimeStreamEvent(new TimeStamp(currentTime));
//
return event;
}
}