com.jgoetsch.eventtrader.filter.SymbolOncePerDayFilter.java Source code

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Here is the source code for com.jgoetsch.eventtrader.filter.SymbolOncePerDayFilter.java

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/*
 * Copyright (c) 2012 Jeremy Goetsch
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package com.jgoetsch.eventtrader.filter;

import java.util.HashSet;
import java.util.Map;
import java.util.Set;

import org.joda.time.LocalDate;

import com.jgoetsch.eventtrader.TradeSignal;
import com.jgoetsch.tradeframework.Contract;

public class SymbolOncePerDayFilter extends FilterProcessor<TradeSignal> {

    Set<Contract> used = new HashSet<Contract>();
    LocalDate curDate;

    @Override
    protected boolean handleProcessing(TradeSignal trade, Map<Object, Object> context) {
        LocalDate date = new LocalDate(trade.getDate());
        if (!date.equals(curDate)) {
            used.clear();
            curDate = date;
        }
        if (used.contains(trade.getContract()))
            return false;
        else {
            used.add(trade.getContract());
            return true;
        }
    }

}