Class HistoricalDataStore

java.lang.Object
com.quantfinlib.marketdata.HistoricalDataStore
public final class HistoricalDataStore extends Object
In-memory historical market data store keyed by symbol. Bars may be appended incrementally (e.g. from a live aggregation) and materialized into an immutable BarSeries for analytics.

  • Constructor Details

    • HistoricalDataStore

      public HistoricalDataStore()

  • Method Details

    • addBar

      public void addBar(String symbol, Bar bar)

    • putSeries

      public void putSeries(BarSeries series)

    • series

      public BarSeries series(String symbol)

    • contains

      public boolean contains(String symbol)

    • symbols

      public Set<String> symbols()

    • barCount

      public int barCount(String symbol)