Interface TimeSeriesProvider

  • public interface TimeSeriesProvider
    A provider of time-series.

    This plugin point allows a market data supplier of time-series to be provided.

    • Method Detail

      • none

        static TimeSeriesProvider none()
        Returns a time-series provider that is unable to source any time-series.

        All requests for a time-series will return a failure. This is used to validate that no time-series have been requested that were not already supplied in the input to the market data factory.

        the time-series provider
      • empty

        static TimeSeriesProvider empty()
        Returns a time-series provider that returns an empty time-series for any ID.

        All requests for a time-series will succeed, returning an empty time-series. This is used for those cases where time-series are considered optional.

        the time-series provider
      • provideTimeSeries

        Result<LocalDateDoubleTimeSeries> provideTimeSeries​(ObservableId identifier)
        Provides the time-series for the specified identifier.

        The implementation will provide a time-series for the identifier, returning a failure if unable to do so.

        identifier - the market data identifier to find
        the time-series of market data for the specified identifier