Calculations

Functions
	calc.high (var incoming, var normal, var trade, var tradetime)
	Calculate the high value. More...
	calc.low (var incoming, var normal, var trade, var tradetime)
	Calculate the low value. More...
	calc.previous (var update, var normal, var fieldname, var formatname, var value, var tim)
	Add the previous price into the normalised packet. More...
	calc.change (var update, var normal, var price)
	Add the change since the last value. More...
	calc.percentchange (var update, var normal, var price)
	Add the percentage change since the last value. More...
	calc.accumulate (var symbol, var name, var value)
	Implementation of an accumulator. More...
	calc.exec (var symbolname, var value, var exprname)
	Execute expressions based on a Data Dictionary algorithm. More...

Detailed Description

This package provides facilities for simple data processing. All functions use the DataDictionary facility to lookup the field names.

Function Documentation

calc.accumulate	(	var	symbol,
		var	name,
		var	value
	)

Implementation of an accumulator.

Parameters

symbol	- Symbol this accumulator corresponds to
name	- Name of the accumulator
value	- Value to add to the accumulator

Returns

New value of the accumulator

calc.change	(	var	update,
		var	normal,
		var	price
	)

Add the change since the last value.

Parameters

update	- The incoming update
normal	- The outgoing normalised data
price	- The last trade price

Returns

nothing

This function uses the following database keys for the symbol:

PreviousPrice

This function uses the following database keys for the data dictionary:

PreviousPriceField
PriceFormat
PriceChangeField

calc.exec	(	var	symbolname,
		var	value,
		var	exprname
	)

Execute expressions based on a Data Dictionary algorithm.

Parameters

symbolname	- Symbolname that this value is associated with
value	- The value to be processed
exprname	- Name of the expression in the data dictionary

Returns

The derived value

Note

The expression held in exprname must use "value" as it's variable name

For example, if there's the config database option "PriceMultiplier", defined as follows:

add-pipeline
    ....
    add-info    "PriceMultipler"    "return value * 10"

end-pipeline

Then the following code snippet will perform that calculation defined in the option.

require("calc")

local symbolname = "/TEST"
local old_value  = 1.7

local new_value = calc.exec(symbolname, old_value, "PriceMultiplier")

Note

Although flexible, calling calculations in this manner can be slow.

calc.high	(	var	incoming,
		var	normal,
		var	trade,
		var	tradetime
	)

Calculate the high value.

Parameters

incoming	- Update packet that we have received
normal	- Normalised packet that we can add fields to
trade	- Trade price
tradetime	- The tradetime

Returns

The new high value if one

Return values

nil	- No new high value

Note

This function works on parameters that have already been normalised

This function uses the following database keys on the symbol:

HighPriceTime
HighPrice
IncomingTimeFormat

This function uses the following data dictionary keys:

HighPriceField
HighPriceTimeField

calc.low	(	var	incoming,
		var	normal,
		var	trade,
		var	tradetime
	)

Calculate the low value.

Parameters

incoming	- Update packet that we have received
normal	- Normalised packet that we can add fields to
trade	- Trade price
tradetime	- The tradetime

Returns

The new high value if one

Return values

nil	- No new high value

Note

This function works on parameters that have already been normalised

This function uses the following database keys on the symbol:

LowPriceTime
LowPrice

This function uses the following data dictionary keys:

LowPriceField
LowPriceTimeField

calc.percentchange	(	var	update,
		var	normal,
		var	price
	)

Add the percentage change since the last value.

Parameters

update	- The incoming update
normal	- The outgoing normalised data
price	- The last trade price

Returns

nothing

This function uses the following database keys for the symbol:

PreviousPrice

This function uses the following database keys for the data dictionary:

PreviousPriceField
PriceFormat
PricePercentChangeField

calc.previous	(	var	update,
		var	normal,
		var	fieldname,
		var	formatname,
		var	value,
		var	tim
	)

Add the previous price into the normalised packet.

Parameters

update	- The incoming update
normal	- The outgoing normalised data
fieldname	- Fieldname of current_value
formatname	- Name of the format to apply to the previous value
value	- Current value
tim	- The associated time

Returns

nothing

This function uses the following database keys for the symbol:

Previous[fieldname]
Previous[fieldname]Time

This function uses the following database keys for the data dictionary:

Previous[fieldname]Field
Previous[fieldname]TimeField