Override bogusrandomgenerator ?

[mdja...@gmail.com]

Dear all. Is it possible to override bogusrandomgenerator ?

[Alberto Sfolcini]

Hi,

Well you cannot overwrite the BogusMarketGenerator.  Right now, the only way to write your own "BogusGenerator" is to rewrite the full BogusMarketDataFeed class.

Please tell us what you would like to obtain and we will try to help you.

I also suggest you to give a look at the csvCustomMarketDataFeed class.

https://github.com/asfolcini/tbg-quant-strategy-development/tree/master/tbg-quant-strategy-development/src/examples/csvCustomMarketDataFeed

thank you

On Fri, Oct 3, 2014 at 9:54 AM, <mdja...@gmail.com> wrote:

Dear all. Is it possible to override bogusrandomgenerator ?

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Alberto Sfolcini

[DM]

Thank you for the suggestion. In fact i woukd like to rely on bogus class and replace price random genration fonction with data from another source.

Hope it is clear.


Having the source code would have been helpfull...

[mdja...@gmail.com]

[mdja...@gmail.com]

Le vendredi 3 octobre 2014 09:54:58 UTC+2, mdja...@gmail.com a écrit :
> Dear all. Is it possible to override bogusrandomgenerator Thank you for the suggestion. In fact i woukd like to rely on bogus class and replace price random genration fonction with data from another source.

[Alberto Sfolcini]

Hi,

Check this source code:

https://github.com/asfolcini/tbg-quant-strategy-development/blob/master/tbg-quant-strategy-development/src/examples/csvCustomMarketDataFeed/CsvCustomMarketDataFeed.java

This should be useful to you.
The point is what is your data source?
It's something like a CVS file? Or is it a real-time source?
For a real time source you should constantly listen for new events and push them into the feeder, you should try to use the example above even if it's not completely correct. I can't check now.

We should refractor some classes in order to expose the possibility to create your own real time market feeder.

Please let me know if you need further help. Thank you