RandomMarketDataIterator.java

package com.activequant.backtesting;

import com.activequant.domainmodel.TimeStamp;
import com.activequant.domainmodel.streaming.BBOEvent;
import com.activequant.domainmodel.streaming.MarketDataEvent;
import com.activequant.domainmodel.streaming.StreamEventIterator;

/**
 * 
 * @author GhostRider
 *
 */
public class RandomMarketDataIterator extends StreamEventIterator<MarketDataEvent> {

	// time in nanoseconds.
	private long endTime, currentTime;
	private final long step;
	private String tradId, mdId; 

	public RandomMarketDataIterator(String tradId, String mdiId, TimeStamp startTime, TimeStamp endTime,
			long stepWidthInNanoS) {
		step = stepWidthInNanoS;
		this.currentTime = startTime.getNanoseconds() - step;
		this.endTime = endTime.getNanoseconds();
		this.mdId = mdiId; 
		this.tradId = tradId; 
	}

	@Override
	public boolean hasNext() {
		return currentTime < endTime;
	}

	@Override
	public MarketDataEvent next() {
		currentTime = currentTime + step;

		BBOEvent bbo = new BBOEvent(mdId, tradId, new TimeStamp(currentTime),
				Math.random(), Math.random(), Math.random(), Math.random());
		//
		return bbo;
	}
}