TimeStamp class

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

TimeStamp class

Joseph Wang-2
I'd like to start producing a timestamp class that will allow storage of time
stamps for recording high frequency trading data.  What I have in mind would
be a class

TimeStamp include a Date, hour, minute, second, and a fractional second

and subclasses GmtTimeStamp and LocalTimeStamp.  

Thoughts?  One gotcha is that Time is already defined as continuous real time.

--
-------------------------------------------------------------------------------
Joseph Wang Ph.D. - [hidden email]  
China Derivatives Researcher and Software Developer - QuantLib
http://en.wikiversity.org/wiki/User:Roadrunner





-------------------------------------------------------------------------
Take Surveys. Earn Cash. Influence the Future of IT
Join SourceForge.net's Techsay panel and you'll get the chance to share your
opinions on IT & business topics through brief surveys-and earn cash
http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev