Package com.opengamma.timeseries

Examples of com.opengamma.timeseries.TimeSeriesException


      lowValue = lowIter.next();
      closeValue = closeIter.next();
      compare = highValue < lowValue || closeValue > highValue || closeValue < lowValue;
      if (compare) {
        if (_mode == CalculationMode.STRICT) {
          throw new TimeSeriesException("Not all values in the high series were greater than the values in the low series");
        }
        count++;
      }
    }
    final double percent = count / size;
    if (percent > _percentBadDataPoints) {
      throw new TimeSeriesException("Percent " + percent + " of bad data points is greater than " + _percentBadDataPoints);
    }
  }
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Related Classes of com.opengamma.timeseries.TimeSeriesException

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