@Override
protected double[][] getInputData(Quotations quotations) {
double[] closeValues = quotations.getCloseValues();
double inLow[] = quotations.getLowValues();
double inHigh[] = quotations.getHighValues();
double[][] ret =
new double[3][Math.max(Math.max(closeValues.length, inHigh.length), inLow.length)];
ret[0] = closeValues;
ret[1] = inLow;
ret[2] = inHigh;
return ret;
}
@Override
protected FormulatRes eventFormulaCalculation(QuotationUnit qU, Integer quotationIdx)
throws InvalidAlgorithmParameterException {
FormulatRes res = new FormulatRes(getEventDefinition());
res.setCurrentDate(qU.getDate());
int chaikinIdx = getIndicatorIndexFromQuotationIndex(this.chaikinOscillator, quotationIdx);
double[] chaikinLookBackP =
Arrays.copyOfRange(
this.chaikinOscillator.getChaikinOsc(), chaikinIdx - getDaysSpan(), chaikinIdx);
double[] quotationLookBackP =
Arrays.copyOfRange(
quotationsCopy.getCloseValues(), quotationIdx - getDaysSpan(), quotationIdx);
int smaIndex = getIndicatorIndexFromQuotationIndex(this.sma, quotationIdx);
double[] quotationLookBackPThresh =
Arrays.copyOfRange(this.sma.getSma(), smaIndex - getDaysSpan(), smaIndex);
double[] chaikinThreshCurve = new double[chaikinLookBackP.length];
{
Boolean isPriceDown = lowerLow(quotationLookBackP, quotationLookBackPThresh);
Boolean isChaikinUp = higherLow(chaikinLookBackP, chaikinThreshCurve);
res.setBullishCrossOver(isPriceDown && isChaikinUp);
if (res.getBullishCrossOver()) return res;
}
{
Boolean isPriceUp = higherHigh(quotationLookBackP, quotationLookBackPThresh);
Boolean isChaikinDown = lowerHigh(chaikinLookBackP, chaikinThreshCurve);
res.setBearishCrossBellow(isPriceUp && isChaikinDown);
return res;
}
}
