public static double getVal(Profiler profiler, double[] acchist, double percent) {
for (int i = 0; i < profiler.getMaxInt(); i++) {
if (acchist[i] >= percent) {
return profiler.value(i);
}
}
return -1;
}
public static void calc(
boolean print,
long initTimeStamp,
long finalTimeStamp,
int degradeFactor,
Profiler profiler,
TreeMap<Long, Double> eurUsd,
double eurval,
double moneyeur,
double moneydol) {
int[] histogram = new int[profiler.getMaxInt()];
int counter = 0;
for (long i = initTimeStamp; i < finalTimeStamp; i += degradeFactor) {
// double val = pt.fastReconstruct(i);
double val = eurUsd.get(eurUsd.floorKey(i));
histogram[profiler.position(val)]++;
counter++;
}
int max = 0;
int acc = 0;
// System.out.println("Range: " + profiler.getMaxInt());
for (int i = 0; i < profiler.getMaxInt(); i++) {
if (histogram[i] > max) {
max = histogram[i];
}
acc += histogram[i];
}
int aggregations = 0;
double[] hist = new double[profiler.getMaxInt()];
double[] acchist = new double[profiler.getMaxInt()];
try {
if (print) {
FileWriter outFile = new FileWriter("result.csv");
PrintWriter out = new PrintWriter(outFile);
out.println("eur,hist,acc");
for (int i = 0; i < profiler.getMaxInt(); i++) {
aggregations += histogram[i];
hist[i] = ((double) (histogram[i] * 100)) / max;
acchist[i] = ((double) (aggregations * 100)) / acc;
out.println(
String.format("%.4f", profiler.value(i))
+ ","
+ String.format("%.6f", hist[i])
+ ","
+ String.format("%.6f", acchist[i]));
}
out.close();
} else {
for (int i = 0; i < profiler.getMaxInt(); i++) {
aggregations += histogram[i];
hist[i] = ((double) (histogram[i] * 100)) / max;
acchist[i] = ((double) (aggregations * 100)) / acc;
}
}
} catch (Exception ex) {
ex.printStackTrace();
}
System.out.println("At 00%: " + String.format("%.4f", getVal(profiler, acchist, 0.00001)));
System.out.println("At 25%: " + String.format("%.4f", getVal(profiler, acchist, 25)));
System.out.println("At 50%: " + String.format("%.4f", getVal(profiler, acchist, 50)));
System.out.println("At 75%: " + String.format("%.4f", getVal(profiler, acchist, 75)));
System.out.println("At100%: " + String.format("%.4f", getVal(profiler, acchist, 100)));
double perc = getPerc(profiler, acchist, eurval);
System.out.println("Euro level at " + eurval + " is: " + String.format("%.2f", perc) + " %");
double tot = moneyeur * eurval + moneydol;
double neweur = (100 - perc) * tot / (100 * eurval);
double newdol = tot - neweur * eurval;
if (neweur > moneyeur) {
System.out.println("[BUY] " + String.format("%.4f", neweur - moneyeur) + " eur");
} else {
System.out.println("[SELL] " + String.format("%.4f", moneyeur - neweur) + " eur");
}
System.out.println("Equilibre eur: " + String.format("%.4f", neweur));
System.out.println("Equilibre dol: " + String.format("%.4f", newdol));
}
public static double getPerc(Profiler profiler, double[] acchist, double val) {
return acchist[profiler.position(val)];
}
