public EventType periodType(Integer calculationStartIdx, Integer calculationEndIdx)
throws NotEnoughDataException {
// Avg previous variations
double[] quotationCloseValues = sma.getSma();
double lastVariation =
periodVariation(
quotationCloseValues, calculationEndIdx - NOTICABLEPERIODBAND, calculationEndIdx);
Boolean positiveVariation = lastVariation > 0;
List<Double> variations = new ArrayList<Double>();
for (int i = calculationStartIdx + NOTICABLEPERIODBAND; i < calculationEndIdx; i++) {
double periodVariation = periodVariation(quotationCloseValues, i - NOTICABLEPERIODBAND, i);
if (periodVariation <= 0 && !positiveVariation) {
variations.add(periodVariation);
}
if (periodVariation > 0 & positiveVariation) {
variations.add(periodVariation);
}
}
int nbSignedVariations = variations.size();
if (variations.size() < MINNBVAR) throw new NotEnoughDataException(null, "", null);
double[] variationsArray = new double[nbSignedVariations];
for (int i = 0; i < nbSignedVariations; i++) {
variationsArray[i] = variations.get(i);
}
double meanPreviousVariation = mean(0, nbSignedVariations, variationsArray);
double stdDev = stdDev(variationsArray, 0, nbSignedVariations, meanPreviousVariation);
// Last variation
double lastDiffToMean = lastVariation - meanPreviousVariation;
if (lastDiffToMean < -stdDev && !positiveVariation) {
return EventType.BEARISH;
}
if (stdDev < lastDiffToMean && positiveVariation) {
return EventType.BULLISH;
}
return EventType.NONE;
}
@Override
public Integer getOutputBeginIdx() {
return Math.max(chaikinOscillator.getOutBegIdx().value, sma.getOutBegIdx().value)
+ getDaysSpan();
}
@Override
public Integer getStartShift() {
// return Math.max(20, getDaysSpan());
return Math.max(chaikinOscillator.getStartShift(), sma.getStartShift()) + getDaysSpan();
}
