/**
* Adds a data item to the series.
*
* @param notify the notify listeners.
* @param dataItem MACDItem
*/
public void add(MACDItem dataItem, boolean notify) {
if (!this.isEmpty()) {
MACDItem item0 = (MACDItem) this.getDataItem(0);
if (!dataItem.getPeriod().getClass().equals(item0.getPeriod().getClass())) {
throw new IllegalArgumentException("Can't mix RegularTimePeriod class types.");
}
}
super.add(dataItem, notify);
}
/**
* Adds a data item to the series.
*
* @param period the period.
* @param MACD the MACD.
*/
public void add(
RegularTimePeriod period, BigDecimal MACD, BigDecimal signalLine, BigDecimal MACDHistogram) {
if (!this.isEmpty()) {
MACDItem item0 = (MACDItem) this.getDataItem(0);
if (!period.getClass().equals(item0.getPeriod().getClass())) {
throw new IllegalArgumentException("Can't mix RegularTimePeriod class types.");
}
}
super.add(new MACDItem(period, MACD, signalLine, MACDHistogram), true);
}
/** Method printSeries. */
public void printSeries() {
for (int i = 0; i < this.getItemCount(); i++) {
MACDItem dataItem = (MACDItem) this.getDataItem(i);
_log.debug(
"Type: "
+ this.getType()
+ " Time: "
+ dataItem.getPeriod().getStart()
+ " Value: "
+ dataItem.getMACD());
}
}
/**
* Returns the true/false if the date falls within a period.
*
* @param date the date for which we want a period.
* @return exists
*/
public int indexOf(Date date) {
for (int i = this.data.size(); i > 0; i--) {
MACDItem item = (MACDItem) this.data.get(i - 1);
if (date.getTime() > item.getPeriod().getLastMillisecond()) {
break;
}
if ((date.getTime() >= item.getPeriod().getFirstMillisecond())
&& (date.getTime() <= item.getPeriod().getLastMillisecond())) {
return i - 1;
}
}
return -1;
}
/**
* Method updateSeries.
*
* @param source CandleSeries
* @param skip int
* @param newBar boolean
*/
public void updateSeries(CandleSeries source, int skip, boolean newBar) {
if (source == null) {
throw new IllegalArgumentException("Null source (CandleSeries).");
}
if (getFastLength() == null || getFastLength() < 1) {
throw new IllegalArgumentException("Fast MA must be greater than zero.");
}
if (getSlowLength() == null || getSlowLength() < 1) {
throw new IllegalArgumentException("Slow MA must be greater than zero.");
}
if (getSignalSmoothing() == null || getSignalSmoothing() < 1) {
throw new IllegalArgumentException("Signal Smoothing must be greater than zero.");
}
if (getSlowLength() < getFastLength()) {
throw new IllegalArgumentException("Fast MA must be greater than Slow MA.");
}
if (source.getItemCount() > skip) {
// get the current data item...
CandleItem candleItem = (CandleItem) source.getDataItem(skip);
// work out the average for the earlier values...
Number yy = candleItem.getY();
if (null != yy) {
if (this.fastYYValues.size() == getFastLength()) {
/*
* If the item does not exist in the series then this is a
* new time period and so we need to remove the last in the
* set and add the new periods values. Otherwise we just
* update the last value in the set. Sum is just used for
* performance save having to sum the last set of values
* each time.
*/
if (newBar) {
fastSum = fastSum - this.fastYYValues.getLast() + yy.doubleValue();
this.fastYYValues.removeLast();
this.fastYYValues.addFirst(yy.doubleValue());
} else {
fastSum = fastSum - this.fastYYValues.getFirst() + yy.doubleValue();
this.fastYYValues.removeFirst();
this.fastYYValues.addFirst(yy.doubleValue());
}
} else {
if (newBar) {
fastSum = fastSum + yy.doubleValue();
this.fastYYValues.addFirst(yy.doubleValue());
} else {
fastSum = fastSum + yy.doubleValue() - this.fastYYValues.getFirst();
this.fastYYValues.removeFirst();
this.fastYYValues.addFirst(yy.doubleValue());
}
}
if (this.slowYYValues.size() == getSlowLength()) {
/*
* If the item does not exist in the series then this is a
* new time period and so we need to remove the last in the
* set and add the new periods values. Otherwise we just
* update the last value in the set. Sum is just used for
* performance save having to sum the last set of values
* each time.
*/
if (newBar) {
slowSum = slowSum - this.slowYYValues.getLast() + yy.doubleValue();
this.slowYYValues.removeLast();
this.slowYYValues.addFirst(yy.doubleValue());
} else {
slowSum = slowSum - this.slowYYValues.getFirst() + yy.doubleValue();
this.slowYYValues.removeFirst();
this.slowYYValues.addFirst(yy.doubleValue());
}
} else {
if (newBar) {
slowSum = slowSum + yy.doubleValue();
this.slowYYValues.addFirst(yy.doubleValue());
} else {
slowSum = slowSum + yy.doubleValue() - this.slowYYValues.getFirst();
this.slowYYValues.removeFirst();
this.slowYYValues.addFirst(yy.doubleValue());
}
}
if (this.slowYYValues.size() == getSlowLength()) {
double fastEMA = 0;
if (fastMultiplyer == Double.MAX_VALUE) {
fastEMA = fastSum / this.getFastLength();
fastMultiplyer = 2 / (this.getFastLength() + 1.0d);
} else {
fastEMA = ((this.fastYYValues.getFirst() - prevFastEMA) * fastMultiplyer) + prevFastEMA;
}
prevFastEMA = fastEMA;
double slowEMA = 0;
if (slowMultiplyer == Double.MAX_VALUE) {
slowEMA = slowSum / this.getSlowLength();
slowMultiplyer = 2 / (this.getSlowLength() + 1.0d);
} else {
slowEMA = ((this.slowYYValues.getFirst() - prevSlowEMA) * slowMultiplyer) + prevSlowEMA;
}
prevSlowEMA = slowEMA;
double MACD = fastEMA - slowEMA;
if (this.signalSmoothingYYValues.size() == this.getSignalSmoothing()) {
/*
* If the item does not exist in the series then this is
* a new time period and so we need to remove the last
* in the set and add the new periods values. Otherwise
* we just update the last value in the set. Sum is just
* used for performance save having to sum the last set
* of values each time.
*/
if (newBar) {
signalSmoothingSum =
signalSmoothingSum - this.signalSmoothingYYValues.getLast() + MACD;
this.signalSmoothingYYValues.removeLast();
this.signalSmoothingYYValues.addFirst(MACD);
} else {
signalSmoothingSum =
signalSmoothingSum - this.signalSmoothingYYValues.getFirst() + MACD;
this.signalSmoothingYYValues.removeFirst();
this.signalSmoothingYYValues.addFirst(MACD);
}
} else {
if (newBar) {
signalSmoothingSum = signalSmoothingSum + MACD;
this.signalSmoothingYYValues.addFirst(MACD);
} else {
signalSmoothingSum =
signalSmoothingSum + MACD - this.signalSmoothingYYValues.getFirst();
this.signalSmoothingYYValues.removeFirst();
this.signalSmoothingYYValues.addFirst(MACD);
}
}
double signalLine = Double.MAX_VALUE;
if (this.signalSmoothingYYValues.size() == getSignalSmoothing()) {
signalLine =
calculateSmoothingMA(
this.signalSmoothingYYValues.getFirst(),
this.prevSignalSmoothingEMA,
this.signalSmoothingSum);
this.prevSignalSmoothingEMA = signalLine;
}
if (newBar) {
MACDItem dataItem =
new MACDItem(
candleItem.getPeriod(),
new BigDecimal(MACD),
(signalLine == Double.MAX_VALUE ? null : new BigDecimal(signalLine)),
(signalLine == Double.MAX_VALUE ? null : new BigDecimal(MACD - signalLine)));
this.add(dataItem, false);
} else {
MACDItem dataItem = (MACDItem) this.getDataItem(this.getItemCount() - 1);
dataItem.setMACD(MACD);
if (signalLine == Double.MAX_VALUE) {
dataItem.setSignalLine(signalLine);
dataItem.setMACDHistogram(MACD - signalLine);
}
}
}
}
}
}
/**
* Returns the time period for the specified item.
*
* @param index the item index.
* @return The time period.
*/
public RegularTimePeriod getPeriod(int index) {
final MACDItem item = (MACDItem) getDataItem(index);
return item.getPeriod();
}