コード例 #1
0
ファイル: Bar.java プロジェクト: oleg-trafimovich/NilisLib
  public Bar(List<PriceTick> ticks) {
    super((PriceTick) getEarliestBarFromCollection(convertTicksToBars(ticks)));
    int fullTicksSize = ticks.size();
    List<Bar> bars = convertTicksToBars(ticks);

    if (bars.size() > 1) {
      for (int i = 0; i < bars.size(); i++) {
        Bar bar = bars.get(i);
        if (bar.isTick()) {
          if (i < bars.size() - 1) {
            children.add(new Bar(bar, bars.get(i + 1)));
          }
        } else {
          children.add(bar);
        }
      }
      boolean negativeDetected = false;
      boolean positiveDetected = false;
      boolean opposingDetected = negativeDetected && positiveDetected;
      // boolean hasZeroes = false;
      while (!(children.size() <= 2 || childrenFormZigZag() || childrenConsolidatedByDirection())) {
        // hasZeroes = false;
        groupSameDirectionBars(fullTicksSize);

        for (Bar bar : children) {
          if (bar.direction() == 1) {
            positiveDetected = true;
          } else if (bar.direction() == -1) {
            negativeDetected = true;
          }
        }
        opposingDetected = negativeDetected && positiveDetected;

        if (children.size() > 3 && opposingDetected) {
          groupZigZags();
        }

        // grouped = true;
      }
    } else {
      isTick = true;
    }
    if (children.size() == 1) {
      Bar childBar = children.get(0);
      children.clear();
      children = new ArrayList<Bar>(childBar.children);
    }
    if (children.size() > 0) {
      startBar = children.get(0);
      endBar = children.get(children.size() - 1);
    }
    calculateDirection();

    if (!isTick() && direction() != 0 && openBid() != 0 && closeBid() != 0) {
      levels.add(new Level(closeBid(), duration(), direction(), closingTime()));
    }
    // printChildren();
  }
コード例 #2
0
ファイル: Bar.java プロジェクト: oleg-trafimovich/NilisLib
 public Bar(Bar first, Bar second) {
   super(first);
   startBar = first;
   endBar = second;
   children.add(first);
   children.add(second);
   isAtomicDelta = true;
   calculateDirection();
 }