@Override
public void retrieveResult(AnalysisOutput analysisOutput) {
if (finalTimeSeriesPoint != null && highestTimeSeriesPoint != null) {
double finalPriceClose = finalTimeSeriesPoint.getClose();
double highestPrice = highestTimeSeriesPoint.getHigh();
double totalDrawdown = Math.max(0, highestPrice - finalPriceClose);
logger.debug("Total drawdown is: " + totalDrawdown);
logger.debug(
"Total drawdown period is from "
+ highestTimeSeriesPoint.getDate()
+ " to "
+ finalTimeSeriesPoint.getDate());
analysisOutput.setTotalDrawdown(totalDrawdown);
} else {
throw new UnsupportedOperationException();
}
}
