/**
* Adds a data item to the series.
*
* @param notify the notify listeners.
* @param dataItem StochasticOscillatorItem
*/
public void add(StochasticOscillatorItem dataItem, boolean notify) {
if (!this.isEmpty()) {
StochasticOscillatorItem item0 = (StochasticOscillatorItem) 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 stochasticOscillator the StochasticOscillator.
*/
public void add(RegularTimePeriod period, BigDecimal stochasticOscillator) {
if (!this.isEmpty()) {
StochasticOscillatorItem item0 = (StochasticOscillatorItem) this.getDataItem(0);
if (!period.getClass().equals(item0.getPeriod().getClass())) {
throw new IllegalArgumentException("Can't mix RegularTimePeriod class types.");
}
}
super.add(new StochasticOscillatorItem(period, stochasticOscillator), true);
}
/** Method printSeries. */
public void printSeries() {
for (int i = 0; i < this.getItemCount(); i++) {
StochasticOscillatorItem dataItem = (StochasticOscillatorItem) this.getDataItem(i);
_log.debug(
"Type: "
+ this.getType()
+ " Time: "
+ dataItem.getPeriod().getStart()
+ " Value: "
+ dataItem.getStochasticOscillator());
}
}
/**
* 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--) {
StochasticOscillatorItem item = (StochasticOscillatorItem) 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 (getLength() == null || getLength() < 1) {
throw new IllegalArgumentException("SMA period must be greater than zero.");
}
if (source.getItemCount() > skip) {
// get the current data item...
CandleItem candleItem = (CandleItem) source.getDataItem(skip);
if (0 != candleItem.getClose()) {
if (this.yyValues.size() == getLength()) {
/*
* 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) {
this.yyValues.removeLast();
this.yyValues.addFirst(candleItem.getClose());
} else {
this.yyValues.removeFirst();
this.yyValues.addFirst(candleItem.getClose());
}
} else {
if (newBar) {
this.yyValues.addFirst(candleItem.getClose());
} else {
this.yyValues.removeFirst();
this.yyValues.addFirst(candleItem.getClose());
}
}
if (this.yyValues.size() == getLength()) {
double high = Collections.max(this.yyValues);
double low = Collections.min(this.yyValues);
/*
* %K = (Current Close - Lowest Low)/(Highest High - Lowest
* Low) * 100
*
* %D = 3-day SMA of %K
*
* Lowest Low = lowest low for the look-back period Highest
* High = highest high for the look-back period %K is
* multiplied by 100 to move the decimal point two places
*/
double fastKR = 0;
if ((high - low) > 0) fastKR = ((candleItem.getClose() - low) / (high - low)) * 100;
if (this.getInverse()) {
/*
* %R = (Highest High - Close)/(Highest High - Lowest
* Low) * -100
*
* Lowest Low = lowest low for the look-back period
* Highest High = highest high for the look-back period
* %R is multiplied by -100 correct the inversion and
* move the decimal.
*/
fastKR = ((high - candleItem.getClose()) / (high - low)) * -100;
}
if (this.fullKRValues.size() == this.getKSmoothing()) {
/*
* 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) {
sumFullKRValues = sumFullKRValues - this.fullKRValues.getLast() + fastKR;
this.fullKRValues.removeLast();
this.fullKRValues.addFirst(fastKR);
} else {
sumFullKRValues = sumFullKRValues - this.fullKRValues.getFirst() + fastKR;
this.fullKRValues.removeFirst();
this.fullKRValues.addFirst(fastKR);
}
} else {
if (newBar) {
sumFullKRValues = sumFullKRValues + fastKR;
this.fullKRValues.addFirst(fastKR);
} else {
sumFullKRValues = sumFullKRValues + fastKR - this.fullKRValues.getFirst();
this.fullKRValues.removeFirst();
this.fullKRValues.addFirst(fastKR);
}
}
if (this.fullKRValues.size() == this.getKSmoothing()) {
double fullKR = sumFullKRValues / this.getKSmoothing();
if (this.fullDValues.size() == this.getPercentD()) {
/*
* 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) {
sumFullDValues = sumFullDValues - this.fullDValues.getLast() + fullKR;
this.fullDValues.removeLast();
this.fullDValues.addFirst(fullKR);
} else {
sumFullDValues = sumFullDValues - this.fullDValues.getFirst() + fullKR;
this.fullDValues.removeFirst();
this.fullDValues.addFirst(fullKR);
}
} else {
if (newBar) {
sumFullDValues = sumFullDValues + fullKR;
this.fullDValues.addFirst(fullKR);
} else {
sumFullDValues = sumFullDValues + fullKR - this.fullDValues.getFirst();
this.fullDValues.removeFirst();
this.fullDValues.addFirst(fullKR);
}
}
if (this.fullDValues.size() == this.getPercentD()) {
double fullD = sumFullDValues / this.getPercentD();
if (newBar) {
StochasticOscillatorItem dataItem =
new StochasticOscillatorItem(candleItem.getPeriod(), new BigDecimal(fullD));
this.add(dataItem, false);
} else {
StochasticOscillatorItem dataItem =
(StochasticOscillatorItem) this.getDataItem(this.getItemCount() - 1);
dataItem.setStochasticOscillator(fullD);
}
}
}
}
}
}
}
/**
* Returns the time period for the specified item.
*
* @param index the item index.
* @return The time period.
*/
public RegularTimePeriod getPeriod(int index) {
final StochasticOscillatorItem item = (StochasticOscillatorItem) getDataItem(index);
return item.getPeriod();
}