public int getRequiredHistorySize() {
   if (this.function == Function.EMA) {
     Core core = new Core();
     int lookback = core.emaLookback(day);
     return ((lookback + 1) << 2);
   } else if (function == Function.RSI) {
     Core core = new Core();
     int lookback = core.rsiLookback(day);
     return ((lookback + 1) << 2);
   } else if (this.function == Function.MFI) {
     Core core = new Core();
     int lookback = core.mfiLookback(day);
     return ((lookback + 1) << 2);
   } else if (this.function == Function.MACD) {
     Core core = new Core();
     int lookback = core.macdFixLookback(day);
     return ((lookback + 1) << 2);
   } else if (this.function == Function.MACDSignal) {
     Core core = new Core();
     int lookback = core.macdFixLookback(day);
     return ((lookback + 1) << 2);
   } else if (this.function == Function.MACDHist) {
     Core core = new Core();
     int lookback = core.macdFixLookback(day);
     return ((lookback + 1) << 2);
   } else {
     return day;
   }
 }
예제 #2
0
  public static Double createMFI(
      List<Double> highs, List<Double> lows, List<Double> closes, List<Long> volumes, int period) {
    if (period <= 0) {
      throw new IllegalArgumentException("period must be greater than 0");
    }
    if (highs.size() != lows.size()
        || highs.size() != closes.size()
        || highs.size() != volumes.size()) {
      throw new IllegalArgumentException("input list must be same size");
    }

    final int size = highs.size();
    final Core core = new Core();
    final int allocationSize = size - core.mfiLookback(period);
    if (allocationSize <= 0) {
      return null;
    }
    final double[] output = new double[allocationSize];
    final MInteger outBegIdx = new MInteger();
    final MInteger outNbElement = new MInteger();
    double[] _highs = ArrayUtils.toPrimitive(highs.toArray(new Double[0]));
    double[] _lows = ArrayUtils.toPrimitive(lows.toArray(new Double[0]));
    double[] _closes = ArrayUtils.toPrimitive(closes.toArray(new Double[0]));
    long[] _volumes = ArrayUtils.toPrimitive(volumes.toArray(new Long[0]));
    double[] dv = new double[_volumes.length];
    for (int i = 0; i < dv.length; i++) {
      dv[i] = _volumes[i];
    }
    core.mfi(
        0, _highs.length - 1, _highs, _lows, _closes, dv, period, outBegIdx, outNbElement, output);

    return output[outNbElement.value - 1];
  }