private void addFilteredPeriod(
List<PeriodRatingDTO> periods, PeriodRatingDTO period, int sizeConstraint) {
if ((periods.size() == 0) && EventType.valueOf(period.getTrend()).equals(EventType.BULLISH)) {
LOGGER.info("First bullish period discarded : " + period);
return;
}
if (sizeConstraint != -1 && period.getPeriodLenght() < sizeConstraint) {
String invFlasePositiveTrend =
(EventType.valueOf(period.getTrend()).equals(EventType.BULLISH))
? EventType.NONE.toString()
: EventType.BULLISH.toString();
LOGGER.info(
"Period is too short (false positive) : "
+ period
+ ". Trend will be set as "
+ invFlasePositiveTrend);
period.setTrend(invFlasePositiveTrend);
if ((periods.size() == 0) && EventType.valueOf(period.getTrend()).equals(EventType.BULLISH)) {
LOGGER.info("First bullish period discarded : " + period);
return;
}
}
PeriodRatingDTO previousPeriod;
if (periods.size() > 0
&& (previousPeriod = periods.get(periods.size() - 1))
.getTrend()
.equals(period.getTrend())) {
previousPeriod.setTo(period.getTo());
previousPeriod.setPriceAtTo(period.getPriceAtTo());
previousPeriod.setRealised(period.isRealised());
} else {
periods.add(period);
}
}
private List<PeriodRatingDTO> validPeriods(
SortedMap<Date, Number> mapFromQuotationsClose,
Stock stock,
Date startDate,
Date endDate,
Date endCalcRes,
String analyseName,
SortedMap<Date, double[]> calcOutput,
Collection<EventValue> eventListForEvtDef,
String noResMsg,
String evtDefInfo)
throws NotEnoughDataException {
List<PeriodRatingDTO> periods = new ArrayList<PeriodRatingDTO>();
EventType prevEventType = null;
PeriodRatingDTO period = null;
BigDecimal lastClose =
(BigDecimal) mapFromQuotationsClose.get(mapFromQuotationsClose.lastKey());
Calendar currentIterationDateCal = zeroTimeCal(startDate);
// First event
Iterator<EventValue> eventsIt = eventListForEvtDef.iterator();
EventValue currentEvent = null;
if (eventsIt.hasNext()) {
currentEvent = eventsIt.next();
}
for (Date currentIterationDate : mapFromQuotationsClose.keySet()) {
currentIterationDateCal.setTime(currentIterationDate);
BigDecimal closeForDate = (BigDecimal) mapFromQuotationsClose.get(currentIterationDate);
if (closeForDate.compareTo(BigDecimal.ZERO) == 0)
LOGGER.error(
"Close for date is zero for at "
+ currentIterationDate
+ " for "
+ stock.getFriendlyName()
+ " and "
+ evtDefInfo
+ " between "
+ startDate
+ " and "
+ endDate
+ ", end calculation res is "
+ endCalcRes);
// Some events may have been skipped (ie WE events) and must be disregarded
while (currentEvent != null
&& currentIterationDateCal.getTime().after(currentEvent.getDate())
&& eventsIt.hasNext()) {
currentEvent = eventsIt.next();
}
// We process the event when reached
if (currentEvent != null
&& currentIterationDateCal.getTime().compareTo(currentEvent.getDate())
== 0) { // Event date reached
EventType eventType = currentEvent.getEventType();
if (prevEventType == null
|| (!eventType.equals(EventType.NONE)
&& !prevEventType.equals(eventType))) { // First trend or Valid trend change
// TO
if (prevEventType
!= null) { // Not the First trend : We close the current period and add it to the list
period.setTo(currentEvent.getDate());
period.setPriceAtTo(closeForDate.doubleValue());
period.setRealised(true);
addFilteredPeriod(periods, period, 15);
} else { // First trend : Nothing to close
}
// FROM : First trend or new one start
period =
new PeriodRatingDTO(
currentEvent.getDate(), closeForDate.doubleValue(), eventType.toString());
// Updating loop vars
if (eventsIt.hasNext()) {
currentEvent = eventsIt.next();
}
prevEventType = eventType;
} else { // Same trend or invalid trend (ie NONE)
// Updating loop vars
if (eventsIt.hasNext()) {
currentEvent = eventsIt.next();
}
}
}
} // End for quotations dates iteration
// Not enough data were found : we get out of here
if (prevEventType == null) {
String message = "No trend forecast events were found after calculation.\n";
LOGGER.warn(
noResMsg
+ message
+ ".\n"
+ "Stock :"
+ stock
+ "\n"
+ "Available neural events :"
+ ((eventListForEvtDef == null) ? "null" : eventListForEvtDef.size())
+ "\n"
+ "Call Params : start "
+ startDate
+ ", end "
+ endDate
+ ", analysis "
+ analyseName
+ ", event Def "
+ evtDefInfo
+ "\n"
+ "Output : endCalc "
+ endCalcRes
+ ", Calculated output size "
+ ((calcOutput == null) ? "null" : calcOutput.size()));
Date firstAvailDate = new Date(0);
Date lastAvailDate = new Date(0);
if (mapFromQuotationsClose.size() > 0) {
firstAvailDate = mapFromQuotationsClose.firstKey();
lastAvailDate = mapFromQuotationsClose.lastKey();
}
throw new NotEnoughDataException(
stock, firstAvailDate, lastAvailDate, noResMsg + message, new Throwable());
}
// Finalising last trend
period.setTo(endDate);
period.setPriceAtTo(lastClose.doubleValue());
period.setRealised(prevEventType.equals(EventType.BEARISH));
addFilteredPeriod(periods, period, -1);
return periods;
}