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;
}
}
public static MACD.Result createMACDFix(List<Double> values, int period) {
if (period <= 0) {
throw new IllegalArgumentException("period must be greater than 0");
}
final int size = values.size();
final Core core = new Core();
final int allocationSize = size - core.macdFixLookback(period);
if (allocationSize <= 0) {
return null;
}
final double[] outMACD = new double[allocationSize];
final double[] outMACDSignal = new double[allocationSize];
final double[] outMACDHist = new double[allocationSize];
final MInteger outBegIdx = new MInteger();
final MInteger outNbElement = new MInteger();
double[] _values = ArrayUtils.toPrimitive(values.toArray(new Double[0]));
core.macdFix(
0,
values.size() - 1,
_values,
period,
outBegIdx,
outNbElement,
outMACD,
outMACDSignal,
outMACDHist);
return MACD.Result.newInstance(
outMACD[outNbElement.value - 1],
outMACDSignal[outNbElement.value - 1],
outMACDHist[outNbElement.value - 1]);
}