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 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];
}