public List<Level> levels() {
List<Level> ret = new ArrayList<Level>(levels);
for (Bar child : children) {
ret.addAll(child.levels());
}
return ret;
}
protected void groupSameDirectionBars(int fullTicksSize) {
if (childrenFormZigZag()) {
return;
}
List<Bar> bars;
bars = new LinkedList<Bar>(children);
children.clear();
int dir = 0;
List<PriceTick> currentBarsGroup = new LinkedList<PriceTick>();
Bar currentBar = null;
for (int i = 0; i < bars.size(); i++) {
currentBar = bars.get(i);
if (dir == 0) {
currentBarsGroup.add(currentBar);
dir = currentBar.direction();
if (i == bars.size() - 1) {
addChildren(currentBarsGroup, fullTicksSize);
}
} else {
if (currentBar.direction() == 0 || currentBar.direction() == dir) {
currentBarsGroup.add(currentBar);
if (i == bars.size() - 1) {
addChildren(currentBarsGroup, fullTicksSize);
}
} else {
addChildren(currentBarsGroup, fullTicksSize);
currentBarsGroup.clear();
dir = currentBar.direction();
// currentBarsGroup.add(currentBar);
i--;
}
}
}
}
public Bar(List<PriceTick> ticks) {
super((PriceTick) getEarliestBarFromCollection(convertTicksToBars(ticks)));
int fullTicksSize = ticks.size();
List<Bar> bars = convertTicksToBars(ticks);
if (bars.size() > 1) {
for (int i = 0; i < bars.size(); i++) {
Bar bar = bars.get(i);
if (bar.isTick()) {
if (i < bars.size() - 1) {
children.add(new Bar(bar, bars.get(i + 1)));
}
} else {
children.add(bar);
}
}
boolean negativeDetected = false;
boolean positiveDetected = false;
boolean opposingDetected = negativeDetected && positiveDetected;
// boolean hasZeroes = false;
while (!(children.size() <= 2 || childrenFormZigZag() || childrenConsolidatedByDirection())) {
// hasZeroes = false;
groupSameDirectionBars(fullTicksSize);
for (Bar bar : children) {
if (bar.direction() == 1) {
positiveDetected = true;
} else if (bar.direction() == -1) {
negativeDetected = true;
}
}
opposingDetected = negativeDetected && positiveDetected;
if (children.size() > 3 && opposingDetected) {
groupZigZags();
}
// grouped = true;
}
} else {
isTick = true;
}
if (children.size() == 1) {
Bar childBar = children.get(0);
children.clear();
children = new ArrayList<Bar>(childBar.children);
}
if (children.size() > 0) {
startBar = children.get(0);
endBar = children.get(children.size() - 1);
}
calculateDirection();
if (!isTick() && direction() != 0 && openBid() != 0 && closeBid() != 0) {
levels.add(new Level(closeBid(), duration(), direction(), closingTime()));
}
// printChildren();
}
public List<Bar> atomicDeltas(long maxTime) {
List<Bar> ret = new LinkedList<Bar>();
if (isAtomicDelta() && closingTime() <= maxTime) {
ret.add(this);
return ret;
}
for (Bar child : children) {
ret.addAll(child.atomicDeltas(maxTime));
}
return ret;
}
public boolean levelNeutralizedByMovement(Level level, List<Bar> barsToCheck) {
double minPrice = 0;
double maxPrice = 0;
for (Bar bar : barsToCheck) {
if (bar.openTime() > level.timeAppeared()
// || (bar.openTime() == level.timeAppeared() && closeBid() == level.price())
) {
minPrice = Math.min(bar.openBid(), bar.closeBid());
maxPrice = Math.max(bar.openBid(), bar.closeBid());
if (level.price() >= minPrice && level.price() <= maxPrice) {
return true;
}
if (level.direction == 1 && minPrice > level.price()) {
return true;
}
if (level.direction == -1 && maxPrice < level.price()) {
return true;
}
}
}
return false;
}
protected boolean childrenConsolidatedByDirection() {
int negativeFound = 0;
// int neutralFound = 0;
int positiveFound = 0;
for (Bar bar : children) {
if (bar.direction() == -1) {
negativeFound++;
} else if (bar.direction() == 0) {
// neutralFound++;
} else if (bar.direction() == 1) {
positiveFound++;
}
}
if (negativeFound > 0 && positiveFound == 0) {
return true;
}
if (negativeFound == 0 && positiveFound > 0) {
return true;
} else if (negativeFound == 0 && positiveFound == 0) {
return true;
}
return false;
}
public long closingTime() {
if (endBar != null) {
return endBar.closingTime();
}
return time;
}
public long openTime() {
if (startBar != null) {
return startBar.openTime();
}
return time;
}
public double closeBid() {
if (endBar != null) {
return endBar.closeBid();
}
return bid;
}
public double openBid() {
if (startBar != null) {
return startBar.openBid();
}
return bid;
}
public void printChildren() {
System.out.print(toString());
for (Bar bar : children) {
System.out.print(bar.toString());
}
}