[Tail-cvs] Tail/src/java/net/sf/tail/indicator/tracker RSIIndicator.java, 1.1

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv25546/src/java/net/sf/tail/indicator/tracker

Added Files:
	RSIIndicator.java 
Log Message:
implementado o EMA e implementando o RSI

--- NEW FILE: RSIIndicator.java ---
package net.sf.tail.indicator.tracker;

import net.sf.tail.Indicator;

public class RSIIndicator implements Indicator<Double> {

	private final Indicator<? extends Number> indicator;
	private final int timeFrame;
	private Double[] resultsList;

	public RSIIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		this.indicator = indicator;
		this.timeFrame = timeFrame;
		resultsList = new Double[100];
	}

	public Double getValue(int index) {
		if(resultsList.length <= index ) {
			resultsList = increaseLenght(resultsList);
		}
		if(resultsList[index] == null){
			resultsList[index] = calculate(index);
		}		
		return resultsList[index];
	}

	private Double[] increaseLenght(Double[] array) {
		Double[] tmpDouble = new Double[array.length*2];
		for (int i = 0; i < array.length; i++) {
			tmpDouble[i] = array[i];
		}
		return tmpDouble;
	}

	private Double calculate(int index) {
		return 100d - 100d/(1 + calculateRS(index));
	}
	
	private Double calculateRS(int index) {

		if(index  < timeFrame){
			/* TODO - Na interpretação da minha fonte (www.stockcharts.com) RSI de índices menores que o timeFrame são null  */
		}
		else if( index  == timeFrame){
			/** Base */
			return averageGain(index)/averageLoss(index);
		}
		double up = (averageGain(index) * (index) + currentGain(index))/(double)timeFrame;
		double down = (averageGain(index) * (index) + currentLoss(index))/(double)timeFrame;		
		return up/down;


	}

	
	
	private double currentLoss(int index) {
		if(index == 0)
			return 0;
		double loss = indicator.getValue(index - 1).doubleValue() - indicator.getValue(index).doubleValue();
		if( loss < 0 )
			loss = 0;		
		return loss;
	}

	private double currentGain(int index) {
		if(index == 0)
			return 0;
		double gain = indicator.getValue(index).doubleValue() - indicator.getValue(index-1).doubleValue();
		if( gain < 0 )
			gain = 0;		
		return gain;
	}

	private double averageLoss(int index) {
		double result = 0;
		for (int i = 1; i <= index; i++) {
			if(indicator.getValue(i).doubleValue() < indicator.getValue(i-1).doubleValue() ){
				result += indicator.getValue(i-1).doubleValue() - indicator.getValue(i).doubleValue(); 
			}
		}
		return result/(double)timeFrame;
	}

	private double averageGain(int index) {
		double result = 0;
		for (int i = 1; i <= index; i++) {
			if(indicator.getValue(i).doubleValue() > indicator.getValue(i-1).doubleValue() ){
				result += indicator.getValue(i).doubleValue() - indicator.getValue(i-1).doubleValue(); 
			}
		}
		return result/(double)timeFrame;
	}
}