[Tail-cvs] Tail/src/java/net/sf/tail/indicator/tracker AbstractIndicator.java, 1.1 EMAAbstractIndicator.java, 1.1 SMAAbstractIndicator.java, 1.1 RSIAbstractIndicator.java, 1.1 EMAIndicator.java, 1.5 RSIIndicator.java, 1.3

[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-serv956/src/java/net/sf/tail/indicator/tracker

Modified Files:
	EMAIndicator.java RSIIndicator.java 
Added Files:
	AbstractIndicator.java EMAAbstractIndicator.java 
	SMAAbstractIndicator.java RSIAbstractIndicator.java 
Log Message:
Criada a nova classe AbstractIndicator e seus filhos ;-)

Index: EMAIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/EMAIndicator.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** EMAIndicator.java	12 May 2007 18:13:01 -0000	1.4
--- EMAIndicator.java	13 May 2007 01:00:06 -0000	1.5
***************
*** 39,53 ****
  	private Double calculate(int index) {
  		
! 		if(index + 1 < timeFrame){
  			return new SMAIndicator(indicator,timeFrame).getValue(index);
- 		}
  		
  		double emaPrev = getValue(index - 1).doubleValue();
! 		double result = ( ( indicator.getValue(index).doubleValue()  - emaPrev ) * multiplier()) + emaPrev;
! 		
! 		
! 		return result;
! 	
! 		
  	}
  }
--- 39,47 ----
  	private Double calculate(int index) {
  		
! 		if(index + 1 < timeFrame)
  			return new SMAIndicator(indicator,timeFrame).getValue(index);
  		
  		double emaPrev = getValue(index - 1).doubleValue();
! 		return ( ( indicator.getValue(index).doubleValue()  - emaPrev ) * multiplier()) + emaPrev;	
  	}
  }

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

import java.util.ArrayList;
import java.util.List;
import net.sf.tail.Indicator;

public abstract class AbstractIndicator<T> implements Indicator<T> {

	protected final Indicator<? extends Number> indicator;
	protected final int timeFrame;
	protected List<T> resultsList;

	public AbstractIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		this.indicator = indicator;
		this.timeFrame = timeFrame;
		resultsList = new ArrayList<T>();
	}

	public T getValue(int index) {
		
		if(resultsList.size() <= index ) {
			increaseLenght(index);
		}
		if(resultsList.get(index) == null){
			resultsList.set(index,calculate(index));
		}		
		return resultsList.get(index);

	}

	private void increaseLenght(int lenght) {
		
		for (int i = 0; i <= lenght; i++) {
			resultsList.add(null);
		}
	}

	protected abstract T calculate(int index);


}

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

import net.sf.tail.Indicator;

public class RSIAbstractIndicator extends AbstractIndicator<Double> {

	public RSIAbstractIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		super(indicator, timeFrame);
	}

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

		if(index  < timeFrame){
			/* TODO - Na interpretação da minha fonte (www.stockcharts.com) RSI de índices menores que o timeFrame são null  */
		}
		return averageGain(index)/averageLoss(index);	
	}

	private double averageLoss(int index) {
		double result = 0;
		for (int i = Math.max(1, index - timeFrame  + 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/ Math.min(timeFrame, index + 1);
	}

	public double averageGain(int index) {
		double result = 0;
		for (int i = Math.max(1, index - timeFrame  + 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/ Math.min(timeFrame, index + 1);
	}
}

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

import net.sf.tail.Indicator;

public class EMAAbstractIndicator extends AbstractIndicator<Double> {

	public EMAAbstractIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		super(indicator, timeFrame);
	}
	
	private double multiplier(){
		return 2 / (double)(timeFrame + 1); 
	}
	
	protected Double calculate(int index) {
		
		if(index + 1 < timeFrame)
			return new SMAIndicator(indicator,timeFrame).getValue(index);
		
		double emaPrev = getValue(index - 1).doubleValue();
		return ( ( indicator.getValue(index).doubleValue()  - emaPrev ) * multiplier()) + emaPrev;
	}
}

Index: RSIIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/RSIIndicator.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RSIIndicator.java	12 May 2007 23:54:53 -0000	1.2
--- RSIIndicator.java	13 May 2007 01:00:06 -0000	1.3
***************
*** 42,49 ****
  			/* TODO - Na interpretação da minha fonte (www.stockcharts.com) RSI de índices menores que o timeFrame são null  */
  		}
! 		
! 			
! 			return averageGain(index)/averageLoss(index);
! 		
  	}
  
--- 42,46 ----
  			/* TODO - Na interpretação da minha fonte (www.stockcharts.com) RSI de índices menores que o timeFrame são null  */
  		}
! 		return averageGain(index)/averageLoss(index);	
  	}
  
***************
*** 51,57 ****
  		double result = 0;
  		for (int i = Math.max(1, index - timeFrame  + 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/ Math.min(timeFrame, index + 1);
--- 48,53 ----
  		double result = 0;
  		for (int i = Math.max(1, index - timeFrame  + 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/ Math.min(timeFrame, index + 1);
***************
*** 61,70 ****
  		double result = 0;
  		for (int i = Math.max(1, index - timeFrame  + 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/ Math.min(timeFrame, index + 1);
  	}
--- 57,63 ----
  		double result = 0;
  		for (int i = Math.max(1, index - timeFrame  + 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/ Math.min(timeFrame, index + 1);
  	}

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

import net.sf.tail.Indicator;

public class SMAAbstractIndicator extends AbstractIndicator<Double> {

	public SMAAbstractIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		super(indicator, timeFrame);
	}

	protected Double calculate(int index) {
		double sum = 0.0;
		for (int i = Math.max(0, index - timeFrame + 1); i <= index; i++) {
			sum += indicator.getValue(i).doubleValue();						
		}
	
		return sum / Math.min(timeFrame, index + 1);
	}


}