tail-cvs

[Márcio V. d. S. <mv...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/helper
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv2946/src/java/net/sf/tail/indicator/helper

Added Files:
	AverageGainIndicator.java HighestValueIndicator.java 
	StandardDeviationIndicator.java AverageLossIndicator.java 
	CrossIndicator.java LowestValueIndicator.java 
Log Message:
Refatoração de testes

--- NEW FILE: LowestValueIndicator.java ---
package net.sf.tail.indicator.helper;

import net.sf.tail.Indicator;

public class LowestValueIndicator implements Indicator<Double> {

	private final Indicator<? extends Number> indicator;

	private final int timeFrame;

	public LowestValueIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		this.indicator = indicator;
		this.timeFrame = timeFrame;
	}

	public Double getValue(int index) {
		int start = Math.max(0, index - timeFrame + 1);
		Double lowest = (Double) indicator.getValue(start);
		for (int i = start + 1; i <= index; i++) {
			if (lowest.doubleValue() > indicator.getValue(i).doubleValue())
				lowest = (Double) indicator.getValue(i);
		}
		return lowest;
	}
}

--- NEW FILE: AverageLossIndicator.java ---
package net.sf.tail.indicator.helper;

import net.sf.tail.Indicator;

public class AverageLossIndicator implements Indicator<Double> {

	private final Indicator<? extends Number> indicator;

	private final int timeFrame;

	public AverageLossIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		this.indicator = indicator;
		this.timeFrame = timeFrame;
	}

	public Double getValue(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);
	}
}

--- NEW FILE: HighestValueIndicator.java ---
package net.sf.tail.indicator.helper;

import net.sf.tail.Indicator;

public class HighestValueIndicator implements Indicator<Double> {

	private final Indicator<? extends Number> indicator;

	private final int timeFrame;

	public HighestValueIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		this.indicator = indicator;
		this.timeFrame = timeFrame;
	}

	public Double getValue(int index) {
		int start = Math.max(0, index - timeFrame + 1);
		Double highest = (Double) indicator.getValue(start);
		for (int i = start + 1; i <= index; i++) {
			if (highest.doubleValue() < indicator.getValue(i).doubleValue())
				highest = (Double) indicator.getValue(i);
		}
		return highest;
	}
}

--- NEW FILE: CrossIndicator.java ---
package net.sf.tail.indicator.helper;

import net.sf.tail.Indicator;

public class CrossIndicator implements Indicator<Boolean> {

	private final Indicator<? extends Number> low;

	private final Indicator<? extends Number> up;

	public CrossIndicator(Indicator<? extends Number> up, Indicator<? extends Number> low) {
		this.up = up;
		this.low = low;
	}

	public Boolean getValue(int index) {

		if (index == 0 || up.getValue(index).doubleValue() >= (low.getValue(index).doubleValue()))
			return false;
		index--;
		if (up.getValue(index).doubleValue() > low.getValue(index).doubleValue())
			return true;

		else {

			while (index > 0 && up.getValue(index).doubleValue() == low.getValue(index).doubleValue())
				index--;
			if (index == 0)
				return false;
			if (up.getValue(index).doubleValue() > low.getValue(index).doubleValue())
				return true;
			return false;
		}
	}

	public Indicator<? extends Number> getLow() {
		return low;
	}

	public Indicator<? extends Number> getUp() {
		return up;
	}
}

--- NEW FILE: AverageGainIndicator.java ---
package net.sf.tail.indicator.helper;

import net.sf.tail.Indicator;

public class AverageGainIndicator implements Indicator<Double> {

	private final Indicator<? extends Number> indicator;

	private final int timeFrame;

	public AverageGainIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		this.indicator = indicator;
		this.timeFrame = timeFrame;
	}

	public Double getValue(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: StandardDeviationIndicator.java ---
package net.sf.tail.indicator.helper;

import net.sf.tail.Indicator;
import net.sf.tail.indicator.tracker.SMAIndicator;

public class StandardDeviationIndicator implements Indicator<Double> {

	private Indicator<? extends Number> indicator;

	private int timeFrame;

	private SMAIndicator sma;

	public StandardDeviationIndicator(Indicator<? extends Number> indicator, int timeFrame) {
		this.indicator = indicator;
		this.timeFrame = timeFrame;
		sma = new SMAIndicator(indicator, timeFrame);
	}

	public Double getValue(int index) {
		

		double standardDeviation = 0.0;
		double average = sma.getValue(index);
		for (int i = Math.max(0, index - timeFrame + 1); i <= index; i++) {
			standardDeviation += Math.pow(indicator.getValue(i).doubleValue() - average, 2.0);
		}
		return Math.sqrt(standardDeviation);
	}

}