/*
* Copyright (c) 2004-2011 Marco Maccaferri and others.
* All rights reserved. This program and the accompanying materials
* are made available under the terms of the Eclipse Public License v1.0
* which accompanies this distribution, and is available at
* http://www.eclipse.org/legal/epl-v10.html
*
* Contributors:
* Marco Maccaferri - initial API and implementation
*/
package org.eclipsetrader.core.charts;
import java.util.ArrayList;
import java.util.Date;
import java.util.List;
import org.eclipse.core.runtime.IAdaptable;
import org.eclipsetrader.core.feed.IBar;
import org.eclipsetrader.core.feed.IOHLC;
public class BarsDataSeries implements IDataSeries {
private final String name;
private final List<IBar> bars;
private IAdaptable first;
private IAdaptable last;
private IAdaptable highest;
private IAdaptable lowest;
private int lastIndex;
private boolean highestOverride = false;
private boolean lowestOverride = false;
private class RangeVisitor implements IDataSeriesVisitor {
private Double lowestValue;
private Double highestValue;
private Date firstValue;
private Date lastValue;
public RangeVisitor() {
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.core.IDataSeriesVisitor#visit(org.eclipsetrader.charts.core.IDataSeries)
*/
@Override
public boolean visit(IDataSeries data) {
for (IAdaptable v : data.getValues()) {
IOHLC ohlc = (IOHLC) v.getAdapter(IOHLC.class);
if (ohlc != null) {
updateHighestLowest(ohlc.getLow() != null ? ohlc.getLow() : ohlc.getClose(), v);
updateHighestLowest(ohlc.getHigh() != null ? ohlc.getHigh() : ohlc.getClose(), v);
if (ohlc.getDate() != null) {
updateFirstLast(ohlc.getDate(), v);
}
}
else {
Number value = (Number) v.getAdapter(Number.class);
updateHighestLowest(value, v);
Date date = (Date) v.getAdapter(Date.class);
if (date != null) {
updateFirstLast(date, v);
}
}
}
if (data instanceof BarsDataSeries) {
if (((BarsDataSeries) data).highestOverride) {
highest = data.getHighest();
}
if (((BarsDataSeries) data).lowestOverride) {
lowest = data.getLowest();
}
}
return true;
}
private void updateHighestLowest(Number value, IAdaptable reference) {
if (lowestValue == null || value.doubleValue() < lowestValue) {
lowestValue = value.doubleValue();
lowest = reference;
}
if (highestValue == null || value.doubleValue() > highestValue) {
highestValue = value.doubleValue();
highest = reference;
}
}
private void updateFirstLast(Date date, IAdaptable reference) {
if (firstValue == null || date.before(firstValue)) {
firstValue = date;
first = reference;
}
if (lastValue == null || date.after(lastValue)) {
lastValue = date;
last = reference;
}
}
}
public BarsDataSeries(String name, List<IBar> bars) {
this.name = name;
this.bars = bars;
accept(new RangeVisitor());
lastIndex = bars.size();
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.core.IDataSeries#getName()
*/
@Override
public String getName() {
return name;
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.core.IDataSeries#getFirst()
*/
@Override
public IAdaptable getFirst() {
checkNewValues();
return first;
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.core.IDataSeries#getLast()
*/
@Override
public IAdaptable getLast() {
checkNewValues();
return last;
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.core.IDataSeries#getHighest()
*/
@Override
public IAdaptable getHighest() {
checkNewValues();
return highest;
}
public void setHighest(IAdaptable highest) {
this.highest = highest;
this.highestOverride = true;
}
protected boolean isHighestOverride() {
return highestOverride;
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.core.IDataSeries#getLowest()
*/
@Override
public IAdaptable getLowest() {
checkNewValues();
return lowest;
}
public void setLowest(IAdaptable lowest) {
this.lowest = lowest;
this.lowestOverride = true;
}
protected boolean isLowestOverride() {
return lowestOverride;
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.charts.IDataSeries#size()
*/
@Override
public int size() {
return bars.size();
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.core.IDataSeries#getValues()
*/
@Override
public IAdaptable[] getValues() {
return bars.toArray(new IAdaptable[bars.size()]);
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.core.IDataSeries#getSeries(org.eclipse.core.runtime.IAdaptable, org.eclipse.core.runtime.IAdaptable)
*/
@Override
public IDataSeries getSeries(IAdaptable first, IAdaptable last) {
DataSeries series = new DataSeries(getName(), getSubset(first, last));
if (highestOverride) {
series.setHighest(getHighest());
}
if (lowestOverride) {
series.setLowest(getLowest());
}
return series;
}
protected IAdaptable[] getSubset(IAdaptable first, IAdaptable last) {
Date firstValue = first != null ? (Date) first.getAdapter(Date.class) : null;
Date lastValue = last != null ? (Date) last.getAdapter(Date.class) : null;
List<IAdaptable> list = new ArrayList<IAdaptable>(bars.size());
for (int i = 0; i < bars.size(); i++) {
Date date = (Date) bars.get(i).getAdapter(Date.class);
if ((firstValue == null || !date.before(firstValue)) && (lastValue == null || !date.after(lastValue))) {
list.add(bars.get(i));
}
}
return list.toArray(new IAdaptable[list.size()]);
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.charts.IDataSeries#cross(org.eclipsetrader.core.charts.IDataSeries, org.eclipse.core.runtime.IAdaptable)
*/
@Override
public int cross(IDataSeries series, IAdaptable value) {
if (bars.size() <= 1 || series.size() <= 1) {
return NONE;
}
int index = indexOf(this, value);
if (index <= 0) {
return NONE;
}
int otherIndex = indexOf(series, value);
if (otherIndex <= 0) {
return NONE;
}
Number ourValue = (Number) bars.get(index - 1).getAdapter(Number.class);
Number ourNextValue = (Number) bars.get(index).getAdapter(Number.class);
Number otherValue = (Number) series.getValues()[otherIndex - 1].getAdapter(Number.class);
Number otherNextValue = (Number) series.getValues()[otherIndex].getAdapter(Number.class);
if (ourValue.doubleValue() < otherValue.doubleValue() && ourNextValue.doubleValue() > otherNextValue.doubleValue()) {
return ABOVE;
}
if (ourValue.doubleValue() > otherValue.doubleValue() && ourNextValue.doubleValue() < otherNextValue.doubleValue()) {
return BELOW;
}
return NONE;
}
protected int indexOf(IDataSeries series, IAdaptable value) {
IAdaptable[] values = series.getValues();
Date valueDate = (Date) value.getAdapter(Date.class);
for (int i = 0; i < values.length; i++) {
if (values[i].equals(value)) {
return i;
}
Date date = (Date) values[i].getAdapter(Date.class);
if (date != null && date.equals(valueDate)) {
return i;
}
}
return -1;
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.core.IDataSeries#getChildren()
*/
@Override
public IDataSeries[] getChildren() {
return null;
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.core.IDataSeries#setChildren(org.eclipsetrader.charts.core.IDataSeries[])
*/
@Override
public void setChildren(IDataSeries[] childrens) {
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.core.IDataSeries#accept(org.eclipsetrader.charts.core.IDataSeriesVisitor)
*/
@Override
public void accept(IDataSeriesVisitor visitor) {
visitor.visit(this);
}
private void checkNewValues() {
if (lastIndex == bars.size()) {
return;
}
accept(new RangeVisitor());
lastIndex = bars.size();
}
}