/*
* 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.ui.charts.indicators;
import org.eclipse.core.runtime.CoreException;
import org.eclipse.core.runtime.IAdaptable;
import org.eclipse.core.runtime.IConfigurationElement;
import org.eclipse.core.runtime.IExecutableExtension;
import org.eclipse.swt.graphics.RGB;
import org.eclipsetrader.core.charts.IDataSeries;
import org.eclipsetrader.core.charts.NumericDataSeries;
import org.eclipsetrader.ui.charts.ChartParameters;
import org.eclipsetrader.ui.charts.GroupChartObject;
import org.eclipsetrader.ui.charts.HistogramAreaChart;
import org.eclipsetrader.ui.charts.HistogramBarChart;
import org.eclipsetrader.ui.charts.IChartObject;
import org.eclipsetrader.ui.charts.IChartObjectFactory;
import org.eclipsetrader.ui.charts.IChartParameters;
import org.eclipsetrader.ui.charts.LineChart;
import org.eclipsetrader.ui.charts.LineChart.LineStyle;
import org.eclipsetrader.ui.charts.MAType;
import org.eclipsetrader.ui.charts.OHLCField;
import org.eclipsetrader.ui.charts.RenderStyle;
import org.eclipsetrader.ui.internal.charts.Util;
import org.eclipsetrader.ui.internal.charts.indicators.Activator;
import com.tictactec.ta.lib.Core;
import com.tictactec.ta.lib.MInteger;
public class STOCHRSI implements IChartObjectFactory, IExecutableExtension {
private String id;
private String factoryName;
private String name;
private OHLCField field = OHLCField.Close;
private int kFastPeriod = 7;
private int kSlowPeriod = 21;
private int dPeriod = 14;
private MAType dMaType = MAType.EMA;
private RenderStyle kLineStyle = RenderStyle.Line;
private RGB kLineColor;
private RenderStyle dLineStyle = RenderStyle.Dot;
private RGB dLineColor;
public STOCHRSI() {
}
/* (non-Javadoc)
* @see org.eclipse.core.runtime.IExecutableExtension#setInitializationData(org.eclipse.core.runtime.IConfigurationElement, java.lang.String, java.lang.Object)
*/
@Override
public void setInitializationData(IConfigurationElement config, String propertyName, Object data) throws CoreException {
id = config.getAttribute("id");
factoryName = config.getAttribute("name");
name = config.getAttribute("name");
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.ui.indicators.IChartIndicator#getId()
*/
@Override
public String getId() {
return id;
}
/* (non-Javadoc)
* @see org.eclipsetrader.charts.ui.indicators.IChartIndicator#getName()
*/
@Override
public String getName() {
return name;
}
/* (non-Javadoc)
* @see org.eclipsetrader.ui.internal.charts.IGeneralPropertiesAdapter#setName(java.lang.String)
*/
public void setName(String name) {
this.name = name;
}
public OHLCField getField() {
return field;
}
public void setField(OHLCField field) {
this.field = field;
}
public int getKFastPeriod() {
return kFastPeriod;
}
public void setKFastPeriod(int fastPeriod) {
kFastPeriod = fastPeriod;
}
public int getKSlowPeriod() {
return kSlowPeriod;
}
public void setKSlowPeriod(int slowPeriod) {
kSlowPeriod = slowPeriod;
}
public int getDPeriod() {
return dPeriod;
}
public void setDPeriod(int period) {
dPeriod = period;
}
public MAType getDMaType() {
return dMaType;
}
public void setDMaType(MAType maType) {
dMaType = maType;
}
public RenderStyle getKLineStyle() {
return kLineStyle;
}
public void setKLineStyle(RenderStyle lineStyle) {
kLineStyle = lineStyle;
}
public RGB getKLineColor() {
return kLineColor;
}
public void setKLineColor(RGB lineColor) {
kLineColor = lineColor;
}
public RenderStyle getDLineStyle() {
return dLineStyle;
}
public void setDLineStyle(RenderStyle lineStyle) {
dLineStyle = lineStyle;
}
public RGB getDLineColor() {
return dLineColor;
}
public void setDLineColor(RGB lineColor) {
dLineColor = lineColor;
}
/* (non-Javadoc)
* @see org.eclipsetrader.ui.charts.IChartObjectFactory#createObject(org.eclipsetrader.core.charts.IDataSeries)
*/
@Override
public IChartObject createObject(IDataSeries source) {
if (source == null) {
return null;
}
IAdaptable[] values = source.getValues();
Core core = Activator.getDefault() != null ? Activator.getDefault().getCore() : new Core();
int lookback = core.stochRsiLookback(kFastPeriod, kSlowPeriod, dPeriod, MAType.getTALib_MAType(dMaType));
if (values.length < lookback) {
return null;
}
int startIdx = 0;
int endIdx = values.length - 1;
double[] inReal = Util.getValuesForField(values, field);
MInteger outBegIdx = new MInteger();
MInteger outNbElement = new MInteger();
double[] outK = new double[values.length - lookback];
double[] outD = new double[values.length - lookback];
core.stochRsi(startIdx, endIdx, inReal, kFastPeriod, kSlowPeriod, dPeriod, MAType.getTALib_MAType(dMaType), outBegIdx, outNbElement, outK, outD);
GroupChartObject object = new GroupChartObject();
object.add(createLineChartObject(new NumericDataSeries("STOCHRSI-K", outK, source), kLineStyle, kLineColor));
object.add(createLineChartObject(new NumericDataSeries("STOCHRSI-D", outD, source), dLineStyle, dLineColor));
return object;
}
protected IChartObject createLineChartObject(IDataSeries result, RenderStyle renderStyle, RGB color) {
LineStyle lineStyle = LineStyle.Solid;
switch (renderStyle) {
case Dash:
lineStyle = LineStyle.Dash;
break;
case Dot:
lineStyle = LineStyle.Dot;
break;
case HistogramBars:
return new HistogramBarChart(result);
case Histogram:
return new HistogramAreaChart(result, color);
case Invisible:
lineStyle = LineStyle.Invisible;
break;
}
return new LineChart(result, lineStyle, color);
}
/* (non-Javadoc)
* @see org.eclipsetrader.ui.charts.IChartObjectFactory#getParameters()
*/
@Override
public IChartParameters getParameters() {
ChartParameters parameters = new ChartParameters();
if (!factoryName.equals(name)) {
parameters.setParameter("name", name);
}
parameters.setParameter("k-fast-period", kFastPeriod);
parameters.setParameter("k-slow-period", kSlowPeriod);
parameters.setParameter("d-period", dPeriod);
parameters.setParameter("d-ma-type", dMaType.getName());
parameters.setParameter("k-style", kLineStyle.getName());
if (kLineColor != null) {
parameters.setParameter("k-color", kLineColor);
}
parameters.setParameter("d-style", dLineStyle.getName());
if (dLineColor != null) {
parameters.setParameter("d-color", dLineColor);
}
return parameters;
}
/* (non-Javadoc)
* @see org.eclipsetrader.ui.charts.IChartObjectFactory#setParameters(org.eclipsetrader.ui.charts.IChartParameters)
*/
@Override
public void setParameters(IChartParameters parameters) {
name = parameters.hasParameter("name") ? parameters.getString("name") : factoryName;
kFastPeriod = parameters.getInteger("k-fast-period");
kSlowPeriod = parameters.getInteger("k-slow-period");
dPeriod = parameters.getInteger("d-period");
dMaType = MAType.getFromName(parameters.getString("d-ma-type"));
kLineStyle = parameters.hasParameter("k-style") ? RenderStyle.getStyleFromName(parameters.getString("k-style")) : RenderStyle.Line;
kLineColor = parameters.getColor("k-color");
dLineStyle = parameters.hasParameter("d-style") ? RenderStyle.getStyleFromName(parameters.getString("d-style")) : RenderStyle.Dot;
dLineColor = parameters.getColor("d-color");
}
}