/*
* 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.patterns;
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.feed.IOHLC;
import org.eclipsetrader.ui.charts.ChartParameters;
import org.eclipsetrader.ui.charts.GroupChartObject;
import org.eclipsetrader.ui.charts.IChartObject;
import org.eclipsetrader.ui.charts.IChartObjectFactory;
import org.eclipsetrader.ui.charts.IChartParameters;
import org.eclipsetrader.ui.charts.ILineDecorator;
import org.eclipsetrader.ui.charts.RenderStyle;
import org.eclipsetrader.ui.internal.charts.PatternBox;
import org.eclipsetrader.ui.internal.charts.indicators.IGeneralPropertiesAdapter;
public class DoubleReversal implements IChartObjectFactory, IGeneralPropertiesAdapter, ILineDecorator, IExecutableExtension {
private String id;
private String factoryName;
private String name;
private RenderStyle renderStyle = RenderStyle.Line;
private RGB color;
public DoubleReversal() {
}
/* (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)
*/
@Override
public void setName(String name) {
this.name = name;
}
/* (non-Javadoc)
* @see org.eclipsetrader.ui.internal.charts.IGeneralPropertiesAdapter#getRenderStyle()
*/
@Override
public RenderStyle getRenderStyle() {
return renderStyle;
}
/* (non-Javadoc)
* @see org.eclipsetrader.ui.internal.charts.IGeneralPropertiesAdapter#setRenderStyle(org.eclipsetrader.ui.charts.RenderStyle)
*/
@Override
public void setRenderStyle(RenderStyle renderStyle) {
this.renderStyle = renderStyle;
}
/* (non-Javadoc)
* @see org.eclipsetrader.ui.charts.ILineDecorator#getColor()
*/
@Override
public RGB getColor() {
return color;
}
/* (non-Javadoc)
* @see org.eclipsetrader.ui.charts.ILineDecorator#setColor(org.eclipse.swt.graphics.RGB)
*/
@Override
public void setColor(RGB color) {
this.color = color;
}
/* (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();
if (values.length < 6) {
return null;
}
GroupChartObject object = new GroupChartObject();
for (int i = values.length - 6; i >= 0; i--) {
IOHLC[] outBars = new IOHLC[] {
(IOHLC) values[i].getAdapter(IOHLC.class),
(IOHLC) values[i + 1].getAdapter(IOHLC.class),
(IOHLC) values[i + 2].getAdapter(IOHLC.class),
(IOHLC) values[i + 3].getAdapter(IOHLC.class),
(IOHLC) values[i + 4].getAdapter(IOHLC.class),
(IOHLC) values[i + 5].getAdapter(IOHLC.class),
};
int sentiment = getSentiment(outBars);
if (sentiment > 0) {
object.add(new PatternBox(outBars, color, getName(), "Bullish"));
i -= outBars.length;
}
else if (sentiment < 0) {
object.add(new PatternBox(outBars, color, getName(), "Bearish"));
i -= outBars.length;
}
}
return object;
}
int getSentiment(IOHLC[] recs) {
boolean reversals[] = {
false, false, false, false, false, false
};
int complete[] = {
0, 0
};
for (int n = 0; n < recs.length - 1; n++) {
IOHLC rn = recs[n];
IOHLC rn1 = recs[n + 1]; // save memory accesses
double high[] = {
rn.getHigh(), rn1.getHigh()
};
double low[] = {
rn.getLow(), rn1.getLow()
};
double close[] = {
rn.getClose(), rn1.getClose()
};
// high-low reversal
if (close[1] >= high[1] - 0.05 && close[0] <= low[0] + 0.05) {
reversals[0] = true;
if (n + 1 > complete[0]) {
complete[0] = n + 1;
}
}
else if (close[0] >= high[0] - 0.05 && close[1] <= low[0] + 0.05) {
reversals[3] = true;
if (n + 1 > complete[1]) {
complete[1] = n + 1;
}
}
// closing price reversal
if (low[1] < low[0] // lower low
&& close[1] > close[0]) //higher close
{
reversals[1] = true;
if (n + 1 > complete[0]) {
complete[0] = n + 1;
}
}
else if (high[1] >= high[0] // higher high
&& close[1] <= close[0]) // lower close
{
reversals[4] = true;
if (n + 1 > complete[1]) {
complete[1] = n + 1;
}
}
// key reversal
if (high[0] < high[1] && low[0] > low[1]) {
if (close[1] >= high[0]) {
reversals[2] = true;
if (n + 1 > complete[0]) {
complete[0] = n + 1;
}
}
}
else if (high[0] < high[1] && low[0] > low[1]) {
if (close[1] <= low[0]) {
reversals[5] = true;
if (n + 1 > complete[1]) {
complete[1] = n + 1;
}
}
}
}
if (reversals[0] && (reversals[1] || reversals[2]) || reversals[1] && (reversals[0] || reversals[2]) || reversals[2] && (reversals[0] || reversals[1])) {
return 1;
}
else if (reversals[3] && (reversals[4] || reversals[5]) || reversals[4] && (reversals[3] || reversals[5]) || reversals[5] && (reversals[3] || reversals[4])) {
return -1;
}
return 0;
}
/* (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("style", renderStyle.getName());
if (color != null) {
parameters.setParameter("color", color);
}
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;
renderStyle = parameters.hasParameter("style") ? RenderStyle.getStyleFromName(parameters.getString("style")) : RenderStyle.Line;
color = parameters.getColor("color");
}
}