CalculatorStochastic.java

package org.ripple.power.hft;

import java.util.List;

import com.tictactec.ta.lib.Core;
import com.tictactec.ta.lib.MAType;
import com.tictactec.ta.lib.MInteger;
import com.tictactec.ta.lib.RetCode;

public class CalculatorStochastic {

	private Core core;

	public CalculatorStochastic() {
	}

	public enum StochasticState {
		OVERBOUGHT, OVERSOLD, TRENDING;
	}

	public RetCode calcStochastic(InstrumentAo instrumentAo,
			List<Double> kList, List<Double> dList) {
		int optInFastK_Period = Integer.MIN_VALUE;
		int optInSlowK_Period = Integer.MIN_VALUE;
		int optInFastD_Period = Integer.MIN_VALUE;
		int noOutEle = instrumentAo.getPriceList().size();
		int endIndex = instrumentAo.getPriceList().size() - 1;
		int startIndex = endIndex - noOutEle + 1;
		double[] outKResult = new double[endIndex + 1];
		double[] outDResult = new double[endIndex + 1];
		double[] closePriceInput = new double[endIndex + 1];
		double[] hiPriceInput = new double[endIndex + 1];
		double[] lowPriceInput = new double[endIndex + 1];
		MAType typeK = MAType.Sma;
		MAType typeD = MAType.Sma;
		MInteger strtOutIndex = new MInteger();
		strtOutIndex.value = startIndex;
		MInteger outNb = new MInteger();
		outNb.value = noOutEle;
		for (int index = 0; index <= endIndex; index++) {
			closePriceInput[index] = instrumentAo.getPriceList().get(index)
					.close;
			hiPriceInput[index] = instrumentAo.getPriceList().get(index)
					.high;
			lowPriceInput[index] = instrumentAo.getPriceList().get(index)
					.low;
		}
		RetCode retCode = core.stoch(startIndex, endIndex, hiPriceInput,
				lowPriceInput, closePriceInput, optInFastK_Period,
				optInSlowK_Period, typeK, optInFastD_Period, typeD,
				strtOutIndex, outNb, outKResult, outDResult);

		for (int i = 0; i <= endIndex; i++) {
			kList.add(outKResult[i]);
			dList.add(outDResult[i]);
		}
		return retCode;
	}

	public StochasticState getState(Double k, Double d) {
		if (k >= 80) {
			return StochasticState.OVERBOUGHT;
		} else if (k <= 20) {
			return StochasticState.OVERSOLD;
		} else {
			return StochasticState.TRENDING;
		}
	}
}