/* * To change this template, choose Tools | Templates * and open the template in the editor. */ package org.chartsy.htsine; import com.tictactec.ta.lib.Core; import com.tictactec.ta.lib.MInteger; import java.awt.Color; import java.awt.Graphics2D; import java.awt.Rectangle; import java.awt.Stroke; import java.text.DecimalFormat; import java.util.LinkedHashMap; import org.chartsy.main.ChartFrame; import org.chartsy.main.chart.Indicator; import org.chartsy.main.data.DataItem; import org.chartsy.main.data.Dataset; import org.chartsy.main.utils.DefaultPainter; import org.chartsy.main.utils.Range; import org.chartsy.main.utils.SerialVersion; import org.chartsy.talib.TaLibInit; import org.chartsy.talib.TaLibUtilities; import org.openide.nodes.AbstractNode; /** * The Hilbert Transform Sine Indicator * * @author joshua.taylor */ public class HTSine extends Indicator{ private static final long serialVersionUID = SerialVersion.APPVERSION; public static final String FULL_NAME = "Hilbert Transform Sine"; public static final String SINE = "htsine"; public static final String LEAD_SINE = "htleadsine"; private IndicatorProperties properties; //variables for TA-Lib utilization private int lookback; private double[] outputSine; private double[] outputLeadSine; private transient MInteger outBegIdx; private transient MInteger outNbElement; private transient Core core; //variables specific to Average Directional Index //NONE... //the next variable is used to hold indicator calculations private Dataset calculatedDatasetSine; private Dataset calculatedDatasetLeadSine; public HTSine() { super(); properties = new IndicatorProperties(); } @Override public String getName(){ return FULL_NAME;} @Override public String getLabel() { return properties.getLabel(); } @Override public String getPaintedLabel(ChartFrame cf){ return ""; } @Override public Indicator newInstance(){ return new HTSine(); } @Override public boolean hasZeroLine(){ return true; } @Override public boolean getZeroLineVisibility(){ return true; } @Override public Color getZeroLineColor(){ return properties.getZeroLineColor(); } @Override public Stroke getZeroLineStroke(){ return properties.getZeroLineStroke(); } @Override public boolean hasDelimiters(){ return true; } @Override public boolean getDelimitersVisibility(){ return false; } @Override public double[] getDelimitersValues(){ return new double[] {}; } @Override public Color getDelimitersColor(){ return null; } @Override public Stroke getDelimitersStroke(){ return null; } @Override public Color[] getColors(){ return new Color[] {properties.getSineLineColor(), properties.getLeadSineLineColor()}; } @Override public boolean getMarkerVisibility(){ return properties.getMarker(); } @Override public AbstractNode getNode(){ return new IndicatorNode(properties); } @Override public LinkedHashMap getHTML(ChartFrame cf, int i) { LinkedHashMap ht = new LinkedHashMap(); DecimalFormat df = new DecimalFormat("#,##0.00"); double[] values = getValues(cf, i); String[] labels = {"In Phase:", "Quadrature:"}; ht.put(getLabel(), " "); if (values.length > 0) { Color[] colors = getColors(); for (int j = 0; j < values.length; j++) { ht.put(getFontHTML(colors[j], labels[j]), getFontHTML(colors[j], df.format(values[j]))); } } return ht; } @Override public Range getRange(ChartFrame cf) { Range range = super.getRange(cf); return range; } @Override public void paint(Graphics2D g, ChartFrame cf, Rectangle bounds) { Dataset inPhase = visibleDataset(cf, SINE); Dataset quadrature = visibleDataset(cf, LEAD_SINE); if (inPhase != null && quadrature != null) { if (maximized) { Range range = getRange(cf); DefaultPainter.line(g, cf, range, bounds, inPhase, properties.getSineLineColor(), properties.getSineLineStroke()); // paint the signal DefaultPainter.line(g, cf, range, bounds, quadrature, properties.getLeadSineLineColor(), properties.getLeadSineLineStroke()); // paint the MACD } } } @Override public double[] getValues(ChartFrame cf) { Dataset inPhase = visibleDataset(cf, SINE); Dataset quadrature = visibleDataset(cf, LEAD_SINE); double[] values = new double[2]; if(inPhase != null && quadrature != null){ values[0] = inPhase.getLastClose(); values[1] = quadrature.getLastClose(); } else return new double[] {,}; return values; } @Override public double[] getValues(ChartFrame cf, int i) { Dataset inPhase = visibleDataset(cf, SINE); Dataset quadrature = visibleDataset(cf, LEAD_SINE); double[] values = new double[2]; if(inPhase != null && quadrature != null){ values[0] = inPhase.getDataItem(i) != null ? inPhase.getCloseAt(i) : 0; values[1] = quadrature.getDataItem(i) != null ? quadrature.getCloseAt(i) : 0; } else return new double[] {,}; return values; } @Override public void calculate() { Dataset initial = getDataset(); int count = 0; if (initial != null && !initial.isEmpty()) count = initial.getItemsCount(); /**********************************************************************/ //This entire method is basically a copy/paste action into your own //code. The only thing you have to change is the next few lines of code. //Choose the 'lookback' method and appropriate 'calculation function' //from TA-Lib for your needs. You'll also need to ensure you gather //everything for your calculation as well. Everything else should stay //basically the same //prepare ta-lib variables outputSine = new double[count]; outputLeadSine = new double[count]; outBegIdx = new MInteger(); outNbElement = new MInteger(); core = TaLibInit.getCore();//needs to be here for serialization issues //[your specific indicator variables need to be set first] //NONE... //now do the calculation over the entire dataset //[First, perform the lookback call if one exists] //[Second, do the calculation call from TA-lib] lookback = core.htSineLookback(); core.htSine(0, count-1, initial.getCloseValues(), outBegIdx, outNbElement, outputSine, outputLeadSine); //Everything between the /***/ lines is what needs to be changed. //Everything else remains the same. You are done with your part now. /**********************************************************************/ //fix the output array's structure. TA-Lib does NOT match //indicator index and dataset index automatically. That's what //this function does for us. outputSine = TaLibUtilities.fixOutputArray(outputSine, lookback); outputLeadSine = TaLibUtilities.fixOutputArray(outputLeadSine, lookback); calculatedDatasetSine = Dataset.EMPTY(initial.getItemsCount()); for (int i = 0; i < outputSine.length; i++) calculatedDatasetSine.setDataItem(i, new DataItem(initial.getTimeAt(i), outputSine[i])); calculatedDatasetLeadSine = Dataset.EMPTY(initial.getItemsCount()); for (int i = 0; i < outputLeadSine.length; i++) calculatedDatasetLeadSine.setDataItem(i, new DataItem(initial.getTimeAt(i), outputLeadSine[i])); addDataset(SINE, calculatedDatasetSine); addDataset(LEAD_SINE, calculatedDatasetLeadSine); } }