MESA.java

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package org.chartsy.mesa;

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 MESA Adaptive Moving Average by J. Ehlers.
 *
 * @author joshua.taylor
 */
public class MESA extends Indicator
{
    private static final long serialVersionUID = SerialVersion.APPVERSION;

    //public static int PERIOD = 10;
    public static final String FULL_NAME = "MESA Adaptive MA";
    public static final String MAMA_LINE = "mamaline";
    public static final String FAMA_LINE = "famaline";

    private IndicatorProperties properties;

    //variables for TA-Lib utilization
    private int lookback;
    private double[] outputFama;
    private double[] outputMama;
    private double fastLimit;
    private double slowLimit;
    private transient MInteger outBegIdx;
    private transient MInteger outNbElement;
    private transient Core core;

    //variables specific to this indicator


    //the next variables are used to hold indicator calculations
    private Dataset calculatedDatasetMAMA;
    private Dataset calculatedDatasetFAMA;

    public MESA()
    {
        super();
        properties = new IndicatorProperties();
    }

    public String getName(){ return FULL_NAME; }

    public String getLabel(){ return properties.getLabel(); }

    public String getPaintedLabel(ChartFrame cf){ return getLabel(); }

    public Indicator newInstance(){ return new MESA(); }

    @Override
    public boolean hasZeroLine(){ return false; }

    @Override
    public boolean getZeroLineVisibility(){ return false; }

    @Override
    public Color getZeroLineColor(){ return null; }

    @Override
    public Stroke getZeroLineStroke() {return null; }

    public boolean hasDelimiters(){ return false; }

    public boolean getDelimitersVisibility(){ return false; }

    public double[] getDelimitersValues(){ return new double[] {};}

    public Color getDelimitersColor(){ return null; }

    public Stroke getDelimitersStroke(){ return null; }

    public Color[] getColors()
    { return new Color[] {properties.getMamaLineColor(), properties.getFamaLineColor()}; }

    public boolean getMarkerVisibility(){ return properties.getMarker(); }

    public AbstractNode getNode(){ return new IndicatorNode(properties); }

    public LinkedHashMap getHTML(ChartFrame cf, int i)
    {
        LinkedHashMap ht = new LinkedHashMap();

        DecimalFormat df = new DecimalFormat("#,##0.00");
        double[] values = getValues(cf, i);
        String[] labels = {"MAMA:", "FAMA:"};

        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;
    }


    public void paint(Graphics2D g, ChartFrame cf, Rectangle bounds)
    {
        Dataset upTrend = visibleDataset(cf, MAMA_LINE);
        Dataset downTrend = visibleDataset(cf, FAMA_LINE);

        if (upTrend != null && downTrend != null)
        {
            if (maximized)
            {
                Range range = getRange(cf);

                DefaultPainter.line(g, cf, range, bounds, upTrend, properties.getMamaLineColor(), properties.getMamaLineStroke()); // paint the signal
                DefaultPainter.line(g, cf, range, bounds, downTrend, properties.getFamaLineColor(), properties.getFamaLineStroke()); // paint the MACD
            }
        }
    }


    public double[] getValues(ChartFrame cf)
    {
        Dataset mama = visibleDataset(cf, MAMA_LINE);
        Dataset fama = visibleDataset(cf, FAMA_LINE);

        double[] values = new double[2];

        if(mama != null && fama != null){
            values[0] = mama.getLastClose();
            values[1] = fama.getLastClose();
        }
        else
            return new double[] {,};

        return values;
    }

    public double[] getValues(ChartFrame cf, int i)
    {
        Dataset mama = visibleDataset(cf, MAMA_LINE);
        Dataset fama = visibleDataset(cf, FAMA_LINE);

        double[] values = new double[2];

        if(mama != null && fama != null){
            values[0] = mama.getDataItem(i) != null ? mama.getCloseAt(i) : 0;
            values[1] = fama.getDataItem(i) != null ? fama.getCloseAt(i) : 0;
        }
        else
            return new double[] {,};

        return values;
    }

    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. Everything else should stay basically the
        //same

        //prepare ta-lib variables
        outputFama = new double[count];
        outputMama = new double[count];
        fastLimit = properties.getFastLimit();
        slowLimit = properties.getSlowLimit();
        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]
        //allHighs = initial.getHighValues();//new double[count];
        //allLows = initial.getLowValues();//new double[count];

        //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.mamaLookback(fastLimit, slowLimit);
        core.mama(0, count-1, initial.getCloseValues(), fastLimit, slowLimit, outBegIdx, outNbElement, outputMama, outputFama);

        //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.
        outputFama = TaLibUtilities.fixOutputArray(outputFama, lookback);
        outputMama = TaLibUtilities.fixOutputArray(outputMama, lookback);

        calculatedDatasetMAMA = Dataset.EMPTY(initial.getItemsCount());
        for (int i = 0; i < outputMama.length; i++)
            calculatedDatasetMAMA.setDataItem(i, new DataItem(initial.getTimeAt(i), outputMama[i]));

        calculatedDatasetFAMA = Dataset.EMPTY(initial.getItemsCount());
        for (int i = 0; i < outputFama.length; i++)
            calculatedDatasetFAMA.setDataItem(i, new DataItem(initial.getTimeAt(i), outputFama[i]));

        addDataset(MAMA_LINE, calculatedDatasetMAMA);
        addDataset(FAMA_LINE, calculatedDatasetFAMA);
    }

}