/*
* Encog(tm) Core v3.4 - Java Version
* http://www.heatonresearch.com/encog/
* https://github.com/encog/encog-java-core
* Copyright 2008-2016 Heaton Research, Inc.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
* For more information on Heaton Research copyrights, licenses
* and trademarks visit:
* http://www.heatonresearch.com/copyright
*/
package org.encog.app.quant.indicators.predictive;
import java.util.Map;
import org.encog.app.analyst.csv.basic.BaseCachedColumn;
import org.encog.app.analyst.csv.basic.FileData;
import org.encog.app.quant.indicators.Indicator;
/**
* Get the best return.
*/
public class BestReturn extends Indicator {
/**
* The name of this indicator.
*/
public static final String NAME = "PredictBestReturn";
/**
* The number of periods this indicator is for.
*/
private final int periods;
/**
* Construct the object.
*
* @param thePeriods
* The number of periods.
* @param output
* True, if this indicator is to be predicted.
*/
public BestReturn(final int thePeriods, final boolean output) {
super(BestReturn.NAME, false, output);
this.periods = thePeriods;
setOutput(output);
}
/**
* Calculate the indicator.
*
* @param data
* The data available to the indicator.
* @param length
* The length of the data to calculate.
*/
@Override
public final void calculate(final Map<String, BaseCachedColumn> data,
final int length) {
final double[] close = data.get(FileData.CLOSE).getData();
final double[] output = getData();
final int stop = length - this.periods;
for (int i = 0; i < stop; i++) {
double bestReturn = Double.MIN_VALUE;
final double baseClose = close[i];
for (int j = 1; j <= this.periods; j++) {
final double newClose = close[i + j];
final double rtn = (newClose - baseClose) / baseClose;
bestReturn = Math.max(rtn, bestReturn);
}
output[i] = bestReturn;
}
for (int i = length - this.periods; i < length; i++) {
output[i] = 0;
}
setBeginningIndex(0);
setEndingIndex(length - this.periods - 1);
}
/**
* @return The number of periods.
*/
@Override
public final int getPeriods() {
return this.periods;
}
}