RecursiveCachedIndicator.java

/**
 * The MIT License (MIT)
 *
 * Copyright (c) 2014-2017 Marc de Verdelhan & respective authors (see AUTHORS)
 *
 * Permission is hereby granted, free of charge, to any person obtaining a copy of
 * this software and associated documentation files (the "Software"), to deal in
 * the Software without restriction, including without limitation the rights to
 * use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
 * the Software, and to permit persons to whom the Software is furnished to do so,
 * subject to the following conditions:
 *
 * The above copyright notice and this permission notice shall be included in all
 * copies or substantial portions of the Software.
 *
 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
 * FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
 * COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
 * IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
 * CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 */
package eu.verdelhan.ta4j.indicators;

import eu.verdelhan.ta4j.Indicator;
import eu.verdelhan.ta4j.TimeSeries;

/**
 * Recursive cached {@link Indicator indicator}.
 * <p>
 * Recursive indicators should extend this class.<br>
 * This class is only here to avoid (OK, to postpone) the StackOverflowError that
 * may be thrown on the first getValue(int) call of a recursive indicator.
 * Concretely when an index value is asked, if the last cached value is too old/far,
 * the computation of all the values between the last cached and the asked one
 * is executed iteratively.
 */
public abstract class RecursiveCachedIndicator<T> extends CachedIndicator<T> {

    /**
     * The recursion threshold for which an iterative calculation is executed.
     * @TODO Should be variable (depending on the sub-indicators used in this indicator)
     */
    private static final int RECURSION_THRESHOLD = 100;
    
    /**
     * Constructor.
     * @param series the related time series
     */
    public RecursiveCachedIndicator(TimeSeries series) {
        super(series);
    }

    /**
     * Constructor.
     * @param indicator a related indicator (with a time series)
     */
    public RecursiveCachedIndicator(Indicator indicator) {
        this(indicator.getTimeSeries());
    }

    @Override
    public T getValue(int index) {
        TimeSeries series = getTimeSeries();
        if (series != null) {
            final int seriesEndIndex = series.getEnd();
            if (index <= seriesEndIndex) {
                // We are not after the end of the series
                final int removedTicksCount = series.getRemovedTicksCount();
                int startIndex = Math.max(removedTicksCount, highestResultIndex);
                if (index - startIndex > RECURSION_THRESHOLD) {
                    // Too many uncalculated values; the risk for a StackOverflowError becomes high.
                    // Calculating the previous values iteratively
                    for (int prevIdx = startIndex; prevIdx < index; prevIdx++) {
                        super.getValue(prevIdx);
                    }
                }
            }
        }
        
        return super.getValue(index);
    }
}