/**
* 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.oscillators;
import eu.verdelhan.ta4j.Indicator;
import eu.verdelhan.ta4j.Decimal;
import eu.verdelhan.ta4j.TimeSeries;
import eu.verdelhan.ta4j.indicators.CachedIndicator;
import eu.verdelhan.ta4j.indicators.helpers.HighestValueIndicator;
import eu.verdelhan.ta4j.indicators.helpers.LowestValueIndicator;
import eu.verdelhan.ta4j.indicators.simple.ClosePriceIndicator;
import eu.verdelhan.ta4j.indicators.simple.MaxPriceIndicator;
import eu.verdelhan.ta4j.indicators.simple.MinPriceIndicator;
/**
* Stochastic oscillator K.
* <p>
* Receives timeSeries and timeFrame and calculates the StochasticOscillatorKIndicator
* over ClosePriceIndicator, or receives an indicator, MaxPriceIndicator and
* MinPriceIndicator and returns StochasticOsiclatorK over this indicator.
*
*/
public class StochasticOscillatorKIndicator extends CachedIndicator<Decimal> {
private final Indicator<Decimal> indicator;
private final int timeFrame;
private MaxPriceIndicator maxPriceIndicator;
private MinPriceIndicator minPriceIndicator;
public StochasticOscillatorKIndicator(TimeSeries timeSeries, int timeFrame) {
this(new ClosePriceIndicator(timeSeries), timeFrame, new MaxPriceIndicator(timeSeries), new MinPriceIndicator(
timeSeries));
}
public StochasticOscillatorKIndicator(Indicator<Decimal> indicator, int timeFrame,
MaxPriceIndicator maxPriceIndicator, MinPriceIndicator minPriceIndicator) {
super(indicator);
this.indicator = indicator;
this.timeFrame = timeFrame;
this.maxPriceIndicator = maxPriceIndicator;
this.minPriceIndicator = minPriceIndicator;
}
@Override
protected Decimal calculate(int index) {
HighestValueIndicator highestHigh = new HighestValueIndicator(maxPriceIndicator, timeFrame);
LowestValueIndicator lowestMin = new LowestValueIndicator(minPriceIndicator, timeFrame);
Decimal highestHighPrice = highestHigh.getValue(index);
Decimal lowestLowPrice = lowestMin.getValue(index);
return indicator.getValue(index).minus(lowestLowPrice)
.dividedBy(highestHighPrice.minus(lowestLowPrice))
.multipliedBy(Decimal.HUNDRED);
}
@Override
public String toString() {
return getClass().getSimpleName() + " timeFrame: " + timeFrame;
}
}