StochasticRSIIndicator.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.trackers;

import eu.verdelhan.ta4j.Decimal;
import eu.verdelhan.ta4j.Indicator;
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;

/**
 * The Stochastic RSI Indicator.
 * 
 * Stoch RSI = (RSI - MinimumRSIn) / (MaximumRSIn - MinimumRSIn)
 */
public class StochasticRSIIndicator extends CachedIndicator<Decimal> {

    private final int timeFrame;
    private final RSIIndicator rsi;
    private final LowestValueIndicator minRsi;
    private final HighestValueIndicator maxRsi;

    /**
     * Constructor.
     * @param series the series
     * @param timeFrame the time frame
     */
    public StochasticRSIIndicator(TimeSeries series, int timeFrame) {
        this(new ClosePriceIndicator(series), timeFrame);
    }

    /**
     * Constructor.
     * @param indicator the indicator
     * @param timeFrame the time frame
     */
    public StochasticRSIIndicator(Indicator<Decimal> indicator, int timeFrame) {
        this(new RSIIndicator(indicator, timeFrame), timeFrame);
    }

    /**
     * Constructor.
     * @param rsi the rsi indicator
     * @param timeFrame the time frame
     */
    public StochasticRSIIndicator(RSIIndicator rsi, int timeFrame) {
        super(rsi);
        this.timeFrame = timeFrame;
        this.rsi = rsi;
        minRsi = new LowestValueIndicator(rsi, this.timeFrame);
        maxRsi = new HighestValueIndicator(rsi, this.timeFrame);
    }

    @Override
    protected Decimal calculate(int index) {
        Decimal minRsiValue = minRsi.getValue(index);
        return rsi.getValue(index).minus(minRsiValue)
                .dividedBy(maxRsi.getValue(index).minus(minRsiValue));
    }

}