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< > BotCompany Repo | #1036446 // CandleBasedIndicator

JavaX fragment (include) [tags: use-pretranspiled]

Libraryless. Click here for Pure Java version (18685L/108K).

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// A is the value type we get for each candle
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asclass CandleBasedIndicator<A> extends MetaWithChangeListeners {
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  replace Candle with TradingCandle.
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  // Number of candles we need to look back to
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  settable int length = 20;
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  event candleAdded(Candle candle);
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  event candleRemoved(Candle candle);
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  // get current indicator value
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  abstract A value aka get();
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  simplyCached SimpleCircularBuffer<Candle> candles() {
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    ret new SimpleCircularBuffer(candlesNeeded());
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  }
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  int candlesNeeded() { ret length; }
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  Candle lastCandle() { ret candles().last(); }
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  selfType feed(TradingCandleMaker candleMaker) {
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    if (candleMaker != null)
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      // TODO: cut list down first
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      for (candle : candleMaker.candles())
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        add(candle);
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    this;
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  }
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  selfType add aka feed(Iterable<TradingCandle> candles) {
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    fOr (candle : candles)
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      add(candle);
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    this;
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  }
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  // Can add candles twice, will automatically ignore the second time
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  selfType add aka feed(TradingCandle candle) {
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    if (candle.ongoing()) this;
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    if (lastCandle() != null && lessOrEq(candle.startTime, lastCandle().startTime))
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      this;
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    while (candles().size() > max(length-1, 0))
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      candleRemoved(candles().remove());
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    candles().add(candle);
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    candleAdded(candle);
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    this;
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  }
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  void reset {
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    resetFields(this, "candles_cache");
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  }
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  selfType emptyClone() {
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    var clone = shallowNonTransientClone(this);
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    clone.reset();
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    ret clone;
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  }
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}

Author comment

Began life as a copy of #1036443

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Travelled to 2 computer(s): mowyntqkapby, mqqgnosmbjvj

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Snippet ID: #1036446
Snippet name: CandleBasedIndicator
Eternal ID of this version: #1036446/17
Text MD5: 81176d4657b89ebc90f10e1ae0b33e27
Transpilation MD5: 7c072bf0a0037aeb9f4fcfaf87d30574
Author: stefan
Category: javax / trading
Type: JavaX fragment (include)
Public (visible to everyone): Yes
Archived (hidden from active list): No
Created/modified: 2023-03-28 19:33:05
Source code size: 1545 bytes / 59 lines
Pitched / IR pitched: No / No
Views / Downloads: 135 / 262
Version history: 16 change(s)
Referenced in: [show references]