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1 | // A is the value type we get for each candle |
2 | asclass CandleBasedIndicator<A> extends MetaWithChangeListeners { |
3 | replace Candle with TradingCandle. |
4 | |
5 | // Number of candles we need to look back to |
6 | settable int length = 20; |
7 | |
8 | event candleAdded(Candle candle); |
9 | event candleRemoved(Candle candle); |
10 | |
11 | // get current indicator value |
12 | abstract A value aka get(); |
13 | |
14 | simplyCached SimpleCircularBuffer<Candle> candles() { |
15 | ret new SimpleCircularBuffer(candlesNeeded()); |
16 | } |
17 | |
18 | int candlesNeeded() { ret length; } |
19 | |
20 | Candle lastCandle() { ret candles().last(); } |
21 | |
22 | selfType feed(TradingCandleMaker candleMaker) { |
23 | if (candleMaker != null) |
24 | // TODO: cut list down first |
25 | for (candle : candleMaker.candles()) |
26 | add(candle); |
27 | this; |
28 | } |
29 | |
30 | selfType add aka feed(Iterable<TradingCandle> candles) { |
31 | fOr (candle : candles) |
32 | add(candle); |
33 | this; |
34 | } |
35 | |
36 | // Can add candles twice, will automatically ignore the second time |
37 | selfType add aka feed(TradingCandle candle) { |
38 | if (candle.ongoing()) this; |
39 | if (lastCandle() != null && lessOrEq(candle.startTime, lastCandle().startTime)) |
40 | this; |
41 | |
42 | while (candles().size() > max(length-1, 0)) |
43 | candleRemoved(candles().remove()); |
44 | candles().add(candle); |
45 | |
46 | candleAdded(candle); |
47 | this; |
48 | } |
49 | |
50 | void reset { |
51 | resetFields(this, "candles_cache"); |
52 | } |
53 | |
54 | selfType emptyClone() { |
55 | var clone = shallowNonTransientClone(this); |
56 | clone.reset(); |
57 | ret clone; |
58 | } |
59 | } |
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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: | 246 / 396 |
Version history: | 16 change(s) |
Referenced in: | [show references] |