com.illumon.numerics.movingaverages

Class TradingHoursEma

java.lang.Object

com.illumon.numerics.movingaverages.AbstractMa

com.illumon.numerics.movingaverages.Ema

com.illumon.numerics.movingaverages.TradingHoursEma

All Implemented Interfaces:

Serializable

public class TradingHoursEma
extends Ema
implements Serializable

Created by IntelliJ IDEA. User: dkent Date: 7/22/11 Time: 8:41 AM

A simple ema which decays with trading time and only accepts samples during trading hours. This is intended to be used when sampling is frequent.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class com.illumon.numerics.movingaverages.AbstractMa

AbstractMa.Mode, AbstractMa.Type

Field Summary

Fields inherited from class com.illumon.numerics.movingaverages.AbstractMa

lastSample, lastTimestamp, mode, timeScale, type

Constructor Summary

Constructors

Constructor and Description
TradingHoursEma(AbstractMa.Type type, AbstractMa.Mode mode, double timeScale, TradingHours tradingHours) Constructs a new EMA which use the given timescale.
TradingHoursEma(AbstractMa.Type type, AbstractMa.Mode mode, double timeScale, TradingHours tradingHours, long gapTolerance) Constructs a new EMA which use the given timescale.

Method Summary

Modifier and Type	Method and Description
void	processDouble(long timestamp, double data)

Methods inherited from class com.illumon.numerics.movingaverages.Ema

getCurrent, processDoubleLocal, reset, setCurrent

Methods inherited from class com.illumon.numerics.movingaverages.AbstractMa

getLastSample, getLastTimestamp, getTimeScale, setTimeScale

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

TradingHoursEma

public TradingHoursEma(AbstractMa.Type type,
                       AbstractMa.Mode mode,
                       double timeScale,
                       TradingHours tradingHours,
                       long gapTolerance)

Constructs a new EMA which use the given timescale.

Parameters:

type - type of EMA

mode - compute the ema by tick or time

timeScale - timescale for the EMAs.

TradingHoursEma

public TradingHoursEma(AbstractMa.Type type,
                       AbstractMa.Mode mode,
                       double timeScale,
                       TradingHours tradingHours)

Constructs a new EMA which use the given timescale.

Parameters:

type - type of EMA

mode - compute the ema by tick or time

timeScale - timescale for the EMAs.

Method Detail

processDouble

public void processDouble(long timestamp,
                          double data)

Overrides:

processDouble in class AbstractMa