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

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	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 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 Details
- 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 Details
- processDouble
  
  public void processDouble(long timestamp, double data)
  
  Overrides:
  
  processDouble in class AbstractMa