net.tradelib.functors.Sma.java Source code

Introduction

Here is the source code for net.tradelib.functors.Sma.java

Source

// Copyright 2015 Ivan Popivanov
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
//     http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.

package net.tradelib.functors;

import com.google.common.collect.EvictingQueue;

public class Sma implements IMovingAverage {
    private double mean;
    private EvictingQueue<Double> cq;
    private final int n;
    private final double dn;
    private int count;

    public Sma(int n) {
        this.count = 0;
        this.n = n;
        this.dn = n;
        this.mean = 0.0;
        this.cq = EvictingQueue.create(this.n);
    }

    public int getLength() {
        return n;
    }

    public int getCount() {
        return count;
    }

    public double add(double value) {
        // The number of elements including the one added
        ++count;
        if (count > n) {
            mean += (value - cq.peek()) / dn;
        } else if (count == n) {
            mean += (value - mean) / dn;
        } else if (count > 1) {
            mean += (value - mean) / count;
        } else {
            mean = value;
        }

        // Add the value to the buffer
        cq.add(value);

        return last();
    }

    public double last() {
        return count >= n ? mean : Double.NaN;
    }
}