org.trade.strategy.data.VwapDataset.java Source code

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/* ===========================================================
 * TradeManager : a application to trade strategies for the Java(tm) platform
 * ===========================================================
 *
 * (C) Copyright 2011-2011, by Simon Allen and Contributors.
 *
 * Project Info:  org.trade
 *
 * This library is free software; you can redistribute it and/or modify it
 * under the terms of the GNU Lesser General Public License as published by
 * the Free Software Foundation; either version 2.1 of the License, or
 * (at your option) any later version.
 *
 * This library is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
 * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public
 * License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public
 * License along with this library; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301,
 * USA.
 *
 * [Java is a trademark or registered trademark of Oracle, Inc.
 * in the United States and other countries.]
 *
 * (C) Copyright 2011-2011, by Simon Allen and Contributors.
 *
 * Original Author:  Simon Allen;
 * Contributor(s):   -;
 *
 * Changes
 * -------
 *
 */
package org.trade.strategy.data;

import java.awt.Color;
import java.io.Serializable;
import java.util.ArrayList;
import java.util.List;

import org.jfree.chart.renderer.xy.StandardXYItemRenderer;
import org.jfree.chart.renderer.xy.XYItemRenderer;
import org.jfree.data.general.DatasetChangeEvent;
import org.jfree.data.time.RegularTimePeriod;
import org.jfree.data.time.TimePeriodAnchor;
import org.jfree.data.xy.AbstractXYDataset;
import org.jfree.data.xy.XYDataset;
import org.jfree.util.ObjectUtilities;
import org.trade.strategy.data.vwap.IVwapDataset;
import org.trade.strategy.data.vwap.VwapItem;

/**
 */
public class VwapDataset extends AbstractXYDataset implements IVwapDataset, IndicatorDataset, Serializable {

    /**
     * 
     */
    private static final long serialVersionUID = 3931818830267435673L;

    /** Storage for the data series. */
    private List<IndicatorSeries> data;

    private TimePeriodAnchor xPosition = TimePeriodAnchor.START;

    /**
     * Creates a new instance of <code>OHLCSeriesCollection</code>.
     */
    public VwapDataset() {
        this.data = new ArrayList<IndicatorSeries>();
    }

    /**
     * Returns the position within each time period that is used for the X value
     * when the collection is used as an {@link XYDataset}.
     * 
     * 
     * 
     * @since 1.0.11
     * @return The anchor position (never <code>null</code>).
     */
    public TimePeriodAnchor getXPosition() {
        return this.xPosition;
    }

    /**
     * Sets the position within each time period that is used for the X values
     * when the collection is used as an {@link XYDataset}, then sends a
     * {@link DatasetChangeEvent} is sent to all registered listeners.
     * 
     * @param anchor
     *            the anchor position (<code>null</code> not permitted).
     * 
     * @since 1.0.11
     */
    public void setXPosition(TimePeriodAnchor anchor) {
        if (anchor == null) {
            throw new IllegalArgumentException("Null 'anchor' argument.");
        }
        this.xPosition = anchor;
        notifyListeners(new DatasetChangeEvent(this, this));
    }

    /**
     * Adds a series to the collection and sends a {@link DatasetChangeEvent} to
     * all registered listeners.
     * 
     * @param series
     *            the series (<code>null</code> not permitted).
     * @see org.trade.strategy.data.IndicatorDataset#addSeries(IndicatorSeries)
     */
    public void addSeries(IndicatorSeries series) {
        if (series == null) {
            throw new IllegalArgumentException("Null 'series' argument.");
        }
        this.data.add(series);
        series.addChangeListener(this);
        fireDatasetChanged();
    }

    /**
     * Removes a series to the collection and sends a {@link DatasetChangeEvent}
     * to all registered listeners.
     * 
     * @param series
     *            the series (<code>null</code> not permitted).
     * @see org.trade.strategy.data.IndicatorDataset#removeSeries(IndicatorSeries)
     */
    public void removeSeries(IndicatorSeries series) {
        if (series == null) {
            throw new IllegalArgumentException("Null series argument.");
        }
        this.data.remove(series);
        series.removeChangeListener(this);
        fireDatasetChanged();
    }

    /**
     * Replace a series to the collection and sends a {@link DatasetChangeEvent}
     * to all registered listeners.
     * 
     * @param series
     *            the series (<code>null</code> not permitted).
     * @param index
     *            int
     * @see org.trade.strategy.data.IndicatorDataset#setSeries(int,
     *      IndicatorSeries)
     */
    public void setSeries(int index, IndicatorSeries series) {
        if (series == null) {
            throw new IllegalArgumentException("Null series argument.");
        }
        this.data.get(index).removeChangeListener(this);
        this.data.set(index, series);
        series.addChangeListener(this);
        fireDatasetChanged();
    }

    /**
     * Adds a series to the collection and sends a {@link DatasetChangeEvent} to
     * all registered listeners.
     * 
     */
    public void seriesUpdated() {
        fireDatasetChanged();
    }

    /**
     * Returns the number of series in the collection.
     * 
     * 
     * @return The series count. * @see
     *         org.jfree.data.general.SeriesDataset#getSeriesCount()
     */
    public int getSeriesCount() {
        return this.data.size();
    }

    /**
     * Returns a series from the collection.
     * 
     * @param series
     *            the series index (zero-based).
     * 
     * 
     * 
     * 
     * @return The series. * @throws IllegalArgumentException if
     *         <code>series</code> is not in the range <code>0</code> to
     *         <code>getSeriesCount() - 1</code>. * @see
     *         org.trade.strategy.data.IndicatorDataset#getSeries(int)
     */
    public VwapSeries getSeries(int series) {
        if ((series < 0) || (series >= getSeriesCount())) {
            throw new IllegalArgumentException("Series index out of bounds");
        }
        return (VwapSeries) this.data.get(series);
    }

    /**
     * Returns the key for a series.
     * 
     * @param series
     *            the series index (in the range <code>0</code> to
     *            <code>getSeriesCount() - 1</code>).
     * 
     * 
     * 
     * 
     * @return The key for a series. * @throws IllegalArgumentException if
     *         <code>series</code> is not in the specified range. * @see
     *         org.jfree.data.general.SeriesDataset#getSeriesKey(int)
     */
    public Comparable<?> getSeriesKey(int series) {
        // defer argument checking
        return getSeries(series).getKey();
    }

    /**
     * Returns the number of items in the specified series.
     * 
     * @param series
     *            the series (zero-based index).
     * 
     * 
     * 
     * 
     * @return The item count. * @throws IllegalArgumentException if
     *         <code>series</code> is not in the range <code>0</code> to
     *         <code>getSeriesCount() - 1</code>. * @see
     *         org.jfree.data.xy.XYDataset#getItemCount(int)
     */
    public int getItemCount(int series) {
        // defer argument checking
        return getSeries(series).getItemCount();
    }

    /**
     * Returns the x-value for a time period.
     * 
     * @param period
     *            the time period (<code>null</code> not permitted).
     * 
     * 
     * @return The x-value.
     */
    protected synchronized long getX(RegularTimePeriod period) {
        long result = 0L;
        if (this.xPosition == TimePeriodAnchor.START) {
            result = period.getFirstMillisecond();
        } else if (this.xPosition == TimePeriodAnchor.MIDDLE) {
            result = period.getMiddleMillisecond();
        } else if (this.xPosition == TimePeriodAnchor.END) {
            result = period.getLastMillisecond();
        }
        return result;
    }

    /**
     * Returns the x-value for an item within a series.
     * 
     * @param series
     *            the series index.
     * @param item
     *            the item index.
     * 
     * 
     * @return The x-value. * @see org.jfree.data.xy.XYDataset#getXValue(int,
     *         int)
     */
    public double getXValue(int series, int item) {
        VwapSeries s = (VwapSeries) this.data.get(series);
        VwapItem di = (VwapItem) s.getDataItem(item);
        RegularTimePeriod period = di.getPeriod();
        return getX(period);
    }

    /**
     * Returns the x-value for an item within a series.
     * 
     * @param series
     *            the series index.
     * @param item
     *            the item index.
     * 
     * 
     * @return The x-value. * @see org.jfree.data.xy.XYDataset#getX(int, int)
     */
    public Number getX(int series, int item) {
        return new Double(getXValue(series, item));
    }

    /**
     * Returns the y-value for an item within a series.
     * 
     * @param series
     *            the series index.
     * @param item
     *            the item index.
     * 
     * 
     * @return The y-value. * @see org.jfree.data.xy.XYDataset#getY(int, int)
     */
    public Number getY(int series, int item) {
        VwapSeries s = (VwapSeries) this.data.get(series);
        VwapItem di = (VwapItem) s.getDataItem(item);
        return new Double(di.getY());
    }

    /**
     * Returns the Pivot for an item within a series.
     * 
     * @param series
     *            the series index.
     * @param item
     *            the item index.
     * 
     * 
     * @return The Pivot. * @see
     *         org.trade.strategy.data.vwap.IVwapDataset#getVwapValue(int, int)
     */
    public double getVwapValue(int series, int item) {
        VwapSeries s = (VwapSeries) this.data.get(series);
        VwapItem di = (VwapItem) s.getDataItem(item);
        return di.getVwapPrice();
    }

    /**
     * Returns the Pivot for an item within a series.
     * 
     * @param series
     *            the series index.
     * @param item
     *            the item index.
     * 
     * 
     * @return The Pivot. * @see
     *         org.trade.strategy.data.vwap.IVwapDataset#getVwap(int, int)
     */
    public Number getVwap(int series, int item) {
        return new Double(getVwapValue(series, item));
    }

    /**
     * Tests this instance for equality with an arbitrary object.
     * 
     * @param obj
     *            the object (<code>null</code> permitted).
     * 
     * 
     * @return A boolean.
     */
    public boolean equals(Object obj) {
        if (obj == this) {
            return true;
        }
        if (!(obj instanceof VwapDataset)) {
            return false;
        }
        VwapDataset that = (VwapDataset) obj;
        if (!this.xPosition.equals(that.xPosition)) {
            return false;
        }
        return ObjectUtilities.equal(this.data, that.data);
    }

    /**
     * Returns a clone of this instance.
     * 
     * 
     * 
     * 
     * @return A clone. * @throws CloneNotSupportedException if there is a
     *         problem.
     */
    @SuppressWarnings("unchecked")
    public Object clone() throws CloneNotSupportedException {
        VwapDataset clone = (VwapDataset) super.clone();
        clone.data = (List<IndicatorSeries>) ObjectUtilities.deepClone(this.data);
        return clone;
    }

    /**
     * Method updateDataset.
     * 
     * @param source
     *            CandleDataset
     * @param seriesIndex
     *            int
     * @param newBar
     *            boolean
     * @see org.trade.strategy.data.IndicatorDataset#updateDataset(CandleDataset,
     *      int)
     */
    public void updateDataset(CandleDataset source, int seriesIndex, boolean newBar) {

        if (source == null) {
            throw new IllegalArgumentException("Null source (CandleDataset).");
        }

        for (int i = 0; i < this.getSeriesCount(); i++) {
            VwapSeries series = this.getSeries(i);
            series.updateSeries(source.getSeries(seriesIndex), source.getSeries(seriesIndex).getItemCount() - 1,
                    newBar);

        }
    }

    /**
     * Method clear.
     * 
     * @see org.trade.strategy.data.IndicatorDataset#clear()
     */
    public void clear() {

        for (int i = 0; i < this.getSeriesCount(); i++) {
            this.getSeries(i).clear();
        }
    }

    /**
     * Method getRenderer.
     * 
     * @return XYItemRenderer
     * @see org.trade.strategy.data.IndicatorDataset#getRenderer()
     */
    public XYItemRenderer getRenderer() {
        return new StandardXYItemRenderer();
    }

    /**
     * Method getSeriesColor.
     * 
     * @param seriesIndex
     *            int
     * @return Color
     * @see org.trade.strategy.data.IndicatorDataset#getSeriesColor(int)
     */
    public Color getSeriesColor(int seriesIndex) {
        return this.getSeries(seriesIndex).getSeriesColor();
    }

    /**
     * Method getDisplaySeries.
     * 
     * @param seriesIndex
     *            int
     * @return boolean
     * @see org.trade.strategy.data.IndicatorDataset#getDisplaySeries(int)
     */
    public boolean getDisplaySeries(int seriesIndex) {
        return this.getSeries(seriesIndex).getDisplaySeries();
    }

    /**
     * Method getSubChart.
     * 
     * @param seriesIndex
     *            int
     * @return boolean
     * @see org.trade.strategy.data.IndicatorDataset#getSubChart(int)
     */
    public boolean getSubChart(int seriesIndex) {
        return this.getSeries(seriesIndex).getSubChart();
    }

    /**
     * Method getType.
     * 
     * @param seriesIndex
     *            int
     * @return String
     * @see org.trade.strategy.data.IndicatorDataset#getType(int)
     */
    public String getType(int seriesIndex) {
        return this.data.get(seriesIndex).getType();
    }
}