Initial commit of multiasset branch

src/opensesim/indicators/BaseIndicator.java

@@ -0,0 +1,58 @@
+/*
+ * Copyright (c) 2017, 7u83
+ * All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions are met:
+ *
+ * * Redistributions of source code must retain the above copyright notice, this
+ *   list of conditions and the following disclaimer.
+ * * Redistributions in binary form must reproduce the above copyright notice,
+ *   this list of conditions and the following disclaimer in the documentation
+ *   and/or other materials provided with the distribution.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+ * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+ * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+ * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
+ * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+ * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+ * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+ * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+ * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+ * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+ * POSSIBILITY OF SUCH DAMAGE.
+ */
+package opensesim.indicators;
+
+import org.json.JSONObject;
+import opensesim.old_sesim.ConfigurableInterface;
+import opensesim.old_sesim.Indicator;
+
+/**
+ *
+ * @author tube
+ */
+public abstract class BaseIndicator implements Indicator {
+
+    @Override
+    public String getName() {
+        return this.getClass().getName();
+    }
+
+    @Override
+    public String getDescription() {
+        return "";
+    }
+
+    @Override
+    public JSONObject getConfig() {
+        return new JSONObject();
+    }
+
+    @Override
+    public void putConfig(JSONObject cfg) {
+    }
+    
+    
+}

src/opensesim/indicators/RSIIndicator.java

@@ -0,0 +1,35 @@
+/*
+ * Copyright (c) 2017, 7u83 <7u83@mail.ru>
+ * All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions are met:
+ *
+ * * Redistributions of source code must retain the above copyright notice, this
+ *   list of conditions and the following disclaimer.
+ * * Redistributions in binary form must reproduce the above copyright notice,
+ *   this list of conditions and the following disclaimer in the documentation
+ *   and/or other materials provided with the distribution.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+ * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+ * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+ * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
+ * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+ * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+ * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+ * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+ * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+ * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+ * POSSIBILITY OF SUCH DAMAGE.
+ */
+package opensesim.indicators;
+
+
+/**
+ *
+ * @author 7u83 <7u83@mail.ru>
+ */
+public class RSIIndicator extends BaseIndicator{
+    
+}

src/opensesim/indicators/SMAIndicator.java

@@ -0,0 +1,117 @@
+/*
+ * Copyright (c) 2017, 7u83 <7u83@mail.ru>
+ * All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions are met:
+ *
+ * * Redistributions of source code must retain the above copyright notice, this
+ *   list of conditions and the following disclaimer.
+ * * Redistributions in binary form must reproduce the above copyright notice,
+ *   this list of conditions and the following disclaimer in the documentation
+ *   and/or other materials provided with the distribution.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+ * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+ * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+ * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
+ * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+ * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+ * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+ * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+ * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+ * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+ * POSSIBILITY OF SUCH DAMAGE.
+ */
+package opensesim.indicators;
+
+import org.json.JSONObject;
+import opensesim.old_sesim.OHLCData;
+import opensesim.old_sesim.OHLCDataItem;
+
+/**
+ *
+ * @author 7u83 <7u83@mail.ru>
+ */
+public class SMAIndicator extends BaseIndicator {
+
+    private OHLCData parent;
+
+    OHLCData indicator;
+
+    public SMAIndicator() {
+        indicator = new OHLCData();
+    }
+
+    public void setParent(OHLCData parent) {
+        this.parent = parent;
+    }
+
+    final String LEN = "len";
+    int len = 60;
+
+    @Override
+    public void putConfig(JSONObject cfg) {
+
+        len = cfg.getInt(LEN);
+
+    }
+
+    @Override
+    public JSONObject getConfig() {
+        JSONObject r;
+        r = new JSONObject();
+        r.put(LEN, len);
+        return r;
+    }
+
+    private float getAt(int pos) {
+        if (parent.size() == 0) {
+            return 0;
+        }
+
+        int start = pos - len;
+        if (start < 0) {
+            start = 0;
+        }
+        float sum = 0;
+        for (int i = start; i <= pos; i++) {
+            sum += parent.get(i).close;
+        }
+
+        return sum / (pos - start + 1);
+    }
+
+    public void update() {
+
+        if (parent.size() == 0) {
+
+            return;
+        }
+
+        if (parent.size() == indicator.size()) {
+            int i = parent.size() - 1;
+            OHLCDataItem p = parent.get(i);
+            float pr = this.getAt(i);
+            OHLCDataItem it = new opensesim.old_sesim.OHLCDataItem(p.time, pr, 0);
+            this.indicator.set(i, it);
+            return;
+        }
+
+        for (int i = indicator.size(); i < parent.size(); i++) {
+            OHLCDataItem p = parent.get(i);
+            float pr = this.getAt(i);
+            OHLCDataItem it = new opensesim.old_sesim.OHLCDataItem(p.time, pr, 0);
+
+            this.indicator.add(it);
+
+        }
+    }
+
+    public OHLCData getData() {
+        update();
+        return indicator;
+
+    }
+
+}