Macbook
68 lines
2.3 KiB
Java
68 lines
2.3 KiB
Java
package com.goldenchart.service;
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import org.ta4j.core.BarSeries;
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import org.ta4j.core.Indicator;
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import org.ta4j.core.indicators.CachedIndicator;
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import org.ta4j.core.indicators.averages.SMAIndicator;
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import org.ta4j.core.indicators.statistics.MeanDeviationIndicator;
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import org.ta4j.core.num.Num;
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import java.util.HashMap;
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import java.util.Map;
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/**
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* TradingView/업비트 CCI — 임의 가격 소스에 대해
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* (src - SMA) / (0.015 × MeanDeviation) 계산.
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*/
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public class CciOnSourceIndicator extends CachedIndicator<Num> {
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/** 업비트·TradingView 기본: hlc3(고저종), 기간 13, 신호 SMA 10 */
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public static Map<String, Object> normalizeParams(Map<String, Object> p) {
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Map<String, Object> out = new HashMap<>(p);
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String maType = String.valueOf(p.getOrDefault("maType", "SMA"));
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int length = intParam(p, "length", 13);
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int maLength = intParam(p, "maLength", 10);
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String src = String.valueOf(p.getOrDefault("src", "hlc3"));
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if ("close".equals(src) && length == 13 && maLength == 10 && "SMA".equals(maType)) {
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src = "hlc3";
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}
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out.put("src", src);
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return out;
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}
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private static int intParam(Map<String, Object> p, String k, int def) {
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Object v = p.get(k);
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return v == null ? def : ((Number) v).intValue();
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}
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private final Indicator<Num> price;
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private final SMAIndicator sma;
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private final MeanDeviationIndicator meanDeviation;
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private final Num factor;
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private final int barCount;
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public CciOnSourceIndicator(Indicator<Num> price, int barCount) {
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super(price);
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this.price = price;
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this.barCount = barCount;
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this.factor = getBarSeries().numFactory().numOf(0.015);
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this.sma = new SMAIndicator(price, barCount);
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this.meanDeviation = new MeanDeviationIndicator(price, barCount);
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}
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@Override
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protected Num calculate(int index) {
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final Num meanDeviation = this.meanDeviation.getValue(index);
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if (meanDeviation.isZero()) {
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return getBarSeries().numFactory().zero();
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}
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return price.getValue(index).minus(sma.getValue(index))
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.dividedBy(meanDeviation.multipliedBy(factor));
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}
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@Override
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public int getCountOfUnstableBars() {
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return barCount - 1;
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}
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}
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