Venice 0.751beta

nz.org.venice.parser.expression
Class MACDExpression

java.lang.Object
  extended bynz.org.venice.parser.expression.AbstractExpression
      extended bynz.org.venice.parser.expression.BinaryExpression
          extended bynz.org.venice.parser.expression.MACDExpression
All Implemented Interfaces:
java.lang.Cloneable, Expression

public class MACDExpression
extends BinaryExpression

An expression which finds the MACD (Moving Average Convergence Divergence) over a default trading period.

Author:
Alberto Nacher

Field Summary
static int PERIOD_FAST
           
static int PERIOD_SLOW
           
 
Fields inherited from interface nz.org.venice.parser.Expression
BOOLEAN_TYPE, FALSE, FLOAT_QUOTE_TYPE, FLOAT_TYPE, INTEGER_QUOTE_TYPE, INTEGER_SHORT_TYPE, INTEGER_TYPE, NUMERIC_TYPE, STRING_TYPE, TRUE, TRUE_LEVEL, UNDEFINED_TYPE
 
Constructor Summary
MACDExpression(Expression quote, Expression lag)
          Create a new Moving Average Convergence Divergence expression for the given quote kind, starting with lag days away.
 
Method Summary
 int checkType()
          Perform type checking on the expression.
 java.lang.Object clone()
           
 double evaluate(Variables variables, QuoteBundle quoteBundle, Symbol symbol, int day)
          Evaluates the given expression and returns the result.
 int getType()
          Get the type of the expression.
 java.lang.String toString()
          Convert the given expression to a string.
 
Methods inherited from class nz.org.venice.parser.expression.BinaryExpression
getChildCount, toString
 
Methods inherited from class nz.org.venice.parser.expression.AbstractExpression
equals, getChild, getId, getIndex, getNumberFormat, getParent, getParseMetadata, hashCode, isRoot, iterator, parseDouble, parseInt, printParents, setChild, setChildMutableVersion, setParent, setParseMetadata, simplify, simplifyMutableVersion, size, size, validTree, valueOfDouble, valueOfInt
 
Methods inherited from class java.lang.Object
finalize, getClass, notify, notifyAll, wait, wait, wait
 

Field Detail

PERIOD_SLOW

public static final int PERIOD_SLOW
See Also:
Constant Field Values

PERIOD_FAST

public static final int PERIOD_FAST
See Also:
Constant Field Values
Constructor Detail

MACDExpression

public MACDExpression(Expression quote,
                      Expression lag)
Create a new Moving Average Convergence Divergence expression for the given quote kind, starting with lag days away. The periods and smoothing constants are set to default values.

Parameters:
quote - the quote kind
lag - the offset from the current day
Method Detail

evaluate

public double evaluate(Variables variables,
                       QuoteBundle quoteBundle,
                       Symbol symbol,
                       int day)
                throws EvaluationException
Description copied from interface: Expression
Evaluates the given expression and returns the result.

Parameters:
variables - variable storage area for expression
quoteBundle - the quote bundle containing quote data to use
symbol - the current symbol
day - current date in cache fast access format
Returns:
the result of the expression
Throws:
EvaluationException - if the expression performs an illegal operation such as divide by zero.

toString

public java.lang.String toString()
Description copied from interface: Expression
Convert the given expression to a string.

Specified by:
toString in interface Expression
Overrides:
toString in class AbstractExpression

checkType

public int checkType()
              throws TypeMismatchException
Description copied from interface: Expression
Perform type checking on the expression.

Returns:
the return type of the expression
Throws:
TypeMismatchException - if the expression has incorrect types

getType

public int getType()
Description copied from interface: Expression
Get the type of the expression.

Returns:
one of Expression.BOOLEAN_TYPE, Expression.FLOAT_TYPE, Expression.INTEGER_TYPE, Expression.FLOAT_QUOTE_TYPE or Expression.INTEGER_QUOTE_TYPE.

clone

public java.lang.Object clone()
Specified by:
clone in interface Expression
Specified by:
clone in class AbstractExpression

Venice 0.751beta