added recentswinglowindicator

ta4j-core/src/main/java/org/ta4j/core/indicators/RecentSwingHighIndicator.java

@@ -21,20 +21,6 @@
  * IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
  * CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
  */
-/**
- * This copy of Woodstox XML processor is licensed under the
- * Apache (Software) License, version 2.0 ("the License").
- * See the License for details about distribution rights, and the
- * specific rights regarding derivate works.
- *
- * You may obtain a copy of the License at:
- *
- * http://www.apache.org/licenses/
- *
- * A copy is also included in the downloadable source code package
- * containing Woodstox, in file "ASL2.0", under the same directory
- * as this file.
- */
 package org.ta4j.core.indicators;
 
 import org.ta4j.core.Bar;

ta4j-core/src/main/java/org/ta4j/core/indicators/RecentSwingLowIndicator.java

@@ -0,0 +1,100 @@
+/**
+ * The MIT License (MIT)
+ *
+ * Copyright (c) 2017-2023 Ta4j Organization & respective
+ * authors (see AUTHORS)
+ *
+ * Permission is hereby granted, free of charge, to any person obtaining a copy of
+ * this software and associated documentation files (the "Software"), to deal in
+ * the Software without restriction, including without limitation the rights to
+ * use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
+ * the Software, and to permit persons to whom the Software is furnished to do so,
+ * subject to the following conditions:
+ *
+ * The above copyright notice and this permission notice shall be included in all
+ * copies or substantial portions of the Software.
+ *
+ * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+ * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
+ * FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
+ * COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
+ * IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
+ * CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
+ */
+package org.ta4j.core.indicators;
+
+import org.ta4j.core.Bar;
+import org.ta4j.core.BarSeries;
+import org.ta4j.core.num.NaN;
+import static org.ta4j.core.num.NaN.NaN;
+import org.ta4j.core.num.Num;
+
+/**
+ * Recent Swing Low Indicator.
+ */
+public class RecentSwingLowIndicator extends CachedIndicator<Num> {
+
+    /**
+     * A swing low is a bar with a lower low than the bars both before and after
+     * it. Defines the number of bars to consider on each side (e.g., 2 bars on
+     * each side).
+     */
+    private final int surroundingBars;
+
+    /**
+     * *
+     *
+     * @param series
+     * @param surroundingBars
+     */
+    public RecentSwingLowIndicator(BarSeries series, int surroundingBars) {
+        super(series);
+
+        if (surroundingBars <= 0) {
+            throw new IllegalArgumentException("surroundingBars must be greater than 0");
+        }
+        this.surroundingBars = surroundingBars;
+    }
+
+    /**
+     * * g
+     *
+     * @param series
+     */
+    public RecentSwingLowIndicator(BarSeries series) {
+        this(series, 2);
+    }
+
+    /**
+     * Calculates the value of the most recent swing low
+     *
+     * @param index the bar index
+     * @return the value of the most recent swing low, otherwise {@link NaN}
+     */
+    @Override
+    protected Num calculate(int index) {
+        if (index < surroundingBars) {
+            return NaN;
+        }
+
+        for (int i = index - 1; i >= surroundingBars; i--) {
+            boolean isSwingLow = true;
+            Bar currentBar = getBarSeries().getBar(i);
+
+            for (int j = 1; j <= surroundingBars; j++) {
+                if (i + j > getBarSeries().getEndIndex()
+                        || currentBar.getLowPrice().isGreaterThanOrEqual(getBarSeries().getBar(i - j).getLowPrice())
+                        || currentBar.getLowPrice().isGreaterThanOrEqual(getBarSeries().getBar(i + j).getLowPrice())) {
+                    isSwingLow = false;
+                    break;
+                }
+            }
+
+            if (isSwingLow) {
+                return currentBar.getLowPrice();
+            }
+        }
+
+        return NaN;
+    }
+}

ta4j-core/src/test/java/org/ta4j/core/indicators/RecentSwingHighIndicatorTest.java

@@ -21,20 +21,7 @@
  * IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
  * CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
  */
-/**
- * This copy of Woodstox XML processor is licensed under the
- * Apache (Software) License, version 2.0 ("the License").
- * See the License for details about distribution rights, and the
- * specific rights regarding derivate works.
- *
- * You may obtain a copy of the License at:
- *
- * http://www.apache.org/licenses/
- *
- * A copy is also included in the downloadable source code package
- * containing Woodstox, in file "ASL2.0", under the same directory
- * as this file.
- */
+
 package org.ta4j.core.indicators;
 
 import java.util.ArrayList;

ta4j-core/src/test/java/org/ta4j/core/indicators/RecentSwingLowIndicatorTest.java

@@ -0,0 +1,94 @@
+/**
+ * The MIT License (MIT)
+ *
+ * Copyright (c) 2017-2023 Ta4j Organization & respective
+ * authors (see AUTHORS)
+ *
+ * Permission is hereby granted, free of charge, to any person obtaining a copy of
+ * this software and associated documentation files (the "Software"), to deal in
+ * the Software without restriction, including without limitation the rights to
+ * use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
+ * the Software, and to permit persons to whom the Software is furnished to do so,
+ * subject to the following conditions:
+ *
+ * The above copyright notice and this permission notice shall be included in all
+ * copies or substantial portions of the Software.
+ *
+ * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+ * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
+ * FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
+ * COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
+ * IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
+ * CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
+ */
+
+package org.ta4j.core.indicators;
+
+import java.util.ArrayList;
+import java.util.List;
+import org.junit.Before;
+import org.junit.Test;
+import org.ta4j.core.BarSeries;
+import org.ta4j.core.Indicator;
+import org.ta4j.core.mocks.MockBarSeries;
+import org.ta4j.core.num.NaN;
+import org.ta4j.core.num.Num;
+
+import java.util.function.Function;
+
+import org.ta4j.core.Bar;
+import static org.ta4j.core.TestUtils.assertNumEquals;
+import org.ta4j.core.mocks.MockBar;
+
+public class RecentSwingLowIndicatorTest extends AbstractIndicatorTest<Indicator<Num>, Num> {
+
+    BarSeries series;
+
+    public RecentSwingLowIndicatorTest(Function<Number, Num> numFunction) {
+        super(numFunction);
+    }
+
+    @Before
+    public void setUp() {
+        List<Bar> bars = new ArrayList<>();
+        bars.add(new MockBar(10, 10, 10, 10, numFunction));
+        bars.add(new MockBar(9, 9, 9, 9, numFunction));
+        bars.add(new MockBar(8, 8, 8, 8, numFunction));
+        bars.add(new MockBar(9, 9, 9, 9, numFunction));
+        bars.add(new MockBar(10, 10, 10, 10, numFunction));
+        bars.add(new MockBar(7, 7, 7, 7, numFunction));
+        bars.add(new MockBar(10, 10, 10, 10, numFunction));
+        this.series = new MockBarSeries(bars);
+    }
+
+    @Test
+    public void testCalculate_BelowSurroundingBars_ReturnsNaN() {
+        RecentSwingLowIndicator swingLowIndicator = new RecentSwingLowIndicator(series, 2);
+
+        assertNumEquals(NaN.NaN, swingLowIndicator.getValue(0));
+        assertNumEquals(NaN.NaN, swingLowIndicator.getValue(1));
+        assertNumEquals(NaN.NaN, swingLowIndicator.getValue(2));
+    }
+
+    @Test
+    public void testCalculate_AboveSurroundingBars_ReturnsValue() {
+        RecentSwingLowIndicator swingLowIndicator = new RecentSwingLowIndicator(series, 2);
+
+        assertNumEquals(8, swingLowIndicator.getValue(3));
+        assertNumEquals(8, swingLowIndicator.getValue(4));
+        assertNumEquals(8, swingLowIndicator.getValue(5));
+    }
+
+    @Test
+    public void testCalculate_NotEnoughSurroundingBarsAfter_ReturnsPreviousValue() {
+        RecentSwingLowIndicator swingLowIndicator = new RecentSwingLowIndicator(series, 2);
+
+        assertNumEquals(8, swingLowIndicator.getValue(6));
+    }
+
+    @Test(expected = IllegalArgumentException.class)
+    public void testConstructor_SurroundingBarsZero() {
+        RecentSwingLowIndicator swingLowIndicator = new RecentSwingLowIndicator(series, 0);
+    }
+
+}