import java.util.List;
import java.util.Vector;
public class IndexCalculation {
/**
* 计算成交量包含ma5、ma10、ma20
*
* @param data
* @return
*/
public static Vector<KLineData> calculationVol(Vector<KLineData> data) {
data = indexDayMovingAverage(data);
double ma5s = 0;
double ma10s = 0;
double ma20s = 0;
for (int i = 0; i < data.size(); i++) {
double num = data.get(i).getCjl();
double ma5 = 0;
double ma10 = 0;
double ma20 = 0;
ma5s += data.get(i).getCjl();
ma10s += data.get(i).getCjl();
ma20s += data.get(i).getCjl();
if (i >= 4) {
ma5 = ma5s / 5;
ma5s -= data.get(i - 4).getCjl();
if (i >= 9) {
ma10 = ma10s / 10;
ma10s -= data.get(i - 9).getCjl();
if (i >= 19) {
ma20 = ma20s / 20;
ma20s -= data.get(i - 19).getCjl();
}
}
}
Volume vol = new Volume(num, ma5, ma10, ma20);
data.get(i).setVolume(vol);
}
return data;
}
/**
* 计算MACD指标
*
* @param data
* @return
*/
public static Vector<KLineData> calculationMACD(Vector<KLineData> data) {
// MACD：参数快线移动平均、慢线移动平均、移动平均，
// 参数值12、26、9。
// 公式：⒈首先分别计算出收盘价12日指数平滑移动平均线与26日指数平滑移动平均线，分别记为EMA(12）与EMA(26）。
// ⒉求这两条指数平滑移动平均线的差，即：DIFF=EMA（SHORT）－EMA（LONG）。
// ⒊再计算DIFF的M日的平均的指数平滑移动平均线，记为DEA。
// ⒋最后用DIFF减DEA，得MACD。MACD通常绘制成围绕零轴线波动的柱形图。MACD柱状大于0红色，小于0绿色。
data = indexDayMovingAverage(data);
double ema12 = 0;
double ema26 = 0;
double oldEma12 = 0;
double oldEma26 = 0;
double diff = 0;
double dea = 0;
double oldDea = 0;
double macd = 0;
double sum = 0;
double sumDif = 0;
for (int i = 0; i < data.size(); i++) {
sum += data.get(i).getClose();
if (i == 11) {
ema12 = sum / 12;
oldEma12 = ema12;
} else if (i > 11) {
ema12 = (2 * data.get(i).getClose() + 11 * oldEma12) / 13;
oldEma12 = ema12;
}
if (i == 25) {
ema26 = sum / 26;
oldEma26 = ema26;
} else if (i > 25) {
ema26 = (2 * data.get(i).getClose() + 25 * oldEma26) / 27;
oldEma26 = ema26;
}
if (i >= 25) {
diff = ema12 - ema26;
sumDif += diff;
if (i == 33) {
dea = sumDif / 9;
macd = (diff - dea) * 2;
oldDea = dea;
} else if (i > 33) {
dea = (2 * diff + 8 * oldDea) / 10;
oldDea = dea;
macd = (diff - dea) * 2;
}
}
MACD mMacd = new MACD(diff, dea, macd);
data.get(i).setMacd(mMacd);
}
return data;
}
/**
* 计算BOLL指标
* 日BOLL指标的计算公式
中轨线=N日的移动平均线
上轨线=中轨线+两倍的标准差
下轨线=中轨线－两倍的标准差
日BOLL指标的计算过程
1）计算MA，N取为26
MA=N日内的收盘价之和÷N
2）计算标准差MD
两倍的标准差 = 平方根N日的(收盘价- MA)两次方之和除以N
3）计算MB、上轨线、下轨线
中轨线=（N－1）日的MA
上轨线 = 中轨线+2×两倍的标准差
下轨线 = 中轨线－2×两倍的标准差
*
* @param data
* @return
*/
public static Vector<KLineData> calculationBOLL(Vector<KLineData> data) {
double closes26 = 0;// MA
double MA = 0;// 中轨线
double MD = 0;// 标准差
double UP = 0;// 上轨线
double DN = 0;// 下轨线
for (int i = 0; i < data.size(); i++) {
closes26 += data.get(i).getClose();
if (i >= 25) {
MA = closes26 / 26;
List<KLineData> subList = data.subList(i - 25, i + 1);
MD = getBollMD(data.subList(i - 25, i + 1), MA);
UP = MA + 2 * MD;
DN = MA - 2 * MD;
closes26 -= data.get(i - 25).getClose();
}
BOLL boll = new BOLL(UP, MA, DN);
data.get(i).setBoll(boll);
}
return data;
}
/**
* 计算KDJ
*
* @param data
* @return
*/
public static Vector<KLineData> calculationKDJ(Vector<KLineData> data) {
data = indexDayMovingAverage(data);
double K = 0;
double D = 0;
double J = 0;
for (int i = 0; i < data.size(); i++) {
if (i >= 8) {
double Cn = data.get(i).getClose();
double Ln = getLow(data.subList(i - 8, i + 1));
double Hn = getHigh(data.subList(i - 8, i + 1));
double RSV = (Cn - Ln) / (Hn - Ln == 0 ? 1 : Hn - Ln) * 100;
Log.w("KDJ", "i= "+ i + " Ln=" + Ln + " Hn=" + Hn + " RSV=" + RSV);
// 当日K值=2/3×前一日K值+1/3×当日RSV
// 当日D值=2/3×前一日D值+1/3×当日K值
// 若无前一日K 值与D值，则可分别用50来代替。
// J值=3*当日K值-2*当日D值
K = 2.0 / 3.0
* (i == 8 ? 50.0 : data.get(i - 1).getKdj().getK())
+ 1.0 / 3.0 * RSV;
D = 2.0 / 3.0
* (i == 8 ? 50.0 : data.get(i - 1).getKdj().getD())
+ 1.0 / 3.0 * K;
J = 3.0 * K - 2.0 * D;
Log.w("KDJ", "K=" + K + " D=" + D + " J=" + J);
}
KDJ kdj = new KDJ(K, D, J);
data.get(i).setKdj(kdj);
}
return data;
}
/**
* 计算RSI
*
* @param data
* @return
*/
public static Vector<KLineData> calculationRSI(Vector<KLineData> data) {
// N日RSI =
// N日内收盘涨幅的平均值/(N日内收盘涨幅均值+N日内收盘跌幅均值) ×100%
data = indexDayMovingAverage(data);
double RSI1 = 0;// 参数6
double RSI2 = 0;// 参数12
double RSI3 = 0;// 参数24
double sumCloseA = 0;
double sumCloseB = 0;
double a1 = 0;
double b1 = 0;
double oldA1 = 0;
double oldB1 = 0;
double a2 = 0;
double b2 = 0;
double oldA2 = 0;
double oldB2 = 0;
double a3 = 0;
double b3 = 0;
double oldA3 = 0;
double oldB3 = 0;
if(data != null && data.size() > 0){
data.get(0).setRsi(new RSI(0, 0, 0));
if (data.size() < 2)
return data;
for (int i = 1; i < data.size(); i++) {
double tmp = data.get(i).getClose() - data.get(i - 1).getClose();
if (tmp > 0) {
sumCloseA += tmp;
} else {
sumCloseB += tmp;
}
double AA = tmp > 0 ? tmp : 0;
double BB = Math.abs(tmp);
if (i >= 6) {
if (i == 6) {
a1 = sumCloseA / 6;
b1 = (Math.abs(sumCloseB) + sumCloseA) / 6;
oldA1 = a1;
oldB1 = b1;
} else {
a1 = (AA + 5 * oldA1) / 6;
b1 = (BB + 5 * oldB1) / 6;
oldA1 = a1;
oldB1 = b1;
}
RSI1 = a1 / b1 * 100;
if (i >= 12) {
if (i == 12) {
a2 = sumCloseA / 12;
b2 = (Math.abs(sumCloseB) + sumCloseA) / 12;
oldA2 = a2;
oldB2 = b2;
} else {
a2 = (AA + 11 * oldA2) / 12;
b2 = (BB + 11 * oldB2) / 12;
oldA2 = a2;
oldB2 = b2;
}
RSI2 = a2 / b2 * 100;
if (i >= 24) {
if (i == 24) {
a3 = sumCloseA / 24;
b3 = (Math.abs(sumCloseB) + sumCloseA) / 24;
oldA3 = a3;
oldB3 = b3;
} else {
a3 = (AA + 23 * oldA3) / 24;
b3 = (BB + 23 * oldB3) / 24;
oldA3 = a3;
oldB3 = b3;
}
RSI3 = a3 / b3 * 100;
}
}
}
RSI rsi = new RSI(RSI1, RSI2, RSI3);
data.get(i).setRsi(rsi);
}
}
return data;
}
/**
* 计算BIAS指标
*
* @param data
* @return
*/
public static Vector<KLineData> calculationBIAS(Vector<KLineData> data) {
// 乖离率=[(当日收盘价-N日平均价)/N日平均价]*100%
// 参数：6，12、24
data = indexDayMovingAverage(data);
double bias1 = 0;
double bias2 = 0;
double bias3 = 0;
double closes1 = 0;
double closes2 = 0;
double closes3 = 0;
for (int i = 0; i < data.size(); i++) {
closes1 += data.get(i).getClose();
closes2 += data.get(i).getClose();
closes3 += data.get(i).getClose();
if (i >= 5) {
double mean6 = closes1 / 6;
closes1 -= data.get(i - 5).getClose();
bias1 = ((data.get(i).getClose() - mean6) / mean6) * 100;
if (i >= 11) {
double mean12 = closes2 / 12;
closes2 -= data.get(i - 11).getClose();
bias2 = ((data.get(i).getClose() - mean12) / mean12) * 100;
if (i >= 23) {
double mean24 = closes3 / 24;
closes3 -= data.get(i - 23).getClose();
bias3 = ((data.get(i).getClose() - mean24) / mean24) * 100;
}
}
}
BIAS bias = new BIAS(bias1, bias2, bias3);
data.get(i).setBias(bias);
}
return data;
}
/**
* 计算BRAR指标
*
* @param data
* @return
*/
public static Vector<KLineData> calculationBRAR(Vector<KLineData> data) {
// 参数是26。
// 公式N日BR=N日内（H－CY）之和除以N日内（CY－L）之和*100，
// 其中，H为当日最高价，L为当日最低价，CY为前一交易日的收盘价，N为设定的时间参数。
// N日AR=(N日内（H－O）之和除以N日内（O－L）之和)*100，
// 其中，H为当日最高价，L为当日最低价，O为当日开盘价，N为设定的时间参数
data = indexDayMovingAverage(data);
double BR = 0;
double AR = 0;
double HCY = 0;
double CYL = 0;
double HO = 0;
double OL = 0;
for (int i = 0; i < data.size(); i++) {
HO += (data.get(i).getHighPrice() - data.get(i).getOpen());
OL += (data.get(i).getOpen() - data.get(i).getLowPrice());
if (i > 0) {
double CY = data.get(i - 1).getClose();
HCY += (data.get(i).getHighPrice() - CY) > 0 ? (data.get(i)
.getHighPrice() - CY) : 0;
CYL += (CY - data.get(i).getLowPrice()) > 0 ? (CY - data.get(i)
.getLowPrice()) : 0;
if (i >= 25) {
AR = HO / OL * 100;
HO -= data.get(i - 25).getHighPrice()
- data.get(i - 25).getOpen();
OL -= data.get(i - 25).getOpen()
- data.get(i - 25).getLowPrice();
if (i >= 26) {
BR = HCY / CYL * 100;
double CY1 = data.get(i - 26).getClose();
HCY -= (data.get(i - 25).getHighPrice() - CY1) > 0 ? (data
.get(i -
25).getHighPrice() -
CY1) : 0;
CYL -= (CY1 - data.get(i - 25).getLowPrice()) > 0 ? (CY1 - data
.get(i - 25).getLowPrice()) : 0;
}
}
}
BRAR brar = new BRAR(BR, AR);
data.get(i).setBrar(brar);
}
return data;
}
/**
* 计算CCI指标
*
* @param data
* @return
*/
public static Vector<KLineData> calculationCCI(Vector<KLineData> data) {
// 中价与 中价的N日内移动平均 的差 除以 N日内中价的平均绝对偏差
// 其中，中价等于最高价、最低价和收盘价之和除以3
// ={【79-（79+62+45+90+25）/5）】
// +【62-（79+62+45+90+25）/5）】
// +【45-（79+62+45+90+25）/5）】
// +【90-（79+62+45+90+25）/5）】
// +【25-（79+62+45+90+25）/5）】}/5
data = indexDayMovingAverage(data);
double TYPEs = 0;
double cci = 0;
for (int i = 0; i < data.size(); i++) {
double TYP = (data.get(i).getHighPrice()
+ data.get(i).getLowPrice() + data.get(i).getClose()) / 3;
TYPEs += TYP;
if (i >= 13) {
double TYPEsMean = TYPEs / 14;
TYPEs -= (data.get(i - 13).getHighPrice()
+ data.get(i - 13).getLowPrice() + data.get(i - 13)
.getClose()) / 3;
double types = 0;
for (int j = i - 13; j < i + 1; j++) {
double typ = (data.get(j).getHighPrice()
+ data.get(j).getLowPrice() + data.get(j)
.getClose()) / 3;
types += Math.abs(typ - TYPEsMean);
}
double MD = types / 14;
if (MD == 0) {
cci = 0;
} else {
cci = 200 * (TYP - TYPEsMean) / 3 / MD;
}
}
CCI CCi = new CCI(cci);
data.get(i).setCci(CCi);
}
return data;
}
/**
* 计算DMI
*
* @param data
* @return
*/
public static Vector<KLineData> calculationDMI(Vector<KLineData> data) {
// 参数 14，6
// MTR:=EXPMEMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW)),N)
// HD :=HIGH-REF(HIGH,1);
// LD :=REF(LOW,1)-LOW;
// DMP:=EXPMEMA(IF(HD>0&&HD>LD,HD,0),N);
// DMM:=EXPMEMA(IF(LD>0&&LD>HD,LD,0),N);
//
// PDI: DMP*100/MTR;
// MDI: DMM*100/MTR;
// ADX: EXPMEMA(ABS(MDI-PDI)/(MDI+PDI)*100,MM);
// ADXR:EXPMEMA(ADX,MM);
// 公式含义：
// MTR赋值:最高价-最低价和最高价-昨收的绝对值的较大值和昨收-最低价的绝对值的较大值的N日指数平滑移动平均
// HD赋值:最高价-昨日最高价
// LD赋值:昨日最低价-最低价
// DMP赋值:如果HD>0并且HD>LD,返回HD,否则返回0的N日指数平滑移动平均
// DMM赋值:如果LD>0并且LD>HD,返回LD,否则返回0的N日指数平滑移动平均
// 输出PDI: DMP*100/MTR
// 输出MDI: DMM*100/MTR
// 输出ADX: MDI-PDI的绝对值/(MDI+PDI)*100的MM日指数平滑移动平均
// 输出ADXR:ADX的MM日指数平滑移动平均
data = indexDayMovingAverage(data);
double pdi = 0;
double mdi = 0;
double adx = 0;
double adxr = 0;
double HD = 0;
double LD = 0;
double refClose = 0;
List<Double> sumMax = new Vector<Double>();
List<Double> sumMaxDmp = new Vector<Double>();
List<Double> sumMaxDmm = new Vector<Double>();
List<Double> sumAdx = new Vector<Double>();
List<Double> sumAdxr = new Vector<Double>();
for (int i = 0; i < data.size(); i++) {
if (i > 0) {
refClose = data.get(i - 1).getClose();
HD = data.get(i).getHighPrice()
- data.get(i - 1).getHighPrice();
LD = data.get(i - 1).getLowPrice() - data.get(i).getLowPrice();
double max1 = data.get(i).getHighPrice()
- data.get(i).getLowPrice() > Math.abs(data.get(i)
.getHighPrice() -
refClose) ? data.get(i)
.getHighPrice() -
data.get(i).getLowPrice()
: Math
.abs(data.get(i).getHighPrice() - refClose);
double max2 = max1 > Math.abs(refClose)
- data.get(i).getLowPrice() ? max1 : Math.abs(refClose)
-
data.get(i).getLowPrice();
sumMax.add(max2);
double H;
if (HD > 0 && HD > LD)
H = HD;
else
H = 0;
sumMaxDmp.add(H);
double L;
if (LD > 0 && LD > HD)
L = LD;
else
L = 0;
sumMaxDmm.add(L);
if (i >= 14) {
double sumMax1 = 0;
double sumMaxDmp1 = 0;
double sumMaxDmm1 = 0;
for (int j = 0; j < sumMax.size(); j++) {
sumMax1 += sumMax.get(j);
sumMaxDmp1 += sumMaxDmp.get(j);
sumMaxDmm1 += sumMaxDmm.get(j);
}
sumMax.remove(0);
sumMaxDmp.remove(0);
sumMaxDmm.remove(0);
double mtr = sumMax1;
double dmp = sumMaxDmp1;
double dmm = sumMaxDmm1;
pdi = dmp * 100 / mtr;
mdi = dmm * 100 / mtr;
double adxN1 = Math.abs((mdi - pdi)) / (mdi + pdi) * 100;
sumAdx.add(adxN1);
if (i >= 19) {
double sum = 0;
for (int j = 0; j < sumAdx.size(); j++) {
sum += sumAdx.get(j);
}
adx = sum / 6;
sumAdx.remove(0);
sumAdxr.add(adx);
if (i >= 25) {
double sum1 = 0;
sum1 += sumAdxr.get(0);
sum1 += sumAdxr.get(sumAdxr.size() - 1);
adxr = sum1 / 2;
sumAdxr.remove(0);
}
}
}
}
DMI dmi = new DMI(pdi, mdi, adx, adxr);
data.get(i).setDmi(dmi);
}
return data;
}
/**
* 计算CR
*
* @param data
* @return
*/
public static Vector<KLineData> calculationCR(Vector<KLineData> data) {
// 参数26、5、10、20
// MID:=REF(HIGH+LOW,1)/2;
// CR:SUM(MAX(0,HIGH-MID),N)/SUM(MAX(0,MID-LOW),N)*100;
// MA1:REF(MA(CR,M1),M1/2.5+1);
// MA2:REF(MA(CR,M2),M2/2.5+1);
// MA3:REF(MA(CR,M3),M3/2.5+1);
// MID赋值:(昨日最高价+昨日最低价)/2
// 输出带状能量线:0和最高价-MID的较大值的N日累和/0和MID-最低价的较大值的N日累和*100
// 输出MA1:M1(5)/2.5+1日前的CR的M1(5)日简单移动平均
// 输出MA2:M2(10)/2.5+1日前的CR的M2(10)日简单移动平均
// 输出MA3:M3(20)/2.5+1日前的CR的M3(20)日简单移动平均
// 输出MA4:M4/2.5+1日前的CR的M4日简单移动平均
data = indexDayMovingAverage(data);
double cr = 0;
double ma1 = 0;
double ma2 = 0;
double ma3 = 0;
double P1 = 0;
double P2 = 0;
double ma1Index = 0;
double ma2Index = 0;
double ma3Index = 0;
for (int i = 0; i < data.size(); i++) {
if (i > 0) {
double YM = (data.get(i - 1).getHighPrice()
+ data.get(i - 1).getLowPrice() + data.get(i - 1)
.getClose()) / 3;
P1 += (0 >= data.get(i).getHighPrice() - YM ? 0 : data.get(i)
.getHighPrice() - YM);
P2 += (0 >= YM - data.get(i).getLowPrice() ? 0 : YM
- data.get(i).getLowPrice());
if (i >= 26) {
cr = P1 / P2 * 100;
ma1Index += cr;
ma2Index += cr;
ma3Index += cr;
double YM1 = (data.get(i - 26).getHighPrice()
+ data.get(i - 26).getLowPrice() + data.get(i - 26)
.getClose()) / 3;
P1 -= 0 >= data.get(i - 25).getHighPrice() - YM1 ? 0 : data
.get(i -
25).getHighPrice() -
YM1;
P2 -= 0 >= YM1 - data.get(i - 25).getLowPrice() ? 0 : YM1
- data.get(
i - 25).getLowPrice();
if (i >= 33) {
double ma1Index1 = ma1Index
- (data.get(i - 2).getCr().getCr()
+ data.get(i - 1).getCr().getCr() + cr);
ma1 = ma1Index1 / 5;
ma1Index -= data.get(i - 7).getCr().getCr();
if (i >= 40) {
double ma2Index2 = ma2Index
- (data.get(i - 4).getCr().getCr()
+ data.get(i - 3).getCr().getCr()
+ data.get(i - 2).getCr().getCr()
+ data.get(i - 1).getCr().getCr() + cr);
ma2 = ma2Index2 / 10;
ma2Index -= data.get(i - 14).getCr().getCr();
if (i >= 54) {
double ma3Index3 = ma3Index
- (data.get(i - 8).getCr().getCr()
+ data.get(i - 7).getCr()
.getCr()
+ data.get(i - 6).getCr()
.getCr()
+ data.get(i - 5).getCr()
.getCr()
+ data.get(i - 4).getCr()
.getCr()
+ data.get(i - 3).getCr()
.getCr()
+ data.get(i - 2).getCr()
.getCr()
+ data.get(i - 1).getCr()
.getCr() + cr);
ma3 = ma3Index3 / 20;
ma3Index -= data.get(i - 28).getCr().getCr();
}
}
}
}
}
CR Cr = new CR(cr, ma1, ma2, ma3);
data.get(i).setCr(Cr);
}
return data;
}
/**
* 计算PSY
*
* @param data
* @return
*/
public static Vector<KLineData> calculationPSY(Vector<KLineData> data) {
// PSY：参数是12。公式：PSY=N日内的上涨天数/N×100%。
data = indexDayMovingAverage(data);
double psy = 0;
double upDay = 0;
for (int i = 0; i < data.size(); i++) {
if (i > 0) {
upDay += (data.get(i).getClose() - data.get(i - 1).getClose() > 0 ? 1
: 0);
if (i >= 12) {
psy = upDay / 12 * 100;
upDay -= (data.get(i - 11).getClose()
- data.get(i - 12).getClose() > 0 ? 1 : 0);
}
}
PSY Psy = new PSY(psy);
data.get(i).setPsy(Psy);
}
return data;
}
/**
* 计算DMA
*
* @param data
* @return
*/
public static Vector<KLineData> calculationDMA(Vector<KLineData> data) {
// 参数是10、50、10。公式：DIF:MA(CLOSE,N1)-MA(CLOSE,N2);DIFMA:MA(DIF,M)
data = indexDayMovingAverage(data);
double Dma = 0;
double Ama = 0;
double ma10Index = 0;
double ma50Index = 0;
double Dma10Index = 0;
for (int i = 0; i < data.size(); i++) {
ma10Index += data.get(i).getClose();
ma50Index += data.get(i).getClose();
if (i >= 49) {
Dma = ma10Index / 10 - ma50Index / 50;
Dma10Index += Dma;
if (i >= 58) {
Ama = Dma10Index / 10;
Dma10Index -= data.get(i - 9).getDma().getDif();
}
ma50Index -= data.get(i - 49).getClose();
}
if (i >= 9) {
ma10Index -= data.get(i - 9).getClose();
}
DMA DMa = new DMA(Dma, Ama);
data.get(i).setDma(DMa);
}
return data;
}
/**
* 计算TRIX
*
* @param data
* @return
*/
public static Vector<KLineData> calculationTRIX(Vector<KLineData> data) {
// TR=收盘价的N日指数移动平均的N日指数移动平均的N日指数移动平均；
// TRIX=(TR-昨日TR)/昨日TR*100；
// MATRIX=TRIX的M日简单移动平均；
// 参数N设为12，参数M设为20；
// 参数12、20
// 公式：MTR:=EMA(EMA(EMA(CLOSE,N),N),N)
// TRIX:(MTR-REF(MTR,1))/REF(MTR,1)*100;
// TRMA:MA(TRIX,M)
data = indexDayMovingAverage(data);
double trix = 0;
double maTrix = 0;
double sumTrix = 0;
double sumClose = 0;
double emaClose = 0;
double oldEmaClose = 0;
double sumEmaClose = 0;
double ema2 = 0;
double oldEma2 = 0;
double sumEma2 = 0;
double ema3 = 0;
double oldEma3 = 0;
for (int i = 0; i < data.size(); i++) {
sumClose += data.get(i).getClose();
if (i == 11) {
emaClose = sumClose / 12;
oldEmaClose = emaClose;
} else if (i > 11) {
emaClose = (2 * data.get(i).getClose() + 11 * oldEmaClose) / 13;
oldEmaClose = emaClose;
}
sumEmaClose += emaClose;
if (i == 22) {
ema2 = sumEmaClose / 12;
oldEma2 = ema2;
} else if (i > 22) {
ema2 = (2 * emaClose + 11 * oldEma2) / 13;
oldEma2 = ema2;
}
sumEma2 += ema2;
if (i == 33) {
ema3 = sumEma2 / 12;
oldEma3 = ema3;
} else if (i > 33) {
ema3 = (2 * ema2 + 11 * oldEma3) / 13;
// 公式：MTR:=EMA(EMA(EMA(CLOSE,N),N),N)
// TRIX:(MTR-REF(MTR,1))/REF(MTR,1)*100;
// TRMA:MA(TRIX,M)
trix = (ema3 - oldEma3) / oldEma3 * 100;
sumTrix += trix;
if (i >= 52) {
maTrix = sumTrix / 20;
sumTrix -= data.get(i - 19).getTrix().getTrix();
}
oldEma3 = ema3;
}
TRIX Trix = new TRIX(trix, maTrix);
data.get(i).setTrix(Trix);
}
return data;
}
/**
* 计算均线数据
*
* @param data
* @return
*/
private static Vector<KLineData> indexDayMovingAverage(Vector<KLineData> data) {
double ma5Num = 0.0;
double ma10Num = 0.0;
double ma20Num = 0.0;
double ma5 = 0;
double ma10 = 0;
double ma20 = 0;
for (int i = 0; i < data.size(); i++) {
double close = data.get(i).getClose();
ma5Num += close;
ma10Num += close;
ma20Num += close;
if (i >= 4) {
ma5 = ma5Num / 5;
ma5Num -= Parse.getInstance().parseDouble(
data.get(i - 4).getClose());
if (i >= 9) {
ma10 = ma10Num / 10;
ma10Num -= Parse.getInstance().parseDouble(
data.get(i - 9).getClose());
if (i >= 19) {
ma20 = ma20Num / 20;
ma20Num -= Parse.getInstance().parseDouble(
data.get(i - 19).getClose());
}
}
}
// Log.w("IndexCalculation", "i=" + i + ",dMA1:" + ma5 + ",dMA2:" + ma10 + ",dMA3:" + ma20 );
KLineData.DayMovingAverage dma = new KLineData.DayMovingAverage(ma5, ma10, ma20);
data.get(i).setDayMovingAverage(dma);
}
return data;
}
/**
* 计算布林指标中的标准差
*
* @param list
* @param MA
* @return
*/
private static double getBollMD(List<KLineData> list, double MA) {
double sum = 0;
for (int i = 0; i < list.size(); i++) {
sum += (list.get(i).getClose() - MA)
* (list.get(i).getClose() - MA);
}
boolean b = sum > 0;
sum = Math.abs(sum);
double MD = Math.sqrt(sum / 26);
return b ? MD : -1 * MD;
}
/**
* 获取list中的最大的最高价
*
* @param list
* @return
*/
private static double getHigh(List<KLineData> list) {
double high = 0;
if (list != null && list.size() > 0) {
int size = list.size();
high = list.get(0).getHighPrice();
for (int i = 1; i < size; i++) {
high = high < list.get(i).getHighPrice() ? list.get(i)
.getHighPrice() : high;
}
}
return high;
}
/**
* 获取list中的最小的最低价
*
* @param list
* @return
*/
private static double getLow(List<KLineData> list) {
double low = 0;
if (list != null && list.size() > 0) {
int size = list.size();
low = list.get(0).getLowPrice();
for (int i = 1; i < size; i++) {
low = low > list.get(i).getLowPrice() ? list.get(i)
.getLowPrice() : low;
}
}
return low;
}
/**
* 获取N日内的涨和
*
* @param list
* @return
*/
private static double getUpHe(List<KLineData> list) {
double up = 0;
if (list != null && list.size() > 0) {
int size = list.size();
for (int i = 1; i < size; i++) {
double z = list.get(i).getClose() - list.get(i - 1).getClose();
up += z > 0 ? z : 0;
}
}
return up;
}
/**
* 获取N日内跌和
*
* @param list
* @return
*/
private static double getDownHe(List<KLineData> list) {
double down = 0;
if (list != null && list.size() > 0) {
int size = list.size();
for (int i = 1; i < size; i++) {
double d = list.get(i).getClose() - list.get(i - 1).getClose();
down += d < 0 ? Math.abs(d) : 0;
}
}
return down;
}
/**
* 比较较大值并返回
*
* @param d1
* @param d2
* @return
*/
private static double getMax(double d1, double d2) {
if (d1 > d2)
return d1;
else
return d2;
}
}
