Class BloomSignalService

java.lang.Object

com.bluebell.greenhouse.anther.services.analysis.BloomSignalService

@Service
public class BloomSignalService
extends Object

Shared Bloom signal engine used by both trading-strategy execution and symbol-analysis adapters.

Version:

2.0.4

Author:

Stephen Prizio

Constructor Summary

Constructors

Constructor	Description
BloomSignalService()

Method Summary

Modifier and Type	Method	Description
Map<LocalDateTime, Double>	buildEmaLookup(List<MarketPrice> marketPrices, int period)	Builds an EMA lookup for the given market prices and period.
AntherSignal	determineSignal(int currentBarIndex, List<MarketPrice> marketPrices, Map<LocalDateTime, Double> fastEmaValues, Map<LocalDateTime, Double> slowOneEmaValues, Map<LocalDateTime, Double> slowTwoEmaValues)	Determines the Bloom signal for the given execution-bar index.
int	getRequiredBarCount(int fastEmaPeriod, int slowEmaPeriodOne, int slowEmaPeriodTwo)	Returns the required number of bars needed to safely evaluate Bloom.
int	getRequiredBarCount(BloomTradingStrategyParameters parameters)	Returns the required number of bars needed to safely evaluate Bloom.

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

BloomSignalService

public BloomSignalService()

Method Details

buildEmaLookup

public Map<LocalDateTime, Double> buildEmaLookup(List<MarketPrice> marketPrices,
 int period)

Builds an EMA lookup for the given market prices and period.

Parameters:

marketPrices - List of MarketPrice

period - EMA period

Returns:

lookup keyed by market-price date

getRequiredBarCount

public int getRequiredBarCount(BloomTradingStrategyParameters parameters)

Returns the required number of bars needed to safely evaluate Bloom.

Parameters:

parameters - BloomTradingStrategyParameters

Returns:

required bar count

getRequiredBarCount

public int getRequiredBarCount(int fastEmaPeriod,
 int slowEmaPeriodOne,
 int slowEmaPeriodTwo)

Returns the required number of bars needed to safely evaluate Bloom.

Parameters:

fastEmaPeriod - fast EMA period

slowEmaPeriodOne - first slow EMA period

slowEmaPeriodTwo - second slow EMA period

Returns:

required bar count

determineSignal

public AntherSignal determineSignal(int currentBarIndex,
 List<MarketPrice> marketPrices,
 Map<LocalDateTime, Double> fastEmaValues,
 Map<LocalDateTime, Double> slowOneEmaValues,
 Map<LocalDateTime, Double> slowTwoEmaValues)

Determines the Bloom signal for the given execution-bar index.

Parameters:

currentBarIndex - current execution-bar index

marketPrices - List of MarketPrice

fastEmaValues - fast EMA lookup

slowOneEmaValues - first slow EMA lookup

slowTwoEmaValues - second slow EMA lookup

Returns:

AntherSignal