Class ExponentialMovingAverageService

java.lang.Object

com.bluebell.greenhouse.radicle.services.technical.ExponentialMovingAverageService

@Service
@Transactional(readOnly=true)
public class ExponentialMovingAverageService
extends Object

Service-layer wrapper for exponential moving average calculations and lookups.

Version:

2.0.1

Author:

Stephen Prizio

Constructor Summary

Constructors

Constructor	Description
ExponentialMovingAverageService()

Method Summary

Modifier and Type	Method	Description
Map<LocalDateTime, Double>	buildLookup(List<MarketPrice> marketPrices, int period)	Builds a lookup of EMA values keyed by market-price date for the given period.

Methods inherited from class Object

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

Constructor Details

ExponentialMovingAverageService

public ExponentialMovingAverageService()

Method Details

buildLookup

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

Builds a lookup of EMA values keyed by market-price date for the given period.

Parameters:

marketPrices - List of MarketPrice

period - EMA period

Returns:

Map of date to ema value