Examples with IntStreamlet suite.primitive.streamlet.IntStreamlet used on opensource projects

Example 1 with IntStreamlet

use of suite.primitive.streamlet.IntStreamlet in project suite by stupidsing.

the class MarketTiming method time.

public int[] time(float[] prices) {
    int length = prices.length;
    int lookback = 40;
    float[] ma20 = ma.movingAvg(prices, 20);
    float[] ma50 = ma.movingAvg(prices, 50);
    double lookback80 = lookback * .8d;
    int[] flags = new int[length];
    for (int i = 0; i < length; i++) {
        int past = max(0, i - lookback);
        IntStreamlet past_i = Ints_.range(past, i);
        IntStreamlet past1_i = past_i.drop(1);
        int ma20abovema50 = past_i.filter(j -> ma50[j] < ma20[j]).size();
        int ma50abovema20 = past_i.filter(j -> ma20[j] < ma50[j]).size();
        double r = ma50abovema20 / (double) ma20abovema50;
        boolean isStrglyBullish = // 
        true && // 
        lookback <= ma20abovema50 && // 
        past1_i.isAll(j -> ma20[j - 1] <= ma20[j]) && // 
        past1_i.isAll(j -> ma50[j - 1] <= ma50[j]) && // 
        (1.02d * ma50[i] <= ma20[i] || ma20[past] - ma50[past] < ma20[i] - ma50[i]) && past_i.isAll(j -> ma20[j] <= prices[j]);
        boolean isWeaklyBullish = // 
        true && // 
        lookback80 <= ma20abovema50 && // 
        past1_i.isAll(j -> ma50[j - 1] <= ma50[j]) && past_i.isAll(j -> ma50[j] <= prices[j]);
        boolean isStrglyBearish = // 
        true && // 
        lookback <= ma50abovema20 && // 
        past1_i.isAll(j -> ma20[j] <= ma20[j - 1]) && // 
        past1_i.isAll(j -> ma50[j] <= ma50[j - 1]) && // 
        (1.02d * ma20[i] <= ma50[i] || ma50[past] - ma20[past] < ma50[i] - ma20[i]) && past_i.isAll(j -> prices[j] <= ma20[j]);
        boolean isWeaklyBearish = // 
        true && // 
        lookback80 <= ma50abovema20 && // 
        past1_i.isAll(j -> ma50[j] <= ma50[j - 1]) && past_i.isAll(j -> prices[j] <= ma50[j]);
        boolean isRangeBound__ = // non-trending
        true && 2d / 3d <= r && // 
        r <= 3d / 2d && // 
        stat.meanVariance(past_i.collect(Int_Flt.lift(j -> ma50[j])).toArray()).volatility() < .02d && // 
        .02d < stat.meanVariance(past_i.collect(Int_Flt.lift(j -> ma20[j])).toArray()).volatility() && (ma20[i] + ma50[i]) * .02d <= Math.abs(ma20[i] - ma50[i]);
        int flag = // 
        0 + // 
        (isStrglyBearish ? strgBear : 0) + // 
        (isWeaklyBearish ? weakBear : 0) + // 
        (isRangeBound__ ? rngBound : 0) + // 
        (isWeaklyBullish ? weakBull : 0) + (isStrglyBullish ? strgBull : 0);
        flags[i] = flag;
    }
    return flags;
}