com.mytrendtimer.trendtimer
Class Model

java.lang.Object
  com.mytrendtimer.trendtimer.Model

public class Model
extends java.lang.Object

This is a implementation of the financial model.

Version:

v0.95.1

Author:

FRM

Field Summary

static int	MEDIUM_TERM_STAT_NBR_QUOTES Number of quotes to take into account the do the medium term statistic
static java.lang.String	OUT_STRENGTH_LOG_FILE_PATH The path (relative to baseDir !)
static int	SHORT_TERM_STAT_NBR_QUOTES Number of quotes to take into account the do the short term statistic

Constructor Summary

Model(MyTrendTimer myTTArg, OutFileWritter xmlResultFileObjArg, boolean csvOutputGenerationArg, OutFileWritter CSVFileObjArg, java.util.ArrayList<Line> lineArrayArg, int osc1DaysArg, int osc2DaysArg, int maxDayGapWarnNameArg, int maxDailyPercQuoteChangeWarnNameArg, java.text.DecimalFormat dfVarNbrDigitsNoAposArg, java.text.DecimalFormat dfVarNbrDigitsArg, QuoteSourceFile quoteSourceFileObjArg, SAX2Handler xmlHandlerObjArg, int startChartYearArg)
This is the constructor for the Model object.

Method Summary

void	accumulateResults(long elapsedTimeMillisArg) Accumulate result summary in a buffer
void	accumulateStrength() Accumulate signal strength in a buffer and dump it into a file
void	calcAllStats() Calc and Write all the stats statShortTerm, statMediumTerm, statCurrentYear, statPreviousYear
void	calcAndWriteStatCurrentYear(OutFileWritter xmlResultFileObjArg, java.lang.String xmlElementArg, int daysInPreviousYearToStatArg, int daysInCurrentYearToStatArg, java.util.ArrayList<Line> lineObjArg, java.text.DecimalFormat dfVarNbrDigitsArg, java.text.DecimalFormat d0Arg) Calc some stats on the last quotes (currentYear).
void	calcAndWriteStatMediumTerm(OutFileWritter xmlResultFileObjArg, java.lang.String xmlElementArg, java.util.ArrayList<Line> lineObjArg, java.text.DecimalFormat dfVarNbrDigitsArg) Calc some stats on the last quotes (medium term).
void	calcAndWriteStatPrevYear(OutFileWritter xmlResultFileObjArg, java.lang.String xmlElementArg, int daysInPreviousYearToStatArg, int daysInCurrentYearToStatArg, java.util.ArrayList<Line> lineObjArg, java.text.DecimalFormat dfVarNbrDigitsArg, java.text.DecimalFormat d0Arg) Calc some stats on the last quotes (previousYear).
void	calcAndWriteStatShortTerm(OutFileWritter xmlResultFileObjArg, java.lang.String xmlElementArg, java.util.ArrayList<Line> lineObjArg, java.text.DecimalFormat dfVarNbrDigitsArg) Calc some stats on the last quotes (short term).
void	calcResult() Summarize the produced operations (return calculation, overperformance etc..)
void	checkCurrentSituation() Check the current situation (values of the last calculation)
void	closeTradeXmlElement() Just write the close of the in xml file
void	createLastFakeOp() Produce a fake operation (based on current quote) to have the result of the last signal
void	loopInLines() Loop in the previously instanciated line objects
void	loopMonthlyPerfObj() Loop in PeriodicPerf objects (monthlyPerfObj) and write them in xml file.
void	loopMonthlyPerfObjSeasonal() Loop in PeriodicPerf objects (monthlyPerfObj), calculate a monthly consolidated perf (seasonal) and write them in xml file.
void	loopYearlyPerfObj() Loop in PeriodicPerf objects (yearlyPerfObj) and write them in xml file.
void	openTradeXmlElement() Just write the open of the in xml file
void	writeAllToFile(long elapsedTimeMillisArg) Call the methods to write full result set in xml file

Methods inherited from class java.lang.Object

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

Field Detail

MEDIUM_TERM_STAT_NBR_QUOTES

public static final int MEDIUM_TERM_STAT_NBR_QUOTES

Number of quotes to take into account the do the medium term statistic

See Also:

Constant Field Values

OUT_STRENGTH_LOG_FILE_PATH

public static final java.lang.String OUT_STRENGTH_LOG_FILE_PATH

The path (relative to baseDir !) where the signal strength log is going to be created

See Also:

Constant Field Values

SHORT_TERM_STAT_NBR_QUOTES

public static final int SHORT_TERM_STAT_NBR_QUOTES

Number of quotes to take into account the do the short term statistic

See Also:

Constant Field Values

Constructor Detail

Model

public Model(MyTrendTimer myTTArg,
             OutFileWritter xmlResultFileObjArg,
             boolean csvOutputGenerationArg,
             OutFileWritter CSVFileObjArg,
             java.util.ArrayList<Line> lineArrayArg,
             int osc1DaysArg,
             int osc2DaysArg,
             int maxDayGapWarnNameArg,
             int maxDailyPercQuoteChangeWarnNameArg,
             java.text.DecimalFormat dfVarNbrDigitsNoAposArg,
             java.text.DecimalFormat dfVarNbrDigitsArg,
             QuoteSourceFile quoteSourceFileObjArg,
             SAX2Handler xmlHandlerObjArg,
             int startChartYearArg)
      throws java.lang.Exception

This is the constructor for the Model object.

Parameters:

myTTArg - object to keep the warnings.

xmlResultFileObjArg - The result file (already initialized at this stage)

csvOutputGenerationArg - Already setted by a checker

CSVFileObjArg - The csv file (already initialized at this stage)

lineArrayArg - The line objects to run the model on

osc1DaysArg - Already setted by a checker

osc2DaysArg - Already setted by a checker

maxDayGapWarnNameArg - Found in the xml file

maxDailyPercQuoteChangeWarnNameArg - Found in the xml file

dfVarNbrDigitsNoAposArg - Already setted by a method createOutputFormatter

dfVarNbrDigitsArg - Already setted by a method createOutputFormatter

quoteSourceFileObjArg - Already setted

xmlHandlerObjArg - Already setted

startChartYearArg - Already setted by the checker call in the MTT main class

Throws:

java.lang.Exception

Method Detail

accumulateResults

public void accumulateResults(long elapsedTimeMillisArg)
                       throws java.lang.Exception

Accumulate result summary in a buffer

Throws:

java.lang.Exception

accumulateStrength

public void accumulateStrength()
                        throws java.lang.Exception

Accumulate signal strength in a buffer and dump it into a file

Throws:

java.lang.Exception

calcAllStats

public void calcAllStats()
                  throws java.lang.Exception

Calc and Write all the stats statShortTerm, statMediumTerm, statCurrentYear, statPreviousYear

Throws:

java.lang.Exception

calcAndWriteStatCurrentYear

public void calcAndWriteStatCurrentYear(OutFileWritter xmlResultFileObjArg,
                                        java.lang.String xmlElementArg,
                                        int daysInPreviousYearToStatArg,
                                        int daysInCurrentYearToStatArg,
                                        java.util.ArrayList<Line> lineObjArg,
                                        java.text.DecimalFormat dfVarNbrDigitsArg,
                                        java.text.DecimalFormat d0Arg)
                                 throws java.lang.Exception

Calc some stats on the last quotes (currentYear). (statGeneration)

Parameters:

xmlResultFileObjArg - the file where to write

xmlElementArg - the xmlElementArg

daysInPreviousYearToStatArg - the number of days of the previous year

daysInCurrentYearToStatArg - the number of days of the current year

lineObjArg - the lines objects to use for the stats

dfVarNbrDigitsArg - the variable decimal format

d0Arg - the no digit (d0) decimal format

Throws:

java.lang.Exception

calcAndWriteStatMediumTerm

public void calcAndWriteStatMediumTerm(OutFileWritter xmlResultFileObjArg,
                                       java.lang.String xmlElementArg,
                                       java.util.ArrayList<Line> lineObjArg,
                                       java.text.DecimalFormat dfVarNbrDigitsArg)
                                throws java.lang.Exception

Calc some stats on the last quotes (medium term). (statGeneration)

Parameters:

xmlResultFileObjArg - the file where to write

xmlElementArg - the xmlElementArg

lineObjArg - the lines objects to use for the stats

dfVarNbrDigitsArg - the variable decimal format

Throws:

java.lang.Exception

calcAndWriteStatPrevYear

public void calcAndWriteStatPrevYear(OutFileWritter xmlResultFileObjArg,
                                     java.lang.String xmlElementArg,
                                     int daysInPreviousYearToStatArg,
                                     int daysInCurrentYearToStatArg,
                                     java.util.ArrayList<Line> lineObjArg,
                                     java.text.DecimalFormat dfVarNbrDigitsArg,
                                     java.text.DecimalFormat d0Arg)
                              throws java.lang.Exception

Calc some stats on the last quotes (previousYear). (statGeneration)

Parameters:

xmlResultFileObjArg - the file where to write

xmlElementArg - the xmlElementArg

daysInPreviousYearToStatArg - the number of days of the previous year

daysInCurrentYearToStatArg - the number of days of the current year

lineObjArg - the lines objects to use for the stats

dfVarNbrDigitsArg - the variable decimal format

d0Arg - the no digit (d0) decimal format

Throws:

java.lang.Exception

calcAndWriteStatShortTerm

public void calcAndWriteStatShortTerm(OutFileWritter xmlResultFileObjArg,
                                      java.lang.String xmlElementArg,
                                      java.util.ArrayList<Line> lineObjArg,
                                      java.text.DecimalFormat dfVarNbrDigitsArg)
                               throws java.lang.Exception

Calc some stats on the last quotes (short term). (statGeneration)

Parameters:

xmlResultFileObjArg - the file where to write

xmlElementArg - the xmlElementArg

lineObjArg - the lines objects to use for the stats

dfVarNbrDigitsArg - the variable decimal format

Throws:

java.lang.Exception

calcResult

public void calcResult()
                throws java.lang.Exception

Summarize the produced operations (return calculation, overperformance etc..)

Throws:

java.lang.Exception

checkCurrentSituation

public void checkCurrentSituation()
                           throws java.lang.Exception

Check the current situation (values of the last calculation)

Throws:

java.lang.Exception

closeTradeXmlElement

public void closeTradeXmlElement()

Just write the close of the in xml file

createLastFakeOp

public void createLastFakeOp()
                      throws java.lang.Exception

Produce a fake operation (based on current quote) to have the result of the last signal

Throws:

java.lang.Exception

loopInLines

public void loopInLines()
                 throws java.lang.Exception

Loop in the previously instanciated line objects

Throws:

java.lang.Exception

loopMonthlyPerfObj

public void loopMonthlyPerfObj()
                        throws java.lang.Exception

Loop in PeriodicPerf objects (monthlyPerfObj) and write them in xml file. (periodicperfGeneration)

Throws:

java.lang.Exception

loopMonthlyPerfObjSeasonal

public void loopMonthlyPerfObjSeasonal()
                                throws java.lang.Exception

Loop in PeriodicPerf objects (monthlyPerfObj), calculate a monthly consolidated perf (seasonal) and write them in xml file.

Throws:

java.lang.Exception

loopYearlyPerfObj

public void loopYearlyPerfObj()
                       throws java.lang.Exception

Loop in PeriodicPerf objects (yearlyPerfObj) and write them in xml file.

Throws:

java.lang.Exception

openTradeXmlElement

public void openTradeXmlElement()

Just write the open of the in xml file

writeAllToFile

public void writeAllToFile(long elapsedTimeMillisArg)
                    throws java.lang.Exception

Call the methods to write full result set in xml file

Throws:

java.lang.Exception