Package io.deephaven.numerics.movingaverages

Class AbstractMa

java.lang.Object

io.deephaven.numerics.movingaverages.AbstractMa

All Implemented Interfaces:

Serializable

Direct Known Subclasses:

Ema

public abstract class AbstractMa
extends Object
implements Serializable

Base class for computing moving averages.

See Also:

• Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static enum	AbstractMa.Mode
static enum	AbstractMa.Type

Field Summary

Fields

Modifier and Type	Field	Description
protected double	lastSample
protected long	lastTimestamp
protected final AbstractMa.Mode	mode
protected double	timeScale
protected final AbstractMa.Type	type

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AbstractMa()	empty constructor needed for externalizable
	AbstractMa(AbstractMa.Type type, AbstractMa.Mode mode, double timeScale)	Constructs a new MA which use the given timescale.

Method Summary

Modifier and Type	Method	Description
abstract double	getCurrent()	Gets the current value of the ema.
double	getLastSample()
long	getLastTimestamp()	Gets the last time the ema was updated.
double	getTimeScale()
void	processDouble(long timestamp, double data)
protected abstract void	processDoubleLocal(long timestamp, double data)
abstract void	reset()
abstract void	setCurrent(double value)	Sets the current value of the ema state.
void	setTimeScale(double timeScale)

Methods inherited from class java.lang.Object

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

Field Details

type

protected final AbstractMa.Type type

mode

protected final AbstractMa.Mode mode

timeScale

protected double timeScale

lastTimestamp

protected long lastTimestamp

lastSample

protected double lastSample

Constructor Details

AbstractMa

protected AbstractMa()

empty constructor needed for externalizable

AbstractMa

public AbstractMa(AbstractMa.Type type,
 AbstractMa.Mode mode,
 double timeScale)

Constructs a new MA which use the given timescale.

Parameters:

type - type of EMA

mode - compute the ema by tick or time

timeScale - timescale for the EMAs.

Method Details

processDouble

public void processDouble(long timestamp,
 double data)

processDoubleLocal

protected abstract void processDoubleLocal(long timestamp,
 double data)

getCurrent

public abstract double getCurrent()

Gets the current value of the ema.

Returns:

current value of the ema.

setCurrent

public abstract void setCurrent(double value)

Sets the current value of the ema state.

Parameters:

value - new value of the ema state.

getTimeScale

public double getTimeScale()

reset

public abstract void reset()

setTimeScale

public void setTimeScale(double timeScale)

getLastTimestamp

public long getLastTimestamp()

Gets the last time the ema was updated.

Returns:

last time the ema was updated.

getLastSample

public double getLastSample()