Package io.deephaven.numerics.movingaverages

Class EmaArray

java.lang.Object

io.deephaven.numerics.movingaverages.EmaArray

All Implemented Interfaces:

Serializable

public class EmaArray
extends Object
implements Serializable

An array of EMAs with different timescales.

See Also:

• Serialized Form

Constructor Summary

Constructors

Constructor	Description
EmaArray(AbstractMa.Type type, AbstractMa.Mode mode, double[] timeScales)	Constructs a new array of EMAs which use the given timescales.

Method Summary

Modifier and Type	Method	Description
double[]	getCurrent()
double	getLastSample()
long	getLastTimestamp()	Gets the last time the ema was updated.
void	processDouble(long timestamp, double data)
void	reset()
int	size()	Gets the size of the ema array.

Methods inherited from class java.lang.Object

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

Constructor Details

EmaArray

public EmaArray(AbstractMa.Type type,
 AbstractMa.Mode mode,
 double[] timeScales)

Constructs a new array of EMAs which use the given timescales.

Parameters:

type - type of EMA

mode - compute the ema by tick or time

timeScales - timescales for the EMAs.

Method Details

processDouble

public void processDouble(long timestamp,
 double data)

reset

public void reset()

getCurrent

public double[] getCurrent()

size

public int size()

Gets the size of the ema array.

Returns:

size of the ema array.

getLastTimestamp

public long getLastTimestamp()

Gets the last time the ema was updated.

Returns:

last time the ema was updated.

getLastSample

public double getLastSample()